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Finite-time Prescribed Performance Time-Varying Formation Control for Second-Order Multi-Agent Systems With Non-Strict Feedback Based on a Neural Network Observer 被引量:1
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作者 Chi Ma Dianbiao Dong 《IEEE/CAA Journal of Automatica Sinica》 SCIE EI CSCD 2024年第4期1039-1050,共12页
This paper studies the problem of time-varying formation control with finite-time prescribed performance for nonstrict feedback second-order multi-agent systems with unmeasured states and unknown nonlinearities.To eli... This paper studies the problem of time-varying formation control with finite-time prescribed performance for nonstrict feedback second-order multi-agent systems with unmeasured states and unknown nonlinearities.To eliminate nonlinearities,neural networks are applied to approximate the inherent dynamics of the system.In addition,due to the limitations of the actual working conditions,each follower agent can only obtain the locally measurable partial state information of the leader agent.To address this problem,a neural network state observer based on the leader state information is designed.Then,a finite-time prescribed performance adaptive output feedback control strategy is proposed by restricting the sliding mode surface to a prescribed region,which ensures that the closed-loop system has practical finite-time stability and that formation errors of the multi-agent systems converge to the prescribed performance bound in finite time.Finally,a numerical simulation is provided to demonstrate the practicality and effectiveness of the developed algorithm. 展开更多
关键词 Finite-time control multi-agent systems neural network prescribed performance control time-varying formation control
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Complementary-Label Adversarial Domain Adaptation Fault Diagnosis Network under Time-Varying Rotational Speed and Weakly-Supervised Conditions
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作者 Siyuan Liu Jinying Huang +2 位作者 Jiancheng Ma Licheng Jing Yuxuan Wang 《Computers, Materials & Continua》 SCIE EI 2024年第4期761-777,共17页
Recent research in cross-domain intelligence fault diagnosis of machinery still has some problems,such as relatively ideal speed conditions and sample conditions.In engineering practice,the rotational speed of the mac... Recent research in cross-domain intelligence fault diagnosis of machinery still has some problems,such as relatively ideal speed conditions and sample conditions.In engineering practice,the rotational speed of the machine is often transient and time-varying,which makes the sample annotation increasingly expensive.Meanwhile,the number of samples collected from different health states is often unbalanced.To deal with the above challenges,a complementary-label(CL)adversarial domain adaptation fault diagnosis network(CLADAN)is proposed under time-varying rotational speed and weakly-supervised conditions.In the weakly supervised learning condition,machine prior information is used for sample annotation via cost-friendly complementary label learning.A diagnosticmodel learning strategywith discretized category probabilities is designed to avoidmulti-peak distribution of prediction results.In adversarial training process,we developed virtual adversarial regularization(VAR)strategy,which further enhances the robustness of the model by adding adversarial perturbations in the target domain.Comparative experiments on two case studies validated the superior performance of the proposed method. 展开更多
关键词 time-varying rotational speed weakly-supervised fault diagnosis domain adaptation
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On the Application of Mixed Models of Probability and Convex Set for Time-Variant Reliability Analysis
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作者 Fangyi Li Dachang Zhu Huimin Shi 《Computer Modeling in Engineering & Sciences》 SCIE EI 2024年第5期1981-1999,共19页
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
关键词 Mixed uncertainty probability model convex model time-variant reliability analysis
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Semi-supervised learning based hybrid beamforming under time-varying propagation environments
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作者 Yin Long Hang Ding Simon Murphy 《Digital Communications and Networks》 SCIE CSCD 2024年第4期1168-1177,共10页
Hybrid precoding is considered as a promising low-cost technique for millimeter wave(mm-wave)massive Multi-Input Multi-Output(MIMO)systems.In this work,referring to the time-varying propagation circumstances,with semi... Hybrid precoding is considered as a promising low-cost technique for millimeter wave(mm-wave)massive Multi-Input Multi-Output(MIMO)systems.In this work,referring to the time-varying propagation circumstances,with semi-supervised Incremental Learning(IL),we propose an online hybrid beamforming scheme.Firstly,given the constraint of constant modulus on analog beamformer and combiner,we propose a new broadnetwork-based structure for the design model of hybrid beamforming.Compared with the existing network structure,the proposed network structure can achieve better transmission performance and lower complexity.Moreover,to enhance the efficiency of IL further,by combining the semi-supervised graph with IL,we propose a hybrid beamforming scheme based on chunk-by-chunk semi-supervised learning,where only few transmissions are required to calculate the label and all other unlabelled transmissions would also be put into a training data chunk.Unlike the existing single-by-single approach where transmissions during the model update are not taken into the consideration of model update,all transmissions,even the ones during the model update,would make contributions to model update in the proposed method.During the model update,the amount of unlabelled transmissions is very large and they also carry some information,the prediction performance can be enhanced to some extent by these unlabelled channel data.Simulation results demonstrate the spectral efficiency of the proposed method outperforms that of the existing single-by-single approach.Besides,we prove the general complexity of the proposed method is lower than that of the existing approach and give the condition under which its absolute complexity outperforms that of the existing approach. 展开更多
关键词 Hybrid beamforming time-varying environments Broad network Semi-supervised learning Online learning
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Time-dependent model for two-phase flow in ultra-high water-cut reservoirs:Time-varying permeability and relative permeability
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作者 Shao-Chun Wang Na Zhang +3 位作者 Zhi-Hao Tang Xue-Fei Zou Qian Sun Wei Liu 《Petroleum Science》 SCIE EI CAS CSCD 2024年第4期2536-2553,共18页
For the ultra-high water-cut reservoirs,after long-term water injection exploitation,the physical properties of the reservoir change and the heterogeneity of the reservoir becomes increasingly severe,which further agg... For the ultra-high water-cut reservoirs,after long-term water injection exploitation,the physical properties of the reservoir change and the heterogeneity of the reservoir becomes increasingly severe,which further aggravates the spatial difference of the flow field.In this study,the displacement experiments were employed to investigate the variations in core permeability,porosity,and relative permeability after a large amount of water injection.A relative permeability endpoint model was proposed by utilizing the alternating conditional expectation(ACE)transformation to describe the variation in relative permeability based on the experimental data.Based on the time dependent models for permeability and relative permeability,the traditional oil-water two-phase model was improved and discretized using the mimetic finite difference method(MFD).The two cases were launched to confirm the validation of the proposed model.The impact of time-varying physical features on reservoir production performance was studied in a real water flooding reservoir.The experimental results indicate that the overall relative permeability curve shifts to the right as water injection increases.This shift corresponds to a transition towards a more hydrophilic wettability and a decrease in residual oil saturation.The endpoint model demonstrates excellent accuracy and can be applied to time-varying simulations of reservoir physics.The impact of variations in permeability and relative permeability on the reservoir production performance yields two distinct outcomes.The time-varying permeability of the reservoir results in intensified water channeling and poor development effects.On the other hand,the time-varying relative permeability enhances the oil phase seepage capacity,facilitating oil displacement.The comprehensive time-varying behavior is the result of the combined influence of these two parameters,which closely resemble the actual conditions observed in oil field exploitation.The time-varying simulation technique of reservoir physical properties proposed in this paper can continuously and stably characterize the dynamic changes of reservoir physical properties during water drive development.This approach ensures the reliability of the simulation results regarding residual oil distribution. 展开更多
关键词 Mimetic finite difference Water flooding reservoir time-varying physical properties Numerical simulation
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Nuclear magnetic resonance experiments on the time-varying law of oil viscosity and wettability in high-multiple waterflooding sandstone cores
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作者 JIA Hu ZHANG Rui +2 位作者 LUO Xianbo ZHOU Zili YANG Lu 《Petroleum Exploration and Development》 SCIE 2024年第2期394-402,共9页
A simulated oil viscosity prediction model is established according to the relationship between simulated oil viscosity and geometric mean value of T2spectrum,and the time-varying law of simulated oil viscosity in por... A simulated oil viscosity prediction model is established according to the relationship between simulated oil viscosity and geometric mean value of T2spectrum,and the time-varying law of simulated oil viscosity in porous media is quantitatively characterized by nuclear magnetic resonance(NMR)experiments of high multiple waterflooding.A new NMR wettability index formula is derived based on NMR relaxation theory to quantitatively characterize the time-varying law of rock wettability during waterflooding combined with high-multiple waterflooding experiment in sandstone cores.The remaining oil viscosity in the core is positively correlated with the displacing water multiple.The remaining oil viscosity increases rapidly when the displacing water multiple is low,and increases slowly when the displacing water multiple is high.The variation of remaining oil viscosity is related to the reservoir heterogeneity.The stronger the reservoir homogeneity,the higher the content of heavy components in the remaining oil and the higher the viscosity.The reservoir wettability changes after water injection:the oil-wet reservoir changes into water-wet reservoir,while the water-wet reservoir becomes more hydrophilic;the degree of change enhances with the increase of displacing water multiple.There is a high correlation between the time-varying oil viscosity and the time-varying wettability,and the change of oil viscosity cannot be ignored.The NMR wettability index calculated by considering the change of oil viscosity is more consistent with the tested Amott(spontaneous imbibition)wettability index,which agrees more with the time-varying law of reservoir wettability. 展开更多
关键词 SANDSTONE high-multiple waterflooding nuclear magnetic resonance oil viscosity rock wettability time-varying law
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Numerical Simulation of Slurry Diffusion in Fractured Rocks Considering a Time-Varying Viscosity
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作者 Lei Zhu Bin Liu +3 位作者 Xuewei Liu Wei Deng Wenjie Yao Ying Fan 《Fluid Dynamics & Materials Processing》 EI 2024年第2期401-427,共27页
To analyze the effects of a time-varying viscosity on the penetration length of grouting,in this study cement slur-ries with varying water-cement ratios have been investigated using the Bingham’sfluidflow equation and ... To analyze the effects of a time-varying viscosity on the penetration length of grouting,in this study cement slur-ries with varying water-cement ratios have been investigated using the Bingham’sfluidflow equation and a dis-crete element method.Afluid-solid coupling numerical model has been introduced accordingly,and its accuracy has been validated through comparison of theoretical and numerical solutions.For different fracture forms(a single fracture,a branch fracture,and a fracture network),the influence of the time-varying viscosity on the slurry length range has been investigated,considering the change in the fracture aperture.The results show that under different fracture forms and the same grouting process conditions,the influence of the time-varying viscosity on the seepage length is 0.350 m. 展开更多
关键词 time-varying viscosity binghamfluids UDEC numerical simulation grout penetration length aperture
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Adaptive Event-Triggered Time-Varying Output Group Formation Containment Control of Heterogeneous Multiagent Systems
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作者 Lihong Feng Bonan Huang +2 位作者 Jiayue Sun Qiuye Sun Xiangpeng Xie 《IEEE/CAA Journal of Automatica Sinica》 SCIE EI CSCD 2024年第6期1398-1409,共12页
In this paper,a class of time-varying output group formation containment control problem of general linear hetero-geneous multiagent systems(MASs)is investigated under directed topology.The MAS is composed of a number... In this paper,a class of time-varying output group formation containment control problem of general linear hetero-geneous multiagent systems(MASs)is investigated under directed topology.The MAS is composed of a number of tracking leaders,formation leaders and followers,where two different types of leaders are used to provide reference trajectories for movement and to achieve certain formations,respectively.Firstly,compen-sators are designed whose states are estimations of tracking lead-ers,based on which,a controller is developed for each formation leader to accomplish the expected formation.Secondly,two event-triggered compensators are proposed for each follower to evalu-ate the state and formation information of the formation leaders in the same group,respectively.Subsequently,a control protocol is designed for each follower,utilizing the output information,to guide the output towards the convex hull generated by the forma-tion leaders within the group.Next,the triggering sequence in this paper is decomposed into two sequences,and the inter-event intervals of these two triggering conditions are provided to rule out the Zeno behavior.Finally,a numerical simulation is intro-duced to confirm the validity of the proposed results. 展开更多
关键词 Adaptive control event-triggered mechanisms for-mation containment(FC) heterogeneous multiagent systems time-varying group formation.
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Set-Membership Filtering Approach to Dynamic Event-Triggered Fault Estimation for a Class of Nonlinear Time-Varying Complex Networks
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作者 Xiaoting Du Lei Zou Maiying Zhong 《IEEE/CAA Journal of Automatica Sinica》 SCIE EI CSCD 2024年第3期638-648,共11页
The present study addresses the problem of fault estimation for a specific class of nonlinear time-varying complex networks,utilizing an unknown-input-observer approach within the framework of dynamic event-triggered ... The present study addresses the problem of fault estimation for a specific class of nonlinear time-varying complex networks,utilizing an unknown-input-observer approach within the framework of dynamic event-triggered mechanism(DETM).In order to optimize communication resource utilization,the DETM is employed to determine whether the current measurement data should be transmitted to the estimator or not.To guarantee a satisfactory estimation performance for the fault signal,an unknown-input-observer-based estimator is constructed to decouple the estimation error dynamics from the influence of fault signals.The aim of this paper is to find the suitable estimator parameters under the effects of DETM such that both the state estimates and fault estimates are confined within two sets of closed ellipsoid domains.The techniques of recursive matrix inequality are applied to derive sufficient conditions for the existence of the desired estimator,ensuring that the specified performance requirements are met under certain conditions.Then,the estimator gains are derived by minimizing the ellipsoid domain in the sense of trace and a recursive estimator parameter design algorithm is then provided.Finally,a numerical example is conducted to demonstrate the effectiveness of the designed estimator. 展开更多
关键词 Dynamic event-triggered mechanism(DETM) fault estimation nonlinear time-varying complex networks set-member-ship filtering unknown input observer
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Identification of time-varying system and energy-based optimization of adaptive control in seismically excited structure
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作者 Elham Aghabarari Fereidoun Amini Pedram Ghaderi 《Earthquake Engineering and Engineering Vibration》 SCIE EI CSCD 2024年第1期227-240,共14页
The combination of structural health monitoring and vibration control is of great importance to provide components of smart structures.While synthetic algorithms have been proposed,adaptive control that is compatible ... The combination of structural health monitoring and vibration control is of great importance to provide components of smart structures.While synthetic algorithms have been proposed,adaptive control that is compatible with changing conditions still needs to be used,and time-varying systems are required to be simultaneously estimated with the application of adaptive control.In this research,the identification of structural time-varying dynamic characteristics and optimized simple adaptive control are integrated.First,reduced variations of physical parameters are estimated online using the multiple forgetting factor recursive least squares(MFRLS)method.Then,the energy from the structural vibration is simultaneously specified to optimize the control force with the identified parameters to be operational.Optimization is also performed based on the probability density function of the energy under the seismic excitation at any time.Finally,the optimal control force is obtained by the simple adaptive control(SAC)algorithm and energy coefficient.A numerical example and benchmark structure are employed to investigate the efficiency of the proposed approach.The simulation results revealed the effectiveness of the integrated online identification and optimal adaptive control in systems. 展开更多
关键词 integrated online identification time-varying systems structural energy multiple forgetting factor recursive least squares optimal simple adaptive control algorithm
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Time-varying parameters estimation with adaptive neural network EKF for missile-dual control system
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作者 YUAN Yuqi ZHOU Di +1 位作者 LI Junlong LOU Chaofei 《Journal of Systems Engineering and Electronics》 SCIE CSCD 2024年第2期451-462,共12页
In this paper, a filtering method is presented to estimate time-varying parameters of a missile dual control system with tail fins and reaction jets as control variables. In this method, the long-short-term memory(LST... In this paper, a filtering method is presented to estimate time-varying parameters of a missile dual control system with tail fins and reaction jets as control variables. In this method, the long-short-term memory(LSTM) neural network is nested into the extended Kalman filter(EKF) to modify the Kalman gain such that the filtering performance is improved in the presence of large model uncertainties. To avoid the unstable network output caused by the abrupt changes of system states,an adaptive correction factor is introduced to correct the network output online. In the process of training the network, a multi-gradient descent learning mode is proposed to better fit the internal state of the system, and a rolling training is used to implement an online prediction logic. Based on the Lyapunov second method, we discuss the stability of the system, the result shows that when the training error of neural network is sufficiently small, the system is asymptotically stable. With its application to the estimation of time-varying parameters of a missile dual control system, the LSTM-EKF shows better filtering performance than the EKF and adaptive EKF(AEKF) when there exist large uncertainties in the system model. 展开更多
关键词 long-short-term memory(LSTM)neural network extended Kalman filter(EKF) rolling training time-varying parameters estimation missile dual control system
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Time-Varying Mesh Stiffness Calculation and Dynamic Modeling of Spiral Bevel Gear with Spalling Defects
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作者 Keyuan Li Baijie Qiao +2 位作者 Heng Fang Xiuyue Yang Xuefeng Chen 《Journal of Dynamics, Monitoring and Diagnostics》 2024年第2期143-155,共13页
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
关键词 dynamic modeling slice method SPALLING spiral bevel gear time-varying mesh stiffness(TVMS)
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基于VAR模型的生猪产业链价格波动影响因素分析 被引量:1
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作者 刘彧 《饲料研究》 CAS 北大核心 2024年第5期182-186,共5页
生猪产业链价格剧烈波动不仅关系消费者的切身利益,也对生猪产业长远发展具有重要影响。基于2009—2022年161个月度样本数据,文章采用VAR模型,从生猪产业链主要产品价格以及上游环节、中下游环节2个层面出发,探究生猪产业链价格波动的... 生猪产业链价格剧烈波动不仅关系消费者的切身利益,也对生猪产业长远发展具有重要影响。基于2009—2022年161个月度样本数据,文章采用VAR模型,从生猪产业链主要产品价格以及上游环节、中下游环节2个层面出发,探究生猪产业链价格波动的影响因素。结果显示:生猪产业链价格波动受自身主要产品价格的影响最大,前10期生猪产业链主要产品价格对当月生猪产业链价格波动仍具有61.835 8%的影响。从产业链上游环节观察,稻糠价格、大豆价格和小麦麸价格均能够对生猪产业链价格波动产生显著影响,前10期稻糠价格对当月生猪产业链价格波动的影响达到39.783 8%。从产业链中下游环节观察,通货膨胀水平和养殖场规模对生猪产业链价格波动的影响程度较大。研究表明,生猪产业链价格波动容易受到自身主要产品价格、稻糠价格、大豆价格、小麦麸价格、通货膨胀水平、养殖场规模等因素影响,应从完善价格波动预警机制和加强流通运行环节调控两方面着手推动生猪市场稳定发展。 展开更多
关键词 生猪产业链 价格波动 var模型
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跨金融市场的风险传染和风险对冲:基于高维VAR for VaR模型的研究
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作者 杨涛 贾妍妍 《中国软科学》 CSSCI CSCD 北大核心 2024年第2期145-155,共11页
金融稳定需要防范和化解金融市场之间的风险传染。与以往文献只是探究两个市场的风险传染不同,本文利用高维VAR for VaR模型将中国的汇市、债市、大宗商品、金融期货和股市等五个金融市场纳入统一框架,分析这5个金融市场在不同状态的风... 金融稳定需要防范和化解金融市场之间的风险传染。与以往文献只是探究两个市场的风险传染不同,本文利用高维VAR for VaR模型将中国的汇市、债市、大宗商品、金融期货和股市等五个金融市场纳入统一框架,分析这5个金融市场在不同状态的风险溢出效应,这有助于捕捉冲击在不同金融市场之间传播而产生的间接影响。Wald检验和后验分析表明5个市场间只在危机或泡沫状态时存在明显的风险溢出效应。同时,本文利用压力测试发现单个市场的短期冲击影响会被其他金融市场如股市消化吸收,但4个金融市场都处于正常状态会明显降低其他金融市场如股市的左尾风险。此外,本文提出利用单个金融市场在同一时点的不同分位数计算每个金融市场在同一时点的预期收益、波动风险和崩盘风险,这种做法的好处在于结果更加稳健以及减轻极端值的影响。在此基础上,本文进一步探究金融市场间是否能够对冲彼此的波动风险和崩盘风险。结果显示大宗商品市场和金融期货市场能够有效地对冲其他金融市场的波动风险和崩盘风险,但汇市、债市和股市无法对冲其他金融市场的波动风险和崩盘风险。 展开更多
关键词 var for var 风险传染 风险对冲
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绿色债券与其他金融市场间的风险溢出研究——基于TVP-VAR频域溢出模型 被引量:1
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作者 张国富 齐潇红 杜子平 《江苏大学学报(社会科学版)》 CSSCI 2024年第2期44-54,80,共12页
基于TVP-VAR频域溢出模型的风险溢出结果表明:绿色债券与其他金融市场之间的总溢出主要由短期溢出驱动;在不同的时间尺度,绿色债券和传统债券市场间存在显著的双向溢出效应,绿色债券市场与股票市场、能源市场、新能源市场、外汇市场之... 基于TVP-VAR频域溢出模型的风险溢出结果表明:绿色债券与其他金融市场之间的总溢出主要由短期溢出驱动;在不同的时间尺度,绿色债券和传统债券市场间存在显著的双向溢出效应,绿色债券市场与股票市场、能源市场、新能源市场、外汇市场之间的风险溢出均不显著;在重大事件冲击下,绿色债券市场与股票市场、能源市场、新能源市场间的风险溢出显著增加。 展开更多
关键词 绿色债券 TVP-var频域溢出 金融市场 风险冲击
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基于MS-VAR模型的中国创新质量演化阶段性与区域异质性研究 被引量:1
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作者 张林 陈梓慕 《区域经济评论》 CSSCI 北大核心 2024年第3期52-60,共9页
创新是高质量发展的第一动力,但是,创新质量本身缺少系统研究。从投入产出过程角度看,创新质量分为研发投入的知识产出质量和知识投入的经济产出质量两个阶段,基于马尔可夫区制转换向量自回归模型(MS-VAR)对中国及其分区1995-2021年时... 创新是高质量发展的第一动力,但是,创新质量本身缺少系统研究。从投入产出过程角度看,创新质量分为研发投入的知识产出质量和知识投入的经济产出质量两个阶段,基于马尔可夫区制转换向量自回归模型(MS-VAR)对中国及其分区1995-2021年时间序列数据进行检验,揭示投入产出过程创新质量演化阶段性及其区域异质性。研究发现:目前我国处于新的创新质量快速提升期。R&D投入强度的增加会促进专利产出质量,专利产出质量的增加也会促进新产品销售收入。前者在创新质量快速提升期更显著,后者在创新质量稳定发展期更显著。四大地区①的创新周期具有时间先后性,东部地区最早进入创新质量稳定发展期,西部地区最晚;两次过程中,创新投入产出质量之间正向效应的区域异质性和区制异质性并存;但处于创新质量稳定发展期的西部地区两种投入产出效应都为负。 展开更多
关键词 创新质量 投入产出过程 马尔可夫区制转换向量自回归模型
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我国牛肉价格波动影响因素研究——基于VAR模型的实证分析
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作者 吴鸭珠 《饲料研究》 CAS 北大核心 2024年第9期178-182,共5页
为保证牛肉价格合理稳定、推动牛肉市场持续健康发展,文章基于2011年12月—2022年12月中国畜牧业月度数据,以内部传导和外部冲击为视角,选取玉米价格、生产者预期、犊牛价格、国家政策构建VAR模型,实证检验我国牛肉价格波动影响因素及... 为保证牛肉价格合理稳定、推动牛肉市场持续健康发展,文章基于2011年12月—2022年12月中国畜牧业月度数据,以内部传导和外部冲击为视角,选取玉米价格、生产者预期、犊牛价格、国家政策构建VAR模型,实证检验我国牛肉价格波动影响因素及程度。结果显示,玉米价格、生产者预期、犊牛价格、国家政策均可对牛肉价格造成影响。其中,玉米价格可通过内部传导机制对我国牛肉价格波动产生显著影响,且稳定贡献率在8%左右;国家政策可通过外部冲击机制对我国牛肉价格波动形成显著影响,贡献率为15%;前期牛肉价格可显著影响后期牛肉市场价格。因此,文章提出降低肉牛产业饲料成本、加大肉牛产业政府财政支持力度、完善牛肉价格波动市场监管体系的建议,以期为稳定牛肉价格、促进畜牧产业可持续发展提供参考。 展开更多
关键词 牛肉价格波动 var模型 供给侧改革 格兰杰因果检验
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服务业进出口、OFDI和全要素生产率的动态关系研究——基于VAR模型的实证分析
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作者 甘志霞 李松洁 《技术与创新管理》 2024年第1期87-93,共7页
研究服务业贸易、投资与服务业之间的影响关系,对提升我国服务行业国际竞争力、促进其高质量发展具有重要意义。论文使用我国2000—2021年数据,构建VAR模型对服务业进出口、服务业对外直接投资(OFDI)和全要素生产率的动态交互关系进行... 研究服务业贸易、投资与服务业之间的影响关系,对提升我国服务行业国际竞争力、促进其高质量发展具有重要意义。论文使用我国2000—2021年数据,构建VAR模型对服务业进出口、服务业对外直接投资(OFDI)和全要素生产率的动态交互关系进行实证分析。研究结果显示,服务业进出口对服务业对外直接投资具有正相关关系,且长期支持效果明显;服务业进出口对OFDI、全要素生产率提升具有促进作用;在短期内,全要素生产率与OFDI之间存在双向促进作用,从长期来看则存在一定负向影响。基于实证研究结论,文中提出制定政策鼓励服务企业参与国际化竞争、发挥服务业进出口对OFDI的促进效应、提升服务企业自主创新能力等相关对策建议。 展开更多
关键词 服务业进出口 服务业对外直接投资 全要素生产率 var模型 动态互动关系 逆向技术溢出效应
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基于VAR模型的专业市场与跨境电商融合发展研究
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作者 季晓伟 《金华职业技术学院学报》 2024年第3期17-24,共8页
专业市场如何应对电子商务冲击,是近二十年来各界普遍关注的现实问题。跨境电商和市场采购两种新业态新模式已成为我国外贸高质量发展的新引擎,专业市场与跨境电商的关系从冲击应对走向融合发展。浙江省义乌市是专业市场和跨境电商的改... 专业市场如何应对电子商务冲击,是近二十年来各界普遍关注的现实问题。跨境电商和市场采购两种新业态新模式已成为我国外贸高质量发展的新引擎,专业市场与跨境电商的关系从冲击应对走向融合发展。浙江省义乌市是专业市场和跨境电商的改革前沿阵地。利用义乌市2008—2022年的时间序列数据,建立向量自回归模型,定量分析专业市场与跨境电商的融合发展关系。结果表明:专业市场生态体系有利于跨境电商“嵌入式”发展,专业市场的持续改革有效应对了跨境电商冲击,但两者融合发展仍缺乏互动效应和长效机制。为进一步促进两者融合发展,应搭建专业市场跨境电商平台、叠加商流和信息流带动产业转型升级、融通跨境电商进口贸易供应链和配套政策。 展开更多
关键词 专业市场 跨境电商 外贸新业态 融合发展 var模型
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利率、汇率与短期资本流动——基于VAR模型的实证分析
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作者 陈娜 郑滨清 《内蒙古财经大学学报》 2024年第1期72-77,共6页
当前,新兴经济体市场资金流动逐渐复苏,我国短期资本双向流动活跃,资本流动带动经济发展的同时也可在短期内发生大规模变动破坏金融市场秩序。本文选取2010—2021年的月度数据,通过构建VAR模型探究利率、汇率与短期资本流动三者之间的... 当前,新兴经济体市场资金流动逐渐复苏,我国短期资本双向流动活跃,资本流动带动经济发展的同时也可在短期内发生大规模变动破坏金融市场秩序。本文选取2010—2021年的月度数据,通过构建VAR模型探究利率、汇率与短期资本流动三者之间的具体影响。实证结果表明:利率与汇率对我国短期资本流动存在显著影响,短期资本流动对利率的冲击反应更加敏感。 展开更多
关键词 短期资本流动 利率 汇率 var模型
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