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
In this paper, it is discussed that two tests for varying dispersion of binomial data in the framework of nonlinear logistic models with random effects, which are widely used in analyzing longitudinal binomial data. O...In this paper, it is discussed that two tests for varying dispersion of binomial data in the framework of nonlinear logistic models with random effects, which are widely used in analyzing longitudinal binomial data. One is the individual test and power calculation for varying dispersion through testing the randomness of cluster effects, which is extensions of Dean(1992) and Commenges et al (1994). The second test is the composite test for varying dispersion through simultaneously testing the randomness of cluster effects and the equality of random-effect means. The score test statistics are constructed and expressed in simple, easy to use, matrix formulas. The authors illustrate their test methods using the insecticide data (Giltinan, Capizzi & Malani (1988)).展开更多
It is necessary to test for varying dispersion in generalized nonlinear models.Wei,et al(1998) developed a likelihood ratio test,a score test and their adjustments to test for varying dispersion in continuous exponent...It is necessary to test for varying dispersion in generalized nonlinear models.Wei,et al(1998) developed a likelihood ratio test,a score test and their adjustments to test for varying dispersion in continuous exponential family nonlinear models.This type of problem in the framework of general discrete exponential family nonlinear models is discussed.Two types of varying dispersion,which are random coefficients model and random effects model,are proposed,and corresponding score test statistics are constructed and expressed in simple,easy to use,matrix formulas.展开更多
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 cognitive radio networks,spectrum sensing under circumstances of dynamically varying noise and lacking prior information is a key challenge to the conventional spectrum sensing algorithms.Since the necessary inform...In cognitive radio networks,spectrum sensing under circumstances of dynamically varying noise and lacking prior information is a key challenge to the conventional spectrum sensing algorithms.Since the necessary information is rather difficult to obtain practically,most existing spectrum sensing methods are fettered in applications.Motivated by these,in this paper,a Frequency domain Goodness of Fit Test(FGoF)based spectrum sensing method is proposed.The FGoF makes full use of underlying information in Guard-Bands and the advantages of GoF test works for any distribution.Analytical and simulated results show that the FGoF is a robust spectrum sensing method in cognitive radio with the inherent advantages of invulnerability to dynamically varying noise.展开更多
Degradation tests are often used to assess the reliability of products with long failure-time or few test units. Much of the previous work on reliability assessment methods has focused on constant-stress degradation t...Degradation tests are often used to assess the reliability of products with long failure-time or few test units. Much of the previous work on reliability assessment methods has focused on constant-stress degradation test( CSDT) and accelerated degradation test( ADT), mainly under the constant, step or progressive stresses. However,in actual testing environments,some stresses are difficult to control and vary with time irregularly,which are quite different from the three stresses mentioned above. In this paper a new approach was presented for reliability assessment with degradation data under irregular time-varying-stress( ITVS).Firstly,the conventional degradation path modeling method was improved by taking into account the influences of the variable stress on the degradation variable. Then,an example was conducted to show the effectiveness of our improved model.展开更多
叶轮结构由于工作环境恶劣,在设计生命周期中经常发生振动失效。为了更有效地分析叶轮振动的时变可靠性,研究了叶轮振动随机过程离散的时变可靠度分析方法(time-variant reliability analysis method based on stochastic process discr...叶轮结构由于工作环境恶劣,在设计生命周期中经常发生振动失效。为了更有效地分析叶轮振动的时变可靠性,研究了叶轮振动随机过程离散的时变可靠度分析方法(time-variant reliability analysis method based on stochastic process discretization for blade vibration, BV-TRPD)。首先,通过振动试验和有限元模拟,建立了叶轮的振动分析模型。考虑到叶轮结构尺寸、材料参数和载荷的不确定性,采用响应面法建立了叶轮振动极限状态方程。利用非线性指数函数、随机模型参数和参数相关的高斯随机过程建立了叶轮振动的时变可靠性分析模型。其次,在跨度率等时变可靠性分析技术的基础上,将时变可靠性转化为多个时不变系统,并在时间上离散随机过程。对于隐式极限状态方程的振动有限元问题,通过采样建立了输入参数与响应极值之间的响应面函数。考虑到设计、工艺、载荷和运行环境的不确定性,研究了影响叶轮振动时变可靠性的关键参数。考虑到成本,提出了提高叶轮振动全寿命可靠性的过程控制参数,以指导实际工程应用。展开更多
A robust parameter identification method based on Kiencke model was proposed to solve the problem of the parameter identification accuracy being affected by the rail environment change and noise interference for heavy...A robust parameter identification method based on Kiencke model was proposed to solve the problem of the parameter identification accuracy being affected by the rail environment change and noise interference for heavy-duty trains. Firstly, a Kiencke stick-creep identification model was constructed, and the parameter identification task was transformed into a quadratic programming problem. Secondly, an iterative algorithm was constructed to solve the problem, into which a time-varying forgetting factor was added to track the change of the rail environment, and to solve the uncertainty problem of the wheel-rail environment. The Granger causality test was adopted to detect the interference, and then the weights of the current data were redistributed to solve the problem of noise interference in parameter identification. Finally, simulations were carried out and the results showed that the proposed method could track the change of the track environment in time, reduce the noise interference in the identification process, and effectively identify the adhesion performance parameters.展开更多
Multiple dominant gear meshing frequencies are present in the vibration signals collected from gearboxes and the conventional spiky features that represent initial gear fault conditions are usually difficult to detect...Multiple dominant gear meshing frequencies are present in the vibration signals collected from gearboxes and the conventional spiky features that represent initial gear fault conditions are usually difficult to detect. In order to solve this problem, we propose a new gearbox deterioration detection technique based on autoregressive modeling and hypothesis testing in this paper. A stationary autoregressive model was built by using a normal vibration signal from each shaft. The established autoregressive model was then applied to process fault signals from each shaft of a two-stage gearbox. What this paper investigated is a combined technique which unites a time-varying autoregressive model and a two sample Kolmogorov-Smimov goodness-of-fit test, to detect the deterioration of gearing system with simultaneously variable shaft speed and variable load. The time-varying autoregressive model residuals representing both healthy and faulty gear conditions were compared with the original healthy time-synchronous average signals. Compared with the traditional kurtosis statistic, this technique for gearbox deterioration detection has shown significant advantages in highlighting the presence of incipient gear fault in all different speed shafts involved in the meshing motion under variable conditions.展开更多
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.
基金The project supported by NNSFC (19631040), NSSFC (04BTJ002) and the grant for post-doctor fellows in SELF.
文摘In this paper, it is discussed that two tests for varying dispersion of binomial data in the framework of nonlinear logistic models with random effects, which are widely used in analyzing longitudinal binomial data. One is the individual test and power calculation for varying dispersion through testing the randomness of cluster effects, which is extensions of Dean(1992) and Commenges et al (1994). The second test is the composite test for varying dispersion through simultaneously testing the randomness of cluster effects and the equality of random-effect means. The score test statistics are constructed and expressed in simple, easy to use, matrix formulas. The authors illustrate their test methods using the insecticide data (Giltinan, Capizzi & Malani (1988)).
基金Supported by the National Natural Science Foundations of China( 1 9631 0 4 0 ) and SSFC( o2 BTJ0 0 1 ) .
文摘It is necessary to test for varying dispersion in generalized nonlinear models.Wei,et al(1998) developed a likelihood ratio test,a score test and their adjustments to test for varying dispersion in continuous exponential family nonlinear models.This type of problem in the framework of general discrete exponential family nonlinear models is discussed.Two types of varying dispersion,which are random coefficients model and random effects model,are proposed,and corresponding score test statistics are constructed and expressed in simple,easy to use,matrix formulas.
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This work was supported in part by the National Natural Science Foundation of China(No.61901408)in part by Natural Science Foundation of Jiangsu Province(No.BK20170512)in part by Universities Natural Science Research Project of Jiangsu Province(No.17KJB413003).
文摘In cognitive radio networks,spectrum sensing under circumstances of dynamically varying noise and lacking prior information is a key challenge to the conventional spectrum sensing algorithms.Since the necessary information is rather difficult to obtain practically,most existing spectrum sensing methods are fettered in applications.Motivated by these,in this paper,a Frequency domain Goodness of Fit Test(FGoF)based spectrum sensing method is proposed.The FGoF makes full use of underlying information in Guard-Bands and the advantages of GoF test works for any distribution.Analytical and simulated results show that the FGoF is a robust spectrum sensing method in cognitive radio with the inherent advantages of invulnerability to dynamically varying noise.
基金National Natural Science Foundations of China(Nos.61273041,71271212)
文摘Degradation tests are often used to assess the reliability of products with long failure-time or few test units. Much of the previous work on reliability assessment methods has focused on constant-stress degradation test( CSDT) and accelerated degradation test( ADT), mainly under the constant, step or progressive stresses. However,in actual testing environments,some stresses are difficult to control and vary with time irregularly,which are quite different from the three stresses mentioned above. In this paper a new approach was presented for reliability assessment with degradation data under irregular time-varying-stress( ITVS).Firstly,the conventional degradation path modeling method was improved by taking into account the influences of the variable stress on the degradation variable. Then,an example was conducted to show the effectiveness of our improved model.
文摘叶轮结构由于工作环境恶劣,在设计生命周期中经常发生振动失效。为了更有效地分析叶轮振动的时变可靠性,研究了叶轮振动随机过程离散的时变可靠度分析方法(time-variant reliability analysis method based on stochastic process discretization for blade vibration, BV-TRPD)。首先,通过振动试验和有限元模拟,建立了叶轮的振动分析模型。考虑到叶轮结构尺寸、材料参数和载荷的不确定性,采用响应面法建立了叶轮振动极限状态方程。利用非线性指数函数、随机模型参数和参数相关的高斯随机过程建立了叶轮振动的时变可靠性分析模型。其次,在跨度率等时变可靠性分析技术的基础上,将时变可靠性转化为多个时不变系统,并在时间上离散随机过程。对于隐式极限状态方程的振动有限元问题,通过采样建立了输入参数与响应极值之间的响应面函数。考虑到设计、工艺、载荷和运行环境的不确定性,研究了影响叶轮振动时变可靠性的关键参数。考虑到成本,提出了提高叶轮振动全寿命可靠性的过程控制参数,以指导实际工程应用。
文摘A robust parameter identification method based on Kiencke model was proposed to solve the problem of the parameter identification accuracy being affected by the rail environment change and noise interference for heavy-duty trains. Firstly, a Kiencke stick-creep identification model was constructed, and the parameter identification task was transformed into a quadratic programming problem. Secondly, an iterative algorithm was constructed to solve the problem, into which a time-varying forgetting factor was added to track the change of the rail environment, and to solve the uncertainty problem of the wheel-rail environment. The Granger causality test was adopted to detect the interference, and then the weights of the current data were redistributed to solve the problem of noise interference in parameter identification. Finally, simulations were carried out and the results showed that the proposed method could track the change of the track environment in time, reduce the noise interference in the identification process, and effectively identify the adhesion performance parameters.
基金supported by National Natural Science Foundation of China (Grant No. 50675232)Key Project of Ministry of Education of ChinaChongqing Municipal Natural Science Key Foundation of China (Grant No. 2007BA6021)
文摘Multiple dominant gear meshing frequencies are present in the vibration signals collected from gearboxes and the conventional spiky features that represent initial gear fault conditions are usually difficult to detect. In order to solve this problem, we propose a new gearbox deterioration detection technique based on autoregressive modeling and hypothesis testing in this paper. A stationary autoregressive model was built by using a normal vibration signal from each shaft. The established autoregressive model was then applied to process fault signals from each shaft of a two-stage gearbox. What this paper investigated is a combined technique which unites a time-varying autoregressive model and a two sample Kolmogorov-Smimov goodness-of-fit test, to detect the deterioration of gearing system with simultaneously variable shaft speed and variable load. The time-varying autoregressive model residuals representing both healthy and faulty gear conditions were compared with the original healthy time-synchronous average signals. Compared with the traditional kurtosis statistic, this technique for gearbox deterioration detection has shown significant advantages in highlighting the presence of incipient gear fault in all different speed shafts involved in the meshing motion under variable conditions.
