检索结果-南通市图书馆

THE LONG TIME BEHAVIOR OF THE FRACTIONAL ORNSTEIN-UHLENBECK PROCESS WITH LINEAR SELF-REPELLING DRIFT

在线全文

同方期刊数据库

学校读者我要写书评

暂无评论

Acta Mathematica Scientia 2024年第2期44卷 671-685页

作者：夏晓宇闫理坦杨晴 College of Information science and Technology Donghua UniversityShanghai201620China department of statistics College of ScienceDonghua UniversityShanghai201620China

Let B^(H) be a fractional Brownian motion with Hurst index 1/2≤H<*** this paper,we consider the equation(called the Ornstein-Uhlenbeck process with a linear self-repelling drift)dX_(t)^(H)=dB_(t)^(H)+σ X_(t)^(H)dt+vdt-θ(∫_(0)^(t)(X_(t)^(H)-X_(s)^(H))ds)dt,whereθ<0,σ,v∈ℝ.The process is an analogue of self-attracting diffusion(Cranston,Le *** Ann,1995,303:87–93).Our main aim is to study the large time behaviors of the *** show that the solution X^(H)diverges to infinity as t tends to infinity,and obtain the speed at which the process X^(H)diverges to infinity.

关键词： fractional Brownian motion stochastic difference equations rate of convergence asymptotic

Automated Machine Learning Algorithm Using Recurrent Neural Network to Perform Long-Term Time Series Forecasting

在线全文

学校读者我要写书评

暂无评论

Computers, Materials & Continua 2024年第3期78卷 3529-3549页

作者： Ying Su Morgan C.Wang Shuai Liu department of statistics and Data science University of Central FloridaOrlandoFL32816-2370USA School of Mathematics and statistics Beijing Technology and Business UniversityBeijing100048China

Long-term time series forecasting stands as a crucial research domain within the realm of automated machine learning(AutoML).At present,forecasting,whether rooted in machine learning or statistical learning,typically relies on expert input and necessitates substantial manual *** manual effort spans model development,feature engineering,hyper-parameter tuning,and the intricate construction of time series *** complexity of these tasks renders complete automation unfeasible,as they inherently demand human intervention at multiple *** surmount these challenges,this article proposes leveraging Long Short-Term Memory,which is the variant of Recurrent Neural Networks,harnessing memory cells and gating mechanisms to facilitate long-term time series ***,forecasting accuracy by particular neural network and traditional models can degrade significantly,when addressing long-term time-series ***,our research demonstrates that this innovative approach outperforms the traditional Autoregressive Integrated Moving Average(ARIMA)method in forecasting long-term univariate time *** is a high-quality and competitive model in time series prediction,and yet it requires significant preprocessing *** multiple accuracy metrics,we have evaluated both ARIMA and proposed method on the simulated time-series data and real data in both short and long ***,our findings indicate its superiority over alternative network architectures,including Fully Connected Neural Networks,Convolutional Neural Networks,and Nonpooling Convolutional Neural *** AutoML approach enables non-professional to attain highly accurate and effective time series forecasting,and can be widely applied to various domains,particularly in business and finance.

关键词： Automated machine learning autoregressive integrated moving average neural networks time series analysis

Flexible,efficient,and accurate tests for epidemics

维普期刊数据库评论

在线全文

维普期刊数据库

学校读者我要写书评

暂无评论

science China Mathematics 2024年第8期67卷 1881-1898页

作者： Linjiajie Fang Bing-Yi Jing Shen Ling Qiyue Wang Qing Yang Data science and Analytics Thrust The Hong Kong University of Science and TechnologyHong KongChina department of statistics and Data science Southern University of Science and TechnologyShenzhen 518055China department of Mathematics and statistics Dalhousie UniversityHalifaxNS B 3H 4R 2Canada department of Mathematics The Hong Kong University of Science and TechnologyHong KongChina

Group testing involves discovering a small subset of distinguished subjects from a large population while efficiently reducing the total number of *** has been widely used for industrial testing,information technology,and biology,especially epidemic ***,in reality,are noisy for the presence of false *** tests are accurate but time-consuming,while others are cheaper but less *** which test to use is constrained by various considerations,such as availability,cost,accuracy,and *** this paper,we propose flexible,efficient,and accurate tests(FEATs).FEATs are based on group testing with simple but careful designs by incorporating ideas such as close contact cliques and repeated *** could dramatically improve the efficiency or accuracy of existing *** example,for accurate but slow tests,the FEAT can improve efficiency multiple times without compromising *** the other hand,for fast but inaccurate tests,the FEAT can sharply reduce the false-negative rate(FNR)and significantly increase *** justifications are *** point out some scenarios where the FEAT can be effectively employed.

关键词： epidemiology control blood testing testing efficiency testing accuracy

Asymptotic Inference in the Random Coefficient Autoregressive Model with Time-functional Variance Noises

在线全文

学校读者我要写书评

暂无评论

Acta Mathematicae Applicatae Sinica 2024年第2期40卷 320-346页

作者： En-wen ZHU Zi-wei DENG Han-jun ZHANG Jun CAO Xiao-hui LIU department of Mathematics and statistics Changsha University of Science and TechnologyChangsha 410114China School of Mathematics and Computational science Xiangtan UniversityXiangtan 411105China School of statistics and Data science and Key Laboratory of Data Science in Finance and EconomicsJiangxi University of Finance and EconomicsNanchang 330013China

This paper considers the random coefficient autoregressive model with time-functional variance noises,hereafter the RCA-TFV *** first establish the consistency and asymptotic normality of the conditional least squares estimator for the constant *** semiparametric least squares estimator for the variance of the random coefficient and the nonparametric estimator for the variance function are constructed,and their asymptotic results are reported.A simulation study is presented along with an analysis of real data to assess the performance of our method in finite samples.

关键词： random coefficient autoregressive model time-functional variance conditional least squares semiparametric least squares

A GMM approach in coupling internal data and external summary information with heterogeneous data populations

在线全文

学校读者我要写书评

暂无评论

science China Mathematics 2024年第5期67卷 1115-1132页

作者： Jun Shao Jinyi Wang Lei Wang Key Laboratory of Advanced Theory and Application in statistics and Data science(East China Normal University) Ministry of EducationShanghai 200062China School of statistics East China Normal UniversityShanghai 200062China department of statistics University of Wisconsin-MadisonWI 53706USA School of statistics and Data science KLMDASRLEBPS and LPMCNankai UniversityTianjin 300071China

Because of advances in data collection and storage,statistical analysis in modern scientific research and practice now has opportunities to utilize external information such as summary statistics from similar studies.A likelihood approach based on a parametric model assumption has been developed in the literature to utilize external summary information when the populations for external and main internal data are assumed to be the *** this article,we instead consider the generalized estimation equation(GEE)approach for statistical inference,which is semiparametric or nonparametric,and show how to utilize external summary information even when internal and external data populations are not the *** approach is coupling the internal data and external summary information to form additional estimation equations and then applying the generalized method of moments(GMM).We show that the proposed GMM estimator is asymptotically normal and,under some conditions,is more efficient than the GEE estimator without using external summary *** of the asymptotic covariance matrix of the GMM estimators are also *** results are obtained to confirm our theory and quantify the improvements by utilizing external *** example is also included for illustration.

关键词： adjustment for heterogeneity constraint data integration generalized method of moments summarystatistic

Construction of Optimal Mixed-Level Uniform Designs

在线全文

学校读者我要写书评

暂无评论

Journal of Systems science & Complexity 2024年第2期37卷 841-862页

作者： CHATTERJEE Kashinath LIU Min-Qian QIN Hong YANG Liuqing department of Population Health sciences Division of Biostatistics and Data ScienceAugusta UniversityGA 30912USA NITFID LPMC&KLMDASRSchool of Statistics and Data ScienceNankai UniversityTianjin 300071China School of statistics and Mathematics Zhongnan University of Economics and LawWuhan 430073China

The theory of uniform design has received increasing interest because of its wide application in the field of computer *** generalized discrete discrepancy is proposed to evaluate the uniformity of the mixed-level factorial *** this paper,the authors give a lower bound of the generalized discrete discrepancy and provide some construction methods of optimal mixed-level uniform designs which can achieve this lower *** methods are all deterministic construction methods which can avoid the complexity of stochastic *** saturated mixed-level uniform designs and supersaturated mixed-level uniform designs can be obtained with these ***,the resulting designs are also χ^(2)-optimal and minimum moment aberration designs.

关键词： Generalized discrete discrepancy Hadamard matrix mixed-level design orthogonal array supersaturated design

Optimal Model Average Prediction in Orthogonal Kriging Models

在线全文

学校读者我要写书评

暂无评论

Journal of Systems science & Complexity 2024年第3期37卷 1080-1099页

作者： WANG Jun HE Jiabei LIANG Hua LI Xinmin School of Mathematics and statistics Qingdao UniversityQingdao 266071China department of statistics George Washington UniversityWashington DC 20052USA

The main objective of this paper is to consider model averaging methods for kriging *** paper proposes a Mallows model averaging procedure for the orthogonal kriging model and demonstrate the asymptotic optimality of the model averaging estimators in terms of mean square *** studies are conducted to evaluate the performance of the proposed method and compare it with the competitors to demonstrate its *** authors also analyse a real dataset for an illustration.

关键词： Asymptotic optimality Mallows criterion optimal model averaging orthogonal kriging model

Davidson base as an appropriate base for the shell model in the case of 1p- and 1h- nuclei

在线全文

学校读者我要写书评

暂无评论

Communications in Theoretical Physics 2024年第10期76卷 94-100页

作者： Hadi Sobhani Yan-An Luo Amir Jalili Hassan Hassanabadi School of Physics Nankai University department of Physics Zhejiang Sci-Tech University Institute of Theoretical Physics Faculty of Physics University of Warsaw Institute of actuarial science and Data Analytics UCSI University

This study endeavors to develop an improved set of basis functions for nuclear shell-model calculations. The shell model, a well-established approach to understanding nuclear structure,typically employs the harmonic oscillator potential within the mean-field approximation. Given the extensive validation and consistency of harmonic oscillator results with experimental data,we propose a modification by incorporating a centrifugal term that converges toward the Davidson potential. This potential has been extensively studied, and we aim to extract relevant experimental data for the simplest cases in the shell model, namely one-particle and one-hole nuclei. A comprehensive comparison between the Davidson-based results and the harmonic oscillator calculations is presented to demonstrate the effectiveness of the new basis functions.

关键词： beta decay gamma transition nuclear structure shell-model calculations

Casson hybrid nanofluid flow over a Riga plate for drug deliveryapplications with double diffusion

在线全文

同方期刊数据库

学校读者我要写书评

暂无评论

Chinese Physics B 2024年第10期33卷 311-320页

作者： Abeer S.Alnahdi Taza Gul department of Mathematics and statistics Faculty of ScienceImam Mohammad Ibn Saud Islamic University(IMSIU)RiyadhSaudi Arabia department of Mathematics City University of Science and Information Technology25000PeshawarPakistan DGoST-Directorate General of science&Technology Khyber PakhtunkhwaPeshawarPakistan

Casson fluid-mediated hybrid nanofluids are more effective at transferring heat than traditional heat transfer fluids in terms of thermal *** exchangers,cooling systems and other thermal management systems are ideal for use with Casson *** control of the flow and release of medication is necessary when using Casson fluids in drug delivery systems because of their unique rheological *** involves the creation of nanoparticles that are loaded with drugs and distributed in Casson fluid-based carriers for targeted *** this study,to create a hybrid nanofluid,both single-walled carbon nanotubes(SWCNTs)and multi-walled carbon nanotubes(MWCNTs)are dispersed in a Casson fluid with Fourier’s and Fick’s laws *** Casson fluid is suitable for various engineering and medical applications due to the enhancement of heat transfer and thermal conductivity by the carbon *** objective is to understand how SWCNTs and MWCNTs impact the flow field by studying the flow behavior of the Casson hybrid nanofluid when it is stretched against a Riga *** Darcy-Forchheimer model is also used to account for the impact of the porous medium near the stretching *** linear and quadratic drag terms are taken into account in this model to accurately predict the flow behavior of the *** addition,the homotopy analysis method is utilized to address the model *** outcomes are discussed and deliberated based on drug delivery *** findings shed valuable light on the flow characteristics of a Casson hybrid nanofluid comprising SWCNTs and *** is observed that the incorporation of carbon nanotubes makes the nanofluid a promising candidate for medical applications due to its improved heat transfer properties.

关键词： carbon nanotubes(CNTs) Riga plate Casson fluid with Fourier’s and Fick’s laws analytical solutions