In this paper, we extend the generalized likelihood ratio test to the varying-coefficient models with censored data. We investigate the asymptotic behavior of the proposed test and demonstrate that its limiting null d...In this paper, we extend the generalized likelihood ratio test to the varying-coefficient models with censored data. We investigate the asymptotic behavior of the proposed test and demonstrate that its limiting null distribution follows a distribution, with the scale constant and the number of degree of freedom being independent of nuisance parameters or functions, which is called the wilks phenomenon. Both simulated and real data examples are given to illustrate the performance of the testing approach.展开更多
In order to detect whether the data conforms to the given model, it is necessary to diagnose the data in the statistical way. The diagnostic problem in generalized nonlinear models based on the maximum Lq-likelihood e...In order to detect whether the data conforms to the given model, it is necessary to diagnose the data in the statistical way. The diagnostic problem in generalized nonlinear models based on the maximum Lq-likelihood estimation is considered. Three diagnostic statistics are used to detect whether the outliers exist in the data set. Simulation results show that when the sample size is small, the values of diagnostic statistics based on the maximum Lq-likelihood estimation are greater than the values based on the maximum likelihood estimation. As the sample size increases, the difference between the values of the diagnostic statistics based on two estimation methods diminishes gradually. It means that the outliers can be distinguished easier through the maximum Lq-likelihood method than those through the maximum likelihood estimation method.展开更多
Soil undergoes both elastic and plastic deformations under different loading conditions. A relatively accurate constitutive model of soil behaviors should be capable of predicting the elastic and plastic deformations ...Soil undergoes both elastic and plastic deformations under different loading conditions. A relatively accurate constitutive model of soil behaviors should be capable of predicting the elastic and plastic deformations properly. Among a large number of elastoplastic constitutive models developed over the last several decades, constitutive models based on generalized plasticity have been successfully utilized in modeling the mechanical behavior of various soils. This paper attempts to present a review of the most recent developments of generalized plasticity models for geotechnical problems. After a brief review of generalized plasticity theories and constitutive models, limitations of the original Pastor-Zienkiewicz model in practical application are summarized. Afterwards, recent achievements in the generalized plasticity models for both saturated and unsaturated soils and their applicability are analyzed, and a general approach for modification of generalized plasticity models is highlighted.展开更多
Varying-coefficient models are a useful extension of classical linear model. They are widely applied to economics, biomedicine, epidemiology, and so on. There are extensive studies on them in the latest three decade y...Varying-coefficient models are a useful extension of classical linear model. They are widely applied to economics, biomedicine, epidemiology, and so on. There are extensive studies on them in the latest three decade years. In this paper, many of models related to varying-coefficient models are gathered up. All kinds of the estimation procedures and theory of hypothesis test on the varying-coefficients model are summarized. Prom my opinion, some aspects waiting to study are proposed.展开更多
This study aims to provide a predictive vegetation mapping approach based on the spectral data, DEM and Generalized Additive Models (GAMs). GAMs were used as a prediction tool to describe the relationship between vege...This study aims to provide a predictive vegetation mapping approach based on the spectral data, DEM and Generalized Additive Models (GAMs). GAMs were used as a prediction tool to describe the relationship between vegetation and environmental variables, as well as spectral variables. Based on the fitted GAMs model, probability map of species occurrence was generated and then vegetation type of each grid was defined according to the probability of species occurrence. Deviance analysis was employed to test the goodness of curve fitting and drop contribution calculation was used to evaluate the contribution of each predictor in the fitted GAMs models. Area under curve (AUC) of Receiver Operating Characteristic (ROC) curve was employed to assess the results maps of probability. The results showed that: 1) AUC values of the fitted GAMs models are very high which proves that integrating spectral data and environmental variables based on the GAMs is a feasible way to map the vegetation. 2) Prediction accuracy varies with plant community, and community with dense cover is better predicted than sparse plant community. 3) Both spectral variables and environmental variables play an important role in mapping the vegetation. However, the contribution of the same predictor in the GAMs models for different plant communities is different. 4) Insufficient resolution of spectral data, environmental data and confounding effects of land use and other variables which are not closely related to the environmental conditions are the major causes of imprecision.展开更多
This article is concerned with the estimating problem of semiparametric varyingcoefficient partially linear regression models. By combining the local polynomial and least squares procedures Fan and Huang (2005) prop...This article is concerned with the estimating problem of semiparametric varyingcoefficient partially linear regression models. By combining the local polynomial and least squares procedures Fan and Huang (2005) proposed a profile least squares estimator for the parametric component and established its asymptotic normality. We further show that the profile least squares estimator can achieve the law of iterated logarithm. Moreover, we study the estimators of the functions characterizing the non-linear part as well as the error variance. The strong convergence rate and the law of iterated logarithm are derived for them, respectively.展开更多
Varying-coefficient single-index model( VCSIM) avoids the so-called "curse of dimensionality " and is flexible enough to include several important statistical models. This paper considers statistical diagnos...Varying-coefficient single-index model( VCSIM) avoids the so-called "curse of dimensionality " and is flexible enough to include several important statistical models. This paper considers statistical diagnosis for VCSIM. First,the parametric estimation equation is established based on empirical likelihood. Then,some diagnosis statistics are defined. At last, an example is given to illustrate all the results.展开更多
The catch and effort data of Sillago sihama fishery in Pakistani waters were used to investigate the performance of two closely related stock assessment models: logistic and generalized surplus-production models. Comp...The catch and effort data of Sillago sihama fishery in Pakistani waters were used to investigate the performance of two closely related stock assessment models: logistic and generalized surplus-production models. Compared with the generalized production model, the logistic model produced more reasonable estimates for parameters such as maximum sustainable yield. The Akaike's Information Criterion values estimated at 4.265 and -51.152 respectively by the logistic and generalized models. Simulation analyses of the S. sihama fishery showed that the estimated and observed abundance indices for the logistic model were closer than those for the generalized production model. Standardized residuals were distributed closer for logistic model, but exhibited a slightly increasing trend for the generalized model. Statistical outliers were seen in 1989 and 1993 for the logistic model, and in 1981 and 1999 for the generalized model. Simulated results revealed that the logistic estimates were close to the true value for low CVs (coefficients of variation) but widely dispersed for high CVs. In contrast, the generalized model estimates were loose for all CV levels. The estimated production model curve parameter was not reasonable at all the tested levels of white noise. With the increase in white noise R2 for the catch per unit effort decreased. Therefore, we conclude that the logistic model performs more reasonably than the generalized production model.展开更多
Objective: To analyze longitudinal binary data by using generalized linear models. The correlation between repeated measures were considered. The general method for analyzing longitudinal binary data was given. Method...Objective: To analyze longitudinal binary data by using generalized linear models. The correlation between repeated measures were considered. The general method for analyzing longitudinal binary data was given. Methods: Generalized estimating equations (GEE) proposed by Zeger and Liang was used. For sevens covariance structures, one method was given for estimating regression and correlation parameters. Results: Regression and coerelation parameters were estimated simultaneously. A Set of program was finished and an example was illustrated. Conclusion: Longitudinal dsta often occur in medical researches and clinical trials. For solving the problem of correlation between repeated measures, it is necessary to use some special methods to cope with this Kind of data.展开更多
There are typical ecosystems of littoral wetlands in the Yellow River Delta.In order to study the relationships between Tamarix chinensis and environmental variables and to predict T.chinensis potential distribution i...There are typical ecosystems of littoral wetlands in the Yellow River Delta.In order to study the relationships between Tamarix chinensis and environmental variables and to predict T.chinensis potential distribution in the Yellow River Delta,641 vegetation samples and 964 soil samples were collected in the area in October of 2004,2005,2006 and 2007.The contents of soil organic matter,total phosphorus,salt,and soluble potassium were determined.Then,the analyzed data were interpolated into spatial raster data by Kriging interpolation method.Meanwhile,the digital elevation model,soil type map and landform unit map of the Yellow River Delta were also collected.Generalized Additive Models(GAMs) were employed to build species-environment model and then simulate the potential distribution of T.chinensis.The results indicated that the distribution of T.chinensis was mainly limited by soil salt content,total soil phosphorus content,soluble potassium content,soil type,landform unit,and elevation.The distribution probability of T.chinensis was produced with a lookup table generated by Grasp Module(based on GAMs) in software ArcView GIS 3.2.The AUC(Area Under Curve) value of validation and cross-validation of ROC(Receive Operating Characteristic) were both higher than 0.8,which suggested that the established model had a high precision for predicting species distribution.展开更多
On foe basis of the Kirchoff-Karman hypothses for the nonlinear bending of thin plates, the three kinds of boundary value problems of nonlinear analysis for perforated fhin plates are presented under the differenr in...On foe basis of the Kirchoff-Karman hypothses for the nonlinear bending of thin plates, the three kinds of boundary value problems of nonlinear analysis for perforated fhin plates are presented under the differenr in-plane boundary conditions and the corresponding generalized varialional principles are established. One can see that all mathematical models presented in this paper are completely new ones and differ from the ordinary von Karman theory. These mathematical models can be applied to the nonlinear analysis and the Stability analysis of perforaled thin plates in arbitraryplane boundary conditions.展开更多
Fault monitoring of bioprocess is important to ensure safety of a reactor and maintain high quality of products. It is difficult to build an accurate mechanistic model for a bioprocess, so fault monitoring based on ri...Fault monitoring of bioprocess is important to ensure safety of a reactor and maintain high quality of products. It is difficult to build an accurate mechanistic model for a bioprocess, so fault monitoring based on rich historical or online database is an effective way. A group of data based on bootstrap method could be resampling stochastically, improving generalization capability of model. In this paper, online fault monitoring of generalized additive models (GAMs) combining with bootstrap is proposed for glutamate fermentation process. GAMs and bootstrap are first used to decide confidence interval based on the online and off-line normal sampled data from glutamate fermentation experiments. Then GAMs are used to online fault monitoring for time, dissolved oxygen, oxygen uptake rate, and carbon dioxide evolution rate. The method can provide accurate fault alarm online and is helpful to provide useful information for removing fault and abnormal phenomena in the fermentation.展开更多
We study the quasi likelihood equation in Generalized Linear Models(GLM) with adaptive design ∑(i=1)^n xi(yi-h(x'iβ))=0, where yi is a q=vector, and xi is a p×q random matrix. Under some assumptions, i...We study the quasi likelihood equation in Generalized Linear Models(GLM) with adaptive design ∑(i=1)^n xi(yi-h(x'iβ))=0, where yi is a q=vector, and xi is a p×q random matrix. Under some assumptions, it is shown that the Quasi- Likelihood equation for the GLM has a solution which is asymptotic normal.展开更多
Count data that exhibit over dispersion (variance of counts is larger than its mean) are commonly analyzed using discrete distributions such as negative binomial, Poisson inverse Gaussian and other models. The Poisson...Count data that exhibit over dispersion (variance of counts is larger than its mean) are commonly analyzed using discrete distributions such as negative binomial, Poisson inverse Gaussian and other models. The Poisson is characterized by the equality of mean and variance whereas the Negative Binomial and the Poisson inverse Gaussian have variance larger than the mean and therefore are more appropriate to model over-dispersed count data. As an alternative to these two models, we shall use the generalized Poisson distribution for group comparisons in the presence of multiple covariates. This problem is known as the ANCOVA and is solved for continuous data. Our objectives were to develop ANCOVA using the generalized Poisson distribution, and compare its goodness of fit to that of the nonparametric Generalized Additive Models. We used real life data to show that the model performs quite satisfactorily when compared to the nonparametric Generalized Additive Models.展开更多
In this paper, the frequency of an earthquake occurrence and magnitude relationship has been modeled with generalized linear models for the set of earthquake data of Nepal. A goodness of fit of a statistical model is ...In this paper, the frequency of an earthquake occurrence and magnitude relationship has been modeled with generalized linear models for the set of earthquake data of Nepal. A goodness of fit of a statistical model is applied for generalized linear models and considering the model selection information criterion, Akaike information criterion and Bayesian information criterion, generalized Poisson regression model has been selected as a suitable model for the study. The objective of this study is to determine the parameters (a and b values), estimate the probability of an earthquake occurrence and its return period using a Poisson regression model and compared with the Gutenberg-Richter model. The study suggests that the probabilities of earthquake occurrences and return periods estimated by both the models are relatively close to each other. The return periods from the generalized Poisson regression model are comparatively smaller than the Gutenberg-Richter model.展开更多
In this article, we propose a generalized empirical likelihood inference for the parametric component in semiparametric generalized partially linear models with longitudinal data. Based on the extended score vector, a...In this article, we propose a generalized empirical likelihood inference for the parametric component in semiparametric generalized partially linear models with longitudinal data. Based on the extended score vector, a generalized empirical likelihood ratios function is defined, which integrates the within-cluster?correlation meanwhile avoids direct estimating the nuisance parameters in the correlation matrix. We show that the proposed statistics are asymptotically?Chi-squared under some suitable conditions, and hence it can be used to construct the confidence region of parameters. In addition, the maximum empirical likelihood estimates of parameters and the corresponding asymptotic normality are obtained. Simulation studies demonstrate the performance of the proposed method.展开更多
Generalized linear mixed models (GLMMs) are typically constructed by incorporating random effects into the linear predictor. The random effects are usually assumed to be normally distributed with mean zero and varianc...Generalized linear mixed models (GLMMs) are typically constructed by incorporating random effects into the linear predictor. The random effects are usually assumed to be normally distributed with mean zero and variance-covariance identity matrix. In this paper, we propose to release random effects to non-normal distributions and discuss how to model the mean and covariance structures in GLMMs simultaneously. Parameter estimation is solved by using Quasi-Monte Carlo (QMC) method through iterative Newton-Raphson (NR) algorithm very well in terms of accuracy and stabilization, which is demonstrated by real binary salamander mating data analysis and simulation studies.展开更多
In this paper, data streams are classified into four types conforming to a standardized infrastructure of communication networks for a substation automation system (SAS) based on IEC61850 system. The data exchanged ...In this paper, data streams are classified into four types conforming to a standardized infrastructure of communication networks for a substation automation system (SAS) based on IEC61850 system. The data exchanged on the net are demonstrated to be stochastic according to investigation on the Ethemet communication principles. Four generalized stochastic Petri nets (GSPN) based models for performance analysis of communication networks of IEC61850 system are developed based on the three-level structure of SAS, different time requirements of the four data streams and different networks topology for different voltage level. The GSPN-based model associated with immediate and exponential transitions is proven to be theoretically isomorphic with Markov chain; hence we apply the mathematic methods of performance evaluation contained in Markov chain to the GSPN models proposed. The computer simulation of the model including only sample value data streams shows that it can meet performance evaluation needs of communication networks of IEC61850 system. Further researches should be focused on the pe^ormance of the other three models to explain clear how those different data streams are interrelated to and interact on each other.展开更多
This article concerded with a semiparametric generalized partial linear model (GPLM) with the type Ⅱ censored data. A sieve maximum likelihood estimator (MLE) is proposed to estimate the parameter component, allo...This article concerded with a semiparametric generalized partial linear model (GPLM) with the type Ⅱ censored data. A sieve maximum likelihood estimator (MLE) is proposed to estimate the parameter component, allowing exploration of the nonlinear relationship between a certain covariate and the response function. Asymptotic properties of the proposed sieve MLEs are discussed. Under some mild conditions, the estimators are shown to be strongly consistent. Moreover, the estimators of the unknown parameters are asymptotically normal and efficient, and the estimator of the nonparametric function has an optimal convergence rate.展开更多
The Sandage Loeb (SL) test is a direct measurement of the cosmic expansion by probing the redshift drifts of quasi-stellar objects in the 'redshift desert' of 2 〈 z 〈 5. In this work, we investigate its constrai...The Sandage Loeb (SL) test is a direct measurement of the cosmic expansion by probing the redshift drifts of quasi-stellar objects in the 'redshift desert' of 2 〈 z 〈 5. In this work, we investigate its constraints on the unified dark energy and dark matter models including the generalized Chaplygin gas and the superfluid Chaplygin gas. In addition, type Ia supernovae (SNIa) data and the distance ratios derived from the cosmic microwave background radiation and baryon acoustic oscillation observations (CMB/BAO) are also used. We find that the mock SL data gives the tightest constraints on the model parameters and it can help to reduce the parameter regions allowed by the present SNIa+CMB/BAO by about 75% when all datasets considered are combined. Thus the SL test is a worthy and long awaited measurement to probe effectively the cosmic expanding history and the properties of dark energy.展开更多
文摘In this paper, we extend the generalized likelihood ratio test to the varying-coefficient models with censored data. We investigate the asymptotic behavior of the proposed test and demonstrate that its limiting null distribution follows a distribution, with the scale constant and the number of degree of freedom being independent of nuisance parameters or functions, which is called the wilks phenomenon. Both simulated and real data examples are given to illustrate the performance of the testing approach.
基金The National Natural Science Foundation of China(No.11171065)the Natural Science Foundation of Jiangsu Province(No.BK2011058)
文摘In order to detect whether the data conforms to the given model, it is necessary to diagnose the data in the statistical way. The diagnostic problem in generalized nonlinear models based on the maximum Lq-likelihood estimation is considered. Three diagnostic statistics are used to detect whether the outliers exist in the data set. Simulation results show that when the sample size is small, the values of diagnostic statistics based on the maximum Lq-likelihood estimation are greater than the values based on the maximum likelihood estimation. As the sample size increases, the difference between the values of the diagnostic statistics based on two estimation methods diminishes gradually. It means that the outliers can be distinguished easier through the maximum Lq-likelihood method than those through the maximum likelihood estimation method.
基金supported by the Central Public Welfare Fund of China (Grant No.Y710005)the China Scholarship Council (CSC)
文摘Soil undergoes both elastic and plastic deformations under different loading conditions. A relatively accurate constitutive model of soil behaviors should be capable of predicting the elastic and plastic deformations properly. Among a large number of elastoplastic constitutive models developed over the last several decades, constitutive models based on generalized plasticity have been successfully utilized in modeling the mechanical behavior of various soils. This paper attempts to present a review of the most recent developments of generalized plasticity models for geotechnical problems. After a brief review of generalized plasticity theories and constitutive models, limitations of the original Pastor-Zienkiewicz model in practical application are summarized. Afterwards, recent achievements in the generalized plasticity models for both saturated and unsaturated soils and their applicability are analyzed, and a general approach for modification of generalized plasticity models is highlighted.
基金Foundation item: Supported by the National Natural Science Foundation of China(10501053) Acknowledgement I would like to thank Henan Society of Applied Statistics for which give me a chance to declare my opinion about the varying-coefficient model.
文摘Varying-coefficient models are a useful extension of classical linear model. They are widely applied to economics, biomedicine, epidemiology, and so on. There are extensive studies on them in the latest three decade years. In this paper, many of models related to varying-coefficient models are gathered up. All kinds of the estimation procedures and theory of hypothesis test on the varying-coefficients model are summarized. Prom my opinion, some aspects waiting to study are proposed.
基金Under the auspices of National Natural Science Foundation of China(No.41001363)
文摘This study aims to provide a predictive vegetation mapping approach based on the spectral data, DEM and Generalized Additive Models (GAMs). GAMs were used as a prediction tool to describe the relationship between vegetation and environmental variables, as well as spectral variables. Based on the fitted GAMs model, probability map of species occurrence was generated and then vegetation type of each grid was defined according to the probability of species occurrence. Deviance analysis was employed to test the goodness of curve fitting and drop contribution calculation was used to evaluate the contribution of each predictor in the fitted GAMs models. Area under curve (AUC) of Receiver Operating Characteristic (ROC) curve was employed to assess the results maps of probability. The results showed that: 1) AUC values of the fitted GAMs models are very high which proves that integrating spectral data and environmental variables based on the GAMs is a feasible way to map the vegetation. 2) Prediction accuracy varies with plant community, and community with dense cover is better predicted than sparse plant community. 3) Both spectral variables and environmental variables play an important role in mapping the vegetation. However, the contribution of the same predictor in the GAMs models for different plant communities is different. 4) Insufficient resolution of spectral data, environmental data and confounding effects of land use and other variables which are not closely related to the environmental conditions are the major causes of imprecision.
基金supported by the National Natural Science Funds for Distinguished Young Scholar (70825004)National Natural Science Foundation of China (NSFC) (10731010 and 10628104)+3 种基金the National Basic Research Program (2007CB814902)Creative Research Groups of China (10721101)Leading Academic Discipline Program, the 10th five year plan of 211 Project for Shanghai University of Finance and Economics211 Project for Shanghai University of Financeand Economics (the 3rd phase)
文摘This article is concerned with the estimating problem of semiparametric varyingcoefficient partially linear regression models. By combining the local polynomial and least squares procedures Fan and Huang (2005) proposed a profile least squares estimator for the parametric component and established its asymptotic normality. We further show that the profile least squares estimator can achieve the law of iterated logarithm. Moreover, we study the estimators of the functions characterizing the non-linear part as well as the error variance. The strong convergence rate and the law of iterated logarithm are derived for them, respectively.
文摘Varying-coefficient single-index model( VCSIM) avoids the so-called "curse of dimensionality " and is flexible enough to include several important statistical models. This paper considers statistical diagnosis for VCSIM. First,the parametric estimation equation is established based on empirical likelihood. Then,some diagnosis statistics are defined. At last, an example is given to illustrate all the results.
基金supported by the special research fund of the Ocean University of China (No.201022001)
文摘The catch and effort data of Sillago sihama fishery in Pakistani waters were used to investigate the performance of two closely related stock assessment models: logistic and generalized surplus-production models. Compared with the generalized production model, the logistic model produced more reasonable estimates for parameters such as maximum sustainable yield. The Akaike's Information Criterion values estimated at 4.265 and -51.152 respectively by the logistic and generalized models. Simulation analyses of the S. sihama fishery showed that the estimated and observed abundance indices for the logistic model were closer than those for the generalized production model. Standardized residuals were distributed closer for logistic model, but exhibited a slightly increasing trend for the generalized model. Statistical outliers were seen in 1989 and 1993 for the logistic model, and in 1981 and 1999 for the generalized model. Simulated results revealed that the logistic estimates were close to the true value for low CVs (coefficients of variation) but widely dispersed for high CVs. In contrast, the generalized model estimates were loose for all CV levels. The estimated production model curve parameter was not reasonable at all the tested levels of white noise. With the increase in white noise R2 for the catch per unit effort decreased. Therefore, we conclude that the logistic model performs more reasonably than the generalized production model.
文摘Objective: To analyze longitudinal binary data by using generalized linear models. The correlation between repeated measures were considered. The general method for analyzing longitudinal binary data was given. Methods: Generalized estimating equations (GEE) proposed by Zeger and Liang was used. For sevens covariance structures, one method was given for estimating regression and correlation parameters. Results: Regression and coerelation parameters were estimated simultaneously. A Set of program was finished and an example was illustrated. Conclusion: Longitudinal dsta often occur in medical researches and clinical trials. For solving the problem of correlation between repeated measures, it is necessary to use some special methods to cope with this Kind of data.
基金Under the auspices of the Project of National Natural Science Foundation of China ( No. 41001363)Autonomous Project of State Key Laboratory of Resources and Environmental Information System,Geo-information Tupu Theory and Virtual Geoscience
文摘There are typical ecosystems of littoral wetlands in the Yellow River Delta.In order to study the relationships between Tamarix chinensis and environmental variables and to predict T.chinensis potential distribution in the Yellow River Delta,641 vegetation samples and 964 soil samples were collected in the area in October of 2004,2005,2006 and 2007.The contents of soil organic matter,total phosphorus,salt,and soluble potassium were determined.Then,the analyzed data were interpolated into spatial raster data by Kriging interpolation method.Meanwhile,the digital elevation model,soil type map and landform unit map of the Yellow River Delta were also collected.Generalized Additive Models(GAMs) were employed to build species-environment model and then simulate the potential distribution of T.chinensis.The results indicated that the distribution of T.chinensis was mainly limited by soil salt content,total soil phosphorus content,soluble potassium content,soil type,landform unit,and elevation.The distribution probability of T.chinensis was produced with a lookup table generated by Grasp Module(based on GAMs) in software ArcView GIS 3.2.The AUC(Area Under Curve) value of validation and cross-validation of ROC(Receive Operating Characteristic) were both higher than 0.8,which suggested that the established model had a high precision for predicting species distribution.
文摘On foe basis of the Kirchoff-Karman hypothses for the nonlinear bending of thin plates, the three kinds of boundary value problems of nonlinear analysis for perforated fhin plates are presented under the differenr in-plane boundary conditions and the corresponding generalized varialional principles are established. One can see that all mathematical models presented in this paper are completely new ones and differ from the ordinary von Karman theory. These mathematical models can be applied to the nonlinear analysis and the Stability analysis of perforaled thin plates in arbitraryplane boundary conditions.
基金Supported by the National Natural Science Foundation of China (61273131) 111 Project (B12018)+1 种基金 the Innovation Project of Graduate in Jiangsu Province (CXZZ12_0741) the Fundamental Research Funds for the Central Universities (JUDCF12034)
文摘Fault monitoring of bioprocess is important to ensure safety of a reactor and maintain high quality of products. It is difficult to build an accurate mechanistic model for a bioprocess, so fault monitoring based on rich historical or online database is an effective way. A group of data based on bootstrap method could be resampling stochastically, improving generalization capability of model. In this paper, online fault monitoring of generalized additive models (GAMs) combining with bootstrap is proposed for glutamate fermentation process. GAMs and bootstrap are first used to decide confidence interval based on the online and off-line normal sampled data from glutamate fermentation experiments. Then GAMs are used to online fault monitoring for time, dissolved oxygen, oxygen uptake rate, and carbon dioxide evolution rate. The method can provide accurate fault alarm online and is helpful to provide useful information for removing fault and abnormal phenomena in the fermentation.
文摘We study the quasi likelihood equation in Generalized Linear Models(GLM) with adaptive design ∑(i=1)^n xi(yi-h(x'iβ))=0, where yi is a q=vector, and xi is a p×q random matrix. Under some assumptions, it is shown that the Quasi- Likelihood equation for the GLM has a solution which is asymptotic normal.
文摘Count data that exhibit over dispersion (variance of counts is larger than its mean) are commonly analyzed using discrete distributions such as negative binomial, Poisson inverse Gaussian and other models. The Poisson is characterized by the equality of mean and variance whereas the Negative Binomial and the Poisson inverse Gaussian have variance larger than the mean and therefore are more appropriate to model over-dispersed count data. As an alternative to these two models, we shall use the generalized Poisson distribution for group comparisons in the presence of multiple covariates. This problem is known as the ANCOVA and is solved for continuous data. Our objectives were to develop ANCOVA using the generalized Poisson distribution, and compare its goodness of fit to that of the nonparametric Generalized Additive Models. We used real life data to show that the model performs quite satisfactorily when compared to the nonparametric Generalized Additive Models.
文摘In this paper, the frequency of an earthquake occurrence and magnitude relationship has been modeled with generalized linear models for the set of earthquake data of Nepal. A goodness of fit of a statistical model is applied for generalized linear models and considering the model selection information criterion, Akaike information criterion and Bayesian information criterion, generalized Poisson regression model has been selected as a suitable model for the study. The objective of this study is to determine the parameters (a and b values), estimate the probability of an earthquake occurrence and its return period using a Poisson regression model and compared with the Gutenberg-Richter model. The study suggests that the probabilities of earthquake occurrences and return periods estimated by both the models are relatively close to each other. The return periods from the generalized Poisson regression model are comparatively smaller than the Gutenberg-Richter model.
文摘In this article, we propose a generalized empirical likelihood inference for the parametric component in semiparametric generalized partially linear models with longitudinal data. Based on the extended score vector, a generalized empirical likelihood ratios function is defined, which integrates the within-cluster?correlation meanwhile avoids direct estimating the nuisance parameters in the correlation matrix. We show that the proposed statistics are asymptotically?Chi-squared under some suitable conditions, and hence it can be used to construct the confidence region of parameters. In addition, the maximum empirical likelihood estimates of parameters and the corresponding asymptotic normality are obtained. Simulation studies demonstrate the performance of the proposed method.
文摘Generalized linear mixed models (GLMMs) are typically constructed by incorporating random effects into the linear predictor. The random effects are usually assumed to be normally distributed with mean zero and variance-covariance identity matrix. In this paper, we propose to release random effects to non-normal distributions and discuss how to model the mean and covariance structures in GLMMs simultaneously. Parameter estimation is solved by using Quasi-Monte Carlo (QMC) method through iterative Newton-Raphson (NR) algorithm very well in terms of accuracy and stabilization, which is demonstrated by real binary salamander mating data analysis and simulation studies.
文摘In this paper, data streams are classified into four types conforming to a standardized infrastructure of communication networks for a substation automation system (SAS) based on IEC61850 system. The data exchanged on the net are demonstrated to be stochastic according to investigation on the Ethemet communication principles. Four generalized stochastic Petri nets (GSPN) based models for performance analysis of communication networks of IEC61850 system are developed based on the three-level structure of SAS, different time requirements of the four data streams and different networks topology for different voltage level. The GSPN-based model associated with immediate and exponential transitions is proven to be theoretically isomorphic with Markov chain; hence we apply the mathematic methods of performance evaluation contained in Markov chain to the GSPN models proposed. The computer simulation of the model including only sample value data streams shows that it can meet performance evaluation needs of communication networks of IEC61850 system. Further researches should be focused on the pe^ormance of the other three models to explain clear how those different data streams are interrelated to and interact on each other.
基金The talent research fund launched (3004-893325) of Dalian University of Technologythe NNSF (10271049) of China.
文摘This article concerded with a semiparametric generalized partial linear model (GPLM) with the type Ⅱ censored data. A sieve maximum likelihood estimator (MLE) is proposed to estimate the parameter component, allowing exploration of the nonlinear relationship between a certain covariate and the response function. Asymptotic properties of the proposed sieve MLEs are discussed. Under some mild conditions, the estimators are shown to be strongly consistent. Moreover, the estimators of the unknown parameters are asymptotically normal and efficient, and the estimator of the nonparametric function has an optimal convergence rate.
基金Supported by the National Natural Science Foundation of China under Grants Nos 11175093,11222545,11435006,and 11375092the Specialized Research Fund for the Doctoral Program of Higher Education under Grant No 20124306110001the K.C.Wong Magna Fund of Ningbo University
文摘The Sandage Loeb (SL) test is a direct measurement of the cosmic expansion by probing the redshift drifts of quasi-stellar objects in the 'redshift desert' of 2 〈 z 〈 5. In this work, we investigate its constraints on the unified dark energy and dark matter models including the generalized Chaplygin gas and the superfluid Chaplygin gas. In addition, type Ia supernovae (SNIa) data and the distance ratios derived from the cosmic microwave background radiation and baryon acoustic oscillation observations (CMB/BAO) are also used. We find that the mock SL data gives the tightest constraints on the model parameters and it can help to reduce the parameter regions allowed by the present SNIa+CMB/BAO by about 75% when all datasets considered are combined. Thus the SL test is a worthy and long awaited measurement to probe effectively the cosmic expanding history and the properties of dark energy.