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Local Influence on the Error-Correction Variable in a Cointegrated System

Journal of Systems Engineering and Electronics 2001年第3期12卷 1-8页

作者： Zhang, X. Yang, B. Zhang, T. Zhang, S. School of Management Tianjin University Tianjin 310072 China

The concept of cointegration describes an equilibrium relationship among a set of time-varying variables, and the cointegrated relationship can be represented through an error-correction model (ECM). The error-correction variable, which represents the short-run discrepancy from the equilibrium state in a cointegrated system, plays an important role in the ECM. It is natural to ask how the error-correction mechanism works, or equivalently, how the short-run discrepancy affects the development of the cointegrated system? This paper examines the effect or local influence on the error-correction variable in an error-correction model. Following the argument of the second-order approach to local influence suggested by reference [5], we develop a diagnostic statistic to examine the local influence on the estimation of the parameter associated with the error-correction variable in an ECM. An empirical example is presented to illustrate the application of the proposed diagnostic. We find that the short-run discre pancy may have strong influence on the estimation of the parameter associated with the error-correction model. It is the error-correction variable that the short-run discrepancies can be incorporated through the error-correction mechanism.

关键词： Computer simulation Error correction Mathematical models Parameter estimation program diagnostics Statistical methods Time series analysis Time varying control systems

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Hologamous integrating strategies for incipient fault diagnosis of transformer

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Journal of Southeast University(English Edition) 2004年第4期20卷 503-507页

作者：周建华胡敏强唐国庆东南大学电气工程系南京210096

This paper studied an integrative fault diagnostic system on the power transformer. On-line monitor items were grounded current of iron core, internal partial discharge and oil dissolved gas. Diagnostic techniques were simple rule-based judgment, fuzzy logistic reasoning and neural network distinguishing. Considering that much faults information was interactional, intellectualized diagnosis was implemented based on integrating the neural network with the expert system. Hologamous integrating strategies were materialized by information-based integrating monitor devices, shared information database on several levels and fusion diagnosis software along thought patterns. The expert system practiced logic thought by logistic reasoning. The neural network realized image thought by model matching. Creative conclusion was educed by their integrating. The diagnosis example showed that the integrative diagnostic system was reasonable and practical.

关键词： Database systems Expert systems Fourier transforms Fuzzy control Monitoring Neural networks program diagnostics

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