Mixed D-vine copula-based conditional quantile model for stochastic monthly streamflow simulation

Copula functions have been widely used in stochastic simulation and prediction of streamflow.However,existing models are usually limited to single two-dimensional or three-dimensional copulas with the same bivariate block for all months.To address this limitation,this study developed a mixed D-vine copula-based conditional quantile model that can capture temporal correlations.This model can generate streamflow by selecting different historical streamflow variables as the conditions for different months and by exploiting the conditional quantile functions of streamflows in different months with mixed D-vine copulas.The up-to-down sequential method,which couples the maximum weight approach with the Akaike information criteria and the maximum likelihood approach,was used to determine the structures of multivariate Dvine copulas.The developed model was used in a case study to synthesize the monthly streamflow at the Tangnaihai hydrological station,the inflow control station of the Longyangxia Reservoir in the Yellow River Basin.The results showed that the developed model outperformed the commonly used bivariate copula model in terms of the performance in simulating the seasonality and interannual variability of streamflow.This model provides useful information for water-related natural hazard risk assessment and integrated water resources management and utilization.

Landslide susceptibility prediction using slope unit-based machine learning models considering the heterogeneity of conditioning factors

To perform landslide susceptibility prediction(LSP),it is important to select appropriate mapping unit and landslide-related conditioning factors.The efficient and automatic multi-scale segmentation(MSS)method proposed by the authors promotes the application of slope units.However,LSP modeling based on these slope units has not been performed.Moreover,the heterogeneity of conditioning factors in slope units is neglected,leading to incomplete input variables of LSP modeling.In this study,the slope units extracted by the MSS method are used to construct LSP modeling,and the heterogeneity of conditioning factors is represented by the internal variations of conditioning factors within slope unit using the descriptive statistics features of mean,standard deviation and range.Thus,slope units-based machine learning models considering internal variations of conditioning factors(variant slope-machine learning)are proposed.The Chongyi County is selected as the case study and is divided into 53,055 slope units.Fifteen original slope unit-based conditioning factors are expanded to 38 slope unit-based conditioning factors through considering their internal variations.Random forest(RF)and multi-layer perceptron(MLP)machine learning models are used to construct variant Slope-RF and Slope-MLP models.Meanwhile,the Slope-RF and Slope-MLP models without considering the internal variations of conditioning factors,and conventional grid units-based machine learning(Grid-RF and MLP)models are built for comparisons through the LSP performance assessments.Results show that the variant Slopemachine learning models have higher LSP performances than Slope-machine learning models;LSP results of variant Slope-machine learning models have stronger directivity and practical application than Grid-machine learning models.It is concluded that slope units extracted by MSS method can be appropriate for LSP modeling,and the heterogeneity of conditioning factors within slope units can more comprehensively reflect the relationships between conditioning factors and landslides.The research results have important reference significance for land use and landslide prevention.

Assessing the Performance of CMIP6 Models in Simulating Droughts across Global Drylands

Both the attribution of historical change and future projections of droughts rely heavily on climate modeling. However,reasonable drought simulations have remained a challenge, and the related performances of the current state-of-the-art Coupled Model Intercomparison Project phase 6(CMIP6) models remain unknown. Here, both the strengths and weaknesses of CMIP6 models in simulating droughts and corresponding hydrothermal conditions in drylands are assessed.While the general patterns of simulated meteorological elements in drylands resemble the observations, the annual precipitation is overestimated by ~33%(with a model spread of 2.3%–77.2%), along with an underestimation of potential evapotranspiration(PET) by ~32%(17.5%–47.2%). The water deficit condition, measured by the difference between precipitation and PET, is 50%(29.1%–71.7%) weaker than observations. The CMIP6 models show weaknesses in capturing the climate mean drought characteristics in drylands, particularly with the occurrence and duration largely underestimated in the hyperarid Afro-Asian areas. Nonetheless, the drought-associated meteorological anomalies, including reduced precipitation, warmer temperatures, higher evaporative demand, and increased water deficit conditions, are reasonably reproduced. The simulated magnitude of precipitation(water deficit) associated with dryland droughts is overestimated by 28%(24%) compared to observations. The observed increasing trends in drought fractional area,occurrence, and corresponding meteorological anomalies during 1980–2014 are reasonably reproduced. Still, the increase in drought characteristics, associated precipitation and water deficit are obviously underestimated after the late 1990s,especially for mild and moderate droughts, indicative of a weaker response of dryland drought changes to global warming in CMIP6 models. Our results suggest that it is imperative to employ bias correction approaches in drought-related studies over drylands by using CMIP6 outputs.

A new test on the conditional capital asset pricing model

Testing the validity of the conditional capital asset pricing model （CAPM） is a puzzle in the finance literature. Lewellen and Nagel[14] find that the variation in betas and in the equity premium would have to be implausibly large to explain important asset-pricing anomalies. Unfortunately, they do not provide a rigorous test statistic. Based on a simulation study, the method proposed in Lewellen and Nagel[14] tends to reject the null too frequently. We develop a new test procedure and derive its limiting distribution under the null hypothesis. Also, we provide a Bootstrap approach to the testing procedure to gain a good finite sample performance. Both simulations and empirical studies show that our test is necessary for making correct inferences with the conditional CAPM.

Multivariate Generalized Autoregressive Conditional Heteroscedastic Model

In this paper, by making use of the Hadamard product of matrices, a natural and reasonable generalization of the univariate GARCH (Generalized Autoregressive Conditional heteroscedastic) process introduced by Bollerslev (J. Econometrics 31(1986), 307-327) to the multivariate case is proposed. The conditions for the existence of strictly stationary and ergodic solutions and the existence of higher-order moments for this class of parametric models are derived.

A novel conditional cell transmission model for oversaturated arterials

The objective of this work is to develop a novel feature for traffic flow models,when traffic queues on two-way arterials periodically extend until then they block an upstream signal in oversaturated conditions.The new model,proposed as conditional cell transmission model(CCTM) has been developed with two improvements.First,cell transmission model(CTM) is expanded for two-way arterials by taking account of all diverging and merging activities at intersections.Second,a conditional cell is added to simulate periodic spillback and blockages at an intersection.The results of experiments for a multilane,two-way,three-signal sample network demonstrate that CCTM can accommodate various traffic demands and accurate representation of blockages at intersections.The delay of left turns is underestimated by 40 % in moderate conditions and by 58% in oversaturated condition when using the CTM rather than CCTM.Finally,the consistency between HCS 2000 and CCTM shows that CCTM is a reliable methodology of modeling traffic flow in oversaturated condition.

Uncertainties of landslide susceptibility prediction: Influences of random errors in landslide conditioning factors and errors reduction by low pass filter method

In the existing landslide susceptibility prediction(LSP)models,the influences of random errors in landslide conditioning factors on LSP are not considered,instead the original conditioning factors are directly taken as the model inputs,which brings uncertainties to LSP results.This study aims to reveal the influence rules of the different proportional random errors in conditioning factors on the LSP un-certainties,and further explore a method which can effectively reduce the random errors in conditioning factors.The original conditioning factors are firstly used to construct original factors-based LSP models,and then different random errors of 5%,10%,15% and 20%are added to these original factors for con-structing relevant errors-based LSP models.Secondly,low-pass filter-based LSP models are constructed by eliminating the random errors using low-pass filter method.Thirdly,the Ruijin County of China with 370 landslides and 16 conditioning factors are used as study case.Three typical machine learning models,i.e.multilayer perceptron(MLP),support vector machine(SVM)and random forest(RF),are selected as LSP models.Finally,the LSP uncertainties are discussed and results show that:(1)The low-pass filter can effectively reduce the random errors in conditioning factors to decrease the LSP uncertainties.(2)With the proportions of random errors increasing from 5%to 20%,the LSP uncertainty increases continuously.(3)The original factors-based models are feasible for LSP in the absence of more accurate conditioning factors.(4)The influence degrees of two uncertainty issues,machine learning models and different proportions of random errors,on the LSP modeling are large and basically the same.(5)The Shapley values effectively explain the internal mechanism of machine learning model predicting landslide sus-ceptibility.In conclusion,greater proportion of random errors in conditioning factors results in higher LSP uncertainty,and low-pass filter can effectively reduce these random errors.

Modeling the Spatio-Temporal Dynamics of Local Context for a Contextualized Diffusion of Agroecological Intensification Options in Niger

Spatio-temporal variability and dynamics in Sahelian agro-pastoral zones make each local situation a special case. These specificities must be considered to guide the dissemination of agricultural options with a view to sustainable development. The territorial scale of municipalities is not sufficient for this necessary contextualization;the scale of the “village terroir” seems to be a better option. This is the hypothesis we put forward in the framework of the Global Collaboration for Resilient Food Systems program (CRFS), i.e. local context is spatially defined by village terroir. The study is based on data collected through participatory mapping and surveys in “village terroirs” in three regions of Niger (Maradi, Dosso and Tillabéri). Then the links between farm managers and their cultivated land, as well as the spatio-temporal dynamics of local context are analyzed. This study provides evidence of the existence and functional usefulness of the village terroir for farmers, their land management and their activities. It demonstrates the usefulness of contextualizing agricultural options at this scale. Their analysis elucidates the links between “terroirs village” and the specific functioning of the agrosocio-ecosystems acting on each of them, thus laying the systemic and geographical foundations for a model of the spatio- temporal dynamics of “village terroirs”. This initial work has opened up new perspectives in modeling and sustainable development.

Sensitivity analysis of key input parameters in conditional cell transmission model for oversaturated arterials

A novel conditional cell transmission model (CCTM) is a potential simulation tool because it accommodates all traffic conditions from light condition to oversaturated condition.To test the performance of the CCTM,a series of experiments for sensitivity analysis were designed and performed for a multilane,two-way,three-signal sample network.Experiment 1 shows that the model is performed in a logical and expected manner with variations in traffic demand with time and direction.Experiment 2 shows when the possibility of the occurrence of a useful gap increases to 60% and 100%,the delays in left turns decrease by 5% and 15%,respectively.In Experiment 3,comparing the possibility of a conditional cell of 0 with 100%,delay of left turn and delay of the entire network were underestimated by 58% and 11%,respectively.Hence,sensitivity analysis demonstrates that by reflecting local drivers' behaviors properly,the CCTM provides an accurate representation of traffic flow in simulating oversaturated traffic conditions.

A novel conditional diagnosability algorithm under the PMC model

Conditionally t-diagnosable and t-diagnosable are important in system level diagnosis. Therefore,it is valuable to identify whether the system is conditionally t-diagnosable or t-diagnosable and derive the corresponding conditional diagnosability and diagnosability. In the paper,distinguishable measures of pairs of distinct faulty sets with a new perspective on establishing functions are focused.Applying distinguishable function and decision function,it is determined whether a system is conditionally t-diagnosable( or t-diagnosable) or not under the PMC( Preparata,Metze,and Chien)model directly. Based on the decision function,a novel conditional diagnosability algorithm under the PMC model is introduced which can calculate conditional diagnosability rapidly.

Computational Precision of the Power Function for Conditional Tests of Assumptions of the Rasch Model

Draxler and Zessin [1] derived the power function for a class of conditional tests of assumptions of a psychometric model known as the Rasch model and suggested an MCMC approach developed by Verhelst [2] for the numerical approximation of the power of the tests. In this contribution, the precision of the Verhelst approach is investigated and compared with an exact sampling procedure proposed by Miller and Harrison [3] for which the discrete probability distribution to be sampled from is exactly known. Results show no substantial differences between the two numerical procedures and quite accurate power computations. Regarding the question of computing time the Verhelst approach will have to be considered much more efficient.

Zero Truncated Bivariate Poisson Model: Marginal-Conditional Modeling Approach with an Application to Traffic Accident Data

A new covariate dependent zero-truncated bivariate Poisson model is proposed in this paper employing generalized linear model. A marginal-conditional approach is used to show the bivariate model. The proposed model with estimation procedure and tests for goodness-of-fit and under (or over) dispersion are shown and applied to road safety data. Two correlated outcome variables considered in this study are number of cars involved in an accident and number of casualties for given number of cars.

An Image Segmentation Algorithm Based on a Local Region Conditional Random Field Model

To reduce the computation cost of a combined probabilistic graphical model and a deep neural network in semantic segmentation, the local region condition random field (LRCRF) model is investigated which selectively applies the condition random field (CRF) to the most active region in the image. The full convolutional network structure is optimized with the ResNet-18 structure and dilated convolution to expand the receptive field. The tracking networks are also improved based on SiameseFC by considering the frame relations in consecutive-frame traffic scene maps. Moreover, the segmentation results of the greyscale input data sets are more stable and effective than using the RGB images for deep neural network feature extraction. The experimental results show that the proposed method takes advantage of the image features directly and achieves good real-time performance and high segmentation accuracy.

Transmission Based Conditional Logistic Model for Testing Main and Interaction Effects

Transmission disequilibrium test (TDT) is a popular family based genetic association method. Under multiplicative assumption, a conditional logistic regression for matched pair, affected offspring with allele transmitted from parents and pseudo-offspring (control) with allele non-transmitted from parents, was built to detect the main effects of genes and gene-covariate interactions. When there exist genotype uncertainties, expectation-maximization (EM) algorithm was adopted to estimate the coefficients. The transmission model was applied to detect the association between M235T polymorphism in AGT gene and essential hypertension (ESH). Most of parents are not available in the 126 families from HongKong Chinese population. The results showed M235T is associated with hypertension and there is interaction between M235T and the case’s sex. The allele T is higher risk for male than female.

Application of the Conditional Nonlinear Optimal Perturbation Method to the Predictability Study of the Kuroshio Large Meander

A reduced-gravity barotropic shallow-water model was used to simulate the Kuroshio path variations. The results show that the model was able to capture the essential features of these path variations. We used one simulation of the model as the reference state and investigated the effects of errors in model parameters on the prediction of the transition to the Kuroshio large meander （KLM） state using the conditional nonlinear optimal parameter perturbation （CNOP-P） method. Because of their relatively large uncertainties, three model parameters were considered： the interracial friction coefficient, the wind-stress amplitude, and the lateral friction coefficient. We determined the CNOP-Ps optimized for each of these three parameters independently, and we optimized all three parameters simultaneously using the Spectral Projected Gradient 2 （SPG2） algorithm. Similarly, the impacts caused by errors in initial conditions were examined using the conditional nonlinear optimal initial perturbation （CNOP-I） method. Both the CNOP-I and CNOP-Ps can result in significant prediction errors of the KLM over a lead time of 240 days. But the prediction error caused by CNOP-I is greater than that caused by CNOP-P. The results of this study indicate not only that initial condition errors have greater effects on the prediction of the KLM than errors in model parameters but also that the latter cannot be ignored. Hence, to enhance the forecast skill of the KLM in this model, the initial conditions should first be improved, the model parameters should use the best possible estimates.

Solving the subset sum problem by the quantum Ising model with variational quantum optimization based on conditional values at risk

The subset sum problem is a combinatorial optimization problem,and its complexity belongs to the nondeterministic polynomial time complete(NP-Complete)class.This problem is widely used in encryption,planning or scheduling,and integer partitions.An accurate search algorithm with polynomial time complexity has not been found,which makes it challenging to be solved on classical computers.To effectively solve this problem,we translate it into the quantum Ising model and solve it with a variational quantum optimization method based on conditional values at risk.The proposed model needs only n qubits to encode 2ndimensional search space,which can effectively save the encoding quantum resources.The model inherits the advantages of variational quantum algorithms and can obtain good performance at shallow circuit depths while being robust to noise,and it is convenient to be deployed in the Noisy Intermediate Scale Quantum era.We investigate the effects of the scalability,the variational ansatz type,the variational depth,and noise on the model.Moreover,we also discuss the performance of the model under different conditional values at risk.Through computer simulation,the scale can reach more than nine qubits.By selecting the noise type,we construct simulators with different QVs and study the performance of the model with them.In addition,we deploy the model on a superconducting quantum computer of the Origin Quantum Technology Company and successfully solve the subset sum problem.This model provides a new perspective for solving the subset sum problem.

Discrete Stress-strength Interference Model of Reliability Analysis under Multi-operating Conditions

The conventional stress-strength interference（SSI） model is a basic model for reliability analysis of mechanical components. In this model, the component reliability is defined as the probability of the strength being larger than the stress, where the component stress is generally represented by a single random variable（RV）. But for a component under multi-operating conditions, its reliability can not be calculated directly by using the SSI model. The problem arises from that the stress on a component under multi-operating conditions can not be described by a single RV properly. Current research concerning the SSI model mainly focuses on the calculation of the static or dynamic reliability of the component under single operation condition. To evaluate the component reliability under multi-operating conditions, this paper uses multiple discrete RVs based on the actual stress range of the component firstly. These discrete RVs have identical possible values and different corresponding probability value, which are used to represent the multi-operating conditions of the component. Then the component reliability under each operating condition is calculated, respectively, by employing the discrete SSI model and the universal generating function technique, and from this the discrete SSI model under multi-operating conditions is proposed. Finally the proposed model is applied to evaluate the reliability of a transmission component of the decelerator installed in an aeroengine. The reliability of this component during taking-off, cruising and landing phases of an aircraft are calculated, respectively. With this model, a basic method for reliability analysis of the component under complex load condition is provided, and the application range of the conventional SSI model is extended.

A novel high resolution model without open boundary conditions applied to the China Seas: first investigation on tides

We developed a Global Ocean Circulation and Tide Model （GOCTM） with coarse grids in the open deep ocean degrading ‘smoothly’ into the highly resolved China Seas （CS） of refined grids to study the tides and circulation there.GOCTM is based on the framework of the Finite Volume approach for better mass conservation through improved transports across the discrete individual control volume.It also takes a full advantage of the geometric flexibility of unstructured mesh using a realistic global topography including the Arctic Ocean.The CS are given a special focus by refining the unstructured grids,but they are embedded into global domain naturally.Furthermore,GOCTM not only successfully avoids the treatment of the open boundaries,but also optimizes the trade-off between computational cost and model accuracy.Meanwhile,GOCTM is driven by the astronomical tide-generating potential and the secondary tide-generating potential directly,together with the wind stress and heat flux.GOCTM succeeds in reproducing the global eight principal tidal harmonic constants.Particularly,the simulated tidal results in the CS are improved compared to some other regional models with the discrepancy of 3.9 cm for M 2 tide.This idea of GOCTM can also be referred for other regional ocean study.

Impacts of Initial Conditions on Cloud-Resolving Model Simulations

Impacts of initial conditions on cloud-resolving model simulations are investigated using a series of sensitivity experiments. Five experiments with perturbed initial temperature, moisture, and cloud conditions are conducted and compared to the control experiment. The model is forced by the large-scale vertical velocity and zonal wind observed and derived from NCEP/Global Data Assimilation System （GDAS）. The results indicate that model predictions of rainfall are much more sensitive to the initial conditions than those of temperature and moisture. Further analyses of the surface rainfall equation and the moisture and cloud hydrometeor budgets reveal that the calculations of vapor condensation and deposition rates in the model account for the large sensitivities in rainfall simulations.

Effectiveness of Fiber Bragg Grating monitoring in the centrifugal model test of soil slope under rainfall conditions

Centrifugal model testsare playing an increasingly importantrolein investigating slope characteristics under rainfall conditions. However, conventional electronic transducers usually fail during centrifugal model tests because of the impacts of limitedtest space, high centrifugal force, and presence of water, with the result that limited valid data is obtained. In this study, Fiber Bragg Grating(FBG) sensing technology is employed in the design and development of displacement gauge, an anchor force gauge and an anti-slide pile moment gauge for use on centrifugal model slopes with and without a retaining structure. The two model slopes were installed and monitored at a centrifugal acceleration of 100 g. The test results show that the sensors developed succeed in capturing the deformation and retaining structure mechanical response of the model slopes during and after rainfall. The deformation curvefor the slope without retaining structure shows a steepresponse that turns gradualfor the slope with retaining structure. Importantly, for the slope with the retaining structure, results suggest that more attention be paid to increase of anchor force and antislide pile moment during rainfall. This study verifies the effectiveness of FBG sensing technology in centrifuge research and presents a new and innovative method for slope model testing under rainfall conditions.