Global variance reduction is a bottleneck in Monte Carlo shielding calculations.The global variance reduction problem requires that the statistical error of the entire space is uniform.This study proposed a grid-AIS m...Global variance reduction is a bottleneck in Monte Carlo shielding calculations.The global variance reduction problem requires that the statistical error of the entire space is uniform.This study proposed a grid-AIS method for the global variance reduction problem based on the AIS method,which was implemented in the Monte Carlo program MCShield.The proposed method was validated using the VENUS-Ⅲ international benchmark problem and a self-shielding calculation example.The results from the VENUS-Ⅲ benchmark problem showed that the grid-AIS method achieved a significant reduction in the variance of the statistical errors of the MESH grids,decreasing from 1.08×10^(-2) to 3.84×10^(-3),representing a 64.00% reduction.This demonstrates that the grid-AIS method is effective in addressing global issues.The results of the selfshielding calculation demonstrate that the grid-AIS method produced accurate computational results.Moreover,the grid-AIS method exhibited a computational efficiency approximately one order of magnitude higher than that of the AIS method and approximately two orders of magnitude higher than that of the conventional Monte Carlo method.展开更多
背景急性缺血性卒中(AIS)高发,及时恢复脑血流是治疗的关键,超时间窗就诊患者无更多促进脑血流恢复的治疗手段。研究远隔缺血后适应(RIPostC)治疗对AIS超时间窗就诊患者的临床疗效、并发症和预后,具有重要的临床意义。目的探究RIPostC...背景急性缺血性卒中(AIS)高发,及时恢复脑血流是治疗的关键,超时间窗就诊患者无更多促进脑血流恢复的治疗手段。研究远隔缺血后适应(RIPostC)治疗对AIS超时间窗就诊患者的临床疗效、并发症和预后,具有重要的临床意义。目的探究RIPostC治疗对AIS超时间窗患者干预的影响,为超时间窗就诊的AIS患者寻求安全、有效的脑血流恢复治疗方式。方法本研究采用随机、分组、安慰剂对照法进行试验。选取2021-09-02—2022-08-31于北京航天总医院神经内科病房住院治疗的超溶栓时间窗(发病时间>6 h)的AIS患者为研究对象。依据随机数字表法将患者分为对照组和试验组。试验期+随访期共90 d,均使用同等的一般治疗、脑血管病常规治疗,试验组在此基础上给予RIPostC治疗14 d(28次),对照组给予模拟的RIPostC治疗14 d(28次)。在干预前和干预后30 d、干预后90 d,采用改良Rankin量表(mRS)、美国国立卫生研究院卒中量表(NIHSS)评估两组患者神经功能,简易精神状态检查量表(MMSE)、蒙特利尔认知评估量表(MoCA)评估患者认知功能,工具性日常生活能力量表(IADL)评估日常生活能力,焦虑自评量表(SAS)、抑郁自评量表(SDS)评估精神状态,经颅多普勒超声(TCD)评估脑血流速度,以白介素(IL)-6反映炎症情况。结果122例患者中,最终完成试验及随访99例,其中试验组49例,对照组50例。两组患者性别、年龄、基础疾病(高血压、糖尿病、冠心病)及基线NIHSS评分比较,差异无统计学意义(P>0.05)。重复测量方差分析结果示,时间与组别对MMSE、MoCA、mRS、NIHSS、脑血流速度、IL-6存在交互作用(P<0.05),时间和组别对MMSE、MoCA、NIHSS、脑血流速度、IL-6主效应显著(P<0.05),时间对mRS、SAS、SDS、IADL主效应显著(P<0.05)。试验组干预后30、90 d MMSE、MoCA评分及脑血流速度均高于对照组,mRS、NIHSS评分均低于对照组(P<0.05);试验组干预后30、90 d SDS、IADL评分低于对照组(P<0.05);试验组干预后30 d SAS评分高于对照组,IL-6低于对照组(P<0.05)。99例患者中共有23例患者发生不良反应,其中试验组17例,对照组6例,两组皮肤瘀点、头晕、心慌、胸闷发生率比较,差异无统计学意义(P>0.05);对照组患者皮肤瘀斑发生率[4.00%(2/50)与12.24%(6/49)]、总不良反应发生率[12.00%(6/50)与34.69%(17/49)]低于试验组(P<0.05)。结论RIPostC治疗可降低AIS患者的炎症反应,对神经功能、认知功能抑郁情绪及颅内血流速度可起到积极的改善效果。展开更多
[ Objective] The aim was to study variance type of capsule morphological characters in Platycodon grandiflorum population, and provide some theoretical basis for seeking to genetic markers which can differentiate diff...[ Objective] The aim was to study variance type of capsule morphological characters in Platycodon grandiflorum population, and provide some theoretical basis for seeking to genetic markers which can differentiate different P. grandiflorum and breeding new varieties. [ Method] According to shape morphological characters of capsule from the same population of perennial purple P. gandiflorum, seven types of distinct di- versity capsule were selected, variance analysis and multiple comparison on the length, diameter, length/diameter of the different types of capsule were carried out. [ Result] There is unicolor and bicolor, even trichrome, among main color was brown and purple. Capsule shape was main cone, furthermore, containing long roller type, spheroidicity and sphericity. [ Conclusion] P. gandiflorum capsule was divided into long form, short form and middle type from length/diameter size in perennial culture P. gandiflorum population.展开更多
背景:膝骨关节炎是一种常见的关节软骨及周围组织损伤的慢性炎症性疾病,而免疫细胞在膝骨关节炎免疫炎症反应中起到重要作用,但其中的具体机制仍有待深入研究。目的:采用孟德尔随机化方法来评估731种免疫细胞表型与膝骨关节炎风险之间...背景:膝骨关节炎是一种常见的关节软骨及周围组织损伤的慢性炎症性疾病,而免疫细胞在膝骨关节炎免疫炎症反应中起到重要作用,但其中的具体机制仍有待深入研究。目的:采用孟德尔随机化方法来评估731种免疫细胞表型与膝骨关节炎风险之间的潜在因果关系。方法:使用全基因组关联分析(GWAS)目录中公开获取731种免疫细胞表型的全基因组关联分析统计数据(从GCST0001391到GCST0002121)和IEUGWAS数据库中膝骨关节炎的全基因组关联分析数据(ebi-a-GCST007090)。采用逆方差加权法、MR-Egger回归法、加权中位数法、加权模型法和简单模型法来研究免疫细胞与膝骨关节炎之间的因果关系。敏感性分析用于检验孟德尔随机化分析结果是否可靠,然后以同样方法进行反向孟德尔随机化分析。结果与结论:①正向分析结果表明,共有4种免疫细胞表型与膝骨关节炎有显著的因果关系(FDR<0.20),其中B细胞中的CD27 on CD24+CD27+(OR=1.026,P=0.00026,Pfdr=0.18)、髓系细胞中的CD33 on CD33dim HLA DR-(OR=1.014,P=0.00050,Pfdr=0.18)以及Treg细胞中的CD45RA+CD28-CD8br%CD8br(OR=1.001,P=0.00078,Pfdr=0.18)与膝骨关节炎风险呈直接的正向因果关联;单核细胞中PDL-1 on monocyte(OR=0.952,P=0.00098,Pfdr=0.18)与膝骨关节炎风险呈直接的负向因果关联。②反向分析结果表明,当膝骨关节炎作为暴露数据时,与731种免疫细胞表型均不具有显著因果关系(FDR<0.20)。③敏感性分析结果显示:双向孟德尔随机化的Cochran’s Q检验和MR-Egger回归法结果P值均大于0.05,表明免疫细胞表型与膝骨关节炎之间的因果效应分析不存在显著的异质性和多效性。④上述结果证实,CD27 on CD24+CD27+,CD33 on CD33dim HLA DR-,CD45RA+CD28-CD8br%CD8br以及PDL-1 on monocyte免疫细胞表型与膝骨关节炎之间可能具有较为显著的潜在因果关系,这为研究膝骨关节炎的生物学机制及探索膝骨关节炎的早期防治提供有价值的线索,也为干预性药物的开发提供了新的方向。展开更多
This paper describes the application of the variance method for flux estimation over a mixed agricultural region in China. Eddy covariance and flux variance measurements were conducted in a near-surface layer over a n...This paper describes the application of the variance method for flux estimation over a mixed agricultural region in China. Eddy covariance and flux variance measurements were conducted in a near-surface layer over a non-uniform land surface in the central plain of China from 7 June to 20 July 2002. During this period, the mean canopy height was about 0.50 m. The study site consisted of grass (10% of area), beans (15%), corn (15%) and rice (60%). Under unstable conditions, the standard deviations of temperature and water vapor density (normalized by appropriate scaling parameters), observed by a single instrument, followed the Monin-Obukhov similarity theory. The similarity constants for heat (CT) and water vapor (Cq) were 1.09 and 1.49, respectively. In comparison with direct measurements using eddy covariance techniques, the flux variance method, on average, underestimated sensible heat flux by 21% and latent heat flux by 24%, which may be attributed to the fact that the observed slight deviations (20% or 30% at most) of the similarity "constants" may be within the expected range of variation of a single instrument from the generally-valid relations.展开更多
Peak ground acceleration(PGA) estimation is an important task in earthquake engineering practice.One of the most well-known models is the Boore-Joyner-Fumal formula,which estimates the PGA using the moment magnitude,t...Peak ground acceleration(PGA) estimation is an important task in earthquake engineering practice.One of the most well-known models is the Boore-Joyner-Fumal formula,which estimates the PGA using the moment magnitude,the site-to-fault distance and the site foundation properties.In the present study,the complexity for this formula and the homogeneity assumption for the prediction-error variance are investigated and an effi ciency-robustness balanced formula is proposed.For this purpose,a reduced-order Monte Carlo simulation algorithm for Bayesian model class selection is presented to obtain the most suitable predictive formula and prediction-error model for the seismic attenuation relationship.In this approach,each model class(a predictive formula with a prediction-error model) is evaluated according to its plausibility given the data.The one with the highest plausibility is robust since it possesses the optimal balance between the data fi tting capability and the sensitivity to noise.A database of strong ground motion records in the Tangshan region of China is obtained from the China Earthquake Data Center for the analysis.The optimal predictive formula is proposed based on this database.It is shown that the proposed formula with heterogeneous prediction-error variance is much simpler than the attenuation model suggested by Boore,Joyner and Fumal(1993).展开更多
The multipath effect and movements of people in indoor environments lead to inaccurate localization. Through the test, calculation and analysis on the received signal strength indication (RSSI) and the variance of R...The multipath effect and movements of people in indoor environments lead to inaccurate localization. Through the test, calculation and analysis on the received signal strength indication (RSSI) and the variance of RSSI, we propose a novel variance-based fingerprint distance adjustment algorithm (VFDA). Based on the rule that variance decreases with the increase of RSSI mean, VFDA calculates RSSI variance with the mean value of received RSSIs. Then, we can get the correction weight. VFDA adjusts the fingerprint distances with the correction weight based on the variance of RSSI, which is used to correct the fingerprint distance. Besides, a threshold value is applied to VFDA to improve its performance further. VFDA and VFDA with the threshold value are applied in two kinds of real typical indoor environments deployed with several Wi-Fi access points. One is a quadrate lab room, and the other is a long and narrow corridor of a building. Experimental results and performance analysis show that in indoor environments, both VFDA and VFDA with the threshold have better positioning accuracy and environmental adaptability than the current typical positioning methods based on the k-nearest neighbor algorithm and the weighted k-nearest neighbor algorithm with similar computational costs.展开更多
This paper is concerned with the control performance assessment based on the multivariable generalized minimum variance benchmark.An explicit expression for the feedback controller-invariant(the generalized minimum va...This paper is concerned with the control performance assessment based on the multivariable generalized minimum variance benchmark.An explicit expression for the feedback controller-invariant(the generalized minimum variance)term of the multivariable control system is obtained,which is used as a standard benchmark for the assessment of the control performance for multi input multi output(MIMO)process.The proposed approach is based on the multivariable minimum variance benchmark.In comparison with the minimum variance benchmark, the developed method is more reasonable and practical for the control performance assessment of multivariable systems.The approach is illustrated by a simulation example and an industrial application.展开更多
This article studies the optimal proportional reinsurance and investment problem under a constant elasticity of variance (CEV) model. Assume that the insurer's surplus process follows a jump-diffusion process, the ...This article studies the optimal proportional reinsurance and investment problem under a constant elasticity of variance (CEV) model. Assume that the insurer's surplus process follows a jump-diffusion process, the insurer can purchase proportional reinsurance from the reinsurer via the variance principle and invest in a risk-free asset and a risky asset whose price is modeled by a CEV model. The diffusion term can explain the uncertainty associated with the surplus of the insurer or the additional small claims. The objective of the insurer is to maximize the expected exponential utility of terminal wealth. This optimization problem is studied in two cases depending on the diffusion term's explanation. In all cases, by using techniques of stochastic control theory, closed-form expressions for the value functions and optimal strategies are obtained.展开更多
In the present study, the authors investigated the relationship between the Arctic Oscillation (AO) and the high-frequency variability of daily sea level pressures in the Northern Hemisphere in winter (November throug...In the present study, the authors investigated the relationship between the Arctic Oscillation (AO) and the high-frequency variability of daily sea level pressures in the Northern Hemisphere in winter (November through March), using NCEP/NCAR reanalysis datasets for the time period of 1948/49-2000/01. High-frequency signals are defined as those with timescales shorter than three weeks and measured in terms of variance, for each winter for each grid. The correlations between monthly mean AO index and high-frequency variance are conducted. A predominant feature is that several regional centers with high correlation show up in the middle to high latitudes. Significant areas include mid- to high-latitude Asia centered at Siberia, northern Europe and the middle-latitude North Atlantic east of northern Africa. Their strong correlations can also be confirmed by the singular value decomposition analysis of covariance between mean SLP and high-frequency variance. This indicates that the relationship of AO with daily Sea Level Pressure (SLP) is confined to some specific regions in association with the inherent atmospheric dynamics. In middle-latitude Asia, there is a significant (at the 95% level) trend of variance of-2.26% (10 yr)-1. Another region that displays a strong trend is the northwestern Pacific with a significant rate of change of 0.80% (10 yr)-1. If the winter of 1948/49, an apparent outlier, is excluded, a steady linear trend of +1.51% (10 yr)-1 shows up in northern Europe. The variance probability density functions (PDFs) are found to change in association with different AO phases. The changes corresponding to high and low AO phases, however, are asymmetric in these regions. Some regions such as northern Europe display much stronger changes in high AO years, whereas some other regions such as Siberia show a stronger connection to low AO conditions. These features are supported by ECMWF reanalysis data. However, the dynamical mechanisms involved in the AO-high frequency SLP variance connection have not been well understood, and this needs further study.展开更多
The low-frequency variance of the surface wave in the area of the Antarctic Circumpolar Current (ACC) and its correlation with the antarctic circumpolar wave (ACW) are focused on. The analysis of the series of 44 ...The low-frequency variance of the surface wave in the area of the Antarctic Circumpolar Current (ACC) and its correlation with the antarctic circumpolar wave (ACW) are focused on. The analysis of the series of 44 a significant wave height (SWH) interannual anomalies reveals that the SWH anomalies have a strong periodicity of about 4-5 a and this signal propagates eastward obviously from 1985 to 1995, which needs about 8 a to complete a mimacircle around the earth. The method of empirical orthogonal function (EOF) is used to analyze the filtered monthly SWH anomalies to study the spatio-temporal distributions and the propagation characteristics of the low-frequency signals in the wave field. Both the dominant wavenumber- 2 pattern in space and the propagation feature in the south Pacific, the south Atlantic and the south Indian ocean show strong consistency with the ACW. So it is reasonable to conclude that the ACW signal also exists in the wave field. The ACW is important for the climate in the Southern Ocean, so it is worth to pay more attention to the large- scale effect of the surface wave, which may also be important for climate studies.展开更多
Suppression effect in multiple regression analysis may be more common in research than what is currently recognized. We have reviewed several literatures of interest which treats the concept and types of suppressor va...Suppression effect in multiple regression analysis may be more common in research than what is currently recognized. We have reviewed several literatures of interest which treats the concept and types of suppressor variables. Also, we have highlighted systematic ways to identify suppression effect in multiple regressions using statistics such as: R2, sum of squares, regression weight and comparing zero-order correlations with Variance Inflation Factor (VIF) respectively. We also establish that suppression effect is a function of multicollinearity;however, a suppressor variable should only be allowed in a regression analysis if its VIF is less than five (5).展开更多
Bayes decision rule of variance components for one-way random effects model is derived and empirical Bayes (EB) decision rules are constructed by kernel estimation method. Under suitable conditions, it is shown that t...Bayes decision rule of variance components for one-way random effects model is derived and empirical Bayes (EB) decision rules are constructed by kernel estimation method. Under suitable conditions, it is shown that the proposed EB decision rules are asymptotically optimal with convergence rates near O(n-1/2). Finally, an example concerning the main result is given.展开更多
基金supported by the Platform Development Foundation of the China Institute for Radiation Protection(No.YP21030101)the National Natural Science Foundation of China(General Program)(Nos.12175114,U2167209)+1 种基金the National Key R&D Program of China(No.2021YFF0603600)the Tsinghua University Initiative Scientific Research Program(No.20211080081).
文摘Global variance reduction is a bottleneck in Monte Carlo shielding calculations.The global variance reduction problem requires that the statistical error of the entire space is uniform.This study proposed a grid-AIS method for the global variance reduction problem based on the AIS method,which was implemented in the Monte Carlo program MCShield.The proposed method was validated using the VENUS-Ⅲ international benchmark problem and a self-shielding calculation example.The results from the VENUS-Ⅲ benchmark problem showed that the grid-AIS method achieved a significant reduction in the variance of the statistical errors of the MESH grids,decreasing from 1.08×10^(-2) to 3.84×10^(-3),representing a 64.00% reduction.This demonstrates that the grid-AIS method is effective in addressing global issues.The results of the selfshielding calculation demonstrate that the grid-AIS method produced accurate computational results.Moreover,the grid-AIS method exhibited a computational efficiency approximately one order of magnitude higher than that of the AIS method and approximately two orders of magnitude higher than that of the conventional Monte Carlo method.
文摘背景急性缺血性卒中(AIS)高发,及时恢复脑血流是治疗的关键,超时间窗就诊患者无更多促进脑血流恢复的治疗手段。研究远隔缺血后适应(RIPostC)治疗对AIS超时间窗就诊患者的临床疗效、并发症和预后,具有重要的临床意义。目的探究RIPostC治疗对AIS超时间窗患者干预的影响,为超时间窗就诊的AIS患者寻求安全、有效的脑血流恢复治疗方式。方法本研究采用随机、分组、安慰剂对照法进行试验。选取2021-09-02—2022-08-31于北京航天总医院神经内科病房住院治疗的超溶栓时间窗(发病时间>6 h)的AIS患者为研究对象。依据随机数字表法将患者分为对照组和试验组。试验期+随访期共90 d,均使用同等的一般治疗、脑血管病常规治疗,试验组在此基础上给予RIPostC治疗14 d(28次),对照组给予模拟的RIPostC治疗14 d(28次)。在干预前和干预后30 d、干预后90 d,采用改良Rankin量表(mRS)、美国国立卫生研究院卒中量表(NIHSS)评估两组患者神经功能,简易精神状态检查量表(MMSE)、蒙特利尔认知评估量表(MoCA)评估患者认知功能,工具性日常生活能力量表(IADL)评估日常生活能力,焦虑自评量表(SAS)、抑郁自评量表(SDS)评估精神状态,经颅多普勒超声(TCD)评估脑血流速度,以白介素(IL)-6反映炎症情况。结果122例患者中,最终完成试验及随访99例,其中试验组49例,对照组50例。两组患者性别、年龄、基础疾病(高血压、糖尿病、冠心病)及基线NIHSS评分比较,差异无统计学意义(P>0.05)。重复测量方差分析结果示,时间与组别对MMSE、MoCA、mRS、NIHSS、脑血流速度、IL-6存在交互作用(P<0.05),时间和组别对MMSE、MoCA、NIHSS、脑血流速度、IL-6主效应显著(P<0.05),时间对mRS、SAS、SDS、IADL主效应显著(P<0.05)。试验组干预后30、90 d MMSE、MoCA评分及脑血流速度均高于对照组,mRS、NIHSS评分均低于对照组(P<0.05);试验组干预后30、90 d SDS、IADL评分低于对照组(P<0.05);试验组干预后30 d SAS评分高于对照组,IL-6低于对照组(P<0.05)。99例患者中共有23例患者发生不良反应,其中试验组17例,对照组6例,两组皮肤瘀点、头晕、心慌、胸闷发生率比较,差异无统计学意义(P>0.05);对照组患者皮肤瘀斑发生率[4.00%(2/50)与12.24%(6/49)]、总不良反应发生率[12.00%(6/50)与34.69%(17/49)]低于试验组(P<0.05)。结论RIPostC治疗可降低AIS患者的炎症反应,对神经功能、认知功能抑郁情绪及颅内血流速度可起到积极的改善效果。
文摘[ Objective] The aim was to study variance type of capsule morphological characters in Platycodon grandiflorum population, and provide some theoretical basis for seeking to genetic markers which can differentiate different P. grandiflorum and breeding new varieties. [ Method] According to shape morphological characters of capsule from the same population of perennial purple P. gandiflorum, seven types of distinct di- versity capsule were selected, variance analysis and multiple comparison on the length, diameter, length/diameter of the different types of capsule were carried out. [ Result] There is unicolor and bicolor, even trichrome, among main color was brown and purple. Capsule shape was main cone, furthermore, containing long roller type, spheroidicity and sphericity. [ Conclusion] P. gandiflorum capsule was divided into long form, short form and middle type from length/diameter size in perennial culture P. gandiflorum population.
文摘背景:膝骨关节炎是一种常见的关节软骨及周围组织损伤的慢性炎症性疾病,而免疫细胞在膝骨关节炎免疫炎症反应中起到重要作用,但其中的具体机制仍有待深入研究。目的:采用孟德尔随机化方法来评估731种免疫细胞表型与膝骨关节炎风险之间的潜在因果关系。方法:使用全基因组关联分析(GWAS)目录中公开获取731种免疫细胞表型的全基因组关联分析统计数据(从GCST0001391到GCST0002121)和IEUGWAS数据库中膝骨关节炎的全基因组关联分析数据(ebi-a-GCST007090)。采用逆方差加权法、MR-Egger回归法、加权中位数法、加权模型法和简单模型法来研究免疫细胞与膝骨关节炎之间的因果关系。敏感性分析用于检验孟德尔随机化分析结果是否可靠,然后以同样方法进行反向孟德尔随机化分析。结果与结论:①正向分析结果表明,共有4种免疫细胞表型与膝骨关节炎有显著的因果关系(FDR<0.20),其中B细胞中的CD27 on CD24+CD27+(OR=1.026,P=0.00026,Pfdr=0.18)、髓系细胞中的CD33 on CD33dim HLA DR-(OR=1.014,P=0.00050,Pfdr=0.18)以及Treg细胞中的CD45RA+CD28-CD8br%CD8br(OR=1.001,P=0.00078,Pfdr=0.18)与膝骨关节炎风险呈直接的正向因果关联;单核细胞中PDL-1 on monocyte(OR=0.952,P=0.00098,Pfdr=0.18)与膝骨关节炎风险呈直接的负向因果关联。②反向分析结果表明,当膝骨关节炎作为暴露数据时,与731种免疫细胞表型均不具有显著因果关系(FDR<0.20)。③敏感性分析结果显示:双向孟德尔随机化的Cochran’s Q检验和MR-Egger回归法结果P值均大于0.05,表明免疫细胞表型与膝骨关节炎之间的因果效应分析不存在显著的异质性和多效性。④上述结果证实,CD27 on CD24+CD27+,CD33 on CD33dim HLA DR-,CD45RA+CD28-CD8br%CD8br以及PDL-1 on monocyte免疫细胞表型与膝骨关节炎之间可能具有较为显著的潜在因果关系,这为研究膝骨关节炎的生物学机制及探索膝骨关节炎的早期防治提供有价值的线索,也为干预性药物的开发提供了新的方向。
文摘This paper describes the application of the variance method for flux estimation over a mixed agricultural region in China. Eddy covariance and flux variance measurements were conducted in a near-surface layer over a non-uniform land surface in the central plain of China from 7 June to 20 July 2002. During this period, the mean canopy height was about 0.50 m. The study site consisted of grass (10% of area), beans (15%), corn (15%) and rice (60%). Under unstable conditions, the standard deviations of temperature and water vapor density (normalized by appropriate scaling parameters), observed by a single instrument, followed the Monin-Obukhov similarity theory. The similarity constants for heat (CT) and water vapor (Cq) were 1.09 and 1.49, respectively. In comparison with direct measurements using eddy covariance techniques, the flux variance method, on average, underestimated sensible heat flux by 21% and latent heat flux by 24%, which may be attributed to the fact that the observed slight deviations (20% or 30% at most) of the similarity "constants" may be within the expected range of variation of a single instrument from the generally-valid relations.
基金Research Committee of University of Macao under Research Grant No.MYRG081(Y1-L2)-FST13-YKVthe Science and Technology Development Fund of the Macao SAR government under Grant No.012/2013/A1
文摘Peak ground acceleration(PGA) estimation is an important task in earthquake engineering practice.One of the most well-known models is the Boore-Joyner-Fumal formula,which estimates the PGA using the moment magnitude,the site-to-fault distance and the site foundation properties.In the present study,the complexity for this formula and the homogeneity assumption for the prediction-error variance are investigated and an effi ciency-robustness balanced formula is proposed.For this purpose,a reduced-order Monte Carlo simulation algorithm for Bayesian model class selection is presented to obtain the most suitable predictive formula and prediction-error model for the seismic attenuation relationship.In this approach,each model class(a predictive formula with a prediction-error model) is evaluated according to its plausibility given the data.The one with the highest plausibility is robust since it possesses the optimal balance between the data fi tting capability and the sensitivity to noise.A database of strong ground motion records in the Tangshan region of China is obtained from the China Earthquake Data Center for the analysis.The optimal predictive formula is proposed based on this database.It is shown that the proposed formula with heterogeneous prediction-error variance is much simpler than the attenuation model suggested by Boore,Joyner and Fumal(1993).
基金supported by the National Natural Science Foundation of China(6120200461472192)+1 种基金the Special Fund for Fast Sharing of Science Paper in Net Era by CSTD(2013116)the Natural Science Fund of Higher Education of Jiangsu Province(14KJB520014)
文摘The multipath effect and movements of people in indoor environments lead to inaccurate localization. Through the test, calculation and analysis on the received signal strength indication (RSSI) and the variance of RSSI, we propose a novel variance-based fingerprint distance adjustment algorithm (VFDA). Based on the rule that variance decreases with the increase of RSSI mean, VFDA calculates RSSI variance with the mean value of received RSSIs. Then, we can get the correction weight. VFDA adjusts the fingerprint distances with the correction weight based on the variance of RSSI, which is used to correct the fingerprint distance. Besides, a threshold value is applied to VFDA to improve its performance further. VFDA and VFDA with the threshold value are applied in two kinds of real typical indoor environments deployed with several Wi-Fi access points. One is a quadrate lab room, and the other is a long and narrow corridor of a building. Experimental results and performance analysis show that in indoor environments, both VFDA and VFDA with the threshold have better positioning accuracy and environmental adaptability than the current typical positioning methods based on the k-nearest neighbor algorithm and the weighted k-nearest neighbor algorithm with similar computational costs.
基金Supported by the National High Technology Research and Development Program of China(2008AA042902)the National Basic Research Program of China(2007CB714006)the Graduate Creative Research Program of Zhejiang Province (YK2008024)
文摘This paper is concerned with the control performance assessment based on the multivariable generalized minimum variance benchmark.An explicit expression for the feedback controller-invariant(the generalized minimum variance)term of the multivariable control system is obtained,which is used as a standard benchmark for the assessment of the control performance for multi input multi output(MIMO)process.The proposed approach is based on the multivariable minimum variance benchmark.In comparison with the minimum variance benchmark, the developed method is more reasonable and practical for the control performance assessment of multivariable systems.The approach is illustrated by a simulation example and an industrial application.
文摘This article studies the optimal proportional reinsurance and investment problem under a constant elasticity of variance (CEV) model. Assume that the insurer's surplus process follows a jump-diffusion process, the insurer can purchase proportional reinsurance from the reinsurer via the variance principle and invest in a risk-free asset and a risky asset whose price is modeled by a CEV model. The diffusion term can explain the uncertainty associated with the surplus of the insurer or the additional small claims. The objective of the insurer is to maximize the expected exponential utility of terminal wealth. This optimization problem is studied in two cases depending on the diffusion term's explanation. In all cases, by using techniques of stochastic control theory, closed-form expressions for the value functions and optimal strategies are obtained.
文摘In the present study, the authors investigated the relationship between the Arctic Oscillation (AO) and the high-frequency variability of daily sea level pressures in the Northern Hemisphere in winter (November through March), using NCEP/NCAR reanalysis datasets for the time period of 1948/49-2000/01. High-frequency signals are defined as those with timescales shorter than three weeks and measured in terms of variance, for each winter for each grid. The correlations between monthly mean AO index and high-frequency variance are conducted. A predominant feature is that several regional centers with high correlation show up in the middle to high latitudes. Significant areas include mid- to high-latitude Asia centered at Siberia, northern Europe and the middle-latitude North Atlantic east of northern Africa. Their strong correlations can also be confirmed by the singular value decomposition analysis of covariance between mean SLP and high-frequency variance. This indicates that the relationship of AO with daily Sea Level Pressure (SLP) is confined to some specific regions in association with the inherent atmospheric dynamics. In middle-latitude Asia, there is a significant (at the 95% level) trend of variance of-2.26% (10 yr)-1. Another region that displays a strong trend is the northwestern Pacific with a significant rate of change of 0.80% (10 yr)-1. If the winter of 1948/49, an apparent outlier, is excluded, a steady linear trend of +1.51% (10 yr)-1 shows up in northern Europe. The variance probability density functions (PDFs) are found to change in association with different AO phases. The changes corresponding to high and low AO phases, however, are asymmetric in these regions. Some regions such as northern Europe display much stronger changes in high AO years, whereas some other regions such as Siberia show a stronger connection to low AO conditions. These features are supported by ECMWF reanalysis data. However, the dynamical mechanisms involved in the AO-high frequency SLP variance connection have not been well understood, and this needs further study.
基金The National Natural Science Foundation of China under contract Nos 40976005 and 40930844
文摘The low-frequency variance of the surface wave in the area of the Antarctic Circumpolar Current (ACC) and its correlation with the antarctic circumpolar wave (ACW) are focused on. The analysis of the series of 44 a significant wave height (SWH) interannual anomalies reveals that the SWH anomalies have a strong periodicity of about 4-5 a and this signal propagates eastward obviously from 1985 to 1995, which needs about 8 a to complete a mimacircle around the earth. The method of empirical orthogonal function (EOF) is used to analyze the filtered monthly SWH anomalies to study the spatio-temporal distributions and the propagation characteristics of the low-frequency signals in the wave field. Both the dominant wavenumber- 2 pattern in space and the propagation feature in the south Pacific, the south Atlantic and the south Indian ocean show strong consistency with the ACW. So it is reasonable to conclude that the ACW signal also exists in the wave field. The ACW is important for the climate in the Southern Ocean, so it is worth to pay more attention to the large- scale effect of the surface wave, which may also be important for climate studies.
文摘Suppression effect in multiple regression analysis may be more common in research than what is currently recognized. We have reviewed several literatures of interest which treats the concept and types of suppressor variables. Also, we have highlighted systematic ways to identify suppression effect in multiple regressions using statistics such as: R2, sum of squares, regression weight and comparing zero-order correlations with Variance Inflation Factor (VIF) respectively. We also establish that suppression effect is a function of multicollinearity;however, a suppressor variable should only be allowed in a regression analysis if its VIF is less than five (5).
基金The project is partly supported by NSFC (19971085)the Doctoral Program Foundation of the Institute of High Education and the Special Foundation of Chinese Academy of Sciences.
文摘Bayes decision rule of variance components for one-way random effects model is derived and empirical Bayes (EB) decision rules are constructed by kernel estimation method. Under suitable conditions, it is shown that the proposed EB decision rules are asymptotically optimal with convergence rates near O(n-1/2). Finally, an example concerning the main result is given.