This article deals with some probabilistic and statistical properties of a periodic integer-valued GARCH(1,1) model. Necessary and sufficient conditions for the periodical stationary, both in mean and second order, are established. The closed-forms of the mean and the second moment are, under these conditions, obtained. The condition of the existence of higher moment orders and their explicit formula in terms of the parameters are established. The autocovariance structure is studied, while providing the closed-form of the periodic autocorrelation function. The Yule–Walker and the likelihood estimations of the underlying parameters are obtained. A simulation study and an application on real dataset are provided. 相似文献
Let P(t) be the probability that a subject dies at dose level t or a unit fails at stress level t,then the Bayesian methodology is used to test (i) P(t) is straight line and (ii) P(t) is convex function (concave function). 相似文献
This paper develops an on-line estimation algorithm for periodic autoregressive models (PAR). Indeed, we provide an adaptation of the well known recursive least squares algorithm (RLS), which has been successfully applied to classical autoregressive models (AR), to deal with PAR models. The obtained estimators are shown to be asymptotically efficient under mild conditions. Moreover, the performance of the periodic least squares algorithm (PRLS) is assessed via an intensive simulation study. 相似文献
Research in assembly optimisation is presently inclined towards integrative measures. Several benefits of simultaneously optimised Assembly Sequence Planning (ASP) and Assembly Line Balancing (ALB) have been highlighted by researchers to have better solution quality, shorter time-to-market, and minimalised error during planning. Recently, several efforts have been made to realise integrated assembly optimisation. However, none of the published research considered the two-sided assembly line problem. This paper presents an integrated ASP and ALB optimisation in a two-sided assembly environment (2S-ASPLB), which is mainly adopted in automotive assembly process. In this study, the 2S-ASPLB problem was formulated and optimised using Multi-Objective Multi-Verse Optimiser (MOMVO) by considering line efficiency, reorientation penalty, and tool change as the optimisation objectives. The computational experiments were conducted in a few stages, beginning with the identification of the best decoding approach for 2S-ASPLB. Next, the best MOMVO coefficient was studied, followed by comparing MOMVO performance with well-established multi-objective optimisation algorithms. Finally, a case study problem was presented to demonstrate applicability of the proposed model and algorithm in real-life problem. The results indicated that the priority factor (PF) decoding approach had better performance compared with others. Meanwhile, in comparison with well-established algorithms, MOMVO performed better in convergence and solution distribution. The case study results indicated the applicability of proposed 2S-ASPLB model and algorithm to improve line efficiency in assembly line. The main contribution of the research is a new 2S-ASPLB model and optimisation scheme, which can assist manufacturer in designing better assembly layout.
Using micro data from the 2010 National Survey on Households’ Budget, Consumption and Standard of Living, this study aims to investigate main factors contributing to poverty distribution, one of the most severe socioeconomic problems in Tunisia. To this end, we use a multilevel Logit model and a multilevel mixed linear model to simultaneously analyze the micro-level (household) and macro-level (governorate) factors that might affect the household poverty status. Household size, household composition, occupation, education levels, the gender of the household head and the number of earner by household variables were assessed at the micro-level. Unemployment rate, poverty rate, industrial and agriculture parts and the migration are included to control the effect of contextual effects. Our findings showed that the likelihood of household being poor is positively and significantly related to household size, more children and lower education level. Extreme poverty is more likely to occur in rural than urban areas. Macro-level analyses indicated that greater neighbourhood unemployment rate was associated with higher odds of poverty, while greater industrial agglomeration and migration balance were associated with reduced odds of poverty. 相似文献
Detection and management of antenatal risk factors is critical for quality care.
Aims
To determine (1) women’s views about when they should be asked about antenatal health factors as recommended in the Australian antenatal guidelines; and (2) the time required to provide recommended care using a clinical scenario.
Methods
In Phase 1, pregnant women attending an outpatient obstetrics clinic at a public hospital were surveyed about preferred screening for antenatal risk factors during visit(s). In Phase 2, a hypothetical clinical scenario of a woman attending her first antenatal visit with a practising midwife was video-recorded to extrapolate the time taken to ask about and offer assistance to manage clinical, screening and lifestyle risk factors.
Findings
Most women (96%) perceived they should be asked about each of the risk factors at least once (i.e. at first visit). Total time taken to ask about all risk factors was 52 min. More time was spent discussing clinical (11 min) than lifestyle factors (4 min). Adjusting for the estimated prevalence of each risk factor, the time taken to offer assistance was 8 min per woman. Average time required for detecting and offering assistance to manage risk factors is 60 min per average risk woman.
Conclusion
Women are willing to be asked about risk factors; however this process is time-consuming. Strategies to streamline visits and prioritise recommendations so time-efficient yet comprehensive care can be delivered are needed, particularly when factors require monitoring over time and for those who may be ‘at-risk’ for multiple factors. 相似文献
Objective: Here we have investigated the association between tramadol abuse and male sexual function. Methods: Eighty-two male tramadol abuse patients and 55 healthy controls (20- to 45-years-old) were included in the study. Data from a sociodemographic questionnaire and the International Index of Erectile Function Questionnaire were collected and analyzed. Results: The tramadol abuse patients were 5 times more likely than their healthy counterparts to have erectile dysfunction. The tramadol abuse patients also had worse scores in the orgasmic, sexual desire, intercourse satisfaction, and overall satisfaction domains compared to the controls. Conclusion: Sexual dysfunctions are common among tramadol abuse patients. 相似文献
Debates surrounding class inequality and social mobility often highlight the role of higher education in reducing income inequality and promoting equity through upward social mobility. We explore the lived experience of social mobility through an analysis of 11 semistructured interviews with Canadian academics who self‐identified as having working‐class or impoverished family origins. While economic capital increased substantially, cultural capital and habitus left many feeling like cultural outsiders. Isolation—both chosen and imposed—reduced professional networks, diminishing social capital. Caught between social worlds, participants mobilized symbolic capital in moral boundary marking, aligning themselves strategically with either their current class status or their working‐class roots. While upward social mobility is a path toward reducing economic inequality, the lived experience of social mobility suggests it may exact a high emotional cost. 相似文献