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A Markov regenerative process with recurrence time and its application
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作者 Puneet Pasricha Dharmaraja Selvamuthu 《Financial Innovation》 2021年第1期777-798,共22页
This study proposes a non-homogeneous continuous-time Markov regenerative process with recurrence times,in particular,forward and backward recurrence processes.We obtain the transient solution of the process in the fo... This study proposes a non-homogeneous continuous-time Markov regenerative process with recurrence times,in particular,forward and backward recurrence processes.We obtain the transient solution of the process in the form of a generalized Markov renewal equation.A distinguishing feature is that Markov and semi-Markov processes result as special cases of the proposed model.To model the credit rating dynamics to demonstrate its applicability,we apply the proposed stochastic process to Standard and Poor’s rating agency’s data.Further,statistical tests confirm that the proposed model captures the rating dynamics better than the existing models,and the inclusion of recurrence times significantly impacts the transition probabilities. 展开更多
关键词 Non-homogeneous Markov regenerative process recurrence times Markov renewal equation Credit ratings Default distribution
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The Additive-multiplicative Hazards Model for Multiple Type of Recurrent Gap Times
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作者 Zhang Qi-xian Liu Ji-cai +1 位作者 Guan Qiang Wang De-hui 《Communications in Mathematical Research》 CSCD 2015年第2期97-107,共11页
Recurrent event gap times data frequently arise in biomedical studies and often more than one type of event is of interest. To evaluate the effects of covariates on the marginal recurrent event hazards functions, ther... Recurrent event gap times data frequently arise in biomedical studies and often more than one type of event is of interest. To evaluate the effects of covariates on the marginal recurrent event hazards functions, there exist two types of hazards models: the multiplicative hazards model and the additive hazards model. In the paper, we propose a more flexible additive-multiplicative hazards model for multiple type of recurrent gap times data, wherein some covariates are assumed to be additive while others are multiplicative. An estimating equation approach is presented to estimate the regression parameters. We establish asymptotic properties of the proposed estimators. 展开更多
关键词 additive-multiplicative hazards model estimating equation gap time multiple recurrent event data semi-parametric regression model
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A Visual-Based Gesture Prediction Framework Applied in Social Robots 被引量:3
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作者 Bixiao Wu Junpei Zhong Chenguang Yang 《IEEE/CAA Journal of Automatica Sinica》 SCIE EI CSCD 2022年第3期510-519,共10页
In daily life,people use their hands in various ways for most daily activities.There are many applications based on the position,direction,and joints of the hand,including gesture recognition,gesture prediction,roboti... In daily life,people use their hands in various ways for most daily activities.There are many applications based on the position,direction,and joints of the hand,including gesture recognition,gesture prediction,robotics and so on.This paper proposes a gesture prediction system that uses hand joint coordinate features collected by the Leap Motion to predict dynamic hand gestures.The model is applied to the NAO robot to verify the effectiveness of the proposed method.First of all,in order to reduce jitter or jump generated in the process of data acquisition by the Leap Motion,the Kalman filter is applied to the original data.Then some new feature descriptors are introduced.The length feature,angle feature and angular velocity feature are extracted from the filtered data.These features are fed into the long-short time memory recurrent neural network(LSTM-RNN)with different combinations.Experimental results show that the combination of coordinate,length and angle features achieves the highest accuracy of 99.31%,and it can also run in real time.Finally,the trained model is applied to the NAO robot to play the finger-guessing game.Based on the predicted gesture,the NAO robot can respond in advance. 展开更多
关键词 Finger-guessing game gesture prediction human-robot interaction long-short time memory recurrent neural network(LSTM-RNN) social robot
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Statistics of extreme events in Chinese stock markets 被引量:1
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作者 吴干华 邱路 +4 位作者 Mutua Stephen 李信利 杨悦 杨会杰 蒋艳 《Chinese Physics B》 SCIE EI CAS CSCD 2014年第12期573-577,共5页
We investigate the impact of financial factors on daily volume recurrent time intervals in the developing Chinese stock markets. The tails of probability distribution functions(PDFs) of volume recurrent intervals be... We investigate the impact of financial factors on daily volume recurrent time intervals in the developing Chinese stock markets. The tails of probability distribution functions(PDFs) of volume recurrent intervals behave as a power-law, and the scaling exponent decreases with the increase of stock lifetime, which are similar to those in the US stock markets, and they are typical representatives of developed markets. The difference is that the power-law exponent values remain almost the same with the changes of market capitalization, mean volume, and mean trading value, respectively. These findings enrich the results for event statistics for financial markets. 展开更多
关键词 extreme statistics recurrent time interval volume volatility
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Laparoscopic complete mesocolic excisions for colonic cancer in the last decade:Five-year survival in a single centre 被引量:1
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作者 Kristian Eeg Storli Kristin Bentung Lygre +2 位作者 Knut B?rge Iversen Maria Decap Geir Egil Eide 《World Journal of Gastrointestinal Surgery》 SCIE CAS 2017年第11期215-223,共9页
AIM To analyse clinical and long-term oncologic results after laparoscopic complete mesocolic excision(CME) for colonic cancer over a 10-year period.METHODS Consecutive patients who received laparoscopic CME at our ho... AIM To analyse clinical and long-term oncologic results after laparoscopic complete mesocolic excision(CME) for colonic cancer over a 10-year period.METHODS Consecutive patients who received laparoscopic CME at our hospital from 2007 to 2017 were prospectively registered and retrospectively analysed. In total, 341 patients were included with tumour-nodal-metastasis(TNM) stages 0-Ⅲ.RESULTS The mean age of the patients was 71.9 years. The median length of stay was 5 d. The mean lymph node harvest was 17.8. The mortality rate was 1.2%. Fifteen patients were reoperated on for anastomotic leaks. The local recurrence rate was 2.3%. Five-year TTR and cancer-specific survival CSS were 83.1% and 90.3%. The location of the tumour was not a significant variable for survival in unadjusted and adjusted survival analysis. TNM stage and anastomotic leaks were significant variables with respect to survival.CONCLUSION Laparoscopic CME results in acceptable complication rates and long-term oncologic results. It is important to avoid anastomotic leaks because of their negative effect on survival. 展开更多
关键词 Complete mesocolic excision Central vascular ligature Colonic cancer Laparoscopic surgery time to recurrence Cancer specific survival
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The Proportional Hazards Model for Multiple Type Recurrent Gap Times 被引量:1
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作者 Ji-cai LIU Huan-bin LIU Ri-quan ZHANG 《Acta Mathematicae Applicatae Sinica》 SCIE CSCD 2016年第1期221-230,共10页
Recurrent events data and gap times between recurrent events are frequently encountered in many clinical and observational studies,and often more than one type of recurrent events is of interest.In this paper,we consi... Recurrent events data and gap times between recurrent events are frequently encountered in many clinical and observational studies,and often more than one type of recurrent events is of interest.In this paper,we consider a proportional hazards model for multiple type recurrent gap times data to assess the effect of covaxiates on the censored event processes of interest.An estimating equation approach is used to obtain the estimators of regression coefficients and baseline cumulative hazard functions.We examine asymptotic properties of the proposed estimators.Finite sample properties of these estimators are demonstrated by simulations. 展开更多
关键词 proportional hazards model estimating equation multiple type recurrent events gap times semiparametric inference
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Travel time reliability with and without the dynamic use of hard shoulder:Field assessment from a French motorway 被引量:1
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作者 Neila Bhouri Maurice Aron Gerard Scemama 《Journal of Traffic and Transportation Engineering(English Edition)》 2016年第6期520-530,共11页
Traffic management aims to ensure a high quality of service for most users by decreasing congestion and increasing safety. However, uncertainty regarding travel time decreases the quality of service and leads end-user... Traffic management aims to ensure a high quality of service for most users by decreasing congestion and increasing safety. However, uncertainty regarding travel time decreases the quality of service and leads end-users to change their routes and schedules even when the average travel time is low, Indicators describing travel time reliability are being developed and should be used in the future both for the optimization and the assessment of active traffic management operation. This paper describes a managed lane experience on a motorway weaving section in France - hard shoulder running operation in rush hours. The paper is focused on travel time reliability indicators and their use for reliability assessment. It provides some discussions about the advantages and drawbacks of reliability indicators under different traffic conditions. It particularly shows the difference between using buffer times and buffer indexes. The paper also discusses the difficulty of interpreting the skew of travel time distribution for travel reliability, 展开更多
关键词 Travel reliability Travel time Managed lanes Hard shoulder Recurrent congestion Traffic management assessment
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Seismites resulting from high-frequency, high-magnitude earthquakes in Latvia caused by Late Glacial glacio-isostatic uplift 被引量:13
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作者 A.J. (Tom) van Loon Matgorzata Pisarska-Jamrozy +2 位作者 Maris Nartiss Maris Krievans Juris Soms 《Journal of Palaeogeography》 SCIE CSCD 2016年第4期363-380,共18页
Geologically extremely rapid changes in attitude by glacial rebound of the Earth crust after retreat of the Scandinavian Ice Sheet at the end of the last Weichsetian glaciation influenced the patae- ogeography of nort... Geologically extremely rapid changes in attitude by glacial rebound of the Earth crust after retreat of the Scandinavian Ice Sheet at the end of the last Weichsetian glaciation influenced the patae- ogeography of northern Europe. The up(ift of the Earth crust apparently was not gradual, but shock-wise, as the uplift was accompanied by frequent, high-magnitude earthquakes. This can be deduced from strongly deformed layers which are interpreted as seismites. Such seismites have been described from several coun- tries around the Baltic Sea, including Sweden, Germany and Poland. Now similarly deformed layers that must also be interpreted as seismites, have been discovered also in Latvia, a Baltic country that was covered by an ice sheet during the last glaciation. The seismites were found at two sites: Near Vatmiera in the NE part and near Rakuti in the SE part of the country. The seismites were found in sections of about 7 m and 4.5 m high, respectively, that consist mainly of glaciofluvial and gtaciotacustrine sands and silts. At the Vatmiera site, 7 seismites were found, and at the Rakuti site these were even 12 seismites. The two sections have not been dated precisely up tilt now, but lithological correlations and geomorpho- logical characteristics suggest that the sediments at the Vatmiera site cannot be older than 14.5 ka. Because the accumulation of the section did not take more than about 1000 years, the average recurrence time of the high-magnitude (M≥4.5-5.0) earthquakes must have been maximally only 100-150 years, possibly only 6-7 years. The sediments at Rakuti must also have formed within approx. 1000 years (17-16 ka), implying a recurrence time of high-magnitude earthquakes of maximaUy once per 100-200 years. 展开更多
关键词 Soft-sediment deformation structures (SSDS) SEISMITES LATVIA Glacio-isostatic rebound Earthquake recurrence time
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