Test of parameter changes in a class of observation-driven models for count time series

Abstract

This paper investigates the parameter-change tests for a class of observation-driven models for count time series. We propose two cumulative sum (CUSUM) test procedures for detection of changes in model parameters. Under regularity conditions, the asymptotic null distributions of the test statistics are established. In addition, the integer-valued generalized autoregressive conditional heteroskedastic (INGARCH) processes with conditional negative binomial distributions are investigated. The developed techniques are examined through simulation studies and also are illustrated using an empirical example.     

Estimation of discrete survival function for error‐prone diagnostic tests

The product limit or Kaplan‐Meier (KM) estimator is commonly used to estimate the survival function in the presence of incomplete time to event. Application of this method assumes inherently that the occurrence of an event is known with certainty. However, the clinical diagnosis of an event is often subject to misclassification due to assay error or adjudication error, by which the event is assessed with some uncertainty. In the presence of such errors, the true distribution of the time to first event would not be estimated accurately using the KM method. We develop a method to estimate the true survival distribution by incorporating negative predictive values and positive predictive values, into a KM‐like method of estimation. This allows us to quantify the bias in the KM survival estimates due to the presence of misclassified events in the observed data. We present an unbiased estimator of the true survival function and its variance. Asymptotic properties of the proposed estimators are provided, and these properties are examined through simulations. We demonstrate our methods using data from the Viral Resistance to Antiviral Therapy of Hepatitis C study.     

口感预测型食品物性仿生检测系统

针对目前在使用质构仪进行食品物性检测时，存在的检测数据准确性较差，操作系统功能单一，测试结果与口感 评价间无关联性分析等缺点，提出了基于六自由度并联机器人的口感预测型仿生检测系统。设计了仿生咀嚼检测平台； 利用数理统计原理和最小二乘法建立了物性检测数据与口感评价之间的数学模型，实现了仿生检测系统的口感预测功 能。实验结果表明，利用数学模型获得的口感预测值与人口感评价结果之间的误差小于9%，满足实际应用的需要，验 证了口感预测数学模型构建的正确性及口感预测功能的可行性。     

一种新型的IGBT驱动保护电路

本文介绍了一种新型的性能较完善的ＩＧＢＴ驱动保护电路,实验结果表明,该电路能快速,安全,可靠地实现保护功能。     

无人机载3mm波脉冲雷达信号处理系统

介绍了一个采用专用ＤＳＰ芯片ＰＤＳＰ１６５１０以及大规模ＰＬＤ芯片ＰＬＥＸ１０Ｋ实现的无人机载３ｍｍ波脉冲雷达信号处理系统。并对机载雷达普遍存在的主杂波抑制问题,提出一种在回波视频信号上抑制主杂波的方法。该系统具有处理速度快、分辨率高和灵活的可编程方式的特点,以及重量轻、体积小、可靠性高的工程实用性,并给出了具体实验测试结果。     

应用激光透射信号随机波动特性求取颗粒尺寸及浓度

阐述了利用穿越介质后的激光信号的随机波动来测量颗粒尺寸和浓度的原理和方法,并在实验室条件下对标准颗粒进行了验证,实验结果表明,该方法在低颗粒浓度和较高浓度时都能得到的测量结果,建立在该原理上的测量仪器结构简单,对环境要求低,无需特殊的保护措施,这些特点为工业生产中的在线监测提供了一种有效的方法。     

What is the Point of Change? Change Point Detection in Relational Event Models

This paper presents an extension to the relational event model with change points (REM-CP) to study abrupt changes to social interaction behavior in temporal networks. A change point detection algorithm is proposed for exploring when and which network effects abruptly change, and a confirmatory approach to test the presence of a change point at a given moment. The effectiveness of the methodology was assessed with numerical simulations and NASA’s Apollo 13 mission data. The latter revealed dynamic communication behavior and identified time zones where most change points occurred, including around the time of the famous quote “Houston, we’ve had a problem.”     

冯契的逻辑范畴学说及其方法论意义

作为当代著名的哲学家、逻辑学家,冯契对逻辑范畴作了开拓性的探索：阐明了逻辑范畴的辩证本性和特点;考察了逻辑范畴体系与认识的辩证运动;建构了以“类”、“故”、“理”为骨架的逻辑范畴体系;探讨了以“类”、“故”、“理”为骨架的逻辑范畴体系的方法论意义。     

法律模糊语言的成因、弊端及消除

准确性是法律语言的灵魂与生命,但模糊语言同样客观地存在于立法和司法等各个环节。法律模糊语言的成因复杂,在法律领域中发挥着不可忽视的作用。与此同时,法律模糊语言的消极作用已成为司法实践的障碍。为了维护法律的效力,保障法律的有效实施,采取措施消除模糊语言显得尤为必要。     

巨额财产来源不明罪相关问题研究

2009年2月28日通过的《中华人民共和国刑法修正案（七）》（以下简称《刑法修正案（七）》）第十四项对《中华人民共和国刑法》第三百九十五条有关巨额财产来源不明罪的规定作了修改。然而,对于巨额财产来源不明罪相关问题的讨论并没有随着《刑法修正案（七）》的颁布而停止。为了进一步深化对巨额财产来源不明罪的认识,对《刑法修正案（七）》中巨额财产来源不明罪的相关规定加以探讨,以期对巨额财产来源不明罪的进一步完善能有所裨益。