This paper is devoted to studying the stability of transonic shock solutions to the Euler-Poisson system in a one-dimensional nozzle of finite length.The background charge in the Poisson equation is a piecewise consta...This paper is devoted to studying the stability of transonic shock solutions to the Euler-Poisson system in a one-dimensional nozzle of finite length.The background charge in the Poisson equation is a piecewise constant function.The structural stability of the steady transonic shock solution is obtained by the monotonicity argument.Furthermore,this transonic shock is proved to be dynamically and exponentially stable with respect to small perturbations of the initial data.One of the crucial ingredients of the analysis is to establish the global well-posedness of a free boundary problem for a quasilinear second order equation with nonlinear boundary conditions.展开更多
A photovoltaic (PV) string with multiple modules with bypass diodes frequently deployed on a variety of autonomous PV systems may present multiple power peaks under uneven shading. For optimal solar harvesting, there ...A photovoltaic (PV) string with multiple modules with bypass diodes frequently deployed on a variety of autonomous PV systems may present multiple power peaks under uneven shading. For optimal solar harvesting, there is a need for a control schema to force the PV string to operate at global maximum power point (GMPP). While a lot of tracking methods have been proposed in the literature, they are usually complex and do not fully take advantage of the available characteristics of the PV array. This work highlights how the voltage at operating point and the forward voltage of the bypass diode are considered to design a global maximum power point tracking (GMPPT) algorithm with a very limited global search phase called Fast GMPPT. This algorithm successfully tracks GMPP between 94% and 98% of the time under a theoretical evaluation. It is then compared against Perturb and Observe, Deterministic Particle Swarm Optimization, and Grey Wolf Optimization under a sequence of irradiance steps as well as a power-over-voltage characteristics profile that mimics the electrical characteristics of a PV string under varying partial shading conditions. Overall, the simulation with the sequence of irradiance steps shows that while Fast GMPPT does not have the best convergence time, it has an excellent convergence rate as well as causes the least amount of power loss during the global search phase. Experimental test under varying partial shading conditions shows that while the GMPPT proposal is simple and lightweight, it is very performant under a wide range of dynamically varying partial shading conditions and boasts the best energy efficiency (94.74%) out of the 4 tested algorithms.展开更多
This paper presents a copula technique to develop time-variant seismic fragility curves for corroded bridges at the system level and considers the realistic time-varying dependence among component seismic demands. Bas...This paper presents a copula technique to develop time-variant seismic fragility curves for corroded bridges at the system level and considers the realistic time-varying dependence among component seismic demands. Based on material deterioration mechanisms and incremental dynamic analysis, the time-evolving seismic demands of components were obtained in the form of marginal probability distributions. The time-varying dependences among bridge components were then captured with the best fitting copula function, which was selected from the commonly used copula classes by the empirical distribution based analysis method. The system time-variant fragility curves at different damage states were developed and the effects of time-varying dependences among components on the bridge system fragility were investigated. The results indicate the time-varying dependence among components significantly affects the time-variant fragility of the bridge system. The copula technique captures the nonlinear dependence among component seismic demands accurately and easily by separating the marginal distributions and the dependence among them.展开更多
A variable coefficient viscoelastic equation with a time-varying delay in the boundary feedback and acoustic boundary conditions and nonlinear source term is considered.Under suitable assumptions, general decay result...A variable coefficient viscoelastic equation with a time-varying delay in the boundary feedback and acoustic boundary conditions and nonlinear source term is considered.Under suitable assumptions, general decay results of the energy are established via suitable Lyapunov functionals and some properties of the convex functions. Our result is obtained without imposing any restrictive growth assumption on the damping term and the elements of the matrix A and the kernel function g.展开更多
This paper studies the re-adjusted cross-validation method and a semiparametric regression model called the varying index coefficient model. We use the profile spline modal estimator method to estimate the coefficient...This paper studies the re-adjusted cross-validation method and a semiparametric regression model called the varying index coefficient model. We use the profile spline modal estimator method to estimate the coefficients of the parameter part of the Varying Index Coefficient Model (VICM), while the unknown function part uses the B-spline to expand. Moreover, we combine the above two estimation methods under the assumption of high-dimensional data. The results of data simulation and empirical analysis show that for the varying index coefficient model, the re-adjusted cross-validation method is better in terms of accuracy and stability than traditional methods based on ordinary least squares.展开更多
Gas diffusion in the shale matrix has a dominant effect on late-stage production from shale gas reservoirs.However,adequate research on the mechanisms and contributions of gas diffusion for varied pore size population...Gas diffusion in the shale matrix has a dominant effect on late-stage production from shale gas reservoirs.However,adequate research on the mechanisms and contributions of gas diffusion for varied pore size populations in shale matrix under recreated in situ stress is lacking.We report gas-diffusion measurements under constant in situ stress but variable gas pressures for contrasting non-adsorbent(helium(He))and adsorbed(methane(CH_(4)))gases to investigate the impact of effective stress on the evolution of dominant mechanisms of diffusion.An intact sample replicates true pore-network topology and diffusion paths.An integrated diffusion model is proposed that combines the effects of slip flow,Knudsen flow,and surface diffusion to constrain the evolution of these flow regimes and their respective contributions to the observational data.Finally,a probability density function(PDF)is employed to separate the gas content distributions of macropores and micropores from the total gas content and to investigate gas contributions in various pores.The results reveal that the diffusion coefficients of both He and CH_(4) in macropores and micropores increase with gas pressure but decrease with increasing effective stress.The diffusion coefficients of He and CH_(4) are different in macropores but remain nearly the same in micropores.The diffusion coefficients of slip flow and surface diffusion increase with decreasing effective stress except for CH_(4) diffusion in the micropores,while the evolution of Knudsen diffusion shows the opposite trend.Slip flow plays a dominant role in He and CH_(4) diffusion within macropores(pore size 45 nm).Knudsen diffusion gradually becomes significant for He diffusion in the micropores(pore size 4 nm),conversely,for CH_(4) diffusion in the micropores,surface diffusion becomes significant.Related to gas production from reservoirs,the contributions of the micropores will increase gradually with the duration of gas recovery,indicating the significant role of gas diffusion in micropores to steady supply during latestage production.展开更多
In this paper, adaptive variable structure neural control is presented for a class of uncertain multi-input multi-output (MIMO) nonlinear systems with state time-varying delays and unknown nonlinear dead-zones. The ...In this paper, adaptive variable structure neural control is presented for a class of uncertain multi-input multi-output (MIMO) nonlinear systems with state time-varying delays and unknown nonlinear dead-zones. The unknown time-varying delay uncer- tainties are compensated for using appropriate Lyapunov-Krasovskii functionals in the design. The approach removes the assumption of linear function outside the deadband without necessarily constructing a dead-zone inverse as an added contribution. By utilizing the integral-type Lyapunov function and introducing an adaptive compensation term for the upper bound of the residual and optimal approximation error as well as the dead-zone disturbance, the closed-loop control system is proved to be semi-globally uniformly ultimately bounded. In addition, a modified adaptive control algorithm is given in order to avoid the high-frequency chattering phenomenon. Simulation results demonstrate the effectiveness of the approach.展开更多
The empirical likelihood-based inference for varying coefficient models with missing covariates is investigated. An imputed empirical likelihood ratio function for the coefficient functions is proposed, and it is show...The empirical likelihood-based inference for varying coefficient models with missing covariates is investigated. An imputed empirical likelihood ratio function for the coefficient functions is proposed, and it is shown that iis limiting distribution is standard chi-squared. Then the corresponding confidence intervals for the regression coefficients are constructed. Some simulations show that the proposed procedure can attenuate the effect of the missing data, and performs well for the finite sample.展开更多
The resonant motion of the fluid inside a narrow gap between two fixed boxes induced by incident regular waves with various wave heights is investigated by adopting a two-dimensional numerical wave flume based on an o...The resonant motion of the fluid inside a narrow gap between two fixed boxes induced by incident regular waves with various wave heights is investigated by adopting a two-dimensional numerical wave flume based on an opensourced CFD package,OpenFOAM.The two boxes have identical draft and height,but the upstream box has a variable breadth.This article focuses on the influences of the breadth ratio,defined as the ratio of the breadth of the upstream box to that of the downstream box,on the following three aspects of hydrodynamic characteristics of gap resonance:(1)the wave height amplifications inside the gap,and in front and at the rear of the structure system,(2)the reflection,transmission,and energy loss coefficients of the structure system,and(3)the response and damping time of the fluid resonance.It is found that the fluid resonant frequency,the amplification factor of the resonant wave height inside the gap and the maximum energy loss coefficient of the structure system are shown to gradually decrease with the increase of the breadth ratio.The response time of gap resonance is shown to first increase and then decrease with the breadth ratio overall,regardless of the incident wave height,and the configuration that the two boxes have the same breadth would bring the largest response time of gap resonance.展开更多
The consideration of the time-varying covariate and time-varying coefficient effect in survival models are plausible and robust techniques. Such kind of analysis can be carried out with a general class of semiparametr...The consideration of the time-varying covariate and time-varying coefficient effect in survival models are plausible and robust techniques. Such kind of analysis can be carried out with a general class of semiparametric transformation models. The aim of this article is to develop modified estimating equations under semiparametric transformation models of survival time with time-varying coefficient effect and time-varying continuous covariates. For this, it is important to organize the data in a counting process style and transform the time with standard transformation classes which shall be applied in this article. In the situation when the effect of coefficient and covariates change over time, the widely used maximum likelihood estimation method becomes more complex and burdensome in estimating consistent estimates. To overcome this problem, alternatively, the modified estimating equations were applied to estimate the unknown parameters and unspecified monotone transformation functions. The estimating equations were modified to incorporate the time-varying effect in both coefficient and covariates. The performance of the proposed methods is tested through a simulation study. To sum up the study, the effect of possibly time-varying covariates and time-varying coefficients was evaluated in some special cases of semiparametric transformation models. Finally, the results have shown that the role of the time-varying covariate in the semiparametric transformation models was plausible and credible.展开更多
After the birth of quantum mechanics, the notion in physics that the frequency of light is the only factor that determines the energy of a single photon has played a fundamental role. However, under the assumption tha...After the birth of quantum mechanics, the notion in physics that the frequency of light is the only factor that determines the energy of a single photon has played a fundamental role. However, under the assumption that the theory of Lewis-Riesenfeld invariants is applicable in quantum optics, it is shown in the present work that this widely accepted notion is valid only for light described by a time-independent Hamiltonian, i.e., for light in media satisfying the conditions, ε(t) = ε(0), u(t) = u(0), and σ(t) = 0 simultaneously. The use of the Lewis Riesenfeld invariant operator method in quantum optics leads to a marvelous result: the energy of a single photon propagating through time-varying linear media exhibits nontrivial time dependence without a change of frequency.展开更多
Due to the appearance and the study of the ornithopter and flexible-wing micro air vehicles, etc., the time-varying systems become more and more important and ubiquitous in the study of the mechanics. In this letter, ...Due to the appearance and the study of the ornithopter and flexible-wing micro air vehicles, etc., the time-varying systems become more and more important and ubiquitous in the study of the mechanics. In this letter, the sufficient conditions of the uniform asymptotic stability are first presented for the delayed time-varying linear differential equations with any time delay by employing the Dini derivative, Lozinskii measure and the generalized scalar Halanay delayed differential inequality. They are especially based on the estimation of the arbitrary solutions but not the fundamental solution matrix since their solutions' space is infinite-dimensional. Then some sufficient conditions of the stability, asymptotic stability and uniform asymptotic stability of the delayed time-varying linear system with a sufficiently small time delay are reported by employing Taylor expansion and Dini derivative. It implies that these stabilities can be guaranteed by the Lozinskii measure of the matrix composing of the time delay and the coefficient matrices of the system.展开更多
This paper compares the statistical properties of time-varying causality tests when errors of variables have multivariate stochastic volatility (SV). The time-varying causal-ity tests in this paper are based on a logi...This paper compares the statistical properties of time-varying causality tests when errors of variables have multivariate stochastic volatility (SV). The time-varying causal-ity tests in this paper are based on a logistic smooth transition autoregressive model. The compared time-varying causality tests include asymptotic tests, heteroskedasticity-robust tests, and tests using wild bootstrap. Our simulation results show that asymptotic tests and heteroskedasticity-robust counterparts have size distortions under multivariate SV, whereas tests using wild bootstrap have better size properties regardless of type of error. In particular, the time-varying causality test with first-order Taylor approximation using wild bootstrap has better statistical properties.展开更多
Regression and autoregressive mixed models are classical models used to analyze the relationship between time series response variable and other covariates. The coefficients in traditional regression and autoregressiv...Regression and autoregressive mixed models are classical models used to analyze the relationship between time series response variable and other covariates. The coefficients in traditional regression and autoregressive mixed models are constants. However, for complicated data, the coefficients of covariates may change with time. In this article, we propose a kind of partial time-varying coefficient regression and autoregressive mixed model and obtain the local weighted least-square estimators of coefficient functions by the local polynomial technique. The asymptotic normality properties of estimators are derived under regularity conditions, and simulation studies are conducted to empirically examine the finite-sample performances of the proposed estimators. Finally, we use real data about Lake Shasta inflow to illustrate the application of the proposed model.展开更多
Regression and autoregressive mixed models are classical models used to analyze the relationship between time series response variable and other covariates. The coefficients in traditional regression and autoregressiv...Regression and autoregressive mixed models are classical models used to analyze the relationship between time series response variable and other covariates. The coefficients in traditional regression and autoregressive mixed models are constants. However, for complicated data, the coefficients of covariates may change with time. In this article, we propose a kind of partial time-varying coefficient regression and autoregressive mixed model and obtain the local weighted least-square estimators of coefficient functions by the local polynomial technique. The asymptotic normality properties of estimators are derived under regularity conditions, and simulation studies are conducted to empirically examine the finite-sample performances of the proposed estimators. Finally, we use real data about Lake Shasta inflow to illustrate the application of the proposed model.展开更多
基金supported by the National Natural Science Foundation of China(11871134,12171166)the Fundamental Research Funds for the Central Universities(DUT23LAB303)。
文摘This paper is devoted to studying the stability of transonic shock solutions to the Euler-Poisson system in a one-dimensional nozzle of finite length.The background charge in the Poisson equation is a piecewise constant function.The structural stability of the steady transonic shock solution is obtained by the monotonicity argument.Furthermore,this transonic shock is proved to be dynamically and exponentially stable with respect to small perturbations of the initial data.One of the crucial ingredients of the analysis is to establish the global well-posedness of a free boundary problem for a quasilinear second order equation with nonlinear boundary conditions.
文摘A photovoltaic (PV) string with multiple modules with bypass diodes frequently deployed on a variety of autonomous PV systems may present multiple power peaks under uneven shading. For optimal solar harvesting, there is a need for a control schema to force the PV string to operate at global maximum power point (GMPP). While a lot of tracking methods have been proposed in the literature, they are usually complex and do not fully take advantage of the available characteristics of the PV array. This work highlights how the voltage at operating point and the forward voltage of the bypass diode are considered to design a global maximum power point tracking (GMPPT) algorithm with a very limited global search phase called Fast GMPPT. This algorithm successfully tracks GMPP between 94% and 98% of the time under a theoretical evaluation. It is then compared against Perturb and Observe, Deterministic Particle Swarm Optimization, and Grey Wolf Optimization under a sequence of irradiance steps as well as a power-over-voltage characteristics profile that mimics the electrical characteristics of a PV string under varying partial shading conditions. Overall, the simulation with the sequence of irradiance steps shows that while Fast GMPPT does not have the best convergence time, it has an excellent convergence rate as well as causes the least amount of power loss during the global search phase. Experimental test under varying partial shading conditions shows that while the GMPPT proposal is simple and lightweight, it is very performant under a wide range of dynamically varying partial shading conditions and boasts the best energy efficiency (94.74%) out of the 4 tested algorithms.
基金Natural Science Foundation of China under Grant No.51808376
文摘This paper presents a copula technique to develop time-variant seismic fragility curves for corroded bridges at the system level and considers the realistic time-varying dependence among component seismic demands. Based on material deterioration mechanisms and incremental dynamic analysis, the time-evolving seismic demands of components were obtained in the form of marginal probability distributions. The time-varying dependences among bridge components were then captured with the best fitting copula function, which was selected from the commonly used copula classes by the empirical distribution based analysis method. The system time-variant fragility curves at different damage states were developed and the effects of time-varying dependences among components on the bridge system fragility were investigated. The results indicate the time-varying dependence among components significantly affects the time-variant fragility of the bridge system. The copula technique captures the nonlinear dependence among component seismic demands accurately and easily by separating the marginal distributions and the dependence among them.
文摘A variable coefficient viscoelastic equation with a time-varying delay in the boundary feedback and acoustic boundary conditions and nonlinear source term is considered.Under suitable assumptions, general decay results of the energy are established via suitable Lyapunov functionals and some properties of the convex functions. Our result is obtained without imposing any restrictive growth assumption on the damping term and the elements of the matrix A and the kernel function g.
文摘This paper studies the re-adjusted cross-validation method and a semiparametric regression model called the varying index coefficient model. We use the profile spline modal estimator method to estimate the coefficients of the parameter part of the Varying Index Coefficient Model (VICM), while the unknown function part uses the B-spline to expand. Moreover, we combine the above two estimation methods under the assumption of high-dimensional data. The results of data simulation and empirical analysis show that for the varying index coefficient model, the re-adjusted cross-validation method is better in terms of accuracy and stability than traditional methods based on ordinary least squares.
基金Open Foundation of National Energy shale gas R&D(experiment)center(2022-KFKT-12)the research delivered partial results under the support of the National Key R&D Program of China(2021YFC2902101)+2 种基金National Natural Science Foundation of China(12002081)the National Natural Science Foundation of China(Grant No.12002081)the 111 Project(B17009).
文摘Gas diffusion in the shale matrix has a dominant effect on late-stage production from shale gas reservoirs.However,adequate research on the mechanisms and contributions of gas diffusion for varied pore size populations in shale matrix under recreated in situ stress is lacking.We report gas-diffusion measurements under constant in situ stress but variable gas pressures for contrasting non-adsorbent(helium(He))and adsorbed(methane(CH_(4)))gases to investigate the impact of effective stress on the evolution of dominant mechanisms of diffusion.An intact sample replicates true pore-network topology and diffusion paths.An integrated diffusion model is proposed that combines the effects of slip flow,Knudsen flow,and surface diffusion to constrain the evolution of these flow regimes and their respective contributions to the observational data.Finally,a probability density function(PDF)is employed to separate the gas content distributions of macropores and micropores from the total gas content and to investigate gas contributions in various pores.The results reveal that the diffusion coefficients of both He and CH_(4) in macropores and micropores increase with gas pressure but decrease with increasing effective stress.The diffusion coefficients of He and CH_(4) are different in macropores but remain nearly the same in micropores.The diffusion coefficients of slip flow and surface diffusion increase with decreasing effective stress except for CH_(4) diffusion in the micropores,while the evolution of Knudsen diffusion shows the opposite trend.Slip flow plays a dominant role in He and CH_(4) diffusion within macropores(pore size 45 nm).Knudsen diffusion gradually becomes significant for He diffusion in the micropores(pore size 4 nm),conversely,for CH_(4) diffusion in the micropores,surface diffusion becomes significant.Related to gas production from reservoirs,the contributions of the micropores will increase gradually with the duration of gas recovery,indicating the significant role of gas diffusion in micropores to steady supply during latestage production.
基金supported by National Natural Science Foundationof China (No. 60774017 and No. 60874045)
文摘In this paper, adaptive variable structure neural control is presented for a class of uncertain multi-input multi-output (MIMO) nonlinear systems with state time-varying delays and unknown nonlinear dead-zones. The unknown time-varying delay uncer- tainties are compensated for using appropriate Lyapunov-Krasovskii functionals in the design. The approach removes the assumption of linear function outside the deadband without necessarily constructing a dead-zone inverse as an added contribution. By utilizing the integral-type Lyapunov function and introducing an adaptive compensation term for the upper bound of the residual and optimal approximation error as well as the dead-zone disturbance, the closed-loop control system is proved to be semi-globally uniformly ultimately bounded. In addition, a modified adaptive control algorithm is given in order to avoid the high-frequency chattering phenomenon. Simulation results demonstrate the effectiveness of the approach.
文摘The empirical likelihood-based inference for varying coefficient models with missing covariates is investigated. An imputed empirical likelihood ratio function for the coefficient functions is proposed, and it is shown that iis limiting distribution is standard chi-squared. Then the corresponding confidence intervals for the regression coefficients are constructed. Some simulations show that the proposed procedure can attenuate the effect of the missing data, and performs well for the finite sample.
基金financially supported by the National Natural Science Foundation of China (Grant Nos.52371277 and 52001071)the State Key Laboratory of Hydraulic Engineering Intelligent Construction and Operation (Tianjin University) (Grant No.HESS-2323)+1 种基金the Postgraduate Research&Practice Innovation Program of Jiangsu Province (Grant No.KYCX23_3902)the Guangdong Basic and Applied Basic Research Foundation (Grant No.:2023A1515010890)。
文摘The resonant motion of the fluid inside a narrow gap between two fixed boxes induced by incident regular waves with various wave heights is investigated by adopting a two-dimensional numerical wave flume based on an opensourced CFD package,OpenFOAM.The two boxes have identical draft and height,but the upstream box has a variable breadth.This article focuses on the influences of the breadth ratio,defined as the ratio of the breadth of the upstream box to that of the downstream box,on the following three aspects of hydrodynamic characteristics of gap resonance:(1)the wave height amplifications inside the gap,and in front and at the rear of the structure system,(2)the reflection,transmission,and energy loss coefficients of the structure system,and(3)the response and damping time of the fluid resonance.It is found that the fluid resonant frequency,the amplification factor of the resonant wave height inside the gap and the maximum energy loss coefficient of the structure system are shown to gradually decrease with the increase of the breadth ratio.The response time of gap resonance is shown to first increase and then decrease with the breadth ratio overall,regardless of the incident wave height,and the configuration that the two boxes have the same breadth would bring the largest response time of gap resonance.
文摘The consideration of the time-varying covariate and time-varying coefficient effect in survival models are plausible and robust techniques. Such kind of analysis can be carried out with a general class of semiparametric transformation models. The aim of this article is to develop modified estimating equations under semiparametric transformation models of survival time with time-varying coefficient effect and time-varying continuous covariates. For this, it is important to organize the data in a counting process style and transform the time with standard transformation classes which shall be applied in this article. In the situation when the effect of coefficient and covariates change over time, the widely used maximum likelihood estimation method becomes more complex and burdensome in estimating consistent estimates. To overcome this problem, alternatively, the modified estimating equations were applied to estimate the unknown parameters and unspecified monotone transformation functions. The estimating equations were modified to incorporate the time-varying effect in both coefficient and covariates. The performance of the proposed methods is tested through a simulation study. To sum up the study, the effect of possibly time-varying covariates and time-varying coefficients was evaluated in some special cases of semiparametric transformation models. Finally, the results have shown that the role of the time-varying covariate in the semiparametric transformation models was plausible and credible.
基金supported by National Research Foundation of Korea Grant funded by the Korean Government (No. 2009-0077951)
文摘After the birth of quantum mechanics, the notion in physics that the frequency of light is the only factor that determines the energy of a single photon has played a fundamental role. However, under the assumption that the theory of Lewis-Riesenfeld invariants is applicable in quantum optics, it is shown in the present work that this widely accepted notion is valid only for light described by a time-independent Hamiltonian, i.e., for light in media satisfying the conditions, ε(t) = ε(0), u(t) = u(0), and σ(t) = 0 simultaneously. The use of the Lewis Riesenfeld invariant operator method in quantum optics leads to a marvelous result: the energy of a single photon propagating through time-varying linear media exhibits nontrivial time dependence without a change of frequency.
基金supported by the National Natural Science Foundation of China(10702065 and 11372282)
文摘Due to the appearance and the study of the ornithopter and flexible-wing micro air vehicles, etc., the time-varying systems become more and more important and ubiquitous in the study of the mechanics. In this letter, the sufficient conditions of the uniform asymptotic stability are first presented for the delayed time-varying linear differential equations with any time delay by employing the Dini derivative, Lozinskii measure and the generalized scalar Halanay delayed differential inequality. They are especially based on the estimation of the arbitrary solutions but not the fundamental solution matrix since their solutions' space is infinite-dimensional. Then some sufficient conditions of the stability, asymptotic stability and uniform asymptotic stability of the delayed time-varying linear system with a sufficiently small time delay are reported by employing Taylor expansion and Dini derivative. It implies that these stabilities can be guaranteed by the Lozinskii measure of the matrix composing of the time delay and the coefficient matrices of the system.
文摘This paper compares the statistical properties of time-varying causality tests when errors of variables have multivariate stochastic volatility (SV). The time-varying causal-ity tests in this paper are based on a logistic smooth transition autoregressive model. The compared time-varying causality tests include asymptotic tests, heteroskedasticity-robust tests, and tests using wild bootstrap. Our simulation results show that asymptotic tests and heteroskedasticity-robust counterparts have size distortions under multivariate SV, whereas tests using wild bootstrap have better size properties regardless of type of error. In particular, the time-varying causality test with first-order Taylor approximation using wild bootstrap has better statistical properties.
文摘Regression and autoregressive mixed models are classical models used to analyze the relationship between time series response variable and other covariates. The coefficients in traditional regression and autoregressive mixed models are constants. However, for complicated data, the coefficients of covariates may change with time. In this article, we propose a kind of partial time-varying coefficient regression and autoregressive mixed model and obtain the local weighted least-square estimators of coefficient functions by the local polynomial technique. The asymptotic normality properties of estimators are derived under regularity conditions, and simulation studies are conducted to empirically examine the finite-sample performances of the proposed estimators. Finally, we use real data about Lake Shasta inflow to illustrate the application of the proposed model.
文摘Regression and autoregressive mixed models are classical models used to analyze the relationship between time series response variable and other covariates. The coefficients in traditional regression and autoregressive mixed models are constants. However, for complicated data, the coefficients of covariates may change with time. In this article, we propose a kind of partial time-varying coefficient regression and autoregressive mixed model and obtain the local weighted least-square estimators of coefficient functions by the local polynomial technique. The asymptotic normality properties of estimators are derived under regularity conditions, and simulation studies are conducted to empirically examine the finite-sample performances of the proposed estimators. Finally, we use real data about Lake Shasta inflow to illustrate the application of the proposed model.