TESTING THE ADEQUACY OF GARCH-TYPE MODELS IN TIME SERIES

In this article a new approach for checking the adequacy of GARCH-type models in time series was proposed. The resulted tests involve weight functions, which provide them with the flexibility in choosing scores to enhance power performance. The choice of weight functions and the power properties of the tests are studied. For a large number of alternatives, asymptotically distribution-free maximin test is constructed. The tests are asymptotically chi-squared under the null hypothesis and easy to implement. Simulation results indicate that the tests perform well.

Dynamic process simulation with a Savage-Hutter type model for the intrusion of landslide into river

Natural damming of rivers by mass movements is a very common and potentially dangerous phenomena which has been documented all over the world. In this paper, a two-layer model of Savage-Hutter type is presented to simulate the dynamic procedure for the intrusion of landslide into rivers. The two-layer shallow water system is derived by depth averaging the incompressible Navier-Stokes equations with the hydrostatic assumption. A high order accuracy scheme based on the finite volume method is proposed to solve the presented model equations. Several numerical tests are performed to verify the realiability and feasibility of the proposed model. The numerical results indicate that the proposed method can be competent for simulating the dynamic process of landslide intrusion into the river. The interaction effect between both layers has a significant impact on the landslide movement, water fluctuation and wave propagation.

Neuroid BP-type Model Applied to the Study of Monthly Rainfall Forecasting

A neuroid BP-type three-layer mapping model is used for monthly rainfall forecasting in terms of 1946-1985Naming monthly precipitation records as basic sequences and the model has the form i×j=8×3, K=1; by steadilymodifying the weighing coefficient, long-range monthly forecasts for January to December, 1986 are constructed and1986 month-to-month predictions are made based on, say, the January measurement for February rainfall and soon, with mean absolute error reaching 6,07 and 5,73 mm, respectively. Also, with a different monthly initial value forJune through September, 1994, neuroid forecasting is done,indicating the same result of the drought in Naming during the summer, an outcome that is in sharp agreement with the observation.

Numerical Simulation of Diffusion Type Traffic Flow Model Using Second-Order Lax-Wendroff Scheme Based on Exponential Velocity Density Function

In order to control traffic congestion, many mathematical models have been used for several decades. In this paper, we study diffusion-type traffic flow model based on exponential velocity density relation, which provides a non-linear second-order parabolic partial differential equation. The analytical solution of the diffusion-type traffic flow model is very complicated to approximate the initial density of the Cauchy problem as a function of x from given data and it may cause a huge error. For the complexity of the analytical solution, the numerical solution is performed by implementing an explicit upwind, explicitly centered, and second-order Lax-Wendroff scheme for the numerical solution. From the comparison of relative error among these three schemes, it is observed that Lax-Wendroff scheme gives less error than the explicit upwind and explicit centered difference scheme. The numerical, analytical analysis and comparative result discussion bring out the fact that the Lax-Wendroff scheme with exponential velocity-density relation of diffusion type traffic flow model is suitable for the congested area and shows a better fit in traffic-congested regions.

Risk assessment of high-speed railway CTC system based on improved game theory and cloud model

Purpose-In order to solve the problem of inaccurate calculation of index weights,subjectivity and uncertainty of index assessment in the risk assessment process,this study aims to propose a scientific and reasonable centralized traffic control(CTC)system risk assessment method.Design/methodologylapproach-First,system-theoretic process analysis(STPA)is used to conduct risk analysis on the CTC system and constructs risk assessment indexes based on this analysis.Then,to enhance the accuracy of weight calculation,the fuzzy analytical hierarchy process(FAHP),fuzzy decision-making trial and evaluation laboratory(FDEMATEL)and entropy weight method are employed to calculate the subjective weight,relative weight and objective weight of each index.These three types of weights are combined using game theory to obtain the combined weight for each index.To reduce subjectivity and uncertainty in the assessment process,the backward cloud generator method is utilized to obtain the numerical character(NC)of the cloud model for each index.The NCs of the indexes are then weighted to derive the comprehensive cloud for risk assessment of the CTC system.This cloud model is used to obtain the CTC system's comprehensive risk assessment.The model's similarity measurement method gauges the likeness between the comprehensive risk assessment cloud and the risk standard cloud.Finally,this process yields the risk assessment results for the CTC system.Findings-The cloud model can handle the subjectivity and fuzziness in the risk assessment process well.The cloud model-based risk assessment method was applied to the CTC system risk assessment of a railway group and achieved good results.Originality/value-This study provides a cloud model-based method for risk assessment of CTC systems,which accurately calculates the weight of risk indexes and uses cloud models to reduce uncertainty and subjectivity in the assessment,achieving effective risk assessment of CTC systems.It can provide a reference and theoretical basis for risk management of the CTC system.

A Study on the Volatility of the Bangladesh Stock Market--Based on GARCH Type Models

The generalized autoregressive conditional heteroskedasticity(GARCH) type models are used to investigate the volatility of Bangladesh stock market. The findings of the study demonstrate that the index volatility characteristics changes over time. The article shows that the data are divided into three sub-periods: pre crisis, crisis, and post crisis. Accordingly, the results of the findings indicate changes in the GARCH-type models parameter, risk premium and persistence of volatility in different periods. A significant "low-yield associated with high-risk" phenomenon is detected in the crisis period and the "leverage effect" occurs in each periods. The investors are irrational which is based on assumption of risk and return characteristics of assets. Consequently, the market is not as mature as developed market. It is found in the article that the threshold generalized autoregressive conditional heteroskedasticity(TGARCH) model is more accurate for the model accuracy. Additionally, statistic error measurements indicate that GARCH model is more efficient than others and it has also more forecasting ability.

Typed formal model for WS-CDL specification of web services composition

In order to formally reason and verify web services composition described by web services choreography specification WS-CDL,a typed formal model named typed Abstract WS-CDL（web services choreography description language）for WS-CDL specifications is proposed.In typed Abstract WS-CDL,the syntax of type and session,typing rules and operational semantics are formalized;the collaborations of web services are formally described by sessions;the operational semantics of a session can help to formally reason the execution of the choreography;the typing rules can help to formally check the data type consistency of exchanged information between web services and capture run-time errors due to type mismatches.Particularly,the concepts of type assumption set extension and type assumption set compatibility are proposed,and the merging algorithm of type assumption sets is defined so as to eliminate type assumption conflict.Based on the formal model,typed mapping rules for mapping web services choreography to orchestration is also defined.With the typed mapping rules,orchestration stubs and their type assumption sets can be generated from a given choreography; thus, web services composition can be verified at choreography and orchestration levels,respectively.The model is proved to have properties of type safety,and how the model can help to reason and verify web services composition is illustrated through a case study.

Assessment of wetland fragmentation in the middle reaches of the Heihe River by the type change tracker model

The quantitative research of wetland landscape fragmentation in the middle reaches of the Heihe River is important for the wetland and oasis sustainable development in the Hexi Corridor. Based on the data of remote sensing and GIS, we constructed the type change tracker model with sliding window technique and spatially mor- phological rule. The suitable scale and optimum scale of the fragmentation model of wetland landscape in the middle reaches of the Heihe River were determined by the area frequency statistics method, Chi-square distribution normal- ized scale variance, fractal dimension and diversity index. By integrating type change tracker model and the optimum scale with GIS spatial analysis, the spatial distribution characteristics of wetland landscape fragmentation in different periods and the related spatial-temporal change process were clarified. The results showed that （1） the type change tracker model, which analyzes the spatial pattern of wetland fragmentation on the pixel level, is better than the tradi- tional wetland fragmentation analysis on the landscape and patch levels; （2） The suitable scale for the wetland frag- mentation ranged from 150 rex150 m to 450 mx450 m and the optimum scale was 250 mx250 m in the middle reaches of the Heihe River; and （3） In the past 35 years, the total wetland area decreased by 23.2% and the frag- mentatJon of wetland markedly increased in the middle reaches of the Heihe River. The areas of core wetlands re- duced by 12.8% and the areas of perforated, edge and patch wetlands increased by 0.8%, 3.1% and 8.9%, respec- tively. The process of wetland fragmentation in the research region showed the order of core wetland, perforated or edge wetland, patch wetland or non-wetland. The results of this study would provide a reference for the protection, utilization and restoration of limited wetland resources and for the sustainable development of the regional eco-environment in the Heihe River Basin.

A swallow-tail type catastrophic model of earthquake process

This paper considers the effects of damage softening and hydraulic softening on fault zone media and provides a nonlinear mechanics model of fault earthquake. Taking far field displacement,stiffness ratio and permeation parameter as control variables, we obtain a swallowtail type catastrophic model of earthquakes. Then, by this model, we study the effects of permeation, far field displacement and stiffness ratio on the preparation and the occurrence of earthquakes.

Modelling of Indian Monsoon Rainfall Series by Univariate Box-Jenkins Type of Models

The time domain approach, i.e. Autoregressive (AR) processes, of time series analysis is applied to the monsoon rainfall series of India and its two major regions, viz. North-West India and Central India. Since the original time series shows no modelable structure due to the presence of high interannual variability, a 3-point running filter is applied before exploring and fitting appropriate stochastic models. Out of several parsimonious models fitted, AR(3) is found to be most suitable. The usefulness of this fitted model is validted on an independent datum of 18 years and some skill has been noted. These models therefore can be used for low skill higher lead time forecasts of monsoon. Further the forecasts produced through such models can be combined with other forecasts to increase the skill of monsoon forecasts.

Genetic Types and Metallogenic Model for the Polymetallic Copper–Gold Deposits in the Tongling Ore District, Anhui Province, Eastern China

The Tongling ore district is one of the most economically important ore areas in the Middle–Lower Yangtze River Metallogenic Belt, eastern China. It contains hundreds of polymetallic copper–gold deposits and occurrences. Those deposits are mainly clustered(from west to east) within the Tongguanshan, Shizishan, Xinqiao, Fenghuangshan, and Shatanjiao orefields. Until recently, the majority of these deposits were thought to be skarn-or porphyry–skarn-type deposits; however there have been recent discoveries of numerous vein-type Au, Ag, and Pb-Zn deposits that do not fall into either of these categories. This indicates that there is some uncertainty over this classification. Here, we present the results of several systematic geological studies of representative deposits in the Tongling ore district. From investigation of the ore-controlling structures, lithology of the host rock, mineral assemblages, and the characteristics of the mineralization and alteration within these deposits, three genetic types of deposits(skarn-, porphyry-, and vein-type deposits) have been identified. The spatial and temporal relationships between the orebodies and Yanshanian intrusions combined with the sources of the ore-forming fluids and metals, as well as the geodynamic setting of this ore district, indicate that all three deposit types are genetically related each other and constitute a magmatic–hydrothermal system. This study outlines a model that relates the polymetallic copper–gold porphyry-, skarn-, and vein-type deposits within the Tongling ore district. This model provides a theoretical basis to guide exploration for deep-seated and concealed porphyry-type Cu(–Mo, –Au) deposits as well as shallow vein-type Au, Ag, and Pb–Zn deposits in this area and elsewhere.

Eutrophication model for river-type reservoir tributaries and its applications

With the impoundment of the Three Gorges Reservoir, algal blooms have been found in some tributaries. In this study, according to the theoretical analysis of the eutrophication mechanism in a river-type reservoir tributary, a one-dimensional eutrophication model was developed for the Xiangxi River tributary of the Three Gorges Reservoir, and the influence of hydrodynamic conditions on the primary growth rate of algae was investigated. Furthermore, numerical predictions of hydraulic variables and eutrophication factors, such as the concentration distribution of TP, TN, and Chl-a in the spatial and temporal domains, were carried out. Comparison of computation results of TP, TN, and Chl-a concentrations along the river in the spring of 2005 with experimental data demonstrates the validity of the model. The agreement between the computation results and the experimental data of TP and TN concentrations is better than the agreement between those of Chl-a concentration. The simulated results also show that the Chl-a concentration downstream is much higher than that in the upstream tributary, which potentially indicates the outbreak of algae in this area. Therefore, this study provides a feasible method of accurately predicting the state of eutrophication in river-type reservoirs and their tributaries.

Origin and Superposition Metallogenic Model of the Sandstone-type Uranium Deposit in the Northeastern Ordos Basin,China

This paper deals with the metallogenic model of the sandstone type uranium deposit in the northeastern Ordos Basin from aspects of uranium source, migration and deposition. A superposition metallogenic model has been established due to complex uranium mineralization processes with superposition of oil-gas reduction and thermal reformation.

Parsimonious Model for Blood Glucose Level Monitoring in Type 2 Diabetes patients

To establish the parsimonious model for blood glucose monitoring in patients with type 2 diabetes receiving oral hypoglycemic agent treatment. One hundred and fifty-nine adult Chinese type 2 diabetes patients were randomized to receive rapid-acting or sustained-release gliclazide therapy for 12 weeks.

The Effect of an Educational Program Based on the Health Belief Model on Self-Efficacy among Patients with Type 2 Diabetes Referred to the Iranian Diabetes Association in 2014

Background: Patient self-efficacy is one of the most important factors in treating and overcoming disease. Objective: The aim of this study was to evaluate the effect of an educational program based on the health belief model on self-efficacy among patients with type 2 diabetes referred to the Iranian Diabetes Association in 2014. Method: A randomized controlled clinical trial was conducted. Eighty patients with type 2 diabetes were selected randomly by the double block sample method. They were then divided into two groups of intervention and control (40 patients in each group) by random allocation. Data were collected by a questionnaire based on the Health Belief Model and self-efficacy. The data were gathered two months after the educational program was held. The educational program was designed on the basis of data collected in the pre-test phase. Then, the educational program was executed for the intervention group in 8 sessions (each 30 minutes) using lectures and an educational booklet. Data analysis was done with Chi-square Test, Pearson’s correlation, Independent samples T-test and paired T-test. The significance level was considered at 0.05. Results: Before intervention, no significant difference was detected between the two groups. However, after intervention all variables were significantly different except for perceived threat. Moreover, there were significant linear relationships between Self-efficacy and all Health Belief Model components after the educational intervention in both groups (p < 0.05). Conclusion: The educational program based on the health belief model increased self-efficacy in type 2 diabetes mellitus patients.

A Comparison of the Performance of Various Estimators of Parametric Type1 Tobit Model

In this paper, we use Monte Carlo simulations to compare parametric estimators of Type 1 Tobit model. In particular, we examine the performance for finite samples of three different estimators of simple Tobit model: the least squares (LS) estimator, the Heckman (H) estimator and the maximum likelihood (ML) estimator. These three estimators are consistent and asymptotically normal in the case where the density error is specified. However, these properties are sensitive to the situation where the error distribution is not specified. The purpose of this article is to determine properties of the three estimators, namely bias and convergence, by using Monte Carlo simulations.

Monthly Mean Temperature Prediction Based on a Multi－level Mapping Model of Neural Network BP Type

In terms of 34-year monthly mean temperature series in 1946-1979,the multi-level maPPing model of neural netWork BP type was applied to calculate the system's fractual dimension Do=2'8,leading tO a three-level model of this type with ixj=3x2,k=l,and the 1980 monthly mean temperture predichon on a long-t6rm basis were prepared by steadily modifying the weighting coefficient,making for the correlation coefficient of 97% with the measurements.Furthermore,the weighhng parameter was modified for each month of 1980 by means of observations,therefore constrcuhng monthly mean temperature forecasts from January to December of the year,reaching the correlation of 99.9% with the measurements.Likewise,the resulting 1981 monthly predictions on a long-range basis with 1946-1980 corresponding records yielded the correlahon of 98% and the month-tO month forecasts of 99.4%.

Metallogenic model and prognosis of the Shuiyindong super-large strata-bound Carlin-type gold deposit, southwestern Guizhou Province, China

The Shuiyindong deposit is one of the largest (more than 100 tonnes of Au) and highest grade (more than 7×10-6-10×10-6), strata-bound Carlintype gold deposits in southwestern Guizhou Province, China. The deposit is controlled by both structure and favorable lithology. It is situated near the axis of the striking Huijiabao anticline and is hosted in bioclastic limestone of the Permian Longtan Formation. Gold mineralization occurred under low temperature with Th of 220℃± and is closely associated with decarbonation, silicification, sulfidation and dolomitization. The deposit has a characteristic elemental assemblage of Au-As-Hg-Tl. Studies of geochemistry and isotope compositions indicated that the ore-bearing materials and fluids of the gold deposit mainly originated from a plutonic source, and possess a mixing feature with the strata matter during transportation from mantle to crust. Fluid inclusions in vein quartz from the gold deposit are rich in volatile flux, indicating that metallogenic fluid is an overpres-sured one. The activity and geothermal state of the Earth's crust in the long period of time are favorable for the formation of overpressured fluids in a large area, and extensive structures would drive the fluids into ore-forming sys-tem and make gold deposits formed. The complexity of structural movement in the upper crust of southwestern Guizhou Province resulted in complicated gold mineralization. Through metallogenic prognosis and exploration, the proven reserves of the deposit increased by tens of tonnes of Au and the deposit has become a super-large strata-bound Carlin-type gold deposit.

A New Type of Biomimetic Model: Design, Synthesis andCharacteriration of Imidazolium Bis-Estrogen

Two imidazolium bis-estrogens as a new type of biomimetic model, which possesspotential multiple biomimetic functions, were srnthesized in gcod yields by three steps fromestrogen. All new compounds were characterized by MS, 1HNMR and elemental analysis.

The Erupting-Flow Model and Erupting-Flow Types in Yangbajain Geothermal Field in China

Erupting-flow types of geothermal wells in the Yangbajain geothermal field, China, are proposed based on internal energy of geothermal fluids and hydrogeologic-dynamic conditions of wellbore. An erupting-flow model, which is adaptable to the steaming and erupting of flow from wells in the field, has been verified by actual cases.