Based on the empirical analysis of data contained in the International Software Benchmarking Standards Group (ISBSG) repository, this paper presents software engineering project duration models based on project effo...Based on the empirical analysis of data contained in the International Software Benchmarking Standards Group (ISBSG) repository, this paper presents software engineering project duration models based on project effort. Duration models are built for the entire dataset and for subsets of projects developed for personal computer, mid-range and mainframe platforms. Duration models are also constructed for projects requiring fewer than 400 person-hours of effort and for projects requiring more than 400 person-hours of effort. The usefulness of adding the maximum number of assigned resources as a second independent variable to explain duration is also analyzed. The opportunity to build duration models directly from project functional size in function points is investigated as well.展开更多
Freeway on-ramps suffer high crash risks due to frequent merging behaviours.This study developed hazard-based duration models to investigate the merging time interval on freeway on-ramps based on microscopic trajector...Freeway on-ramps suffer high crash risks due to frequent merging behaviours.This study developed hazard-based duration models to investigate the merging time interval on freeway on-ramps based on microscopic trajectory data.Fixed effect,random effect and random parameters Weibull distributed accelerated failure time models were developed to capture merging time as a function of various dynamic variables.The random parameters model was found to outperform the two counterparts since the unobserved heterogeneity of individual drivers was captured.Modelling estimation results indicate that drivers along the merging section with an auxiliary lane perform a smooth merging process and are easily affected by speed variables.Dynamics of leading and following vehicles on the merging and target lanes are found to influence the merging time interval for merging without an auxiliary lane,whereas the influence of surrounding vehicles ismarginal for thosewith an auxiliary lane.The findings of this study identify potential countermeasures for improving safety during the merging process.展开更多
We consider a continuous time risk model based on a two state Markov process, in which after an exponentially distributed time, the claim frequency changes to a different level and can change back again in the same wa...We consider a continuous time risk model based on a two state Markov process, in which after an exponentially distributed time, the claim frequency changes to a different level and can change back again in the same way. We derive the Laplace transform for the first passage time to surplus zero from a given negative surplus and for the duration of negative surplus. Closed-form expressions are given in the case of exponential individual claim. Finally, numerical results are provided to show how to estimate the moments of duration of negative surplus.展开更多
In this paper, we examine further annuity-due risk model presented by Cai (Probability in the Engineering and Informational Sciences, 16(2002), 309-324). We consider the computation for the distribution of duratio...In this paper, we examine further annuity-due risk model presented by Cai (Probability in the Engineering and Informational Sciences, 16(2002), 309-324). We consider the computation for the distribution of duration of first negative surplus and the algorithm is shown for calculating probability that ruin occurs and the duration of first negative surplus takes any nonnegative integers values. Numerical illustration for the main result is given.展开更多
The surface solar radiation in most parts of the world has undergone a phenomenon known as global dimming and brightening,characterized by an initial decrease followed by an increase.As a result,the sunshine duration(...The surface solar radiation in most parts of the world has undergone a phenomenon known as global dimming and brightening,characterized by an initial decrease followed by an increase.As a result,the sunshine duration(SD)has decreased in the past 60 years.Against the backdrop of global dimming and brightening,SD has decreased to varying degrees in many regions of China.Using the observed data of SD,cloud amount(total cloud amount and low cloud amount,abbreviated as TCA and LCA),precipitation,and relative humidity(RH)from 34 meteorological stations in Chongqing during the period of 1961-2020,along with a digital elevation model(DEM)with a resolution of 90 m,this study analyzed the spatiotemporal variations and influencing factors of SD.The analysis employed methods such as linear regression,Mann-Kendall test,wavelet transformation,and DEM-based possible SD distributed model.The results showed that the annual SD in Chongqing has significantly decreased over the last 60 years,with a decreasing interannual trend rate(ITR)of 40.4 h/10a.Except for no obvious trend in spring,SD decreased significantly in summer,autumn and winter at the ITR of 21.1 h/10a,8.5 h/10a and 7.5 h/10a,respectively.An abrupt decrease in the annual SD was found in 1979.The difference before and after the abrupt decrease was 177.7 h.The difference before and after the abrupt decrease was 177.7 h.The annual SD possessed the oscillation period of 11a.The spatial heterogeneity of the mean annual SD during the last 60 years was obvious.The distribution of SD in Chongqing is high in the northeast and low in the southeast.In addition,about 73%of the total area in Chongqing showed a significant and very significant decreasing trend.The regions with significant changes are mainly concentrated in the regions with altitudes of 200~1000 m.The increasing LCA was the main cause of the decrease of the annual SD in the regions with 200-400 m altitude decreased the most and changed the most.Increasing LCA is the primary cause of the reduction in annual SD,showing a strong negative correlation coefficient of-0.7292.In Chongqing,PM2.5 concentration showed a significant decrease trend in annual,spring,autumn and winter during 2000-2020,but the significant correlation between PM2.5 concentration and SD was only in autumn and reached an extremely significant level.展开更多
This study aims at establishing if climate change exists in the Niger Delta environment using non-stationary rainfall Intensity-Duration-Frequency (IDF) modelling incorporating time-variant parameters. To compute the ...This study aims at establishing if climate change exists in the Niger Delta environment using non-stationary rainfall Intensity-Duration-Frequency (IDF) modelling incorporating time-variant parameters. To compute the intensity levels, the open-access R-studio software was used based on the General Extreme Value (GEV) distribution function. Among the four linear parameter models adopted for integrating time as a covariate, the fourth linear model incorporating scale and location with the shape function constant produced the least corrected Akaike Information Criteria (AICc), varying between 306.191 to 101.497 for 15 and 1440 minutes, respectively, selected for calibration of the GEV distribution equation. The non-stationary intensities yielded higher values above those of stationary models, proving that the assumption of stationary IDF models underestimated extreme events. The difference of 13.71 mm/hr (22.71%) to 14.26 mm/hr (17.0%) intensities implies an underestimation of the peak flood from a stationary IDF curve. The statistical difference at a 95% confidence level between stationary and non-stationary models was significant, confirming evidence of climatic change influenced by time-variant parameters. Consequently, emphasis should be on applying shorter-duration storms for design purposes occurring with higher intensities to help reduce the flood risk and resultant infrastructural failures.展开更多
Sunshine duration (S) based empirical equations have been employed in this study to estimate the daily global solar radiation on a horizontal surface (G) for six meteorological stations in Burundi. Those equations inc...Sunshine duration (S) based empirical equations have been employed in this study to estimate the daily global solar radiation on a horizontal surface (G) for six meteorological stations in Burundi. Those equations include the Ångström-Prescott linear model and four amongst its derivatives, i.e. logarithmic, exponential, power and quadratic functions. Monthly mean values of daily global solar radiation and sunshine duration data for a period of 20 to 23 years, from the Geographical Institute of Burundi (IGEBU), have been used. For any of the six stations, ten single or double linear regressions have been developed from the above-said five functions, to relate in terms of monthly mean values, the daily clearness index () to each of the next two kinds of relative sunshine duration (RSD): and . In those ratios, G<sub>0</sub>, S<sub>0 </sub>and stand for the extraterrestrial daily solar radiation on a horizontal surface, the day length and the modified day length taking into account the natural site’s horizon, respectively. According to the calculated mean values of the clearness index and the RSD, each station experiences a high number of fairly clear (or partially cloudy) days. Estimated values of the dependent variable (y) in each developed linear regression, have been compared to measured values in terms of the coefficients of correlation (R) and of determination (R<sub>2</sub>), the mean bias error (MBE), the root mean square error (RMSE) and the t-statistics. Mean values of these statistical indicators have been used to rank, according to decreasing performance level, firstly the ten developed equations per station on account of the overall six stations, secondly the six stations on account of the overall ten equations. Nevertheless, the obtained values of those indicators lay in the next ranges for all the developed sixty equations:;;;, with . These results lead to assert that any of the sixty developed linear regressions (and thus equations in terms of and ), fits very adequately measured data, and should be used to estimate monthly average daily global solar radiation with sunshine duration for the relevant station. It is also found that using as RSD, is slightly more advantageous than using for estimating the monthly average daily clearness index, . Moreover, values of statistical indicators of this study match adequately data from other works on the same kinds of empirical equations.展开更多
This paper presents a theoretical model on the normal(head-on) collision between soft-spheres on the basis of elastic loading of the Hertz contact for compression process and a nonlinear plastic unloading for restitut...This paper presents a theoretical model on the normal(head-on) collision between soft-spheres on the basis of elastic loading of the Hertz contact for compression process and a nonlinear plastic unloading for restitution one,in which the parameters all are determined in terms of the material and geometric ones of the spheres,and the behaviors of perfect elastic,inelastic,and perfect plastic collisions appeared in the classical mechanics are fully described once a value of coefficient of restitution is specified in the region of 0 ≤ ε ≤ 1.After an empirical formula of the coefficient of restitution dependent on the impact velocity is suggested to fit the existing experimental measurements by means of the least square method,the predictions of the dependency and the collision duration are in well quantitative agreement with their experimental measurements.It is found that the measurable quantities are dependent on both the impact velocity and the parameters of spheres.Following this model,finally,an approach to determine the spring coefficient in the linear viscoelastic model of the collision is also displayed.These results obtained here will be significantly beneficial for the applications where a collision model is requested in the simulations of relevant grain flows and impact dynamics etc..展开更多
Solar radiation is often shielded by terrain relief, especially in mountainous areas, before reaching the surface of the Earth. The objective of this paper is to study the spatial structures of the shielded astronomic...Solar radiation is often shielded by terrain relief, especially in mountainous areas, before reaching the surface of the Earth. The objective of this paper is to study the spatial structures of the shielded astronomical solar radiation(SASR) and the possible sunshine duration(PSD) over the Loess Plateau. To this end, we chose six test areas representing different landforms over the Loess Plateau and the software package of Matlab was used as the main computing platform. In each test area, 5-m-resolution digital elevation model established from 1:10,000 scale topographic maps was used to compute the corresponding slope, SASR and PSD. Then, we defined the concepts of the slope-mean SASR spectrum and the slope-mean PSD spectrum, and proposed a method to extract them from the computed slope, SASR and PSD over rectangular analysis windows. Using this method, we found both spectrums in a year or in a season for each of the four seasons in the six test areas. Each spectrum was found only when the area of the corresponding rectangular analysis window was greater than the corresponding stable area of the spectrum. The values of the two spectrums decreased when the slope increased.Furthermore, the values of the stable areas of the spectrums in a year or in a season were positively correlated with the variable coefficients of the slope or the profile curvature. The values of the stable areas of the two spectrums in a year or in a season may represent the minimum value of test areas for corresponding future research on the spatial structures of the SASR or PSD. All the findings herein suggest that the spatial structures of the PSD and the SASR are caused by the interactions between solar radiation and terrain relief and that the method for extracting either spectrum is effective for detecting their spatial structures. This study may deepen our understanding of the spatial structure of solar radiation and help us further explore the distribution of solar energy in mountainous regions.展开更多
Some studies have suggested that early surgical treatment can effectively improve the prognosis of cervical spinal cord injury without radiological abnormality, but no research has focused on the development of a prog...Some studies have suggested that early surgical treatment can effectively improve the prognosis of cervical spinal cord injury without radiological abnormality, but no research has focused on the development of a prognostic model of cervical spinal cord injury without radiological abnormality. This retrospective analysis included 43 patients with cervical spinal cord injury without radiological abnormality. Seven potential factors were assessed: age, sex, external force strength causing damage, duration of disease, degree of cervical spinal stenosis, Japanese Orthopaedic Association score, and physiological cervical curvature. A model was established using multiple binary logistic regression analysis. The model was evaluated by concordant profiling and the area under the receiver operating characteristic curve. Bootstrapping was used for internal validation. The prognostic model was as follows: logit(P) =-25.4545 + 21.2576 VALUE + 1.2160SCORE-3.4224 TIME, where VALUE refers to the Pavlov ratio indicating the extent of cervical spinal stenosis, SCORE refers to the Japanese Orthopaedic Association score(0–17) after the operation, and TIME refers to the disease duration(from injury to operation). The area under the receiver operating characteristic curve for all patients was 0.8941(95% confidence interval, 0.7930–0.9952). Three factors assessed in the predictive model were associated with patient outcomes: a great extent of cervical stenosis, a poor preoperative neurological status, and a long disease duration. These three factors could worsen patient outcomes. Moreover, the disease prognosis was considered good when logit(P) ≥-2.5105. Overall, the model displayed a certain clinical value. This study was approved by the Biomedical Ethics Committee of the Second Affiliated Hospital of Xi'an Jiaotong University, China(approval number: 2018063) on May 8, 2018.展开更多
This paper focuses on how to measure the interest rate risk. The conventional measure methods of interest rate risk are reviewed and the duration concept is generalized to stochastic duration in the Markovian HJM fram...This paper focuses on how to measure the interest rate risk. The conventional measure methods of interest rate risk are reviewed and the duration concept is generalized to stochastic duration in the Markovian HJM framework. The generalized stochastic duration of the coupon bond is defined as the time to maturity of a zero coupon bond having the same instantaneous variance as the coupon bond. According to this definition., the authors first present the framework of Markovian HJM model, then deduce the measures of stochastic duration in some special cases which cover some extant interest term structure.展开更多
Duration dependence affects the dynamics of multi sate time to event outcomes. In this paper we are testing if a contraction or an expansion state for the housing price is duration dependent on previous states lengths...Duration dependence affects the dynamics of multi sate time to event outcomes. In this paper we are testing if a contraction or an expansion state for the housing price is duration dependent on previous states lengths. This test has implications for explaining the dynamics and the predictability of the housing prices in subsequent spells of contraction/expansion. The test is carried on using a discrete time duration model. This research shows that federal fund rate has strong effect on duration of both expansion and contraction. The analysis is also showing that while for both contraction and expansion spells we observe duration dependence, the risk of exiting from either spell at the beginning of the spell is practically flat for the first five to six years in the expansion spells and between seven and eight years in the contraction spells. After these periods the risk of exiting an expansion spell is increasing but in a non-monotone way, while for the contraction spell the risk of exiting the state is increasing in a monotone way, making the contraction periods easier to predict than the expansion periods.展开更多
Mobile multihop communication network is an important branch of modern mobile communication system, and is an important technical support for ubiquitous communication. The random movement of the nodes makes the networ...Mobile multihop communication network is an important branch of modern mobile communication system, and is an important technical support for ubiquitous communication. The random movement of the nodes makes the networking be more flexible, but the frequently changing topology will decrease the link duration between nodes significantly, which will increase the packets loss probability and affect the network communication performance. Aiming at the problem of declining link duration caused by nomadic characteristics in mobile multihop communication network, four link duration models for possible moving states are established based on different features in real networking process in this paper, which will provide reliable criterion for the optimal routing selection. Model analysis and simulation results show that the reliable route established by the proposed model will effectively extend the link duration, and can enhance the global stability of the mobile multihop information transmission, so as to provide new option to transmission reliability improvement for the mobile communication network.展开更多
The successive changes of asset prices are the most visible manifestation of financial markets dynamics. There exist different views about factors generating these changes, but many researchers and practitioners agree...The successive changes of asset prices are the most visible manifestation of financial markets dynamics. There exist different views about factors generating these changes, but many researchers and practitioners agree that the most important among them is the impact of information flow. According to the market microstructure theories, it depends mainly on the behavior of informed and uniformed traders. In the paper, we investigate dependencies between the possible proxies of information process: price duration and corresponding to it volume change and return. Our main objective is to answer the question about the most important factor in the process of discovering information by uniformed traders. We apply a set of models for volatility, volume and duration data. Our analysis is performed for selected equities listed on the Warsaw Stock Exchange and uses tick-by-tick data. The obtained results show that the stock liquidity on this leading stock market in Central and Eastern Europe is the most important factor influencing the process of discovering information by uninformed traders.展开更多
基金Funding for this research was partially provided by Bell Canada and by the Vatural Sciences and Engineering Research Council of Canada. The opinions expressed in this paper are solely those of the authors
文摘Based on the empirical analysis of data contained in the International Software Benchmarking Standards Group (ISBSG) repository, this paper presents software engineering project duration models based on project effort. Duration models are built for the entire dataset and for subsets of projects developed for personal computer, mid-range and mainframe platforms. Duration models are also constructed for projects requiring fewer than 400 person-hours of effort and for projects requiring more than 400 person-hours of effort. The usefulness of adding the maximum number of assigned resources as a second independent variable to explain duration is also analyzed. The opportunity to build duration models directly from project functional size in function points is investigated as well.
基金the National Natural Science Foundation of China(Grant No.71901223)Natural Science Foundation of Hunan Province(Grant No.2021JJ40746)Innovation-Driven Project of Central South University(Grant No.2020CX013).
文摘Freeway on-ramps suffer high crash risks due to frequent merging behaviours.This study developed hazard-based duration models to investigate the merging time interval on freeway on-ramps based on microscopic trajectory data.Fixed effect,random effect and random parameters Weibull distributed accelerated failure time models were developed to capture merging time as a function of various dynamic variables.The random parameters model was found to outperform the two counterparts since the unobserved heterogeneity of individual drivers was captured.Modelling estimation results indicate that drivers along the merging section with an auxiliary lane perform a smooth merging process and are easily affected by speed variables.Dynamics of leading and following vehicles on the merging and target lanes are found to influence the merging time interval for merging without an auxiliary lane,whereas the influence of surrounding vehicles ismarginal for thosewith an auxiliary lane.The findings of this study identify potential countermeasures for improving safety during the merging process.
基金Supported in part by the National Natural Science Foundation of China and the Ministry of Education of China
文摘We consider a continuous time risk model based on a two state Markov process, in which after an exponentially distributed time, the claim frequency changes to a different level and can change back again in the same way. We derive the Laplace transform for the first passage time to surplus zero from a given negative surplus and for the duration of negative surplus. Closed-form expressions are given in the case of exponential individual claim. Finally, numerical results are provided to show how to estimate the moments of duration of negative surplus.
基金The NNSF (10671072) of China"Shu Guang" project (04SG27) of Shanghai Municipal Education CommissionShanghai Education Development Foundation
文摘In this paper, we examine further annuity-due risk model presented by Cai (Probability in the Engineering and Informational Sciences, 16(2002), 309-324). We consider the computation for the distribution of duration of first negative surplus and the algorithm is shown for calculating probability that ruin occurs and the duration of first negative surplus takes any nonnegative integers values. Numerical illustration for the main result is given.
基金the National Key R&D Program(Grant No.2019YFE0115200)Natural Science Foundation of China(Grants No.42071217).
文摘The surface solar radiation in most parts of the world has undergone a phenomenon known as global dimming and brightening,characterized by an initial decrease followed by an increase.As a result,the sunshine duration(SD)has decreased in the past 60 years.Against the backdrop of global dimming and brightening,SD has decreased to varying degrees in many regions of China.Using the observed data of SD,cloud amount(total cloud amount and low cloud amount,abbreviated as TCA and LCA),precipitation,and relative humidity(RH)from 34 meteorological stations in Chongqing during the period of 1961-2020,along with a digital elevation model(DEM)with a resolution of 90 m,this study analyzed the spatiotemporal variations and influencing factors of SD.The analysis employed methods such as linear regression,Mann-Kendall test,wavelet transformation,and DEM-based possible SD distributed model.The results showed that the annual SD in Chongqing has significantly decreased over the last 60 years,with a decreasing interannual trend rate(ITR)of 40.4 h/10a.Except for no obvious trend in spring,SD decreased significantly in summer,autumn and winter at the ITR of 21.1 h/10a,8.5 h/10a and 7.5 h/10a,respectively.An abrupt decrease in the annual SD was found in 1979.The difference before and after the abrupt decrease was 177.7 h.The difference before and after the abrupt decrease was 177.7 h.The annual SD possessed the oscillation period of 11a.The spatial heterogeneity of the mean annual SD during the last 60 years was obvious.The distribution of SD in Chongqing is high in the northeast and low in the southeast.In addition,about 73%of the total area in Chongqing showed a significant and very significant decreasing trend.The regions with significant changes are mainly concentrated in the regions with altitudes of 200~1000 m.The increasing LCA was the main cause of the decrease of the annual SD in the regions with 200-400 m altitude decreased the most and changed the most.Increasing LCA is the primary cause of the reduction in annual SD,showing a strong negative correlation coefficient of-0.7292.In Chongqing,PM2.5 concentration showed a significant decrease trend in annual,spring,autumn and winter during 2000-2020,but the significant correlation between PM2.5 concentration and SD was only in autumn and reached an extremely significant level.
文摘This study aims at establishing if climate change exists in the Niger Delta environment using non-stationary rainfall Intensity-Duration-Frequency (IDF) modelling incorporating time-variant parameters. To compute the intensity levels, the open-access R-studio software was used based on the General Extreme Value (GEV) distribution function. Among the four linear parameter models adopted for integrating time as a covariate, the fourth linear model incorporating scale and location with the shape function constant produced the least corrected Akaike Information Criteria (AICc), varying between 306.191 to 101.497 for 15 and 1440 minutes, respectively, selected for calibration of the GEV distribution equation. The non-stationary intensities yielded higher values above those of stationary models, proving that the assumption of stationary IDF models underestimated extreme events. The difference of 13.71 mm/hr (22.71%) to 14.26 mm/hr (17.0%) intensities implies an underestimation of the peak flood from a stationary IDF curve. The statistical difference at a 95% confidence level between stationary and non-stationary models was significant, confirming evidence of climatic change influenced by time-variant parameters. Consequently, emphasis should be on applying shorter-duration storms for design purposes occurring with higher intensities to help reduce the flood risk and resultant infrastructural failures.
文摘Sunshine duration (S) based empirical equations have been employed in this study to estimate the daily global solar radiation on a horizontal surface (G) for six meteorological stations in Burundi. Those equations include the Ångström-Prescott linear model and four amongst its derivatives, i.e. logarithmic, exponential, power and quadratic functions. Monthly mean values of daily global solar radiation and sunshine duration data for a period of 20 to 23 years, from the Geographical Institute of Burundi (IGEBU), have been used. For any of the six stations, ten single or double linear regressions have been developed from the above-said five functions, to relate in terms of monthly mean values, the daily clearness index () to each of the next two kinds of relative sunshine duration (RSD): and . In those ratios, G<sub>0</sub>, S<sub>0 </sub>and stand for the extraterrestrial daily solar radiation on a horizontal surface, the day length and the modified day length taking into account the natural site’s horizon, respectively. According to the calculated mean values of the clearness index and the RSD, each station experiences a high number of fairly clear (or partially cloudy) days. Estimated values of the dependent variable (y) in each developed linear regression, have been compared to measured values in terms of the coefficients of correlation (R) and of determination (R<sub>2</sub>), the mean bias error (MBE), the root mean square error (RMSE) and the t-statistics. Mean values of these statistical indicators have been used to rank, according to decreasing performance level, firstly the ten developed equations per station on account of the overall six stations, secondly the six stations on account of the overall ten equations. Nevertheless, the obtained values of those indicators lay in the next ranges for all the developed sixty equations:;;;, with . These results lead to assert that any of the sixty developed linear regressions (and thus equations in terms of and ), fits very adequately measured data, and should be used to estimate monthly average daily global solar radiation with sunshine duration for the relevant station. It is also found that using as RSD, is slightly more advantageous than using for estimating the monthly average daily clearness index, . Moreover, values of statistical indicators of this study match adequately data from other works on the same kinds of empirical equations.
基金supported by the Key Fund of the National Natural Science Foundation of China (11032006)
文摘This paper presents a theoretical model on the normal(head-on) collision between soft-spheres on the basis of elastic loading of the Hertz contact for compression process and a nonlinear plastic unloading for restitution one,in which the parameters all are determined in terms of the material and geometric ones of the spheres,and the behaviors of perfect elastic,inelastic,and perfect plastic collisions appeared in the classical mechanics are fully described once a value of coefficient of restitution is specified in the region of 0 ≤ ε ≤ 1.After an empirical formula of the coefficient of restitution dependent on the impact velocity is suggested to fit the existing experimental measurements by means of the least square method,the predictions of the dependency and the collision duration are in well quantitative agreement with their experimental measurements.It is found that the measurable quantities are dependent on both the impact velocity and the parameters of spheres.Following this model,finally,an approach to determine the spring coefficient in the linear viscoelastic model of the collision is also displayed.These results obtained here will be significantly beneficial for the applications where a collision model is requested in the simulations of relevant grain flows and impact dynamics etc..
基金supported by the National Natural Science Foundation of China (Grant Nos. 41771423, 41930102, 41601408 and 41491339)the industry-university-research cooperation project for the social development of Fujian province, China (grant number 2018Y0054)
文摘Solar radiation is often shielded by terrain relief, especially in mountainous areas, before reaching the surface of the Earth. The objective of this paper is to study the spatial structures of the shielded astronomical solar radiation(SASR) and the possible sunshine duration(PSD) over the Loess Plateau. To this end, we chose six test areas representing different landforms over the Loess Plateau and the software package of Matlab was used as the main computing platform. In each test area, 5-m-resolution digital elevation model established from 1:10,000 scale topographic maps was used to compute the corresponding slope, SASR and PSD. Then, we defined the concepts of the slope-mean SASR spectrum and the slope-mean PSD spectrum, and proposed a method to extract them from the computed slope, SASR and PSD over rectangular analysis windows. Using this method, we found both spectrums in a year or in a season for each of the four seasons in the six test areas. Each spectrum was found only when the area of the corresponding rectangular analysis window was greater than the corresponding stable area of the spectrum. The values of the two spectrums decreased when the slope increased.Furthermore, the values of the stable areas of the spectrums in a year or in a season were positively correlated with the variable coefficients of the slope or the profile curvature. The values of the stable areas of the two spectrums in a year or in a season may represent the minimum value of test areas for corresponding future research on the spatial structures of the SASR or PSD. All the findings herein suggest that the spatial structures of the PSD and the SASR are caused by the interactions between solar radiation and terrain relief and that the method for extracting either spectrum is effective for detecting their spatial structures. This study may deepen our understanding of the spatial structure of solar radiation and help us further explore the distribution of solar energy in mountainous regions.
基金supported by the National Natural Science Foundation of China,No.30672136(to HPL)
文摘Some studies have suggested that early surgical treatment can effectively improve the prognosis of cervical spinal cord injury without radiological abnormality, but no research has focused on the development of a prognostic model of cervical spinal cord injury without radiological abnormality. This retrospective analysis included 43 patients with cervical spinal cord injury without radiological abnormality. Seven potential factors were assessed: age, sex, external force strength causing damage, duration of disease, degree of cervical spinal stenosis, Japanese Orthopaedic Association score, and physiological cervical curvature. A model was established using multiple binary logistic regression analysis. The model was evaluated by concordant profiling and the area under the receiver operating characteristic curve. Bootstrapping was used for internal validation. The prognostic model was as follows: logit(P) =-25.4545 + 21.2576 VALUE + 1.2160SCORE-3.4224 TIME, where VALUE refers to the Pavlov ratio indicating the extent of cervical spinal stenosis, SCORE refers to the Japanese Orthopaedic Association score(0–17) after the operation, and TIME refers to the disease duration(from injury to operation). The area under the receiver operating characteristic curve for all patients was 0.8941(95% confidence interval, 0.7930–0.9952). Three factors assessed in the predictive model were associated with patient outcomes: a great extent of cervical stenosis, a poor preoperative neurological status, and a long disease duration. These three factors could worsen patient outcomes. Moreover, the disease prognosis was considered good when logit(P) ≥-2.5105. Overall, the model displayed a certain clinical value. This study was approved by the Biomedical Ethics Committee of the Second Affiliated Hospital of Xi'an Jiaotong University, China(approval number: 2018063) on May 8, 2018.
文摘This paper focuses on how to measure the interest rate risk. The conventional measure methods of interest rate risk are reviewed and the duration concept is generalized to stochastic duration in the Markovian HJM framework. The generalized stochastic duration of the coupon bond is defined as the time to maturity of a zero coupon bond having the same instantaneous variance as the coupon bond. According to this definition., the authors first present the framework of Markovian HJM model, then deduce the measures of stochastic duration in some special cases which cover some extant interest term structure.
文摘Duration dependence affects the dynamics of multi sate time to event outcomes. In this paper we are testing if a contraction or an expansion state for the housing price is duration dependent on previous states lengths. This test has implications for explaining the dynamics and the predictability of the housing prices in subsequent spells of contraction/expansion. The test is carried on using a discrete time duration model. This research shows that federal fund rate has strong effect on duration of both expansion and contraction. The analysis is also showing that while for both contraction and expansion spells we observe duration dependence, the risk of exiting from either spell at the beginning of the spell is practically flat for the first five to six years in the expansion spells and between seven and eight years in the contraction spells. After these periods the risk of exiting an expansion spell is increasing but in a non-monotone way, while for the contraction spell the risk of exiting the state is increasing in a monotone way, making the contraction periods easier to predict than the expansion periods.
基金support by the National Natural Science Foundation of China under Grant No.61302074, 61571181Natural Science Foundation of Heilongjiang Province under Grant No.QC2013C061+2 种基金Modern Sensor Technology Research and Innovation Team Foundation of Heilongjiang Province No. 2012TD007Postdoctoral Research Foundation of Heilongjiang Province No. LBH-Q15121Postgraduate Innovation Research Foundation of Heilongjiang University under Grant No. YJSCX2016-019HLJU
文摘Mobile multihop communication network is an important branch of modern mobile communication system, and is an important technical support for ubiquitous communication. The random movement of the nodes makes the networking be more flexible, but the frequently changing topology will decrease the link duration between nodes significantly, which will increase the packets loss probability and affect the network communication performance. Aiming at the problem of declining link duration caused by nomadic characteristics in mobile multihop communication network, four link duration models for possible moving states are established based on different features in real networking process in this paper, which will provide reliable criterion for the optimal routing selection. Model analysis and simulation results show that the reliable route established by the proposed model will effectively extend the link duration, and can enhance the global stability of the mobile multihop information transmission, so as to provide new option to transmission reliability improvement for the mobile communication network.
文摘The successive changes of asset prices are the most visible manifestation of financial markets dynamics. There exist different views about factors generating these changes, but many researchers and practitioners agree that the most important among them is the impact of information flow. According to the market microstructure theories, it depends mainly on the behavior of informed and uniformed traders. In the paper, we investigate dependencies between the possible proxies of information process: price duration and corresponding to it volume change and return. Our main objective is to answer the question about the most important factor in the process of discovering information by uniformed traders. We apply a set of models for volatility, volume and duration data. Our analysis is performed for selected equities listed on the Warsaw Stock Exchange and uses tick-by-tick data. The obtained results show that the stock liquidity on this leading stock market in Central and Eastern Europe is the most important factor influencing the process of discovering information by uninformed traders.