In time-variant reliability problems,there are a lot of uncertain variables from different sources.Therefore,it is important to consider these uncertainties in engineering.In addition,time-variant reliability problems...In time-variant reliability problems,there are a lot of uncertain variables from different sources.Therefore,it is important to consider these uncertainties in engineering.In addition,time-variant reliability problems typically involve a complexmultilevel nested optimization problem,which can result in an enormous amount of computation.To this end,this paper studies the time-variant reliability evaluation of structures with stochastic and bounded uncertainties using a mixed probability and convex set model.In this method,the stochastic process of a limit-state function with mixed uncertain parameters is first discretized and then converted into a timeindependent reliability problem.Further,to solve the double nested optimization problem in hybrid reliability calculation,an efficient iterative scheme is designed in standard uncertainty space to determine the most probable point(MPP).The limit state function is linearized at these points,and an innovative random variable is defined to solve the equivalent static reliability analysis model.The effectiveness of the proposed method is verified by two benchmark numerical examples and a practical engineering problem.展开更多
Time-varying mesh stiffness(TVMS)is a vital internal excitation source for the spiral bevel gear(SBG)transmission system.Spalling defect often causes decrease in gear mesh stiffness and changes the dynamic characteris...Time-varying mesh stiffness(TVMS)is a vital internal excitation source for the spiral bevel gear(SBG)transmission system.Spalling defect often causes decrease in gear mesh stiffness and changes the dynamic characteristics of the gear system,which further increases noise and vibration.This paper aims to calculate the TVMS and establish dynamic model of SBG with spalling defect.In this study,a novel analytical model based on slice method is proposed to calculate the TVMS of SBG considering spalling defect.Subsequently,the influence of spalling defect on the TVMS is studied through a numerical simulation,and the proposed analytical model is verified by a finite element model.Besides,an 8-degrees-of-freedom dynamic model is established for SBG transmission system.Incorporating the spalling defect into TVMS,the dynamic responses of spalled SBG are analyzed.The numerical results indicate that spalling defect would cause periodic impact in time domain.Finally,an experiment is designed to verify the proposed dynamic model.The experimental results show that the spalling defect makes the response characterized by periodic impact with the rotating frequency of spalled pinion.展开更多
In this work,a frame work for time-varying channel modeling and simulation is proposed by using neural network(NN)to overcome the shortcomings in geometry based stochastic model(GBSM)and simulation approach.Two NN mod...In this work,a frame work for time-varying channel modeling and simulation is proposed by using neural network(NN)to overcome the shortcomings in geometry based stochastic model(GBSM)and simulation approach.Two NN models are developed for modeling of path loss together with shadow fading(SF)and joint small scale channel parameters.The NN models can predict path loss plus SF and small scale channel parameters accurately compared with measurement at 26 GHz performed in an outdoor microcell.The time-varying path loss and small scale channel parameters generated by the NN models are proposed to replace the empirical path loss and channel parameter random numbers in GBSM-based framework to playback the measured channel and match with its environment.Moreover,the sparse feature of clusters,delay and angular spread,channel capacity are investigated by a virtual array measurement at 28 GHz in a large waiting hall.展开更多
A batch-to-batch optimal iterative learning control (ILC) strategy for the tracking control of product quality in batch processes is presented. The linear time-varying perturbation (LTVP) model is built for produc...A batch-to-batch optimal iterative learning control (ILC) strategy for the tracking control of product quality in batch processes is presented. The linear time-varying perturbation (LTVP) model is built for product quality around the nominal trajectories. To address problems of model-plant mismatches, model prediction errors in the previous batch run are added to the model predictions for the current batch run. Then tracking error transition models can be built, and the ILC law with direct error feedback is explicitly obtained, A rigorous theorem is proposed, to prove the convergence of tracking error under ILC, The proposed methodology is illustrated on a typical batch reactor and the results show that the performance of trajectory tracking is gradually improved by the ILC.展开更多
The auto-regressive moving-average (ARMA) model with time-varying parameters is analyzed. The time-varying parameters are assumed to be a linear combination of a set of basis time-varying functions, and the feedbac...The auto-regressive moving-average (ARMA) model with time-varying parameters is analyzed. The time-varying parameters are assumed to be a linear combination of a set of basis time-varying functions, and the feedback linear estimation algorithm is used to estimate the time-varying parameters of the ARMA model. This algorithm includes 2 linear least squares estimations and a linear filter. The influence of the order of basis time-(varying) functions on parameters estimation is analyzed. The method has the advantage of simple, saving computation time and storage space. Theoretical analysis and experimental results show the validity of this method.展开更多
Objective:To compare the prognostic factors of mortality among melioidosis patients between lognormal accelerated failure time(AFT),Cox proportional hazards(PH),and Cox PH with time-varying coefficient(TVC)models.Meth...Objective:To compare the prognostic factors of mortality among melioidosis patients between lognormal accelerated failure time(AFT),Cox proportional hazards(PH),and Cox PH with time-varying coefficient(TVC)models.Methods:A retrospective study was conducted from 2014 to 2019 among 453 patients who were admitted to Hospital Sultanah Bahiyah,Kedah and Hospital Tuanku Fauziah,Perlis in Northern Malaysia due to confirmed-cultured melioidosis.The prognostic factors of mortality from melioidosis were obtained from AFT survival analysis,and Cox’s models and the findings were compared by using the goodness of fit methods.The analyses were done by using Stata SE version 14.0.Results:A total of 242 patients(53.4%)survived.In this study,the median survival time of melioidosis patients was 30.0 days(95%CI 0.0-60.9).Six significant prognostic factors were identified in the Cox PH model and Cox PH-TVC model.In AFT survival analysis,a total of seven significant prognostic factors were identified.The results were found to be only a slight difference between the identified prognostic factors among the models.AFT survival showed better results compared to Cox's models,with the lowest Akaike information criteria and best fitted Cox-snell residuals.Conclusions:AFT survival analysis provides more reliable results and can be used as an alternative statistical analysis for determining the prognostic factors of mortality in melioidosis patients in certain situations.展开更多
For high-speed mobile MIMO-OFDM system,a low-complexity deep learning(DL) based timevarying channel estimation scheme is proposed.To reduce the number of estimated parameters,the basis expansion model(BEM) is employed...For high-speed mobile MIMO-OFDM system,a low-complexity deep learning(DL) based timevarying channel estimation scheme is proposed.To reduce the number of estimated parameters,the basis expansion model(BEM) is employed to model the time-varying channel,which converts the channel estimation into the estimation of the basis coefficient.Specifically,the initial basis coefficients are firstly used to train the neural network in an offline manner,and then the high-precision channel estimation can be obtained by small number of inputs.Moreover,the linear minimum mean square error(LMMSE) estimated channel is considered for the loss function in training phase,which makes the proposed method more practical.Simulation results show that the proposed method has a better performance and lower computational complexity compared with the available schemes,and it is robust to the fast time-varying channel in the high-speed mobile scenarios.展开更多
This paper proposes a Markov-switching copula model to examine the presence of regime change in the time-varying dependence structure between oil price changes and stock market returns in six GCC countries. The margin...This paper proposes a Markov-switching copula model to examine the presence of regime change in the time-varying dependence structure between oil price changes and stock market returns in six GCC countries. The marginal distributions are assumed to follow a long-memory model while the copula parameters are supposed to evolve according to the Markov-switching process. Furthermore, we estimate the Value-at-Risk (VaR) based on the proposed approach. The empirical results provide evidence of three regime changes, representing precrisis, financial crisis and post-crisis, in the dependence structure between energy and GCC stock markets. In particular, in the pre- and post-crisis regimes, there is no dependence, while in the crisis regime, there is significant tail dependence. For OPEC countries, we find lower tail dependence whereas in non-OPEC countries, we see upper tail dependence. VaR experiments show that the Markov-switching time- varying copula model performs better than the time-varying copula model.展开更多
Surface defects,including dents,spalls,and cracks,for rolling element bearings are the most common faults in rotating machinery.The accurate model for the time-varying excitation is the basis for the vibration mechani...Surface defects,including dents,spalls,and cracks,for rolling element bearings are the most common faults in rotating machinery.The accurate model for the time-varying excitation is the basis for the vibration mechanism analysis and fault feature extraction.However,in conventional investigations,this issue is not well and fully addressed from the perspective of theoretical analysis and physical derivation.In this study,an improved analytical model for time-varying displacement excitations(TVDEs)caused by surface defects is theoretically formulated.First and foremost,the physical mechanism for the effect of defect sizes on the physical process of rolling element-defect interaction is revealed.According to the physical interaction mechanism between the rolling element and different types of defects,the relationship between time-varying displacement pulse and defect sizes is further analytically derived.With the obtained time-varying displacement pulse,the dynamic model for the deep groove bearings considering the internal excitation caused by the surface defect is established.The nonlinear vibration responses and fault features induced by surface defects are analyzed using the proposed TVDE model.The results suggest that the presence of surface defects may result in the occurrence of the dual-impulse phenomenon,which can serve as indexes for surface-defect fault diagnosis.展开更多
Bearings are key components in rotating machinery,which is widely used in many fields,such as CNC machines,wind turbines and induction machines.The increasingly harsh operation environment can lead to wear and tear on...Bearings are key components in rotating machinery,which is widely used in many fields,such as CNC machines,wind turbines and induction machines.The increasingly harsh operation environment can lead to wear and tear on raceways and reduce the precision and reliability of bearing or even machinery.Lubrication could relieve the wear to some degree,which is benefit to prolong the bearing’s life.Thus,investigation on the vibration responses under the influence of oil film is of great significance.However,for mechanism analysis,how to include the oil film into the bearing dynamic model affects the result and efficiency of solution.To address this problem,this study proposed a fast algorithm through load distribution and interpolation when calculating oil film stiffness and thickness during the solution of bearing vibration model.Analysis of oil film on vibration is carried out and a bearing test rig is designed to verify the proposed model.Numerical simulation result shows that rotational speed and load have vital effect on oil film and vibration.The experimental result is consistent with the simulation,which shows that the proposed model has a better performance on modeling bearing vibration and the method of considering oil film is reasonable.展开更多
High-precision time-varying gravity field is an effective way to study the internal mass movement and understanding the spatio-temporal evolution process of the geodynamic system.Compared to the satellite gravity meas...High-precision time-varying gravity field is an effective way to study the internal mass movement and understanding the spatio-temporal evolution process of the geodynamic system.Compared to the satellite gravity measurement,the repeated terrestrial gravity observation can provide a more high-order signal related to the shallow crust and subsurface.However,the suitable and unified method for gravity model estimation is a key problem for further applications.In this study,we introduce the spherical hexahedron element to simulate the field source mass and forward model the change of gravity field located at the Sichuan-Yunnan region(99—104°E,23—29°N)in the four epochs from 2015 to 2017.Compared to the experimental results based on Slepian or spherical harmonics frequency domain method,this alternative approach is suitable for constructing the equivalent mass source model of regional-scale gravity data,by introducing the first-order smooth prior condition of gravity time-varying signal to suppress the high-frequency component of the signal.The results can provide a higher spatial resolution reference for regional gravity field modeling in the Sichuan-Yunnan region.展开更多
Recently, several approaches have been proposed to discover the causality of the time-independent or fixed causal model. However, in many realistic applications, especially in economics and neuroscience, causality amo...Recently, several approaches have been proposed to discover the causality of the time-independent or fixed causal model. However, in many realistic applications, especially in economics and neuroscience, causality among variables might be time-varying. A time-varying linear causal model with non-Gaussian noise is considered and the estimation of the causal model from observational data is focused. Firstly, an independent component analysis(ICA) based two stage method is proposed to estimate the time-varying causal coefficients. It shows that, under appropriate assumptions, the time varying coefficients in the proposed model can be estimated by the proposed approach, and results of experiment on artificial data show the effectiveness of the proposed approach. And then, the granger causality test is used to ascertain the causal direction among the variables. Finally, the new approach is applied to the real stock data to identify the causality among three stock indices and the result is consistent with common sense.展开更多
This article discusses regression analysis of failure time under the additive hazards model, when the regression coefficients are time-varying. The regression coefficients are estimated locally based on the pseudo-sco...This article discusses regression analysis of failure time under the additive hazards model, when the regression coefficients are time-varying. The regression coefficients are estimated locally based on the pseudo-score function [12] in a window around each time point. The proposed method can be easily implemented, and the resulting estimators are shown to be consistent and asymptotically normal with easily estimated variances. The simulation studies show that our estimation procedure is reliable and useful.展开更多
In this paper, firstly, a notion of a class of generalized weighted pseudo al- most periodic function is introduced, then we investigate some basic and essential properties of the space that consists of these function...In this paper, firstly, a notion of a class of generalized weighted pseudo al- most periodic function is introduced, then we investigate some basic and essential properties of the space that consists of these functions. Finally, we study the exis- tence of weighted pseudo almost periodic solutions to hematopoiesis model with time- varying delay.展开更多
The consideration of the time-varying covariate and time-varying coefficient effect in survival models are plausible and robust techniques. Such kind of analysis can be carried out with a general class of semiparametr...The consideration of the time-varying covariate and time-varying coefficient effect in survival models are plausible and robust techniques. Such kind of analysis can be carried out with a general class of semiparametric transformation models. The aim of this article is to develop modified estimating equations under semiparametric transformation models of survival time with time-varying coefficient effect and time-varying continuous covariates. For this, it is important to organize the data in a counting process style and transform the time with standard transformation classes which shall be applied in this article. In the situation when the effect of coefficient and covariates change over time, the widely used maximum likelihood estimation method becomes more complex and burdensome in estimating consistent estimates. To overcome this problem, alternatively, the modified estimating equations were applied to estimate the unknown parameters and unspecified monotone transformation functions. The estimating equations were modified to incorporate the time-varying effect in both coefficient and covariates. The performance of the proposed methods is tested through a simulation study. To sum up the study, the effect of possibly time-varying covariates and time-varying coefficients was evaluated in some special cases of semiparametric transformation models. Finally, the results have shown that the role of the time-varying covariate in the semiparametric transformation models was plausible and credible.展开更多
We investigate a two-fluid anisotropic plane symmetric cosmological model with variable gravitational constant G(t) and cosmological term A(t). In the two-fluid model, one fluid is chosen to be that of the radiati...We investigate a two-fluid anisotropic plane symmetric cosmological model with variable gravitational constant G(t) and cosmological term A(t). In the two-fluid model, one fluid is chosen to be that of the radiation field modeling the cosmic microwave background and the other one a perfect fluid modeling the material content of the universe. Exact solutions of the field equations are obtained by using a special form for the average scale factor which corresponds to a specific time-varying deceleration parameter. The model obtained presents a cosmological scenario which describes an early acceleration and late-time deceleration. The gravitation constant increases with the cosmic time whereas the cosmological term decreases and asymptotically tends to zero. The physical and kinematical behaviors of the associated fluid parameters are discussed.展开更多
In this paper, for controlling the spread of plant diseases, a nonautonomous SEIS (Susceptible → Exposed → Infectious → Susceptible) epidemic model with a general nonlinear incidence rate and time-varying impulsive...In this paper, for controlling the spread of plant diseases, a nonautonomous SEIS (Susceptible → Exposed → Infectious → Susceptible) epidemic model with a general nonlinear incidence rate and time-varying impulsive control strategy is proposed and investigated. This novel model could result in an objective criterion on how to control plant disease transmission by replanting of healthy plants and removal of infected plants. Using the method of small amplitude perturbation, the sufficient conditions under which guarantee the globally attractive of the disease-free periodic solution and the permanence of the disease are obtained, that is, the disease dies out if R12>1.展开更多
Wireless networks are characterized by nodes mobility, which makes the propagation environment time-varying and subject to fading. As a consequence, the statistical characteristics of the received signal vary continuo...Wireless networks are characterized by nodes mobility, which makes the propagation environment time-varying and subject to fading. As a consequence, the statistical characteristics of the received signal vary continuously, giving rise to a Doppler power spectral density (DPSD) that varies from one observation instant to the next. This paper is concerned with dynamical modeling of time-varying wireless fading channels, their estimation and parameter identification, and optimal power control from received signal measurement data. The wireless channel is characterized using a stochastic state-space form and derived by approximating the time-varying DPSD of the channel. The expected maximization and Kalman filter are employed to recursively identify and estimate the channel parameters and states, respectively, from online received signal strength measured data. Moreover, we investigate a centralized optimal power control algorithm based on predictable strategies and employing the estimated channel parameters and states. The proposed models together with the estimation and power control algorithms are tested using experimental measurement data and the results are presented.展开更多
Using Time-Varying AR (TVAR) model and adaptive notch filter is a new method for the non-stationary jammer suppression in Direct Sequence Spread Spectrum (DSSS). The performance of TVAR model for Instantaneous Frequen...Using Time-Varying AR (TVAR) model and adaptive notch filter is a new method for the non-stationary jammer suppression in Direct Sequence Spread Spectrum (DSSS). The performance of TVAR model for Instantaneous Frequency (IF) estimation will be affected by some factors such as basis functions. Focusing on this problem, the optimal basis function of TVAR model for the IF estimation of the LFM signal is obtained in this paper. Besides the depth and width of notching, the phase properties of notch filter affect the Signal-to-Interference plus-Noise Ratio (SINR) of correlation output to the narrowband jammer suppression in DSSS, in response to the problem the closed solution of correlation output SINR improvement has been derived when a single frequency jammer passes through direct IIR notch filter, and its performance has been compared with those of five coefficient FIR filters. Later, a novel method for LFM jammer suppression based on Fourier basis TVAR model and direct IIR notch filter is proposed. The simulation results show the effectiveness of the proposed method.展开更多
We propose a high-order conservative method for the nonlinear Sehodinger/Gross-Pitaevskii equation with time- varying coefficients in modeling Bose Einstein condensation (BEC). This scheme combined with the sixth-or...We propose a high-order conservative method for the nonlinear Sehodinger/Gross-Pitaevskii equation with time- varying coefficients in modeling Bose Einstein condensation (BEC). This scheme combined with the sixth-order compact finite difference method and the fourth-order average vector field method, finely describes the condensate wave function and physical characteristics in some small potential wells. Numerical experiments are presented to demonstrate that our numerical scheme is efficient by the comparison with the Fourier pseudo-spectral method. Moreover, it preserves several conservation laws well and even exactly under some specific conditions.展开更多
基金partially supported by the National Natural Science Foundation of China(52375238)Science and Technology Program of Guangzhou(202201020213,202201020193,202201010399)GZHU-HKUST Joint Research Fund(YH202109).
文摘In time-variant reliability problems,there are a lot of uncertain variables from different sources.Therefore,it is important to consider these uncertainties in engineering.In addition,time-variant reliability problems typically involve a complexmultilevel nested optimization problem,which can result in an enormous amount of computation.To this end,this paper studies the time-variant reliability evaluation of structures with stochastic and bounded uncertainties using a mixed probability and convex set model.In this method,the stochastic process of a limit-state function with mixed uncertain parameters is first discretized and then converted into a timeindependent reliability problem.Further,to solve the double nested optimization problem in hybrid reliability calculation,an efficient iterative scheme is designed in standard uncertainty space to determine the most probable point(MPP).The limit state function is linearized at these points,and an innovative random variable is defined to solve the equivalent static reliability analysis model.The effectiveness of the proposed method is verified by two benchmark numerical examples and a practical engineering problem.
基金supported by the National Natural Science Foundation of China(grant no.52075414).
文摘Time-varying mesh stiffness(TVMS)is a vital internal excitation source for the spiral bevel gear(SBG)transmission system.Spalling defect often causes decrease in gear mesh stiffness and changes the dynamic characteristics of the gear system,which further increases noise and vibration.This paper aims to calculate the TVMS and establish dynamic model of SBG with spalling defect.In this study,a novel analytical model based on slice method is proposed to calculate the TVMS of SBG considering spalling defect.Subsequently,the influence of spalling defect on the TVMS is studied through a numerical simulation,and the proposed analytical model is verified by a finite element model.Besides,an 8-degrees-of-freedom dynamic model is established for SBG transmission system.Incorporating the spalling defect into TVMS,the dynamic responses of spalled SBG are analyzed.The numerical results indicate that spalling defect would cause periodic impact in time domain.Finally,an experiment is designed to verify the proposed dynamic model.The experimental results show that the spalling defect makes the response characterized by periodic impact with the rotating frequency of spalled pinion.
基金supported by the National Nature Science Foundation of China(NSFC)under grant No.61771194supported by Key Program of Beijing Municipal Natural Science Foundation with No.17L20052
文摘In this work,a frame work for time-varying channel modeling and simulation is proposed by using neural network(NN)to overcome the shortcomings in geometry based stochastic model(GBSM)and simulation approach.Two NN models are developed for modeling of path loss together with shadow fading(SF)and joint small scale channel parameters.The NN models can predict path loss plus SF and small scale channel parameters accurately compared with measurement at 26 GHz performed in an outdoor microcell.The time-varying path loss and small scale channel parameters generated by the NN models are proposed to replace the empirical path loss and channel parameter random numbers in GBSM-based framework to playback the measured channel and match with its environment.Moreover,the sparse feature of clusters,delay and angular spread,channel capacity are investigated by a virtual array measurement at 28 GHz in a large waiting hall.
基金Supported by the National Natural Science Foundation of China (60404012, 60674064), UK EPSRC (GR/N13319 and GR/R10875), the National High Technology Research and Development Program of China (2007AA04Z193), New Star of Science and Technology of Beijing City (2006A62), and IBM China Research Lab 2007 UR-Program.
文摘A batch-to-batch optimal iterative learning control (ILC) strategy for the tracking control of product quality in batch processes is presented. The linear time-varying perturbation (LTVP) model is built for product quality around the nominal trajectories. To address problems of model-plant mismatches, model prediction errors in the previous batch run are added to the model predictions for the current batch run. Then tracking error transition models can be built, and the ILC law with direct error feedback is explicitly obtained, A rigorous theorem is proposed, to prove the convergence of tracking error under ILC, The proposed methodology is illustrated on a typical batch reactor and the results show that the performance of trajectory tracking is gradually improved by the ILC.
文摘The auto-regressive moving-average (ARMA) model with time-varying parameters is analyzed. The time-varying parameters are assumed to be a linear combination of a set of basis time-varying functions, and the feedback linear estimation algorithm is used to estimate the time-varying parameters of the ARMA model. This algorithm includes 2 linear least squares estimations and a linear filter. The influence of the order of basis time-(varying) functions on parameters estimation is analyzed. The method has the advantage of simple, saving computation time and storage space. Theoretical analysis and experimental results show the validity of this method.
文摘Objective:To compare the prognostic factors of mortality among melioidosis patients between lognormal accelerated failure time(AFT),Cox proportional hazards(PH),and Cox PH with time-varying coefficient(TVC)models.Methods:A retrospective study was conducted from 2014 to 2019 among 453 patients who were admitted to Hospital Sultanah Bahiyah,Kedah and Hospital Tuanku Fauziah,Perlis in Northern Malaysia due to confirmed-cultured melioidosis.The prognostic factors of mortality from melioidosis were obtained from AFT survival analysis,and Cox’s models and the findings were compared by using the goodness of fit methods.The analyses were done by using Stata SE version 14.0.Results:A total of 242 patients(53.4%)survived.In this study,the median survival time of melioidosis patients was 30.0 days(95%CI 0.0-60.9).Six significant prognostic factors were identified in the Cox PH model and Cox PH-TVC model.In AFT survival analysis,a total of seven significant prognostic factors were identified.The results were found to be only a slight difference between the identified prognostic factors among the models.AFT survival showed better results compared to Cox's models,with the lowest Akaike information criteria and best fitted Cox-snell residuals.Conclusions:AFT survival analysis provides more reliable results and can be used as an alternative statistical analysis for determining the prognostic factors of mortality in melioidosis patients in certain situations.
基金Supported by the National Science Foundation Program of Jiangsu Province (No.BK20191378)the National Science Research Project of Jiangsu Higher Education Institutions (No.18KJB510034)+2 种基金China Postdoctoral Science Fund Special Funding Project (No.2018T110530)the Key Technologies R&D Program of Jiangsu Province (No.BE2022067,BE2022067-2)Major Research Program Key Project(No.92067201)。
文摘For high-speed mobile MIMO-OFDM system,a low-complexity deep learning(DL) based timevarying channel estimation scheme is proposed.To reduce the number of estimated parameters,the basis expansion model(BEM) is employed to model the time-varying channel,which converts the channel estimation into the estimation of the basis coefficient.Specifically,the initial basis coefficients are firstly used to train the neural network in an offline manner,and then the high-precision channel estimation can be obtained by small number of inputs.Moreover,the linear minimum mean square error(LMMSE) estimated channel is considered for the loss function in training phase,which makes the proposed method more practical.Simulation results show that the proposed method has a better performance and lower computational complexity compared with the available schemes,and it is robust to the fast time-varying channel in the high-speed mobile scenarios.
文摘This paper proposes a Markov-switching copula model to examine the presence of regime change in the time-varying dependence structure between oil price changes and stock market returns in six GCC countries. The marginal distributions are assumed to follow a long-memory model while the copula parameters are supposed to evolve according to the Markov-switching process. Furthermore, we estimate the Value-at-Risk (VaR) based on the proposed approach. The empirical results provide evidence of three regime changes, representing precrisis, financial crisis and post-crisis, in the dependence structure between energy and GCC stock markets. In particular, in the pre- and post-crisis regimes, there is no dependence, while in the crisis regime, there is significant tail dependence. For OPEC countries, we find lower tail dependence whereas in non-OPEC countries, we see upper tail dependence. VaR experiments show that the Markov-switching time- varying copula model performs better than the time-varying copula model.
基金This work is sponsored by the National Natural Science Foundation of China(Nos.52105117&52105118).
文摘Surface defects,including dents,spalls,and cracks,for rolling element bearings are the most common faults in rotating machinery.The accurate model for the time-varying excitation is the basis for the vibration mechanism analysis and fault feature extraction.However,in conventional investigations,this issue is not well and fully addressed from the perspective of theoretical analysis and physical derivation.In this study,an improved analytical model for time-varying displacement excitations(TVDEs)caused by surface defects is theoretically formulated.First and foremost,the physical mechanism for the effect of defect sizes on the physical process of rolling element-defect interaction is revealed.According to the physical interaction mechanism between the rolling element and different types of defects,the relationship between time-varying displacement pulse and defect sizes is further analytically derived.With the obtained time-varying displacement pulse,the dynamic model for the deep groove bearings considering the internal excitation caused by the surface defect is established.The nonlinear vibration responses and fault features induced by surface defects are analyzed using the proposed TVDE model.The results suggest that the presence of surface defects may result in the occurrence of the dual-impulse phenomenon,which can serve as indexes for surface-defect fault diagnosis.
基金supported by Key Program of National Natural Science Foundation of China (52035002)National Natural Science Foundation of China (51805353).
文摘Bearings are key components in rotating machinery,which is widely used in many fields,such as CNC machines,wind turbines and induction machines.The increasingly harsh operation environment can lead to wear and tear on raceways and reduce the precision and reliability of bearing or even machinery.Lubrication could relieve the wear to some degree,which is benefit to prolong the bearing’s life.Thus,investigation on the vibration responses under the influence of oil film is of great significance.However,for mechanism analysis,how to include the oil film into the bearing dynamic model affects the result and efficiency of solution.To address this problem,this study proposed a fast algorithm through load distribution and interpolation when calculating oil film stiffness and thickness during the solution of bearing vibration model.Analysis of oil film on vibration is carried out and a bearing test rig is designed to verify the proposed model.Numerical simulation result shows that rotational speed and load have vital effect on oil film and vibration.The experimental result is consistent with the simulation,which shows that the proposed model has a better performance on modeling bearing vibration and the method of considering oil film is reasonable.
基金funded by National Natural Science Foundation of China(U1839207,U1939205)the earthquake tracking directional work task of China Earthquake Administration(No.DZ2022010214)+1 种基金Key project of Spark Program of Seismic Science and Technology of China Earthquake Administration(No.XH20008)S&T Program of Hebei(21375411D)。
文摘High-precision time-varying gravity field is an effective way to study the internal mass movement and understanding the spatio-temporal evolution process of the geodynamic system.Compared to the satellite gravity measurement,the repeated terrestrial gravity observation can provide a more high-order signal related to the shallow crust and subsurface.However,the suitable and unified method for gravity model estimation is a key problem for further applications.In this study,we introduce the spherical hexahedron element to simulate the field source mass and forward model the change of gravity field located at the Sichuan-Yunnan region(99—104°E,23—29°N)in the four epochs from 2015 to 2017.Compared to the experimental results based on Slepian or spherical harmonics frequency domain method,this alternative approach is suitable for constructing the equivalent mass source model of regional-scale gravity data,by introducing the first-order smooth prior condition of gravity time-varying signal to suppress the high-frequency component of the signal.The results can provide a higher spatial resolution reference for regional gravity field modeling in the Sichuan-Yunnan region.
基金Sponsored by the National Natural Science Foundation of China(Grant No.61573014)
文摘Recently, several approaches have been proposed to discover the causality of the time-independent or fixed causal model. However, in many realistic applications, especially in economics and neuroscience, causality among variables might be time-varying. A time-varying linear causal model with non-Gaussian noise is considered and the estimation of the causal model from observational data is focused. Firstly, an independent component analysis(ICA) based two stage method is proposed to estimate the time-varying causal coefficients. It shows that, under appropriate assumptions, the time varying coefficients in the proposed model can be estimated by the proposed approach, and results of experiment on artificial data show the effectiveness of the proposed approach. And then, the granger causality test is used to ascertain the causal direction among the variables. Finally, the new approach is applied to the real stock data to identify the causality among three stock indices and the result is consistent with common sense.
基金supported by the Fundamental Research Funds for the Central Universities (QN0914)
文摘This article discusses regression analysis of failure time under the additive hazards model, when the regression coefficients are time-varying. The regression coefficients are estimated locally based on the pseudo-score function [12] in a window around each time point. The proposed method can be easily implemented, and the resulting estimators are shown to be consistent and asymptotically normal with easily estimated variances. The simulation studies show that our estimation procedure is reliable and useful.
基金supported by Natural Science Foundation of China (No.1771414)Natural Science Foundation of Anhui(Nos. 1608085MA12,1708085MA16)2017 Anhui Province Outstanding Young Talent Project (No.gxyq2107048)
文摘In this paper, firstly, a notion of a class of generalized weighted pseudo al- most periodic function is introduced, then we investigate some basic and essential properties of the space that consists of these functions. Finally, we study the exis- tence of weighted pseudo almost periodic solutions to hematopoiesis model with time- varying delay.
文摘The consideration of the time-varying covariate and time-varying coefficient effect in survival models are plausible and robust techniques. Such kind of analysis can be carried out with a general class of semiparametric transformation models. The aim of this article is to develop modified estimating equations under semiparametric transformation models of survival time with time-varying coefficient effect and time-varying continuous covariates. For this, it is important to organize the data in a counting process style and transform the time with standard transformation classes which shall be applied in this article. In the situation when the effect of coefficient and covariates change over time, the widely used maximum likelihood estimation method becomes more complex and burdensome in estimating consistent estimates. To overcome this problem, alternatively, the modified estimating equations were applied to estimate the unknown parameters and unspecified monotone transformation functions. The estimating equations were modified to incorporate the time-varying effect in both coefficient and covariates. The performance of the proposed methods is tested through a simulation study. To sum up the study, the effect of possibly time-varying covariates and time-varying coefficients was evaluated in some special cases of semiparametric transformation models. Finally, the results have shown that the role of the time-varying covariate in the semiparametric transformation models was plausible and credible.
文摘We investigate a two-fluid anisotropic plane symmetric cosmological model with variable gravitational constant G(t) and cosmological term A(t). In the two-fluid model, one fluid is chosen to be that of the radiation field modeling the cosmic microwave background and the other one a perfect fluid modeling the material content of the universe. Exact solutions of the field equations are obtained by using a special form for the average scale factor which corresponds to a specific time-varying deceleration parameter. The model obtained presents a cosmological scenario which describes an early acceleration and late-time deceleration. The gravitation constant increases with the cosmic time whereas the cosmological term decreases and asymptotically tends to zero. The physical and kinematical behaviors of the associated fluid parameters are discussed.
文摘In this paper, for controlling the spread of plant diseases, a nonautonomous SEIS (Susceptible → Exposed → Infectious → Susceptible) epidemic model with a general nonlinear incidence rate and time-varying impulsive control strategy is proposed and investigated. This novel model could result in an objective criterion on how to control plant disease transmission by replanting of healthy plants and removal of infected plants. Using the method of small amplitude perturbation, the sufficient conditions under which guarantee the globally attractive of the disease-free periodic solution and the permanence of the disease are obtained, that is, the disease dies out if R12>1.
文摘Wireless networks are characterized by nodes mobility, which makes the propagation environment time-varying and subject to fading. As a consequence, the statistical characteristics of the received signal vary continuously, giving rise to a Doppler power spectral density (DPSD) that varies from one observation instant to the next. This paper is concerned with dynamical modeling of time-varying wireless fading channels, their estimation and parameter identification, and optimal power control from received signal measurement data. The wireless channel is characterized using a stochastic state-space form and derived by approximating the time-varying DPSD of the channel. The expected maximization and Kalman filter are employed to recursively identify and estimate the channel parameters and states, respectively, from online received signal strength measured data. Moreover, we investigate a centralized optimal power control algorithm based on predictable strategies and employing the estimated channel parameters and states. The proposed models together with the estimation and power control algorithms are tested using experimental measurement data and the results are presented.
基金Supported by the Natural Science Foundation of Hebei Province (F2010000442)
文摘Using Time-Varying AR (TVAR) model and adaptive notch filter is a new method for the non-stationary jammer suppression in Direct Sequence Spread Spectrum (DSSS). The performance of TVAR model for Instantaneous Frequency (IF) estimation will be affected by some factors such as basis functions. Focusing on this problem, the optimal basis function of TVAR model for the IF estimation of the LFM signal is obtained in this paper. Besides the depth and width of notching, the phase properties of notch filter affect the Signal-to-Interference plus-Noise Ratio (SINR) of correlation output to the narrowband jammer suppression in DSSS, in response to the problem the closed solution of correlation output SINR improvement has been derived when a single frequency jammer passes through direct IIR notch filter, and its performance has been compared with those of five coefficient FIR filters. Later, a novel method for LFM jammer suppression based on Fourier basis TVAR model and direct IIR notch filter is proposed. The simulation results show the effectiveness of the proposed method.
基金Supported by the National Natural Science Foundation of China under Grant Nos 11571366 and 11501570the Open Foundation of State Key Laboratory of High Performance Computing of China+1 种基金the Research Fund of National University of Defense Technology under Grant No JC15-02-02the Fund from HPCL
文摘We propose a high-order conservative method for the nonlinear Sehodinger/Gross-Pitaevskii equation with time- varying coefficients in modeling Bose Einstein condensation (BEC). This scheme combined with the sixth-order compact finite difference method and the fourth-order average vector field method, finely describes the condensate wave function and physical characteristics in some small potential wells. Numerical experiments are presented to demonstrate that our numerical scheme is efficient by the comparison with the Fourier pseudo-spectral method. Moreover, it preserves several conservation laws well and even exactly under some specific conditions.