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.

Application of the Conditional Nonlinear Local Lyapunov Exponent to Second-Kind Predictability

In order to quantify the influence of external forcings on the predictability limit using observational data,the author introduced an algorithm of the conditional nonlinear local Lyapunov exponent(CNLLE)method.The effectiveness of this algorithm is validated and compared with the nonlinear local Lyapunov exponent(NLLE)and signal-to-noise ratio methods using a coupled Lorenz model.The results show that the CNLLE method is able to capture the slow error growth constrained by external forcings,therefore,it can quantify the predictability limit induced by the external forcings.On this basis,a preliminary attempt was made to apply this method to measure the influence of ENSO on the predictability limit for both atmospheric and oceanic variable fields.The spatial distribution of the predictability limit induced by ENSO is similar to that arising from the initial conditions calculated by the NLLE method.This similarity supports ENSO as the major predictable signal for weather and climate prediction.In addition,a ratio of predictability limit(RPL)calculated by the CNLLE method to that calculated by the NLLE method was proposed.The RPL larger than 1 indicates that the external forcings can significantly benefit the long-term predictability limit.For instance,ENSO can effectively extend the predictability limit arising from the initial conditions of sea surface temperature over the tropical Indian Ocean by approximately four months,as well as the predictability limit of sea level pressure over the eastern and western Pacific Ocean.Moreover,the impact of ENSO on the geopotential height predictability limit is primarily confined to the troposphere.

Consideration of the influence of supports in modeling the electromagnetic fields of 25 kV traction networks under emergency conditions

Single-phase 25 kV traction networks of electrified alternating current(AC)railways create electromagnetic fields(EMFs)with significant levels of intensity.The most intense magnetic fields occur when short circuits exist between the contact wire and rails or ground.Despite the short duration of exposure,they can adversely affect electronic devices and induce significant voltages in adjacent power lines,which is dangerous for operating personnel.Although numerous investigations have focused on modeling the EMF of traction networks and power lines,the challenge of determining the three-dimensional electromagnetic fields near metal supports during the flow of a short-circuit current through them is yet to be resolved.In this case,the field has a complex spatial structure that significantly complicates the calculations of intensities.This study proposes a methodology,algorithms,software,and digital models for determining the EMF in the described emergency scenarios.During the modeling process,the objects being studied were represented by segments of thin wires to analyze the distribution of the electric charge and calculate the intensities of the electric and magnetic fields.This approach was implemented in the Fazonord software,and the modeling results show a substantial increase in EMF levels close to the support,with a noticeable decrease in the levels as the distance from it increases.The procedure implemented in the commercial software Fazonord is universal and can be used to determine electromagnetic fields at any electrical power facility that includes live parts of limited length.Based on the proposed procedure,the EMF near the supports of overhead power lines and traction networks of various designs could be determined,the EMF levels at substations can be calculated,and the influence of metal structures located near traction networks,such as pedestrian crossings at railway stations,can be considered.

Temporally Preserving Latent Variable Models:Offline and Online Training for Reconstruction and Interpretation of Fault Data for Gearbox Condition Monitoring

Latent variable models can effectively determine the condition of essential rotating machinery without needing labeled data.These models analyze vibration data via an unsupervised learning strategy.Temporal preservation is necessary to obtain an informative latent manifold for the fault diagnosis task.In a temporalpreserving context,two approaches exist to develop a condition-monitoring methodology:offline and online.For latent variable models,the available training modes are not different.While many traditional methods use offline training,online training can dynamically adjust the latent manifold,possibly leading to better fault signature extraction from the vibration data.This study explores online training using temporal-preserving latent variable models.Within online training,there are two main methods:one focuses on reconstructing data and the other on interpreting the data components.Both are considered to evaluate how they diagnose faults over time.Using two experimental datasets,the study confirms that models from both training modes can detect changes in machinery health and identify faults even under varying conditions.Importantly,the complementarity of offline and online models is emphasized,reassuring their versatility in fault diagnostics.Understanding the implications of the training approach and the available model formulations is crucial for further research in latent variable modelbased fault diagnostics.

TONE MODELING BASED ON HIDDEN CONDITIONAL RANDOM FIELDS AND DISCRIMINATIVE MODEL WEIGHT TRAINING

The use of hidden conditional random fields （HCRFs） for tone modeling is explored. The tone recognition performance is improved using HCRFs by taking advantage of intra-syllable dynamic, inter-syllable dynamic and duration features. When the tone model is integrated into continuous speech recognition, the discriminative model weight training （DMWT） is proposed. Acoustic and tone scores are scaled by model weights discriminatively trained by the minimum phone error （MPE） criterion. Two schemes of weight training are evaluated and a smoothing technique is used to make training robust to overtraining problem. Experiments show that the accuracies of tone recognition and large vocabulary continuous speech recognition （LVCSR） can be improved by the HCRFs based tone model. Compared with the global weight scheme, continuous speech recognition can be improved by the discriminative trained weight combinations.

SOLVABILITY RESULTS OF A CONDITIONAL INPUT-OUTPUT EQUATION BASED ON A TYPE OF NONLINEAR LEONTIEF MODEL

A class of nonlinear and continuous type Leontief model and its corresponding conditional input-output equation are introduced, and two basic problems under the so called positive or negative boundary assumption are presented. By approaches of nonlinear analysis some solvability results of this equation and continuous perturbation properties of the relative solution sets are obtained, and some economic significance are illustrated by the remark.

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 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 oversamrated 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.

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 rams 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 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.

Effects of Initial and Boundary Conditions on Heavy Rainfall Simulation over the Yellow Sea and the Korean Peninsula:Comparison of ECMWF and NCEP Analysis Data Effects and Verification with Dropsonde Observation

This study evaluated the simulation performance of mesoscale convective system(MCS)-induced precipitation,focusing on three selected cases that originated from the Yellow Sea and propagated toward the Korean Peninsula.The evaluation was conducted for the European Centre for Medium-Range Weather Forecasts(ECMWF)and National Centers for Environmental Prediction(NCEP)analysis data,as well as the simulation result using them as initial and lateral boundary conditions for the Weather Research and Forecasting model.Particularly,temperature and humidity profiles from 3D dropsonde observations from the National Center for Meteorological Science of the Korea Meteorological Administration served as validation data.Results showed that the ECMWF analysis consistently had smaller errors compared to the NCEP analysis,which exhibited a cold and dry bias in the lower levels below 850 hPa.The model,in terms of the precipitation simulations,particularly for high-intensity precipitation over the Yellow Sea,demonstrated higher accuracy when applying ECMWF analysis data as the initial condition.This advantage also positively influenced the simulation of rainfall events on the Korean Peninsula by reasonably inducing convective-favorable thermodynamic features(i.e.,warm and humid lower-level atmosphere)over the Yellow Sea.In conclusion,this study provides specific information about two global analysis datasets and their impacts on MCS-induced heavy rainfall simulation by employing dropsonde observation data.Furthermore,it suggests the need to enhance the initial field for MCS-induced heavy rainfall simulation and the applicability of assimilating dropsonde data for this purpose in the future.

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.

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.