In this paper,Let M_(n)denote the maximum of logarithmic general error distribution with parameter v≥1.Higher-order expansions for distributions of powered extremes M_(n)^(p)are derived under an optimal choice of nor...In this paper,Let M_(n)denote the maximum of logarithmic general error distribution with parameter v≥1.Higher-order expansions for distributions of powered extremes M_(n)^(p)are derived under an optimal choice of normalizing constants.It is shown that M_(n)^(p),when v=1,converges to the Frechet extreme value distribution at the rate of 1/n,and if v>1 then M_(n)^(p)converges to the Gumbel extreme value distribution at the rate of(loglogn)^(2)=(log n)^(1-1/v).展开更多
Unlike height-diameter equations for standing trees commonly used in forest resources modelling,tree height models for cut-to-length(CTL)stems tend to produce prediction errors whose distributions are not conditionall...Unlike height-diameter equations for standing trees commonly used in forest resources modelling,tree height models for cut-to-length(CTL)stems tend to produce prediction errors whose distributions are not conditionally normal but are rather leptokurtic and heavy-tailed.This feature was merely noticed in previous studies but never thoroughly investigated.This study characterized the prediction error distribution of a newly developed such tree height model for Pin us radiata(D.Don)through the three-parameter Burr TypeⅫ(BⅫ)distribution.The model’s prediction errors(ε)exhibited heteroskedasticity conditional mainly on the small end relative diameter of the top log and also on DBH to a minor extent.Structured serial correlations were also present in the data.A total of 14 candidate weighting functions were compared to select the best two for weightingεin order to reduce its conditional heteroskedasticity.The weighted prediction errors(εw)were shifted by a constant to the positive range supported by the BXII distribution.Then the distribution of weighted and shifted prediction errors(εw+)was characterized by the BⅫdistribution using maximum likelihood estimation through 1000 times of repeated random sampling,fitting and goodness-of-fit testing,each time by randomly taking only one observation from each tree to circumvent the potential adverse impact of serial correlation in the data on parameter estimation and inferences.The nonparametric two sample Kolmogorov-Smirnov(KS)goodness-of-fit test and its closely related Kuiper’s(KU)test showed the fitted BⅫdistributions provided a good fit to the highly leptokurtic and heavy-tailed distribution ofε.Random samples generated from the fitted BⅫdistributions ofεw+derived from using the best two weighting functions,when back-shifted and unweighted,exhibited distributions that were,in about97 and 95%of the 1000 cases respectively,not statistically different from the distribution ofε.Our results for cut-tolength P.radiata stems represented the first case of any tree species where a non-normal error distribution in tree height prediction was described by an underlying probability distribution.The fitted BXII prediction error distribution will help to unlock the full potential of the new tree height model in forest resources modelling of P.radiata plantations,particularly when uncertainty assessments,statistical inferences and error propagations are needed in research and practical applications through harvester data analytics.展开更多
Logarithmic general error distribution is an extension of lognormal distribution. In this paper, with optimal norming constants the higher-order expansion of distribution of partial maximum of logarithmic general erro...Logarithmic general error distribution is an extension of lognormal distribution. In this paper, with optimal norming constants the higher-order expansion of distribution of partial maximum of logarithmic general error distribution is derived.展开更多
Background:Modeling exchange rate volatility has remained crucially important because of its diverse implications.This study aimed to address the issue of error distribution assumption in modeling and forecasting exch...Background:Modeling exchange rate volatility has remained crucially important because of its diverse implications.This study aimed to address the issue of error distribution assumption in modeling and forecasting exchange rate volatility between the Bangladeshi taka(BDT)and the US dollar($).Methods:Using daily exchange rates for 7 years(January 1,2008,to April 30,2015),this study attempted to model dynamics following generalized autoregressive conditional heteroscedastic(GARCH),asymmetric power ARCH(APARCH),exponential generalized autoregressive conditional heteroscedstic(EGARCH),threshold generalized autoregressive conditional heteroscedstic(TGARCH),and integrated generalized autoregressive conditional heteroscedstic(IGARCH)processes under both normal and Student’s t-distribution assumptions for errors.Results and Conclusions:It was found that,in contrast with the normal distribution,the application of Student’s t-distribution for errors helped the models satisfy the diagnostic tests and show improved forecasting accuracy.With such error distribution for out-of-sample volatility forecasting,AR(2)–GARCH(1,1)is considered the best.展开更多
A comprehensive study on the role of the phase errors distribution on the performances of the phased array systems has been led using a complete and behavioral model for radiation-pattern characteristics. The used mod...A comprehensive study on the role of the phase errors distribution on the performances of the phased array systems has been led using a complete and behavioral model for radiation-pattern characteristics. The used model has many input parameters and it has a lot of features, such as parameters simulations with results analysis, unconventional two-dimensional color graph representation capability in order to show more clearly the results. The results of the study have been discussed and reported. The main achievement of this work is the demonstration that the RMS phase error is a valuable figure of merit of phased array systems but it is not sufficient to completely describe the behavior of a real system. Indeed, this work has shown how the phase errors distribution actually affects the performances of the phased arrays antennas.展开更多
The representation of a cylindrical helix by Non-Uniform Rational B-Spline (NURBS) curves is presented in this paper. A method is proposed to assess the influences produced by different ways to determine the control v...The representation of a cylindrical helix by Non-Uniform Rational B-Spline (NURBS) curves is presented in this paper. A method is proposed to assess the influences produced by different ways to determine the control ver-texes positions of helix. The error distribution cases between the helix approximated by NURBS curves and the original theoretical one are also analyzed. Meanwhile a computational method that guarantees the precision requirements is presented.展开更多
Let{Xn:n≥1}be a sequence of independent random variables with common general error distribution GED(v)with shape parameter v>0,and let Mn,r denote the r-th largest order statistics of X1,X2,...,Xn.With different n...Let{Xn:n≥1}be a sequence of independent random variables with common general error distribution GED(v)with shape parameter v>0,and let Mn,r denote the r-th largest order statistics of X1,X2,...,Xn.With different normalizing constants the distributional expansions and the uniform convergence rates of normalized powered order statistics|Mn,r|p are established.An alternative method is presented to estimate the probability of the r-th extremes.Numerical analyses are provided to support the main results.展开更多
In quantum key distribution（QKD）, the times of arrival of single photons are important for the keys extraction and time synchronization. The time-of-arrival（TOA） accuracy can affect the quantum bit error rate（QBE...In quantum key distribution（QKD）, the times of arrival of single photons are important for the keys extraction and time synchronization. The time-of-arrival（TOA） accuracy can affect the quantum bit error rate（QBER） and the final key rate. To achieve a higher accuracy and a better QKD performance, different from designing more complicated hardware circuits, we present a scheme that uses the mean TOA of M frequency-entangled photons to replace the TOA of a single photon. Moreover, to address the problem that the entanglement property is usually sensitive to the photon loss in practice,we further propose two schemes, which adopt partially entangled photons and grouping-entangled photons, respectively.In addition, we compare the effects of these three alternative schemes on the QKD performance and discuss the selection strategy for the optimal scheme in detail. The simulation results show that the proposed schemes can improve the QKD performance compared to the conventional single-photon scheme obviously, which demonstrate the effectiveness of the proposed schemes.展开更多
The purpose of this paper is to analyze an accuracy design method for reconfigurable parallel manipulators including a 6-SPS and a 6-PSS parallel manipulator.An error analysis method,based on the module error model,wa...The purpose of this paper is to analyze an accuracy design method for reconfigurable parallel manipulators including a 6-SPS and a 6-PSS parallel manipulator.An error analysis method,based on the module error model,was used to express the relationship between the module error and the terminal error in the error transmission equation of the reconfigurable parallel manipulator.In addition,an error distribution method using a manufacturing and assembly difficulty coefficient was used to analyze each error module to determine a maximum terminal error.The error distribution result was then used to set up a reconfigurable parallel manipulator.Error experiments with a reconfigurable parallel manipulator show that the error analysis and distribution method for reconfigurable parallel manipulators are effective and the maximum terminal errors of the reconfigurable parallel manipulators are less than 50 μm.展开更多
Large-scale integration of wind power generation decreases the equivalent inertia of a power system, and thus makes frequency stability control challenging. However, given the irregular, nonlinear, and non-stationary ...Large-scale integration of wind power generation decreases the equivalent inertia of a power system, and thus makes frequency stability control challenging. However, given the irregular, nonlinear, and non-stationary characteristics of wind power, significant challenges arise in making wind power generation participate in system frequency regulation. Hence, it is important to explore wind power frequency regulation potential and its uncertainty. This paper proposes an innovative uncertainty modeling method based on mixed skew generalized error distribution for wind power frequency regulation potential. The mapping relationship between wind speed and the associated frequency regulation potential is established, and key parameters of the wind turbine model are identified to predict the wind power frequency regulation potential. Furthermore, the prediction error distribution of the frequency regulation potential is obtained from the mixed skew model. Because of the characteristics of error partition, the error distribution model and predicted values at different wind speed sections are summarized to generate the uncertainty interval of wind power frequency regulation potential. Numerical experiments demonstrate that the proposed model outperforms other state-of-the-art contrastive models in terms of the refined degree of fitting error distribution characteristics. The proposed model only requires the wind speed prediction sequence to accurately model the uncertainty interval. This should be of great significance for rationally optimizing system frequency regulation resources and reducing redundant backup.展开更多
For the linear model y_i=x_iθ+e_i, i=1, 2,…, let the error sequence {e_i}_i=1 be iidr.v.’s, with unknown density f(x). In this paper,a nonparametric estimation method based onthe residuals is proposed for estimatin...For the linear model y_i=x_iθ+e_i, i=1, 2,…, let the error sequence {e_i}_i=1 be iidr.v.’s, with unknown density f(x). In this paper,a nonparametric estimation method based onthe residuals is proposed for estimating f(x) and the consistency of the estimators is obtained.展开更多
For a linear model, let the error sequence be i.i.d, with common unknown density f(x), and (x) be a nonparametric estimator of f(x) based on the residuals. In this paper, on the basis of [1], we establish the L_1-norm...For a linear model, let the error sequence be i.i.d, with common unknown density f(x), and (x) be a nonparametric estimator of f(x) based on the residuals. In this paper, on the basis of [1], we establish the L_1-norm consistency, asymptotic normality and law of iterated logarithm for (x) under general condition. These results bring the asymptotic theory for estimation of error distributions to completion.展开更多
This paper presents a checkpoint setting technique to eliminate domino effect in backward recovery in distributed systems,which is very efficient,powerful,widely applicable and easy to be implememted.Besides theoretic...This paper presents a checkpoint setting technique to eliminate domino effect in backward recovery in distributed systems,which is very efficient,powerful,widely applicable and easy to be implememted.Besides theoretical analysis,an implementation on UNIX system and a package for software fault-tolerance are in- troduced.Then the problems of checkpoint management and process termination are discussed.展开更多
文摘In this paper,Let M_(n)denote the maximum of logarithmic general error distribution with parameter v≥1.Higher-order expansions for distributions of powered extremes M_(n)^(p)are derived under an optimal choice of normalizing constants.It is shown that M_(n)^(p),when v=1,converges to the Frechet extreme value distribution at the rate of 1/n,and if v>1 then M_(n)^(p)converges to the Gumbel extreme value distribution at the rate of(loglogn)^(2)=(log n)^(1-1/v).
文摘Unlike height-diameter equations for standing trees commonly used in forest resources modelling,tree height models for cut-to-length(CTL)stems tend to produce prediction errors whose distributions are not conditionally normal but are rather leptokurtic and heavy-tailed.This feature was merely noticed in previous studies but never thoroughly investigated.This study characterized the prediction error distribution of a newly developed such tree height model for Pin us radiata(D.Don)through the three-parameter Burr TypeⅫ(BⅫ)distribution.The model’s prediction errors(ε)exhibited heteroskedasticity conditional mainly on the small end relative diameter of the top log and also on DBH to a minor extent.Structured serial correlations were also present in the data.A total of 14 candidate weighting functions were compared to select the best two for weightingεin order to reduce its conditional heteroskedasticity.The weighted prediction errors(εw)were shifted by a constant to the positive range supported by the BXII distribution.Then the distribution of weighted and shifted prediction errors(εw+)was characterized by the BⅫdistribution using maximum likelihood estimation through 1000 times of repeated random sampling,fitting and goodness-of-fit testing,each time by randomly taking only one observation from each tree to circumvent the potential adverse impact of serial correlation in the data on parameter estimation and inferences.The nonparametric two sample Kolmogorov-Smirnov(KS)goodness-of-fit test and its closely related Kuiper’s(KU)test showed the fitted BⅫdistributions provided a good fit to the highly leptokurtic and heavy-tailed distribution ofε.Random samples generated from the fitted BⅫdistributions ofεw+derived from using the best two weighting functions,when back-shifted and unweighted,exhibited distributions that were,in about97 and 95%of the 1000 cases respectively,not statistically different from the distribution ofε.Our results for cut-tolength P.radiata stems represented the first case of any tree species where a non-normal error distribution in tree height prediction was described by an underlying probability distribution.The fitted BXII prediction error distribution will help to unlock the full potential of the new tree height model in forest resources modelling of P.radiata plantations,particularly when uncertainty assessments,statistical inferences and error propagations are needed in research and practical applications through harvester data analytics.
基金Supported by the National Natural Science Foundation of China(11171275)the Natural Science Foundation Project of CQ(cstc2012jj A00029)the Doctoral Grant of University of Shanghai for Science and Technology(BSQD201608)
文摘Logarithmic general error distribution is an extension of lognormal distribution. In this paper, with optimal norming constants the higher-order expansion of distribution of partial maximum of logarithmic general error distribution is derived.
文摘Background:Modeling exchange rate volatility has remained crucially important because of its diverse implications.This study aimed to address the issue of error distribution assumption in modeling and forecasting exchange rate volatility between the Bangladeshi taka(BDT)and the US dollar($).Methods:Using daily exchange rates for 7 years(January 1,2008,to April 30,2015),this study attempted to model dynamics following generalized autoregressive conditional heteroscedastic(GARCH),asymmetric power ARCH(APARCH),exponential generalized autoregressive conditional heteroscedstic(EGARCH),threshold generalized autoregressive conditional heteroscedstic(TGARCH),and integrated generalized autoregressive conditional heteroscedstic(IGARCH)processes under both normal and Student’s t-distribution assumptions for errors.Results and Conclusions:It was found that,in contrast with the normal distribution,the application of Student’s t-distribution for errors helped the models satisfy the diagnostic tests and show improved forecasting accuracy.With such error distribution for out-of-sample volatility forecasting,AR(2)–GARCH(1,1)is considered the best.
文摘A comprehensive study on the role of the phase errors distribution on the performances of the phased array systems has been led using a complete and behavioral model for radiation-pattern characteristics. The used model has many input parameters and it has a lot of features, such as parameters simulations with results analysis, unconventional two-dimensional color graph representation capability in order to show more clearly the results. The results of the study have been discussed and reported. The main achievement of this work is the demonstration that the RMS phase error is a valuable figure of merit of phased array systems but it is not sufficient to completely describe the behavior of a real system. Indeed, this work has shown how the phase errors distribution actually affects the performances of the phased arrays antennas.
文摘The representation of a cylindrical helix by Non-Uniform Rational B-Spline (NURBS) curves is presented in this paper. A method is proposed to assess the influences produced by different ways to determine the control ver-texes positions of helix. The error distribution cases between the helix approximated by NURBS curves and the original theoretical one are also analyzed. Meanwhile a computational method that guarantees the precision requirements is presented.
文摘Let{Xn:n≥1}be a sequence of independent random variables with common general error distribution GED(v)with shape parameter v>0,and let Mn,r denote the r-th largest order statistics of X1,X2,...,Xn.With different normalizing constants the distributional expansions and the uniform convergence rates of normalized powered order statistics|Mn,r|p are established.An alternative method is presented to estimate the probability of the r-th extremes.Numerical analyses are provided to support the main results.
基金Project supported by the National Natural Science Foundation of China(Grant Nos.61573059,61401340,and 61172138)the Natural Science Basic Research Plan in Shaanxi Province of China(Grant No.2016JM6035)the Fundamental Research Funds for the Central Universities,China(Grant No.JB161303)
文摘In quantum key distribution（QKD）, the times of arrival of single photons are important for the keys extraction and time synchronization. The time-of-arrival（TOA） accuracy can affect the quantum bit error rate（QBER） and the final key rate. To achieve a higher accuracy and a better QKD performance, different from designing more complicated hardware circuits, we present a scheme that uses the mean TOA of M frequency-entangled photons to replace the TOA of a single photon. Moreover, to address the problem that the entanglement property is usually sensitive to the photon loss in practice,we further propose two schemes, which adopt partially entangled photons and grouping-entangled photons, respectively.In addition, we compare the effects of these three alternative schemes on the QKD performance and discuss the selection strategy for the optimal scheme in detail. The simulation results show that the proposed schemes can improve the QKD performance compared to the conventional single-photon scheme obviously, which demonstrate the effectiveness of the proposed schemes.
基金Supported by the National Natural Science Foundation of China (Nos 50605035 and 10778625)the National High-Tech Research and Development Program (863) of China (No2006AA04Z133)
文摘The purpose of this paper is to analyze an accuracy design method for reconfigurable parallel manipulators including a 6-SPS and a 6-PSS parallel manipulator.An error analysis method,based on the module error model,was used to express the relationship between the module error and the terminal error in the error transmission equation of the reconfigurable parallel manipulator.In addition,an error distribution method using a manufacturing and assembly difficulty coefficient was used to analyze each error module to determine a maximum terminal error.The error distribution result was then used to set up a reconfigurable parallel manipulator.Error experiments with a reconfigurable parallel manipulator show that the error analysis and distribution method for reconfigurable parallel manipulators are effective and the maximum terminal errors of the reconfigurable parallel manipulators are less than 50 μm.
基金supported by Science and Technology Project of State Grid Corporation of China(State Grid Jiangsu Electric Power Research Institute Power Coordinated Control Technology Research Service for Energy Storage and New Energy Power Stations in the Black Start Process,Contract Number:SGJSDK00XTJS2000357).
文摘Large-scale integration of wind power generation decreases the equivalent inertia of a power system, and thus makes frequency stability control challenging. However, given the irregular, nonlinear, and non-stationary characteristics of wind power, significant challenges arise in making wind power generation participate in system frequency regulation. Hence, it is important to explore wind power frequency regulation potential and its uncertainty. This paper proposes an innovative uncertainty modeling method based on mixed skew generalized error distribution for wind power frequency regulation potential. The mapping relationship between wind speed and the associated frequency regulation potential is established, and key parameters of the wind turbine model are identified to predict the wind power frequency regulation potential. Furthermore, the prediction error distribution of the frequency regulation potential is obtained from the mixed skew model. Because of the characteristics of error partition, the error distribution model and predicted values at different wind speed sections are summarized to generate the uncertainty interval of wind power frequency regulation potential. Numerical experiments demonstrate that the proposed model outperforms other state-of-the-art contrastive models in terms of the refined degree of fitting error distribution characteristics. The proposed model only requires the wind speed prediction sequence to accurately model the uncertainty interval. This should be of great significance for rationally optimizing system frequency regulation resources and reducing redundant backup.
基金The project supported by National Natural Science Foundation of China Crant 18971061
文摘For the linear model y_i=x_iθ+e_i, i=1, 2,…, let the error sequence {e_i}_i=1 be iidr.v.’s, with unknown density f(x). In this paper,a nonparametric estimation method based onthe residuals is proposed for estimating f(x) and the consistency of the estimators is obtained.
基金Project supported by the National Natural Science Foundation of China.
文摘For a linear model, let the error sequence be i.i.d, with common unknown density f(x), and (x) be a nonparametric estimator of f(x) based on the residuals. In this paper, on the basis of [1], we establish the L_1-norm consistency, asymptotic normality and law of iterated logarithm for (x) under general condition. These results bring the asymptotic theory for estimation of error distributions to completion.
文摘This paper presents a checkpoint setting technique to eliminate domino effect in backward recovery in distributed systems,which is very efficient,powerful,widely applicable and easy to be implememted.Besides theoretical analysis,an implementation on UNIX system and a package for software fault-tolerance are in- troduced.Then the problems of checkpoint management and process termination are discussed.
