Multiple Time Series Modeling and Extended Sample Cross-Correlations

This article provides an expository account of the multivariate autoregressive moving average models and proposes an extended sample cross-correlation approach for practical model identification. An iterative model building procedure for applying these models to real data is discussed and demonstrated by analyzing the 5-series U.S. Hog Data.     

Nonparametric regression estimation in a null recurrent time series

We derive an asymptotic theory of nonparametric estimation for a time series regression model Z_t=f(X_t)+W_t, where {X_t} and {Z_t} are observed nonstationary processes, and {W_t} is an unobserved stationary process. The class of nonstationary processes allowed for {X_t} is a subclass of the class of null recurrent Markov chains. This subclass contains the random walk, unit root processes and nonlinear processes. The process {W_t} is assumed to be linear and stationary.     

A class of mean residual life regression models with censored survival data

When describing a failure time distribution, the mean residual life is sometimes preferred to the survival or hazard rate. Regression analysis making use of the mean residual life function has recently drawn a great deal of attention. In this paper, a class of mean residual life regression models are proposed for censored data, and estimation procedures and a goodness-of-fit test are developed. Both asymptotic and finite sample properties of the proposed estimators are established, and the proposed methods are applied to a cancer data set from a clinic trial.     

洛阳方言的方位和时间后缀

洛阳方言中有而普通话没有的方位后缀有20个、普通话里有而洛阳方言中没有的方位后缀有4个、洛阳方言与普通话都有的方位后缀有7个(包含零形式后缀);洛阳方言中有而普通话没有的时间后缀有7个、洛阳话和普通话里都有的时间后缀有6个(包含零形式后缀)。总体上讲,洛阳方言与普通话在方位和时间后缀的使用方面既有共性又有差别,差别大于共性。     

Girlz II women: Age‐grading,language change and stylistic variation

Informed by abstract models of language change or stability over time, we present a longitudinal study of two African American females, first interviewed as teenagers, and re‐recorded twenty years later. As teenagers, they used morpho‐syntactic features of AAVE voraciously. But as working adults, these women distance themselves from their teenage activities and social networks, and display a considerably reduced vernacular usage that accords with their articulated concern to get ahead. The diachronic interpretation that best characterizes their transformation is age‐grading rather than generational change, since change at the individual level is accompanied by stability at the community level. The picture is complicated by intermediate recordings showing that one of the speakers is a stylistic chameleon, capable since her teenage years of varying copula absence rates depending on addressee, topic, and projected persona. But the age‐grading interpretation of change at the individual level remains valid based on the evidence of her reduced use of habitual be2, and third singular present tense –s absence. The case highlights the importance of paying more attention to stylistic variation and including more than two time points in sociolinguistic studies of change in real and apparent time.     

晏几道词中的雁意象研究

雁意象是我国古代文学作品中常见的意象之一,它可以用来寄托相思之情,喻指男女恋情,也可以用来表达人们的离别怀旧之情,还可以用来表现古人的时间意识,甚至是边塞风情等种种情思.叔原亦不例外,而喜用雁意象,来展现自己深层的内心世界.     

Asymptotic robustness of least median of squares for autoregressions with additive outliers

This paper considers the robustness properties in the time series context of the least median of squares (LMS) estimator. The influence function of the LMS estimator is derived under additive outlier contamination. This influence function is redescending and bounded for fixed values of the AR parameters. The gross-error sensitivity, however, is an unbounded function of the AR parameters. In order to asses the global robustness behavior of the LMS estimator, we consider several notions of breakdown. The breakdown points of the LMS estimator depend on the value of the underlying AR parameter. Generally, the breakdown point is below one half for high values of the AR parameter. The bias curves of the LMS estimator reveal, however, that the magnitude of outliers has to be considerable in order to cause breakdown.     

Improving traceability in continuous processes using flow simulations

Traceability is normally difficult to achieve in continuous processes, since there are no natural batch structures. In this article, we demonstrate flow-based simulation using process data to improve traceability in a continuous pelletising process. Using the simulation model, the engineers could test the impacts of process disturbances, identify cause and effect relations and aid control in case of process disturbances. In a field trial where the chemistry of an additive was varied during production of a special product, the simulation forecasts predicted the level of the chemical content after the plant within the errors that the engineers found acceptable.     

OPTIMAL SOFTWARE RELEASE POLICY BASED ON MARKOVIAN PERFECT DEBUGGING MODEL

In this paper we consider a Markovian perfect debugging model for which the software failure is caused by two types of faults, one which is easily detected and the other which is difficult to detect. When a failure occurs, a perfect debugging is immediately performed and consequently one fault is reduced from fault contents. We also treat the debugging time as a variable to develop a new debugging model. Based on the perfect debugging model, we propose an optimal software release policy that satisfies the requirements for both software reliability and expected number of faults which are required to achieve before releasing the software. Several measures, including the distribution of first passage time to the specified number of removed faults, are also obtained using the proposed debugging model.     

The role of time perspective in predicting Iranian farmers’ participatory-based water conservation attitude and behavior

ABSTRACT

In current perspective, farmers’ participatory behavior toward conservation of water resources (FPBCWR) is one of the most important strategies under water resource management in rural Iran. In this regard, understanding the predictors of farmers’ participatory-based water conservation behaviors and attitudes is gaining more importance than earlier. Among different dimensions of farmers’ participatory behavior, the potential of temporal frames was examined rarely. Thus, 322 Iranian farmers were investigated to examine the potential of their time perspectives in predicting their participatory-based water conservation behavior and attitude. According to the study results, the effects of present orientation on attitude and behavior were negatively significant, while the effects of future orientation on attitude and behavior were positively significant, whereas its effects (path coefficients) were stronger than present orientation effects. Past orientation did not have a significant effect on attitude, though attitude positively and significantly affected farmers’ participatory behavior. The results of causal analysis revealed that presented model accounted for 58% of variance in farmers’ ‘behavior’ and 42% of variance in “attitude.” In conclusion, a few demonstrable illustrations of policy implications are presented to enable utilizing the important findings and concluding results of this study that is linked further with water resource management domain.