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.

Kolmogorov-Smirnov APF Test for Inhomogeneous Poisson Processes with Shift Parameter

In this article, we study the Kolmogorov-Smirnov type goodness-of-fit test for the inhomogeneous Poisson process with the unknown translation parameter as multidimensional parameter. The basic hypothesis and the alternative are composite and carry to the intensity measure of inhomogeneous Poisson process and the intensity function is regular. For this model of shift parameter, we propose test which is asymptotically partially distribution free and consistent. We show that under null hypothesis the limit distribution of this statistic does not depend on unknown parameter.

EFFECTS OF TEXT TYPE AND TEST TYPE ON L2 READING COMPREHENSION TEST PERFORMANCE

This paper aims to investigate the effects of two components of test method facets — text type and test type on L2 reading comprehension test performance. The subjects are 30 non-English-major freshmen who were randomly chosen from among 150 candidates. It was found that: 1) the subjects perform significantly better in summary writing task for the narrative text than the expository one of the same difficulty level while in multiple-choice task the difference between performances for two text types is not significant; 2) for the same narrative text, summary writing task tends to elicit significantly better general test performance than the multiple-choice one while for the same expository text, there is no significant difference between the test performances elicited by the two tasks; 3)scores in the summary writing tasks for both texts are more widely distributed than those in the multiple choice ones.

A Score Type Test for General Autoregressive Models in Time Series

This paper is devoted to the goodness-of-fit test for the general autoregressive models in time series. By averaging for the weighted residuals, we construct a score type test which is asymptotically standard chi-squared under the null and has some desirable power properties under the alternatives. Specifically, the test is sensitive to alternatives and can detect the alternatives approaching, along a direction, the null at a rate that is arbitrarily close to n-1/2. Furthermore, when the alternatives are not directional, we construct asymptotically distribution-free maximin tests for a large class of alternatives. The performance of the tests is evaluated through simulation studies.

Effects of Acarbose on incretins in newly diagnosed type 2 diabetic patients in different carbohydrate tolerance test

Objective To evaluate the effects of Acarbose on incretin level(glucagon-like peptide 1(GLP-1)and gastric inhibitory polypeptide(GIP)of type 2 diabetes mellitus(T2DM)patients after different kinds of glucose load.Methods A total of 32 newly diagnosed T2DM patients were enrolled in this study and randomly divided into

PERCENTAGE POINTS AND POWER OF AK-S TYPE TEST FOR LINEARITY IN AUTOREGRESSIVE TIME SERIES

The empirical upper percentage points of the null distribution of a Kolmogorov-Smirnov type test for checking linearity in autoregressive models are tabulated in this paper, and the good power property of the test is demonstrated.

Development and Tests of ZW-126/D2000-40 Vacuum Circuit Breakers with Controlled Switching Technology

A ZW-126/D2000-40 type single-break vacuum circuit breaker(VCB)with controlled switching technology is designed and produced in this paper.The results of type tests based on IEC and GB standards are presented.A 126 kV singlebreak vacuum interrupter(VI)with 3/4 coil axial magnetic field(AMF)contacts is used in the VCB,which can interrupt short currents of 40 kA.The external insulation of the VI is provided by SF_(6) at 0.1 MPa.In order to match the 126 kV single-break VI and controlled switching device,a long-stroke electro-magnetic force actuator(EMFA)with 16 kN closing holding force and 3.5 m/s average opening speed is designed.Moreover,a position tracking controlled switching device based on closed-loop control using the technology of a fuzzy control algorithm and pulse width modulation is applied to the controlled switching device.This device is applied to control the coil current of EMFA and the electromagnetic force,so as to control the EMFA to follow the ideal position curve.The type tests of 126 kV VCB are all passed according to the IEC62271-100 and GB1984-2014,including dielectric tests,basic short-circuit tests,shortline fault tests,out-of-phase tests,etc.The strong capacitive current breaking capacity and mechanical strength of the VCB are proved by the capacitive current switching test of class C2,electrical endurance test of class E2 and mechanical endurance test of class M2.The electromagnetic compatibility(EMC)tests are passed according to the IEC61000-4.The controlled switching test of capacitive current was successful according to IEC62271-302 and GB/T30846-2014,and the controlled switching accuracy is less than±0.5 ms.The test results show that the VCB has excellent performance,which has broad application prospects in special occasions at a 126 kV voltage level,such as a switching capacitor and no-load transformer,etc.

Sign-based Test for Mean Vector in High-dimensional and Sparse Settings

In this article, we introduce a robust sparse test statistic which is based on the maximum type statistic. Both the limiting null distribution of the test statistic and the power of the test are analysed. It is shown that the test is particularly powerful against sparse alternatives. Numerical studies are carried out to examine the numerical performance of the test and to compare it with other tests available in the literature. The numerical results show that the test proposed significantly outperforms those tests in a range of settings, especially for sparse alternatives.