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Analysis of Dynamic Condition Diagnosis of One Rare Regional Rainstorm
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作者 ZHU Yi-qing GAO An-chun +2 位作者 LI Bing-wen LIU Ying-jie ZHANG Ke-xin 《Meteorological and Environmental Research》 CAS 2011年第6期29-34,共6页
[Objective] The aim was to discuss dynamic conditions for one rare regional rainstorm. [Method] By using conventional material, ground encryption automatic station materials, wind profiling radar data and Doppler rada... [Objective] The aim was to discuss dynamic conditions for one rare regional rainstorm. [Method] By using conventional material, ground encryption automatic station materials, wind profiling radar data and Doppler radar data, strong precipitation and regional large rainstorm in Lingxi area on August 3, 2010, were expounded principal of heavy weather analysis. [Result] The precipitation process was the result of different scales and different height systems influenced by the southwest airflow in the edge of subtropical high, weak cold air penetrating southward before westerly trough and the easterly in the higher layer (10 km above); the instability of atmosphere structure was the premise of strong precipitation. Ground convergent, east storm with senior northwestern current interaction triggered the release of unstable energy; the southwest airstream in the edge of subtropical high provided water vapor supply. The duration of the precipitation was short and the intensity was large. Precipitation moved to certain direction, having typical mesoscale strong convection system. Strong precipitation fell in the same place as the convergence area of wind field. The place having next strong precipitation can be predicted based on the wind field convergence position along with the movement of time. Outline radar data and Doppler radar data contour line products can more accurately represent atmospheric vertical wind field structure. [Conclusion] The study provided certain references for the report of rainstorm. 展开更多
关键词 Regional rainstorm dynamic condition Diagnosis analysis China
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The deteriorated degradation resistance of Mg alloy microtubes for vascular stent under the coupling effect of radial compressive stress and dynamic medium
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作者 Mengyao Liu Yabo Zhang +6 位作者 Qingyuan Zhang Yan Wang Di Mei Yufeng Sun Liguo Wang Shijie Zhu Shaokang Guan 《Journal of Magnesium and Alloys》 SCIE EI CAS CSCD 2024年第2期573-585,共13页
The degradation of Mg alloys relates to the service performance of Mg alloy biodegradable implants.In order to investigate the degradation behavior of Mg alloys as vascular stent materials in the near service environm... The degradation of Mg alloys relates to the service performance of Mg alloy biodegradable implants.In order to investigate the degradation behavior of Mg alloys as vascular stent materials in the near service environment,the hot-extruded fine-grained Mg-Zn-Y-Nd alloy microtubes,which are employed to manufacture vascular stents,were tested under radial compressive stress in the dynamic Hanks'Balanced Salt Solution(HBSS).The results revealed that the high flow rate accelerates the degradation of Mg alloy microtubes and its degradation is sensitive to radial compressive stress.These results contribute to understanding the service performance of Mg alloys as vascular stent materials. 展开更多
关键词 Mg alloy MICROTUBES Degradation behavior Radial compressive stress dynamic conditions
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Molecular Dynamics Simulation for Grain Boundary Deformation under Tensile Loading Condition
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《Journal of Materials Science & Technology》 SCIE EI CAS CSCD 2001年第1期145-146,共2页
关键词 SIMULATION Molecular dynamics Simulation for Grain Boundary Deformation under Tensile Loading condition
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Evaluation of slope stability through rock mass classification and kinematic analysis of some major slopes along NH-1A from Ramban to Banihal, North Western Himalayas
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作者 Amit Jaiswal A.K.Verma T.N.Singh 《Journal of Rock Mechanics and Geotechnical Engineering》 SCIE CSCD 2024年第1期167-182,共16页
The network of Himalayan roadways and highways connects some remote regions of valleys or hill slopes,which is vital for India’s socio-economic growth.Due to natural and artificial factors,frequency of slope instabil... The network of Himalayan roadways and highways connects some remote regions of valleys or hill slopes,which is vital for India’s socio-economic growth.Due to natural and artificial factors,frequency of slope instabilities along the networks has been increasing over last few decades.Assessment of stability of natural and artificial slopes due to construction of these connecting road networks is significant in safely executing these roads throughout the year.Several rock mass classification methods are generally used to assess the strength and deformability of rock mass.This study assesses slope stability along the NH-1A of Ramban district of North Western Himalayas.Various structurally and non-structurally controlled rock mass classification systems have been applied to assess the stability conditions of 14 slopes.For evaluating the stability of these slopes,kinematic analysis was performed along with geological strength index(GSI),rock mass rating(RMR),continuous slope mass rating(CoSMR),slope mass rating(SMR),and Q-slope in the present study.The SMR gives three slopes as completely unstable while CoSMR suggests four slopes as completely unstable.The stability of all slopes was also analyzed using a design chart under dynamic and static conditions by slope stability rating(SSR)for the factor of safety(FoS)of 1.2 and 1 respectively.Q-slope with probability of failure(PoF)1%gives two slopes as stable slopes.Stable slope angle has been determined based on the Q-slope safe angle equation and SSR design chart based on the FoS.The value ranges given by different empirical classifications were RMR(37-74),GSI(27.3-58.5),SMR(11-59),and CoSMR(3.39-74.56).Good relationship was found among RMR&SSR and RMR&GSI with correlation coefficient(R 2)value of 0.815 and 0.6866,respectively.Lastly,a comparative stability of all these slopes based on the above classification has been performed to identify the most critical slope along this road. 展开更多
关键词 Rock mass classification Kinematic analysis Slope stability Himalayan road Static and dynamic conditions
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A SCALAR AUXILIARY VARIABLE (SAV) FINITE ELEMENT NUMERICAL SCHEME FOR THE CAHN-HILLIARD-HELE-SHAW SYSTEM WITH DYNAMIC BOUNDARY CONDITIONS
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作者 Changhui Yao Fengdan Zhang Cheng Wang 《Journal of Computational Mathematics》 SCIE CSCD 2024年第2期544-569,共26页
In this paper,we consider the Cahn-Hilliard-Hele-Shaw(CHHS)system with the dynamic boundary conditions,in which both the bulk and surface energy parts play important roles.The scalar auxiliary variable approach is int... In this paper,we consider the Cahn-Hilliard-Hele-Shaw(CHHS)system with the dynamic boundary conditions,in which both the bulk and surface energy parts play important roles.The scalar auxiliary variable approach is introduced for the physical system;the mass conservation and energy dissipation is proved for the CHHS system.Subsequently,a fully discrete SAV finite element scheme is proposed,with the mass conservation and energy dissipation laws established at a theoretical level.In addition,the convergence analysis and error estimate is provided for the proposed SAV numerical scheme. 展开更多
关键词 Cahn-Hilliard-Hele-Shaw system dynamic boundary conditions Bulk energy and surface energy Scalar auxiliary variable formulation Energy stability Convergence analysis
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An intelligent automatic correlation method of oilbearing strata based on pattern constraints:An example of accretionary stratigraphy of Shishen 100 block in Shinan Oilfield of Bohai Bay Basin,East China
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作者 WU Degang WU Shenghe +1 位作者 LIU Lei SUN Yide 《Petroleum Exploration and Development》 SCIE 2024年第1期180-192,共13页
Aiming at the problem that the data-driven automatic correlation methods which are difficult to adapt to the automatic correlation of oil-bearing strata with large changes in lateral sedimentary facies and strata thic... Aiming at the problem that the data-driven automatic correlation methods which are difficult to adapt to the automatic correlation of oil-bearing strata with large changes in lateral sedimentary facies and strata thickness,an intelligent automatic correlation method of oil-bearing strata based on pattern constraints is formed.We propose to introduce knowledge-driven in automatic correlation of oil-bearing strata,constraining the correlation process by stratigraphic sedimentary patterns and improving the similarity measuring machine and conditional constraint dynamic time warping algorithm to automate the correlation of marker layers and the interfaces of each stratum.The application in Shishen 100 block in the Shinan Oilfield of the Bohai Bay Basin shows that the coincidence rate of the marker layers identified by this method is over 95.00%,and the average coincidence rate of identified oil-bearing strata reaches 90.02% compared to artificial correlation results,which is about 17 percentage points higher than that of the existing automatic correlation methods.The accuracy of the automatic correlation of oil-bearing strata has been effectively improved. 展开更多
关键词 oil-bearing strata automatic correlation contrastive learning stratigraphic sedimentary pattern marker layer similarity measuring machine conditional constraint dynamic time warping algorithm
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Volatility spillovers,structural breaks and uncertainty in technology sector markets
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作者 Linn Arnell Emma Engström +2 位作者 Gazi Salah Uddin MdBokhtiar Hasan Sang Hoon Kang 《Financial Innovation》 2023年第1期2908-2938,共31页
This study uses the dynamic conditional correlation to investigate how technology subsector stocks interact with financial assets in the face of economic and financial uncertainty.Our results suggest that structural b... This study uses the dynamic conditional correlation to investigate how technology subsector stocks interact with financial assets in the face of economic and financial uncertainty.Our results suggest that structural breaks have diverse effects on financial asset connectedness and that the level of bond linkage increases when the trend breaks.We see a growing co-movement between the technology sector and major financial assets when uncertainty is considered.Overall,our findings indicate that the connectedness response varies depending on the type of uncertainty shock. 展开更多
关键词 Technology sector DIVERSIFICATION dynamic conditional correlation UNCERTAINTY Structural breaks
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UAV-mounted Ground Penetrating Radar: an example for the stability analysis of a mountain rock debris slope
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作者 Riccardo SALVINI Luisa BELTRAMONE +5 位作者 Vivien DE LUCIA Andrea ERMINI Claudio VANNESCHI Caterina ZEI Daniele SILVESTRI Andrea RINDINELLA 《Journal of Mountain Science》 SCIE CSCD 2023年第10期2804-2821,共18页
This paper describes scientific research conducted to highlight the potential of an integrated GPR-UAV system in engineering-geological applications.The analysis focused on the stability of a natural scree slope in th... This paper describes scientific research conducted to highlight the potential of an integrated GPR-UAV system in engineering-geological applications.The analysis focused on the stability of a natural scree slope in the Germanasca Valley,in the western Italian Alps.As a consequence of its steep shape and the related geological hazard,the study used different remote sensed methodologies such as UAV photogrammetry and geophysics survey by a GPR-drone integrated system.Furthermore,conventional in-situ surveys led to the collection of geological and geomorphological data.The use of the UAV-mounted GPR allowed us to investigate the bedrock depth under the detrital slope deposit,using a non-invasive technique able to conduct surveys on inaccessible areas prone to hazardous conditions for operators.The collected evidence and the results of the analysis highlighted the stability of the slope with Factors of Safety,verified in static conditions(i.e.,natural static condition and static condition with snow cover),slightly above the stability limit value of 1.On the contrary,the dynamic loading conditions(i.e.,seismic action applied)showed a Factor of Safety below the stability limit value.The UAV-mounted GPR represented an essential contribution to the surveys allowing the definition of the interface debris deposit-bedrock,which are useful to design the slope model and to evaluate the scree slope stability in different conditions. 展开更多
关键词 GroundPenetrating Radar(GPR) Unmanned AerialVehicle e(UAV) GPR-drone integrated system Slope stability analysis Static and dynamic loading conditions
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SAV Finite Element Method for the Peng-Robinson Equation of State with Dynamic Boundary Conditions
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作者 Changhui Yao Zhaoyue Du Lei Yang 《Advances in Applied Mathematics and Mechanics》 SCIE 2023年第1期139-158,共20页
In this paper,the Peng-Robinson equation of state with dynamic boundary conditions is discussed,which considers the interactions with solid walls.At first,the model is introduced and the regularization method on the n... In this paper,the Peng-Robinson equation of state with dynamic boundary conditions is discussed,which considers the interactions with solid walls.At first,the model is introduced and the regularization method on the nonlinear term is adopted.Next,The scalar auxiliary variable(SAV)method in temporal and finite element method in spatial are used to handle the Peng-Robinson equation of state.Then,the energy dissipation law of the numerical method is obtained.Also,we acquire the convergence of the discrete SAV finite element method(FEM).Finally,a numerical example is provided to confirm the theoretical result. 展开更多
关键词 Peng-Robinson equation of state dynamic boundary conditions scalar auxiliary variable finite element method error estimates
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Review about Wireless Sensor Networks and the Internet of Things
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作者 Amarjit Singh 《Journal on Internet of Things》 2022年第2期69-73,共5页
Wireless sensor networks(WSNs)are created and affect our daily lives.You can find applications in various fields such as health,accident,life,manufacturing,production management,network management and many other field... Wireless sensor networks(WSNs)are created and affect our daily lives.You can find applications in various fields such as health,accident,life,manufacturing,production management,network management and many other fields.WSN now connects to the Internet of Things,connects the sensor to the Internet,and then uses it for collaboration and collaboration.However,when WSN is part of the internet we need to be able to study and analyze related terms.In this article,we’re going to look at different ways to getWSN online and identify the challenges that address in future as well. 展开更多
关键词 dynamic condition monitoring secured database moving vehicle position tracking auto fuel checking
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A Novel Approach for the Numerical Simulation of Fluid-Structure Interaction Problems in the Presence of Debris 被引量:3
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作者 Miaomiao Ren Xiaobin Shu 《Fluid Dynamics & Materials Processing》 EI 2020年第5期979-991,共13页
A novel algorithm is proposed for the simulation of fluid-structure interaction problems.In particular,much attention is paid to natural phenomena such as debris flow.The fluid part(debris flow fluid)is simulated in t... A novel algorithm is proposed for the simulation of fluid-structure interaction problems.In particular,much attention is paid to natural phenomena such as debris flow.The fluid part(debris flow fluid)is simulated in the framework of the smoothed particle hydrodynamics(SPH)approach,while the solid part(downstream obstacles)is treated using the finite element method(FEM).Fluid-structure coupling is implemented through dynamic boundary conditions.In particular,the software“TensorFlow”and an algorithm based on Python are combined to conduct the required calculations.The simulation results show that the dynamics of viscous and non-viscous debris flows can be extremely different when there are obstacles in the downstream direction.The implemented SPH-FEM coupling method can simulate the fluid-structure coupling problem with a reasonable approximation. 展开更多
关键词 Fluid-structure coupling SPH FEM TensorFlow PYTHON dynamic boundary conditions
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Indirect measurement technology of new energy vehicles? braking force under dynamic braking conditions
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作者 Sen-Ming Zhong Gui-Xiong Liu +1 位作者 Jia-Jian Wu Bo Zeng 《Advances in Manufacturing》 SCIE CAS CSCD 2019年第4期389-400,共12页
Currently,direct braking-force measurement under dynamic conditions requires a considerable modification to the vehicles and has poor compatibility because there are many types of vehicles.Thus,in this paper,an indire... Currently,direct braking-force measurement under dynamic conditions requires a considerable modification to the vehicles and has poor compatibility because there are many types of vehicles.Thus,in this paper,an indirect measurement method of new-energy vehicles,braking force under dynamic braking conditions is proposed.The mechanical wheel and axle model at low/idling/high speeds is established using the piston-pressure formula,force transfer in the brake-wheel cylinder,relative movement between the wheel and the roller,among others.On this basis,the relationship between wheel braking force and roller-linear acceleration is further derived.Our method does not alter existing vehicle structures or sensor types.The standard sealing bolt is temporarily replaced with a hydraulic sensor for coefficient calibration.Afterward,the braking force can be indirectly calculated using the roller-linear velocity data.The method has characteristics of efficiency and high accuracy without refitting vehicles. 展开更多
关键词 Braking force Indirect measurement technology VEHICLES dynamic braking condition Electromagnetic interference(EMI)test
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Exact Boundary Controllability for the Spatial Vibration of String with Dynamical Boundary Conditions
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作者 Yue WANG Günter LEUGERING Tatsien LI 《Chinese Annals of Mathematics,Series B》 SCIE CSCD 2020年第3期325-334,共10页
This paper deals with the spatial vibration of an elastic string with masses at the endpoints. The authors derive the corresponding quasilinear wave equation with dynamical boundary conditions, and prove the exact bou... This paper deals with the spatial vibration of an elastic string with masses at the endpoints. The authors derive the corresponding quasilinear wave equation with dynamical boundary conditions, and prove the exact boundary controllability of this system by means of a constructive method with modular structure. 展开更多
关键词 Spatial vibration of a string Exact boundary controllability dynamical boundary condition
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Analysis of Heat Transfer Phenomena inside Concrete Hollow Blocks
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作者 Joelle Al Fakhoury Emilio Sassine +3 位作者 Yassine Cherif Joseph Dgheim Emmanuel Antczak Thierry Chartier 《Journal of Building Material Science》 2022年第1期21-33,共13页
During both hot and cold seasons,masonry walls play an important role in the thermal performance between the interior and the exterior of occupied spaces.It is thus essential to analyze the thermal behavior at the hol... During both hot and cold seasons,masonry walls play an important role in the thermal performance between the interior and the exterior of occupied spaces.It is thus essential to analyze the thermal behavior at the hollow block’s level in order to better understand the temperature and heat flux distribution in its structure and potentially limit as much as possible the heat transfer through the block.In this scope,this paper offers an experimental and numerical in-depth analysis of heat transfer phenomena inside a hollow block using a dedicated experimental setup including a well-insulated reference box and several thermocouples and fluxmeters distributed at the boundaries and inside the hollow block.The block was then numerically 3D modelled and simulated using COMSOL Multiphysics under the same conditions,properties,and dimensions as the experimentally tested block.The comparison between the numerical and experimental results provides very satisfactory results with relative difference of less than 4%for the computed thermal resistance. 展开更多
关键词 Hollow block CAVITIES Thermophysical properties dynamic boundary conditions 3D modelling
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Initial and Boundary Value Problem for a System of Balance Laws from Chemotaxis:Global Dynamics and Diffusivity Limit
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作者 Zefu Feng Jiao Xu +1 位作者 Ling Xue Kun Zhao 《Annals of Applied Mathematics》 2021年第1期61-110,共50页
In this paper,we study long-time dynamics and diffusion limit of large-data solutions to a system of balance laws arising from a chemotaxis model with logarithmic sensitivity and nonlinear production/degradation rate.... In this paper,we study long-time dynamics and diffusion limit of large-data solutions to a system of balance laws arising from a chemotaxis model with logarithmic sensitivity and nonlinear production/degradation rate.Utilizing energy methods,we show that under time-dependent Dirichlet boundary conditions,long-time dynamics of solutions are driven by their boundary data,and there is no restriction on the magnitude of initial energy.Moreover,the zero chemical diffusivity limit is established under zero Dirichlet boundary conditions,which has not been observed in previous studies on related models. 展开更多
关键词 Balance laws CHEMOTAXIS initial-boundary value problem dynamic boundary condition strong solution long-time behavior diffusivity limit
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潮汐河段周期性边滩切割临界阈值与沙体输移路径——以长江福姜沙河段为例
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作者 王建军 杨云平 +3 位作者 张明进 朱玲玲 李绍武 闻云呈 《Journal of Geographical Sciences》 SCIE CSCD 2023年第6期1334-1358,共25页
The evolution of point bars in changing sections of a downstream tidal current limit is periodic. Accordingly, assessing the critical morphology and hydrodynamic characteristics of point bar scour and the sediment tra... The evolution of point bars in changing sections of a downstream tidal current limit is periodic. Accordingly, assessing the critical morphology and hydrodynamic characteristics of point bar scour and the sediment transport process of scour sediment bodies can support river regulation and waterway maintenance. The frequent scour of point bars in changing sections of tidal current limits within the Yangtze River directly restricts waterway stability. This study examined the Fujiangsha reach of the Yangtze River, hydrological data on sediment transport, and riverbed topography from 1950. The Jingjiang bank tail exhibited an evolutionary cycle(siltation>scour>siltation), with a primary period ranging from 3–6 years. Additionally, certain morphological and dynamic conditions were necessary for scour. The Datong station flow(Q) ranged from 20,000–40,000 m^(3)·s^(-1)for ≥180 days·yr^(-1), enabling the bank silt layers to widen. Scour occurred during flooding and was concentrated in areas 5.0–7.5 km downstream from Ebizui. When Q≥40,000 m^(3)·s^(-1), scouring occurred in the bank middle and lower reaches, whereas Q≥50,000 m^(3)·s^(-1)for >50 consecutive days, scour occurred at the tail as well. Moreover, the volume of the scour shoals increased with the number of high-flow days(≥60,000 m^(3)·s^(-1)). Bottom sand transport mainly occurred in the low-bank zone. Before the project’s second phase, the longitudinal transport of the scouring sand bodies occurred as follows: Jingjiang bank > low bank on the north side of Shuangjiansha > Fubei anabranch. During the second phase, the longitudinal transport route changed to Jingjiang bank > Fubei anabranch. The Jingjiang bank volume was also reduced;thus, its development was controlled. Owing to changes in the longitudinal transport routes, dredging should be conducted in areas where scouring sand bodies are separately transported from the tail, thereby reducing the load of dredging and maintenance for the Fubei anabranch during dry years. 展开更多
关键词 periodic scouring critical dynamic conditions critical morphological characteristics Jingjiang bank Fujiangsha reach
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Representation of a Class of Linear Operators with Coupled Domain in a Product Space and Its Applications
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作者 Jing XU Jun Jie HUANG Alatancang CHEN 《Acta Mathematica Sinica,English Series》 SCIE CSCD 2023年第2期326-338,共13页
This paper is concerned with the representation problem of a coupled operator in a product space.A necessary and sufficient condition is given for a class of operators with closed range to have a one-sided coupled ope... This paper is concerned with the representation problem of a coupled operator in a product space.A necessary and sufficient condition is given for a class of operators with closed range to have a one-sided coupled operator matrix representation.The applications of this result in a delay equation and in a diffusion-transport system with dynamical boundary conditions are further presented. 展开更多
关键词 Coupled operator diffusion-transport equation delay equation dynamical boundary condition
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Multi-dimensional scenario forecast for generation of multiple wind farms 被引量:10
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作者 Ming YANG You LIN +2 位作者 Simeng ZHU Xueshan HAN Hongtao WANG 《Journal of Modern Power Systems and Clean Energy》 SCIE EI 2015年第3期361-370,共10页
A novel multi-dimensional scenario forecast approach which can capture the dynamic temporal-spatial interdependence relation among the outputs of multiple wind farms is proposed.In the proposed approach,support vector... A novel multi-dimensional scenario forecast approach which can capture the dynamic temporal-spatial interdependence relation among the outputs of multiple wind farms is proposed.In the proposed approach,support vector machine(SVM)is applied for the spot forecast of wind power generation.The probability density function(PDF)of the SVM forecast error is predicted by sparse Bayesian learning(SBL),and the spot forecast result is corrected according to the error expectation obtained.The copula function is estimated using a Gaussian copula-based dynamic conditional correlation matrix regression(DCCMR)model to describe the correlation among the errors.And the multidimensional scenario is generated with respect to the estimated marginal distributions and the copula function.Test results on three adjacent wind farms illustrate the effectiveness of the proposed approach. 展开更多
关键词 Wind power generation forecast Multidimensional scenario forecast Support vector machine(SVM) Sparse Bayesian learning(SBL) Gaussian copula dynamic conditional correlation matrix
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Long Wavelength Approximation to Peristaltic Motion of Micropolar Fluid with Wall Effects
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作者 Gurunath.C.Sankad G.Radhakrishnamacharya J.V.Ramanamurthy 《Advances in Applied Mathematics and Mechanics》 SCIE 2010年第2期222-237,共16页
Peristaltic motion of an incompressible micropolar fluid in a two-dimensional channel with wall effects is studied.Assuming that the wave length of the peristaltic wave is large in comparison to the mean half width of... Peristaltic motion of an incompressible micropolar fluid in a two-dimensional channel with wall effects is studied.Assuming that the wave length of the peristaltic wave is large in comparison to the mean half width of the channel,a perturbation method of solution is obtained in terms of wall slope parameter,under dynamic boundary conditions.Closed form expressions are derived for the stream function and average velocity and the effects of pertinent parameters on these flow variables have been studied.It has been observed that the time average velocity increases numerically with micropolar parameter.Further,the time average velocity also increases with stiffness in the wall. 展开更多
关键词 Peristaltic motion micropolar fluid dynamic boundary conditions
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Cholesky GAS models for large time-varying covariance matrices
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作者 Tingguo Zheng Shiqi Ye 《Journal of Management Science and Engineering》 2024年第1期115-142,共28页
This paper develops a new class of multivariate models for large-dimensional time-varying covariance matrices,called Cholesky generalized autoregressive score(GAS)models,which are based on the Cholesky decomposition o... This paper develops a new class of multivariate models for large-dimensional time-varying covariance matrices,called Cholesky generalized autoregressive score(GAS)models,which are based on the Cholesky decomposition of the covariance matrix and assume that the parameters are score-driven.Specifically,two types of score-driven updates are considered:one is closer to the GARCH family,and the other is inspired by the stochastic volatility model.We demonstrate that the models can be estimated equation-wise and are computationally feasible for high-dimensional cases.Moreover,we design an equationwise dynamic model averaging or selection algorithm which simultaneously extracts model and parameter uncertainties,equipped with dynamically estimated model parameters.The simulation results illustrate the superiority of the proposed models.Finally,using a sizeable daily return dataset that includes 124 sectors in the Chinese stock market,two empirical studies with a small sample and a full sample are conducted to verify the advantages of our models.The full sample analysis by a dynamic correlation network documents significant structural changes in the Chinese stock market before and after COVID-19. 展开更多
关键词 Cholesky decomposition GAS dynamic conditional correlations dynamic model averaging
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