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131.
132.
The application of the hidden Markov models (HMMs) is attempted for revealing key features for the earthquake generation which are not accessible to direct observation. Considering that the states of the HMM correspond to levels of the stress field, our objective is to identify these states. The observations are considered after grouping earthquake magnitudes and the cases of different number of states are examined. The problems of HMMs theory are solved and the ensuing HMMs are compared on the basis of Akaike and Bayesian information criteria. A new insight on the evaluation of future seismic hazard is given by calculating the mean number of steps for the first visit to a particular state, along with the respective variance. We further calculate an estimator of the mean number of steps for the first visit to a particular state and we construct its confidence interval. Additionally, a second approach to the problem is followed by assuming a different determination of observations. The HMMs applied to both approaches, contribute significantly to seismic hazard assessment via revealing the number of the stress levels as well as the way in which these levels are associated with certain earthquake occurrence. 相似文献
133.
The extinction phenomenon induced by multiplicative non-Gaussian Levy noise in a tumor growth model with immune response is discussed. Under the influence of the stochastic immune rate, the model is analyzed in terms of a stochastic differential equation with multiplicative noise. By means of the theory of the infinitesimal generator of Hunt processes, the escape probability, which is used to measure the noise-induced extinction probability of tumor cells, is explicitly expressed as a function of initial tumor cell density, stability index and noise intensity. Based on the numerical calculations, it is found that for different initial densities of tumor cells, noise parameters play opposite roles on the escape probability. The optimally selected values of the multiplicative noise intensity and the stability index are found to maximize the escape probability. 相似文献
134.
In this paper, we establish uniform-in-bandwidth limit laws of the logarithm for nonparametric Inverse Probability of Censoring
Weighted (I.P.C.W.) estimators of the multivariate regression function under random censorship. A similar result is deduced
for estimators of the conditional distribution function. The uniform-in-bandwidth consistency for estimators of the conditional
density and the conditional hazard rate functions are also derived from our main result. Moreover, the logarithm laws we establish
are shown to yield almost sure simultaneous asymptotic confidence bands for the functions we consider. Examples of confidence
bands obtained from simulated data are displayed.
相似文献
135.
136.
Estimation of rating classes and default probabilities in credit risk models with dependencies 下载免费PDF全文
Let Y = m(X) + ε be a regression model with a dichotomous output Y and a one‐step regression function m . In the literature, estimators for the three parameters of m , that is, the breakpoint θ and the levels a and b , are proposed for independent and identically distributed (i.i.d.) observations. We show that these standard estimators also work in a non‐i.i.d. framework, that is, that they are strongly consistent under mild conditions. For that purpose, we use a linear one‐factor model for the input X and a Bernoulli mixture model for the output Y . The estimators for the split point and the risk levels are applied to a problem arising in credit rating systems. In particular, we divide the range of individuals' creditworthiness into two groups. The first group has a higher probability of default and the second group has a lower one. We also stress connections between the standard estimator for the cutoff θ and concepts prevalent in credit risk modeling, for example, receiver operating characteristic. Copyright © 2014 John Wiley & Sons, Ltd. 相似文献
137.
Mingzhong Li Chenwei Liu Chen Liang Jibin Li 《Journal of Dispersion Science and Technology》2014,35(3):397-402
In order to increase the present understanding of bimodal emulsion drop size distributions, systematic series of experiments have been carried out to investigate the effects of formulation variables on bimodal drop size distributions, and probability distribution functions were proposed to analyze the distribution. The results show that, the span of the drop size and Sauter mean diameter become larger when the dispersed phase volume fraction becomes higher and rotor speed becomes lower; the Frechet function represents the experimental data satisfactorily. The prediction model of Sauter mean diameter established by combining the prediction theory of the maximum stable drop diameter and experimental analysis results can fit the experimental data well. 相似文献
138.
139.
为分析MRI相关定量参数对肩峰下撞击综合征(SIS)的诊断价值,本研究将56例SIS患者设为SIS组,同期56例健康体检者设为对照组,对比了两组对象的一般资料、肩关节功能评分(Constant评分)及MRI相关定量参数水平,探讨了MRI定量参数与Constant评分、SIS发病相关影响因素、治疗效果的关系及对SIS的诊断价值。结果显示SIS组Constant评分、最短肩肱间距低于对照组,肩峰指数、肩锁关节骨赘高度高于对照组,且SIS组治疗有效患者肩峰指数、肩锁关节骨赘高度低于无效患者,最短肩肱间距高于无效患者(P<0.05);SIS患者肩峰指数、肩锁关节骨赘高度与Constant评分呈负相关,而最短肩肱间距与其呈正相关(P<0.05);各MRI相关定量参数均为SIS发病的重要影响因素(P<0.05)。应用各MRI相关定量参数联合诊断SIS特异度为87.50%,敏感度为80.36%。由此可知MRI相关定量参数对SIS诊断价值较高,且与肩关节功能和治疗效果有关。 相似文献
140.
Siriwan Ongchai Natthakarn Chiranthanut Siriwan Tangyuenyong Nawarat Viriyakhasem Patiwat Kongdang 《Molecules (Basel, Switzerland)》2021,26(6)
Kaempferia parviflora Wall. ex Baker (KP) has been reported to attenuate cartilage destruction in rat model of osteoarthritis. Previously, we demonstrated that KP rhizome extract and its active components effectively suppressed mechanisms associated with RA in SW982 cells. Here, we further evaluated the anti-arthritis potential of KP extract by using multi-level models, including a complete Freund’s adjuvant-induced arthritis and a cartilage explant culture model, and to investigate the effects of KP extract and its major components on related gene expressions and underlying mechanisms within cells. In arthritis rats, the KP extract reduced arthritis indexes, with no significant changes in biological parameters. In the cartilage explant model, the KP extract exerted chondroprotective potential by suppressing sulfated glycosaminoglycans release while preserving high accumulation of proteoglycans. In human chondrocyte cell line, a mixture of the major components equal to their amounts in KP extract showed strong suppression the expression of genes-associated inflammatory joint disease similar to that of the extract. Additionally, KP extract significantly suppressed NF-κB and MAPK signaling pathways. The suppressing expression of necroptosis genes and promoted anti-apoptosis were also found. Collectively, these results provided supportive evidence of the anti-arthritis properties of KP extract, which are associated with its three major components. 相似文献