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Statistical Inference for a Simple Step Stress Model with Competing Risks Based on Generalized Type-I Hybrid Censoring 基于广义i型混合滤波的具有竞争风险的简单阶跃应力模型的统计推断
Pub Date : 2021-10-01 DOI: 10.21078/JSSI-2021-533-16
S. Mao, Bin Liu, Yimin Shi
Abstract This paper investigates a simple step-stress accelerated lifetime test (SSALT) model for the inferential analysis of exponential competing risks data. A generalized type-I hybrid censoring scheme is employed to improve the efficiency and controllability of the test. Firstly, the MLEs for parameters are established based on the cumulative exposure model (CEM). Then the conditional moment generating function (MGF) for unknown parameters is set up using conditional expectation and multiple integral techniques. Thirdly, confidence intervals (CIs) are constructed by the exact MGF-based method, the approximate normality-based method, and the bias-corrected and accelerated (BCa) percentile bootstrap method. Finally, we present simulation studies and an illustrative example to compare the performances of different methods.
摘要本文研究了一种简单阶跃应力加速寿命试验(SSALT)模型,用于指数竞争风险数据的推理分析。为了提高试验的效率和可控性,采用了一种广义的i型混合滤波方案。首先,基于累积暴露模型(CEM)建立了各参数的最大模量;然后利用条件期望和多重积分技术建立未知参数的条件矩生成函数。第三,采用基于精确mgf的方法、基于近似正态性的方法和基于偏差校正和加速(BCa)百分位bootstrap方法构建置信区间。最后,我们进行了仿真研究并举例比较了不同方法的性能。
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引用次数: 1
Study on Pollution Cost Control Model under Asymmetric Information Based on Principal Agent 基于委托代理的不对称信息下污染成本控制模型研究
Pub Date : 2021-10-01 DOI: 10.21078/JSSI-2021-549-09
Lina Wang, K. Milis, S. Poelmans
Abstract Pollution cost control is key to solve pollution problem. The paper takes pollution control cost of pollution control contract between management authority and pollutant discharge enterprise as research object, considers pollution control quality level, pollution control quality inspection and pollution control cost model, and establishes pollution control cost model of management authority and pollutant discharge enterprise, including rational constraints of pollutant discharge enterprise. And it analyzes principal-agent relationship between the two under condition of asymmetric information, and un-observability of pollution control level is shown as hiding information of sewage enterprises. In essence, it is problem of adverse selection in principal-agent. Pollution control cost of management is objective function. The first order condition of pollution control cost of sewage enterprise is transformed into state space equation, and optimal control of problem is solved by using maximum principle. In particular, management authority, as principal, uses pollution control provisions to reward, punish and encourage pollutant discharge enterprises as agents.
污染成本控制是解决污染问题的关键。本文以管理机关与排污企业之间的污染控制合同中的污染控制成本为研究对象,考虑污染控制质量水平、污染控制质量检验和污染控制成本模型,建立了管理机关与排污企业的污染控制成本模型,包括排污企业的合理约束。分析了信息不对称条件下两者之间的委托代理关系,污染控制水平的不可观察性表现为污水企业信息的隐藏。从本质上讲,这是一个委托代理中的逆向选择问题。污染控制的管理成本是目标函数。将污水企业污染控制成本的一阶条件转化为状态空间方程,利用极大值原理求解问题的最优控制。特别是,管理当局作为委托人,利用污染控制规定奖励、惩罚和鼓励作为代理人的排污企业。
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引用次数: 0
The Dynamic Impact of Structural Oil Price Shocks on the Macroeconomy 结构性油价冲击对宏观经济的动态影响
Pub Date : 2021-10-01 DOI: 10.21078/JSSI-2021-469-29
Ping Li, Jie Li, Ziyi Zhang
Abstract In this paper, we apply the structural vector autoregression (SVAR) model to decompose the international oil price shock into oil supply shocks, aggregate demand shocks and oil-specific demand shocks, and then use the DCC-GARCH model to analyse the dynamic correlations between these three kinds of oil price shocks and the macroeconomic variables of several oil importing and exporting countries. To quantify the intensity of the effect of oil shocks on these variables, we propose a measure, conditional expectation (CoE), to capture the percent change of the economic variable under oil price shocks relative to the median state. The time-varying copula model is employed to estimate the proposed measure through time. The empirical results show that, for instance, the impacts of oil price shocks on macroeconomic variables are different in different periods, showing the time-varying characteristics. Additionally, the impacts of oil price shocks on macroeconomic variables show great differences and some similarities among different countries. Finally, we give some policy suggestions for these countries, in particular for China’s special results.
摘要本文运用结构向量自回归(SVAR)模型将国际油价冲击分解为石油供给冲击、总需求冲击和石油特定需求冲击,并利用DCC-GARCH模型分析了这三种油价冲击与几个石油进出口国宏观经济变量之间的动态相关性。为了量化石油冲击对这些变量的影响强度,我们提出了一个衡量标准,条件期望(CoE),以捕捉油价冲击下经济变量相对于中位数状态的百分比变化。采用时变耦合模型对所提出的测度进行随时间的估计。实证结果表明,油价冲击对宏观经济变量的影响在不同时期是不同的,呈现出时变特征。此外,油价冲击对宏观经济变量的影响在不同国家之间既有很大的差异,也有一些相似之处。最后,针对这些国家,特别是中国的特殊成果,提出了一些政策建议。
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引用次数: 1
The Effect of Green Technology Adoption Strategy on Duopoly Competition 绿色技术采用策略对双寡头竞争的影响
Pub Date : 2021-10-01 DOI: 10.21078/JSSI-2021-498-21
Chenglin Shen, Xinxin Zhang
Abstract Given consumers’ trade-offs between conventional economic and environmental attributes of products, we provide a game-theoretic model to explore the role of GTA strategy in duopoly competition by incorporating two salient features: Two product types — The green product produced by a firm with GTA strategy and the ordinary product produced by a firm without GTA strategy, and two consumer segments, i.e., the green consumers who are willing to pay for green products and the ordinary consumers who are willing to pay for ordinary products. Our analysis shows that GTA strategy may either increase or decrease the green firm’s quality provision. The subtle relationship between the green firm’s quality strategy and GTA strategy not only affects its own equilibrium performances but its rival’s. We also find that two consumer segments may be better off in the presence of a lower GTA intensity. Additionally, although the GTA strategy benefits the environment, the GTA investment is not the more the better. Finally, we find that GTA strategy would lead to higher social welfare only when the GTA efficiency is high enough. Our work not only provides an alternative economic explanation why some firms choose to implement GTA strategy and some do not in reality, but gives managerial insights for firms with different GTA strategies as well as policy insights for the social planner.
考虑到消费者在产品的传统经济属性和环境属性之间的权衡,我们提出了一个博弈论模型,通过考虑两个显著特征来探讨GTA策略在双寡头竞争中的作用:两种产品类型——采用GTA战略的企业生产的绿色产品和不采用GTA战略的企业生产的普通产品;两种消费者群体,即愿意为绿色产品付费的绿色消费者和愿意为普通产品付费的普通消费者。分析表明,GTA策略可以增加绿色企业的质量供给,也可以减少绿色企业的质量供给。绿色企业的质量战略与GTA战略之间的微妙关系不仅影响其自身的均衡绩效,也影响其竞争对手的均衡绩效。我们还发现,在GTA强度较低的情况下,两个消费者群体可能会更好。此外,虽然GTA战略有利于环境,但GTA投资并不是越多越好。最后,我们发现只有当GTA效率足够高时,GTA战略才会带来更高的社会福利。我们的工作不仅提供了另一种经济学解释,为什么有些企业选择实施GTA战略,而有些企业在现实中没有,而且为采用不同GTA战略的企业提供了管理见解,为社会规划者提供了政策见解。
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引用次数: 1
Measuring the Imbalance of Regional Development from Outer Space in China 从外太空测度中国区域发展不平衡
Pub Date : 2021-10-01 DOI: 10.21078/JSSI-2021-519-14
Shengxia Xu, Qiang Liu, Xiaoli Lu
Abstract We develop a statistical framework to use the data of night-time-lights (DN) from satellite to augment official GDP measures, and a non-linear substitution relationship between DN and GDP is given. In this paper, we take advantage of DN instead of GDP to measure the imbalance of regional development (IRD) in China by using the method of bi-dimensional decomposition under the population-weighted coefficient of variation. The method enables us to analyze the contributions of DN components to within-region and between-regions inequality under the framework which has been proposed, we can get the conclusion that the imbalance between-regions rather than within-region is the main reason for the influence of IRD for the whole country in China.
本文建立了一个统计框架,利用卫星夜间灯光(DN)数据来增强官方GDP测量,并给出了DN与GDP之间的非线性替代关系。本文采用人口加权变异系数下的二维分解方法,利用DN代替GDP对中国区域发展不平衡进行测度。该方法使我们能够在提出的框架下分析DN分量对区域内和区域间不平等的贡献,我们可以得出结论,区域间的不平衡而不是区域内的不平衡是中国IRD影响全国的主要原因。
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引用次数: 0
Topic-Feature Lattices Construction and Visualization for Dynamic Topic Number 动态主题数的主题特征格构建与可视化
Pub Date : 2021-10-01 DOI: 10.21078/JSSI-2021-558-17
Kai Wang, Fuzhi Wang
Abstract The topic recognition for dynamic topic number can realize the dynamic update of super parameters, and obtain the probability distribution of dynamic topics in time dimension, which helps to clear the understanding and tracking of convection text data. However, the current topic recognition model tends to be based on a fixed number of topics K and lacks multi-granularity analysis of subject knowledge. Therefore, it is impossible to deeply perceive the dynamic change of the topic in the time series. By introducing a novel approach on the basis of Infinite Latent Dirichlet allocation model, a topic feature lattice under the dynamic topic number is constructed. In the model, documents, topics and vocabularies are jointly modeled to generate two probability distribution matrices: Documents-topics and topic-feature words. Afterwards, the association intensity is computed between the topic and its feature vocabulary to establish the topic formal context matrix. Finally, the topic feature is induced according to the formal concept analysis (FCA) theory. The topic feature lattice under dynamic topic number (TFL_DTN) model is validated on the real dataset by comparing with the mainstream methods. Experiments show that this model is more in line with actual needs, and achieves better results in semi-automatic modeling of topic visualization analysis.
摘要动态主题数的主题识别可以实现超参数的动态更新,获得动态主题在时间维度上的概率分布,有助于对流文本数据的清晰理解和跟踪。然而,目前的主题识别模型往往是基于固定数量的主题K,缺乏对主题知识的多粒度分析。因此,不可能在时间序列中深入感知话题的动态变化。在无限潜狄利克雷分配模型的基础上,引入了一种新的方法,构造了动态主题数下的主题特征格。该模型将文档、主题和词汇表联合建模,生成两个概率分布矩阵:文档-主题和主题-特征词。然后,计算主题与其特征词汇之间的关联强度,建立主题形式上下文矩阵。最后,根据形式概念分析(FCA)理论归纳出主题特征。通过与主流方法的对比,在真实数据集上验证动态主题数(TFL_DTN)模型下的主题特征格。实验表明,该模型更符合实际需求,在主题可视化分析的半自动建模中取得了较好的效果。
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引用次数: 0
A Study of Multi-Scale Relationship Between Investor Sentiment and Stock Index Fluctuation Based on the Analysis of BEMD Spillover Index 基于BEMD溢出指数分析的投资者情绪与股指波动的多尺度关系研究
Pub Date : 2021-08-01 DOI: 10.21078/JSSI-2021-399-22
Weiguo Chen, Shufen Zhou, Yin Zhang, Yi Sun
Abstract According to behavioral finance theory, investor sentiment generally exists in investors’ trading activities and influences financial market. In order to investigate the interaction between investor sentiment and stock market as well as financial industry, this study decomposed investor sentiment, stock price index and SWS index of financial industry into IMF components at different scales by using BEMD algorithm. Moreover, the fluctuation characteristics of time series at different time scales were extracted, and the IMF components were reconstructed into short-term high-frequency components, medium-term important event low-frequency components and long-term trend components. The short-term interaction between investor sentiment and Shanghai Composite Index, Shenzhen Component Index and financial industries represented by SWS index was investigated based on the spillover index. The time difference correlation coefficient was employed to determine the medium-term and long-term correlation among variables. Results demonstrate that investor sentiment has a strong correlation with Shanghai Composite Index, Shenzhen Component Index and different financial industries represented by SWS index at the original scale, and the change of investor sentiment is mainly influenced by external market information. The interaction between most markets at the short-term scale is weaker than that at the original scale. Investor sentiment is more significantly correlated with SWS Bond, SWS Diversified Finance and Shanghai Composite Index at the long-term scale than that at the medium-term scale.
行为金融理论认为,投资者情绪普遍存在于投资者的交易活动中,并对金融市场产生影响。为了研究投资者情绪与股票市场、金融行业之间的相互作用,本研究采用BEMD算法将投资者情绪、股票价格指数、金融行业SWS指数在不同尺度上分解为IMF分量。提取时间序列在不同时间尺度上的波动特征,将IMF分量重构为短期高频分量、中期重要事件低频分量和长期趋势分量。基于溢出指数,研究投资者情绪与上证综合指数、深成指以及以SWS指数为代表的金融行业之间的短期互动关系。采用时差相关系数确定变量间的中长期相关性。结果表明,投资者情绪在原尺度上与上证综指、深成指以及以SWS指数为代表的不同金融行业具有较强的相关性,投资者情绪的变化主要受外部市场信息的影响。大多数市场在短期尺度上的相互作用弱于原始尺度。投资者情绪与SWS债券、SWS多元金融和上证指数在长期尺度上的相关性比中期尺度上的相关性更显著。
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引用次数: 3
Will Tax Burden Be a Stumbling Block to Carbon-Emission Reduction? Evidence from OECD Countries 税收负担会成为碳减排的绊脚石吗?来自经合组织国家的证据
Pub Date : 2021-08-01 DOI: 10.21078/JSSI-2021-335-21
Yishuai Ren, Yong Jiang, Chao-qun Ma, Jiang-Long Liu, Jing Chen
Abstract The influence of taxation on the economy and society is everywhere. Given the fact that CO2 emission is closely connected with human activities, the question naturally arises whether the tax burden affects the carbon emissions. To address this issue, based on the data of 21 OECD countries over the period from 1991–2014, we use the ratio of tax revenue to GDP as a proxy of the tax burden and employ a panel quantile model with the non-additive fixed effects for analysis. The results suggest that the impact of the tax burden on carbon emissions is heterogeneous across countries based on the level of carbon emissions. Moreover, we find a stable U-shaped relationship between the tax burden and carbon emissions whether for countries with a high or low level of carbon emissions. Our findings suggest that moderate taxes could help reduce carbon emissions, but the effect of excessive taxation is the opposite.
税收对经济和社会的影响是无处不在的。考虑到二氧化碳排放与人类活动密切相关,税收负担是否会影响碳排放的问题自然就产生了。为了解决这一问题,我们基于21个经合组织国家1991-2014年的数据,使用税收收入与GDP的比率作为税收负担的代表,并采用具有非加性固定效应的面板分位数模型进行分析。研究结果表明,税收负担对碳排放的影响在不同国家的碳排放水平上存在异质性。此外,我们发现无论碳排放水平高还是低的国家,税负与碳排放之间都存在稳定的u型关系。我们的研究结果表明,适度的税收有助于减少碳排放,但过度征税的效果恰恰相反。
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引用次数: 4
Promoting Metro Operation Safety by Exploring Metro Operation Accident Network 探索地铁运营事故网络,促进地铁运营安全
Pub Date : 2021-08-01 DOI: 10.21078/JSSI-2021-455-14
Qi Suo, Liyuan Wang, Tianzi Yao, Zihao Wang
Abstract Understanding the causation of accidents is essential to promote metro operation safety. In terms of 243 reported metro operation accident cases in China, a directed weighted network was constructed based on complex network theory, where nodes and directed edges denotes factors and event chains respectively. To reveal the key causal factors, the topological characteristics of metro operation accident network (MOAN) were analyzed from both global and local views. The results show that facility-type factors are more closely related to the occurrence of the accidents from the perspectives of average path length and cascading effects. Accident types like train delay and train suspension are the great risk recipients. Key causal factors with large out-degree, out-strength, betweenness centrality and cluster coefficient, such as communication and signal failure, vehicle failure and piling into the train should be noticed. The research framework proposed in the paper is not only applicable to China’s metro operation system, but also appropriate for other transportation system safety studies.
摘要了解事故原因对提高地铁运营安全至关重要。以243例已报道的中国地铁运营事故为例,基于复杂网络理论构建了一个有向加权网络,其中节点和有向边分别表示因素和事件链。为了揭示地铁运行事故网络的主要原因,从全局和局部两个角度分析了地铁运行事故网络的拓扑特征。结果表明,从平均路径长度和级联效应的角度来看,设施型因素与事故发生的关系更为密切。列车延误、列车停运等事故类型是重大的风险承受者。应注意出线度、出线强度、中间中心性和聚类系数较大的关键原因,如通信和信号故障、车辆故障、堆进列车等。本文提出的研究框架不仅适用于中国地铁运营系统,也适用于其他交通系统的安全研究。
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引用次数: 4
Crowdsourcing Task Assignment Mechanism Based on Employer Net Profit and Employee Satisfaction 基于雇主净利润和员工满意度的众包任务分配机制
Pub Date : 2021-08-01 DOI: 10.21078/JSSI-2021-440-15
Juan Li, Yu Zhang
Abstract Crowdsourcing task assignment has become an important task assignment model in the Internet economy era. In this paper, we study the crowdsourcing task assignment problem based on employer net profit and employee satisfaction. First, the reliability and interest of employees are modeled, based on which the mathematical expressions for employer net profit and employee satisfaction are given. Then, a multi-objective optimization problem is formulated to maximize employer net profit and employee satisfaction by jointly optimizing the task assignment matrix and task offer vector. Since the considered problem contains discrete variables, it cannot be solved directly by traditional optimization methods. Therefore, two low-complexity high-performance algorithms are proposed. The first algorithm is based on a fast non-dominated ranking genetic algorithm with an elite, which is able to explore the Pareto bound of the considered problem. The second algorithm is based on a reinforcement learning framework, which is able to maximize the weighted sum of employer net profit and employee satisfaction. Numerical results show that the number of tasks assigned to employees affects both employee satisfaction and employer net profit. The Pareto bounds and Pareto optimal solutions based on the solutions of the two proposed algorithms are also presented numerically, which quantitatively characterize the tradeoff between employer net profit and employee satisfaction.
众包任务分配已成为互联网经济时代一种重要的任务分配模式。本文研究了基于雇主净利润和员工满意度的众包任务分配问题。首先,建立了员工的可靠性和兴趣模型,在此基础上给出了雇主净利润和员工满意度的数学表达式。然后,通过对任务分配矩阵和任务提供向量的联合优化,构建了雇主净利润和员工满意度最大化的多目标优化问题。由于所考虑的问题包含离散变量,传统的优化方法无法直接求解。因此,提出了两种低复杂度的高性能算法。第一种算法是基于一种带有精英的快速非支配排序遗传算法,该算法能够探索所考虑问题的Pareto界。第二种算法基于强化学习框架,能够最大化雇主净利润和员工满意度的加权和。数值结果表明,分配给员工的任务数量对员工满意度和雇主净利润都有影响。基于这两种算法的解,给出了Pareto界和Pareto最优解,定量表征了雇主净利润和员工满意度之间的权衡。
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引用次数: 0
期刊
Journal of Systems Science and Information
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