Analyzing multiple vector autoregressions through matrix-variate normal distribution with two covariance matrices

Abstract

This article proposes a new approach to analyze multiple vector autoregressive (VAR) models that render us a newly constructed matrix autoregressive (MtAR) model based on a matrix-variate normal distribution with two covariance matrices. The MtAR is a generalization of VAR models where the two covariance matrices allow the extension of MtAR to a structural MtAR analysis. The proposed MtAR can also incorporate different lag orders across VAR systems that provide more flexibility to the model. The estimation results from a simulation study and an empirical study on macroeconomic application show favorable performance of our proposed models and method.     

PCA likelihood ratio test approach for attributed social networks monitoring

Abstract

One of the most important factors in building and changing communication mechanisms in social networks is considering features of the members of social networks. Most of the existing methods in network monitoring don’t consider effects of features in network formation mechanisms and others don’t lead to reliable results when the features abound or when there are correlations among them. In this article, we combined two methods principal component analysis (PCA) and likelihood method to monitor the underlying network model when the features of individuals abound and when some of them have high correlations with each other.     

《陈州粜米》中的包公形象新探

现存的元代公案剧中，以包公的形象最为丰满。在多数剧本中，包公通常以高大全的形象出现；剧情多是借助鬼神、梦境的暗示判案。然而，《陈州粜米》的作者却独树一帜，塑造了一个具有多面性格的包公：他有着普通人的情感，面对官场黑暗会萌生退隐之意，但面对受到伤害的百姓又会挺身而出伸张正义；他幽默诙谐，与下属谈笑风生，又聪明机智，能在恶势力毫无意识的情况下轻松取证。包公形象的创新是作者独创性的体现，也是观众审美需求的产物。同时，剧本的设计也反映了当时的社会制度。这些创新使剧本更加贴近生活，剧情更加真实可信，具有极高的审美价值。     

Longitudinal Mediators of Relations Between Family Violence and Adolescent Dating Aggression Perpetration

Few longitudinal studies have examined the pathways through which family violence leads to dating aggression. In the current study the authors used 3 waves of data obtained from 8th‐ and 9th‐grade adolescents (N = 1,965) to examine the hypotheses that the prospective relationship between witnessing family violence and directly experiencing violence and physical dating aggression perpetration is mediated by 3 constructs: (a) normative beliefs about dating aggression (norms), (b) anger dysregulation, and (c) depression. Results from cross‐lagged regression models suggest that the relationship between having been hit by an adult and dating aggression is mediated by changes in norms and anger dysregulation, but not depression. No evidence of indirect effects from witnessing family violence to dating aggression was found through any of the proposed mediators. Taken together, the findings suggest that anger dysregulation and normative beliefs are potential targets for dating abuse prevention efforts aimed at youth who have directly experienced violence.     

Feminists wrestle with testosterone: Hormones,socialization and cultural interactionism as predictors of women’s gendered selves

Sociology of gender has developed beyond a personality-centered idea of “sex-roles” to an approach that stresses interaction and social structure. At the same time, there has been a concurrent development in the psychological sex-differences and medical literatures toward including the biological bases of sex-typed behavior and gender identities. In this paper, while we conceptualize gender as a social structure, we focus only on the individual level of analysis: testing the relative strength of (maternal circulating) prenatal hormones, childhood socialization, and the power of expectations attached to adult social roles (cultural interactionist) as explanations for women’s self-reported feminine and masculine selves. Our findings are complex, and support some importance of each theory. Prenatal hormones, childhood socialization, and cultural interactionism were all influential factors for gendered selves. While cultural expectations predicted only feminine selves, prenatal hormones were more robust predictors of masculine sense of self. While personality may be a relatively stable characteristic influenced by the body and childhood socialization, our results reinforce the importance of studying how the social world responds to and reinforces gendered personality.     

泌阳凹陷泌301 井区不同流动单元产能分析

在沉积微相、储层物性特征分析的基础上，选取孔隙度、渗透率、流动带指数等参数，对泌阳凹陷赵凹油田泌301 井区核三段油层组进行流动单元划分。依据流动带指数的大小，将研究区目的层段划分为A、B、C、D 和E 等5 类流动单元。通过研究发现，各类流动单元与物性、岩性、沉积微相之间具有较好的对应关系，同时对不同流动单元产能进行了分析。研究结果表明，流动单元的划分能够真实客观地反映储层物性差、非均质性强的地质特点，单井产能与流动带指数有较好的乘幂关系，不同流动单元产能差异较为明显，物性最好的A 类流动单元产能最高，物性最差的E类流动单元产能最低。     

A Data‐Driven Approach to Assessing Supply Inadequacy Risks Due to Climate‐Induced Shifts in Electricity Demand

The U.S. electric power system is increasingly vulnerable to the adverse impacts of extreme climate events. Supply inadequacy risk can result from climate‐induced shifts in electricity demand and/or damaged physical assets due to hydro‐meteorological hazards and climate change. In this article, we focus on the risks associated with the unanticipated climate‐induced demand shifts and propose a data‐driven approach to identify risk factors that render the electricity sector vulnerable in the face of future climate variability and change. More specifically, we have leveraged advanced supervised learning theory to identify the key predictors of climate‐sensitive demand in the residential, commercial, and industrial sectors. Our analysis indicates that variations in mean dew point temperature is the common major risk factor across all the three sectors. We have also conducted a statistical sensitivity analysis to assess the variability in the projected demand as a function of the key climate risk factor. We then propose the use of scenario‐based heat maps as a tool to communicate the inadequacy risks to stakeholders and decisionmakers. While we use the state of Ohio as a case study, our proposed approach is equally applicable to all other states.     

A New Methodology for Before–After Safety Assessment Using Survival Analysis and Longitudinal Data

The widely used empirical Bayes (EB) and full Bayes (FB) methods for before–after safety assessment are sometimes limited because of the extensive data needs from additional reference sites. To address this issue, this study proposes a novel before–after safety evaluation methodology based on survival analysis and longitudinal data as an alternative to the EB/FB method. A Bayesian survival analysis (SARE) model with a random effect term to address the unobserved heterogeneity across sites is developed. The proposed survival analysis method is validated through a simulation study before its application. Subsequently, the SARE model is developed in a case study to evaluate the safety effectiveness of a recent red‐light‐running photo enforcement program in New Jersey. As demonstrated in the simulation and the case study, the survival analysis can provide valid estimates using only data from treated sites, and thus its results will not be affected by the selection of defective or insufficient reference sites. In addition, the proposed approach can take into account the censored data generated due to the transition from the before period to the after period, which has not been previously explored in the literature. Using individual crashes as units of analysis, survival analysis can incorporate longitudinal covariates such as the traffic volume and weather variation, and thus can explicitly account for the potential temporal heterogeneity.     

Security Investment in Contagious Networks

Security of the systems is normally interdependent in such a way that security risks of one part affect other parts and threats spread through the vulnerable links in the network. So, the risks of the systems can be mitigated through investments in the security of interconnecting links. This article takes an innovative look at the problem of security investment of nodes on their vulnerable links in a given contagious network as a game‐theoretic model that can be applied to a variety of applications including information systems. In the proposed game model, each node computes its corresponding risk based on the value of its assets, vulnerabilities, and threats to determine the optimum level of security investments on its external links respecting its limited budget. Furthermore, direct and indirect nonlinear influences of a node's security investment on the risks of other nodes are considered. The existence and uniqueness of the game's Nash equilibrium in the proposed game are also proved. Further analysis of the model in a practical case revealed that taking advantage of the investment effects of other players, perfectly rational players (i.e., those who use the utility function of the proposed game model) make more cost‐effective decisions than selfish nonrational or semirational players.     

中等职业教育财政投入现状分析与对策研究——以河北省为例

文章通过发放调查问卷，归纳、整理“十二五”期间的财务会计报表对河北省中等职业教育财政投入状况进行了分析，揭示了存在的主要问题，提出了改进中等职业教育财政投入机制的对策和建议。