期刊文献+
共找到46篇文章
< 1 2 3 >
每页显示 20 50 100
Predictive Vegetation Mapping Approach Based on Spectral Data, DEM and Generalized Additive Models 被引量:5
1
作者 SONG Chuangye HUANG Chong LIU Huiming 《Chinese Geographical Science》 SCIE CSCD 2013年第3期331-343,共13页
This study aims to provide a predictive vegetation mapping approach based on the spectral data, DEM and Generalized Additive Models (GAMs). GAMs were used as a prediction tool to describe the relationship between vege... This study aims to provide a predictive vegetation mapping approach based on the spectral data, DEM and Generalized Additive Models (GAMs). GAMs were used as a prediction tool to describe the relationship between vegetation and environmental variables, as well as spectral variables. Based on the fitted GAMs model, probability map of species occurrence was generated and then vegetation type of each grid was defined according to the probability of species occurrence. Deviance analysis was employed to test the goodness of curve fitting and drop contribution calculation was used to evaluate the contribution of each predictor in the fitted GAMs models. Area under curve (AUC) of Receiver Operating Characteristic (ROC) curve was employed to assess the results maps of probability. The results showed that: 1) AUC values of the fitted GAMs models are very high which proves that integrating spectral data and environmental variables based on the GAMs is a feasible way to map the vegetation. 2) Prediction accuracy varies with plant community, and community with dense cover is better predicted than sparse plant community. 3) Both spectral variables and environmental variables play an important role in mapping the vegetation. However, the contribution of the same predictor in the GAMs models for different plant communities is different. 4) Insufficient resolution of spectral data, environmental data and confounding effects of land use and other variables which are not closely related to the environmental conditions are the major causes of imprecision. 展开更多
关键词 vegetation mapping generalized additive models (GAMs) SPOT Receiver Operating Characteristic (ROC) generalizedRegression Analysis and Spatial Predictions (GRASP) Huanghe River Delta
下载PDF
Modeling hot strip rolling process under framework of generalized additive model 被引量:2
2
作者 LI Wei-gang YANG Wei +2 位作者 ZHAO Yun-tao YAN Bao-kang LIU Xiang-hua 《Journal of Central South University》 SCIE EI CAS CSCD 2019年第9期2379-2392,共14页
This research develops a new mathematical modeling method by combining industrial big data and process mechanism analysis under the framework of generalized additive models(GAM)to generate a practical model with gener... This research develops a new mathematical modeling method by combining industrial big data and process mechanism analysis under the framework of generalized additive models(GAM)to generate a practical model with generalization and precision.Specifically,the proposed modeling method includes the following steps.Firstly,the influence factors are screened using mechanism knowledge and data-mining methods.Secondly,the unary GAM without interactions including cleaning the data,building the sub-models,and verifying the sub-models.Subsequently,the interactions between the various factors are explored,and the binary GAM with interactions is constructed.The relationships among the sub-models are analyzed,and the integrated model is built.Finally,based on the proposed modeling method,two prediction models of mechanical property and deformation resistance for hot-rolled strips are established.Industrial actual data verification demonstrates that the new models have good prediction precision,and the mean absolute percentage errors of tensile strength,yield strength and deformation resistance are 2.54%,3.34%and 6.53%,respectively.And experimental results suggest that the proposed method offers a new approach to industrial process modeling. 展开更多
关键词 industrial big data generalized additive model mechanical property prediction deformation resistance prediction
下载PDF
Modeling and Fault Monitoring of Bioprocess Using Generalized Additive Models (GAMs) and Bootstrap
3
作者 郑蓉建 周林成 潘丰 《Chinese Journal of Chemical Engineering》 SCIE EI CAS CSCD 2012年第6期1180-1183,共4页
Fault monitoring of bioprocess is important to ensure safety of a reactor and maintain high quality of products. It is difficult to build an accurate mechanistic model for a bioprocess, so fault monitoring based on ri... Fault monitoring of bioprocess is important to ensure safety of a reactor and maintain high quality of products. It is difficult to build an accurate mechanistic model for a bioprocess, so fault monitoring based on rich historical or online database is an effective way. A group of data based on bootstrap method could be resampling stochastically, improving generalization capability of model. In this paper, online fault monitoring of generalized additive models (GAMs) combining with bootstrap is proposed for glutamate fermentation process. GAMs and bootstrap are first used to decide confidence interval based on the online and off-line normal sampled data from glutamate fermentation experiments. Then GAMs are used to online fault monitoring for time, dissolved oxygen, oxygen uptake rate, and carbon dioxide evolution rate. The method can provide accurate fault alarm online and is helpful to provide useful information for removing fault and abnormal phenomena in the fermentation. 展开更多
关键词 bioprocess fault monitoring generalized additive model glutamic acid fermentation BOOTSTRAP modelING
下载PDF
Simulating Potential Distribution of Tamarix chinensis in Yellow River Delta by Generalized Additive Models
4
作者 SONG Chuangye HUANG Chong LIU Gaohuan 《湿地科学》 CSCD 2010年第4期347-353,共7页
There are typical ecosystems of littoral wetlands in the Yellow River Delta.In order to study the relationships between Tamarix chinensis and environmental variables and to predict T.chinensis potential distribution i... There are typical ecosystems of littoral wetlands in the Yellow River Delta.In order to study the relationships between Tamarix chinensis and environmental variables and to predict T.chinensis potential distribution in the Yellow River Delta,641 vegetation samples and 964 soil samples were collected in the area in October of 2004,2005,2006 and 2007.The contents of soil organic matter,total phosphorus,salt,and soluble potassium were determined.Then,the analyzed data were interpolated into spatial raster data by Kriging interpolation method.Meanwhile,the digital elevation model,soil type map and landform unit map of the Yellow River Delta were also collected.Generalized Additive Models(GAMs) were employed to build species-environment model and then simulate the potential distribution of T.chinensis.The results indicated that the distribution of T.chinensis was mainly limited by soil salt content,total soil phosphorus content,soluble potassium content,soil type,landform unit,and elevation.The distribution probability of T.chinensis was produced with a lookup table generated by Grasp Module(based on GAMs) in software ArcView GIS 3.2.The AUC(Area Under Curve) value of validation and cross-validation of ROC(Receive Operating Characteristic) were both higher than 0.8,which suggested that the established model had a high precision for predicting species distribution. 展开更多
关键词 Yellow River Delta Tamarix chinensis generalized additive models
下载PDF
Probabilistic Precipitation Forecasting Based on Ensemble Output Using Generalized Additive Models and Bayesian Model Averaging 被引量:9
5
作者 杨赤 严中伟 邵月红 《Acta meteorologica Sinica》 SCIE 2012年第1期1-12,共12页
A probabilistic precipitation forecasting model using generalized additive models (GAMs) and Bayesian model averaging (BMA) was proposed in this paper. GAMs were used to fit the spatial-temporal precipitation mode... A probabilistic precipitation forecasting model using generalized additive models (GAMs) and Bayesian model averaging (BMA) was proposed in this paper. GAMs were used to fit the spatial-temporal precipitation models to individual ensemble member forecasts. The distributions of the precipitation occurrence and the cumulative precipitation amount were represented simultaneously by a single Tweedie distribution. BMA was then used as a post-processing method to combine the individual models to form a more skillful probabilistic forecasting model. The mixing weights were estimated using the expectation-maximization algorithm. The residual diagnostics was used to examine if the fitted BMA forecasting model had fully captured the spatial and temporal variations of precipitation. The proposed method was applied to daily observations at the Yishusi River basin for July 2007 using the National Centers for Environmental Prediction ensemble forecasts. By applying scoring rules, the BMA forecasts were verified and showed better performances compared with the empirical probabilistic ensemble forecasts, particularly for extreme precipitation. Finally, possible improvements and a^plication of this method to the downscaling of climate change scenarios were discussed. 展开更多
关键词 Bayesian model averaging generalized additive model probabilistic precipitation forecasting TIGGE Tweedie distribution
下载PDF
Modeling deformation resistance for hot rolling based on generalized additive model 被引量:1
6
作者 Wei-gang Li Chao Liu +2 位作者 Yun-tao Zhao Bin Liu Xiang-hua Liu 《Journal of Iron and Steel Research International》 SCIE EI CAS CSCD 2017年第12期1177-1183,共7页
A model of deformation resistance during hot strip rolling was established based on generalized additive model.Firstly,a data modeling method based on generalized additive model was given.It included the selection of ... A model of deformation resistance during hot strip rolling was established based on generalized additive model.Firstly,a data modeling method based on generalized additive model was given.It included the selection of dependent variable and independent variables of the model,the link function of dependent variable and smoothing functional form of each independent variable,estimating process of the link function and smooth functions,and the last model modification.Then,the practical modeling test was carried out based on a large amount of hot rolling process data.An integrated variable was proposed to reflect the effects of different chemical compositions such as carbon,silicon,manganese,nickel,chromium,niobium,etc.The integrated chemical composition,strain,strain rate and rolling temperature were selected as independent variables and the cubic spline as the smooth function for them.The modeling process of deformation resistance was realized by SAS software,and the influence curves of the independent variables on deformation resistance were obtained by local scoring algorithm.Some interesting phenomena were found,for example,there is a critical value of strain rate,and the deformation resistance increases before this value and then decreases.The results confirm that the new model has higher prediction accuracy than traditional ones and is suitable for carbon steel,microalloyed steel,alloyed steel and other steel grades. 展开更多
关键词 Hot rolling Deformation resistance Mathematical model generalized additive model
原文传递
Modeling the effect of stand and site characteristics on the probability of mistletoe infestation in Scots pine stands using remote sensing data
7
作者 Luiza Tymińska-Czabańska Piotr Janiec +5 位作者 Pawel Hawrylo Jacek Slopek Anna Zielonka Pawel Netzel Daniel Janczyk Jaroslaw Socha 《Forest Ecosystems》 SCIE CSCD 2024年第3期296-306,共11页
Over the past decade,the presence of mistletoe(Viscum album ssp.austriacum)in Scots pine stands has increased in many European countries.Understanding the factors that influence the occurrence of mistletoe in stands i... Over the past decade,the presence of mistletoe(Viscum album ssp.austriacum)in Scots pine stands has increased in many European countries.Understanding the factors that influence the occurrence of mistletoe in stands is key to making appropriate forest management decisions to limit damage and prevent the spread of mistletoe in the future.Therefore,the main objective of this study was to determine the probability of mistletoe occurrence in Scots pine stands in relation to stand-related endogenous factors such as age,top height,and stand density,as well as topographic and edaphic factors.We used unmanned aerial vehicle(UAV)imagery from 2,247 stands to detect mistletoe in Scots pine stands,while majority stand and site characteristics were calculated from airborne laser scanning(ALS)data.Information on stand age and site type from the State Forest database were also used.We found that mistletoe infestation in Scots pine stands is influenced by stand and site characteristics.We documented that the densest,tallest,and oldest stands were more susceptible to mistletoe infestation.Site type and specific microsite conditions associated with topography were also important factors driving mistletoe occurrence.In addition,climatic water balance was a significant factor in increasing the probability of mistletoe occurrence,which is important in the context of predicted temperature increases associated with climate change.Our results are important for better understanding patterns of mistletoe infestation and ecosystem functioning under climate change.In an era of climate change and technological development,the use of remote sensing methods to determine the risk of mistletoe infestation can be a very useful tool for managing forest ecosystems to maintain forest sustainability and prevent forest disturbance. 展开更多
关键词 generalized additive models Tree infestation Mistletoe occurrence ALS UAV Scots pine
下载PDF
Fitting Generalized Additive Logistic Regression Model with GAM Procedure
8
作者 Suresh Kumar Sharma Rashmi Aggarwal Kanchan Jain 《Journal of Mathematics and System Science》 2013年第9期442-453,共12页
In dealing with nonparametric regression the GAM procedure is the most versatile of several new procedures. The terminology behind this procedure is more flexible than traditional parametric modeling tools. It relaxes... In dealing with nonparametric regression the GAM procedure is the most versatile of several new procedures. The terminology behind this procedure is more flexible than traditional parametric modeling tools. It relaxes the usual assumptions of parametric model and enables us to uncover structure to establish the relationship between independent variables and dependent variable in exponential family that may not be obvious otherwise. In this paper, we discussed two methods of fitting generalized additive logistic regression model, one based on Newton Raphson method and another based on iterative weighted least square method for first and second order Taylor series expansion. The use of the GAM procedure with the specified set of weights, using local scoring algorithm, was applied to real life data sets. The cubic spline smoother is applied to the independent variables. Based on nonparametric regression and smoothing techniques, this procedure provides powerful tools for data analysis. 展开更多
关键词 Logistic model iterative generalized additive model weighted least squares cubic splines.
下载PDF
Inference Procedures on the Generalized Poisson Distribution from Multiple Samples: Comparisons with Nonparametric Models for Analysis of Covariance (ANCOVA) of Count Data
9
作者 Maha Al-Eid Mohamed M. Shoukri 《Open Journal of Statistics》 2021年第3期420-436,共17页
Count data that exhibit over dispersion (variance of counts is larger than its mean) are commonly analyzed using discrete distributions such as negative binomial, Poisson inverse Gaussian and other models. The Poisson... Count data that exhibit over dispersion (variance of counts is larger than its mean) are commonly analyzed using discrete distributions such as negative binomial, Poisson inverse Gaussian and other models. The Poisson is characterized by the equality of mean and variance whereas the Negative Binomial and the Poisson inverse Gaussian have variance larger than the mean and therefore are more appropriate to model over-dispersed count data. As an alternative to these two models, we shall use the generalized Poisson distribution for group comparisons in the presence of multiple covariates. This problem is known as the ANCOVA and is solved for continuous data. Our objectives were to develop ANCOVA using the generalized Poisson distribution, and compare its goodness of fit to that of the nonparametric Generalized Additive Models. We used real life data to show that the model performs quite satisfactorily when compared to the nonparametric Generalized Additive Models. 展开更多
关键词 Count Regression Over Dispersion generalized Linear models Analysis of Covariance generalized additive models
下载PDF
From furnace up to freezer:Elevational patterns of plant diversity in Mount Palvar,a semi-arid Irano-Turanian mountain range of southwest Asia
10
作者 Atefeh GHORBANALIZADEH Moslem DOOSTMOHAMMADI 《Journal of Mountain Science》 SCIE CSCD 2024年第7期2236-2248,共13页
Much of the world's biodiversity lies in heterogeneous mountain areas with their diverse environments.As an example,Iranian montane ranges are highly diverse,particularly in the Irano-Turanian phytogeographical re... Much of the world's biodiversity lies in heterogeneous mountain areas with their diverse environments.As an example,Iranian montane ranges are highly diverse,particularly in the Irano-Turanian phytogeographical region.Understanding plant diversity patterns with increasing elevation is of high significance,not least for conservation planning.We studied the pattern of species richness,Shannon diversity,endemic richness,endemics ratio,and richness of life forms along a 3900 m elevational transect in Mount Palvar,overlooking the Lut Desert in Southeast Iran.We also analyzed the effect of environmental variables on species turnover along the vertical gradient.A total of 120 vegetation plots(10 m×10 m)were sampled along the elevational transect containing species and environmental data.To discover plant diversity pattern along the elevational gradient,generalized additive model(GAM)was used.Non-metric multidimensional scaling(NMDS)was applied for illustrating the correlation between species composition and environmental variables.We found hump-shaped pattern for species richness,Shannon diversity,endemic richness,and species richness of different life forms,but a monotonic increasing pattern for ratio of endemic species from low to high elevations.Our study confirms the humped pattern of species richness peaking at intermediate elevations along a complete elevational gradient in a semi-arid mountain.The monotonic increase of endemics ratio with elevation in our area as a case study is consistent with global increase of endemism with elevation.According to our results,temperature and precipitation are two important climatic variables that drive elevational plant diversity,particularly in seasonally dry areas.Our study suggests that effective conservation and management are needed for this low latitude mountain area along with calling for long-term monitoring for species redistribution. 展开更多
关键词 Elevational gradient Biodiversity ENDEMIC generalized additive model Hump-shaped pattern Irano-Turanian region
原文传递
Grouping tree species to estimate basal area increment in temperate multispecies forests in Durango,Mexico
11
作者 Jaime Roberto Padilla-Martínez Carola Paul +2 位作者 Kai Husmann Jose Javier Corral-Rivas Klaus von Gadow 《Forest Ecosystems》 SCIE CSCD 2024年第1期1-13,共13页
Multispecies forests have received increased scientific attention,driven by the hypothesis that biodiversity improves ecological resilience.However,a greater species diversity presents challenges for forest management... Multispecies forests have received increased scientific attention,driven by the hypothesis that biodiversity improves ecological resilience.However,a greater species diversity presents challenges for forest management and research.Our study aims to develop basal area growth models for tree species cohorts.The analysis is based on a dataset of 423 permanent plots(2,500 m^(2))located in temperate forests in Durango,Mexico.First,we define tree species cohorts based on individual and neighborhood-based variables using a combination of principal component and cluster analyses.Then,we estimate the basal area increment of each cohort through the generalized additive model to describe the effect of tree size,competition,stand density and site quality.The principal component and cluster analyses assign a total of 37 tree species to eight cohorts that differed primarily with regard to the distribution of tree size and vertical position within the community.The generalized additive models provide satisfactory estimates of tree growth for the species cohorts,explaining between 19 and 53 percent of the total variation of basal area increment,and highlight the following results:i)most cohorts show a"rise-and-fall"effect of tree size on tree growth;ii)surprisingly,the competition index"basal area of larger trees"had showed a positive effect in four of the eight cohorts;iii)stand density had a negative effect on basal area increment,though the effect was minor in medium-and high-density stands,and iv)basal area growth was positively correlated with site quality except for an oak cohort.The developed species cohorts and growth models provide insight into their particular ecological features and growth patterns that may support the development of sustainable management strategies for temperate multispecies forests. 展开更多
关键词 Temperate multispecies forests Cluster analysis Basal area increment generalized additive models
下载PDF
Spatio-temporal variation of depth to groundwater level and its driving factors in arid and semi-arid regions of India
12
作者 Suchitra PANDEY Geetilaxmi MOHAPATRA Rahul ARORA 《Regional Sustainability》 2024年第2期103-122,共20页
Climate change and increasing anthropogenic activities,such as over-exploitation of groundwater,are exerting unavoidable stress on groundwater resources.This study investigated the spatio-temporal variation of depth t... Climate change and increasing anthropogenic activities,such as over-exploitation of groundwater,are exerting unavoidable stress on groundwater resources.This study investigated the spatio-temporal variation of depth to groundwater level(DGWL)and the impacts of climatic(precipitation,maximum temperature,and minimum temperature)and anthropogenic(gross district product(GDP),population,and net irrigated area(NIA))variables on DGWL during 1994-2020.The study considered DGWL in 113 observation wells and piezometers located in arid western plains(Barmer and Jodhpur districts)and semi-arid eastern plains(Jaipur,Ajmer,Dausa,and Tonk districts)of Rajasthan State,India.Statistical methods were employed to examine the annual and seasonal patterns of DGWL,and the generalized additive model(GAM)was used to determine the impacts of climatic and anthropogenic variables on DGWL.During 1994-2020,except for Barmer District,where the mean annual DGWL was almost constant(around 26.50 m),all other districts exhibited increase in DGWL,with Ajmer District experiencing the most increase.The results also revealed that 36 observation wells and piezometers showed a statistically significant annual increasing trend in DGWL and 34 observation wells and piezometers exhibited a statistically significant decreasing trend in DGWL.Similarly,32 observation wells and piezometers showed an statistically significant increasing trend and 37 observation wells and piezometers showed a statistically significant decreasing trend in winter;33 observation wells and piezometers indicated a statistically significant increasing trend and 34 had a statistically significant decreasing trend in post-monsoon;35 observation wells and piezometers exhibited a statistically significant increasing trend and 32 observation wells and piezometers showed a statistically significant decreasing trend in pre-monsoon;and 36 observation wells and piezometers reflected a statistically significant increasing trend and 30 observation wells and piezometers reflected a statistically significant decreasing trend in monsoon.Interestingly,most of the observation wells and piezometers with increasing trends of DGWL were located in Dausa and Jaipur districts.Furthermore,the GAM analysis revealed that climatic variables,such as precipitation,significantly affected DGWL in Barmer District,and DGWL in all other districts was influenced by anthropogenic variables,including GDP,NIA,and population.As a result,stringent regulations should be implemented to curb excessive groundwater extraction,manage agricultural water demand,initiate proactive aquifer recharge programs,and strengthen sustainable management in these water-scarce regions. 展开更多
关键词 Climate change generalized additive model(GAM) Depth to groundwater level(DGWL) Climatic and anthropogenic variables Arid and semi-arid regions
下载PDF
Optimization of environmental variables in habitat suitability modeling for mantis shrimp Oratosquilla oratoria in the Haizhou Bay and adjacent waters 被引量:7
13
作者 Yunlei Zhang Huaming Yu +5 位作者 Haiqing Yu Binduo Xu Chongliang Zhang Yiping Ren Ying Xue Lili Xu 《Acta Oceanologica Sinica》 SCIE CAS CSCD 2020年第6期36-47,共12页
Habitat suitability index(HSI)models have been widely used to analyze the relationship between species abundance and environmental factors,and ultimately inform management of marine species.The response of species abu... Habitat suitability index(HSI)models have been widely used to analyze the relationship between species abundance and environmental factors,and ultimately inform management of marine species.The response of species abundance to each environmental variable is different and habitat requirements may change over life history stages and seasons.Therefore,it is necessary to determine the optimal combination of environmental variables in HSI modelling.In this study,generalized additive models(GAMs)were used to determine which environmental variables to be included in the HSI models.Significant variables were retained and weighted in the HSI model according to their relative contribution(%)to the total deviation explained by the boosted regression tree(BRT).The HSI models were applied to evaluate the habitat suitability of mantis shrimp Oratosquilla oratoria in the Haizhou Bay and adjacent areas in 2011 and 2013–2017.Ontogenetic and seasonal variations in HSI models of mantis shrimp were also examined.Among the four models(non-optimized model,BRT informed HSI model,GAM informed HSI model,and both BRT and GAM informed HSI model),both BRT and GAM informed HSI model showed the best performance.Four environmental variables(bottom temperature,depth,distance offshore and sediment type)were selected in the HSI models for four groups(spring-juvenile,spring-adult,falljuvenile and fall-adult)of mantis shrimp.The distribution of habitat suitability showed similar patterns between juveniles and adults,but obvious seasonal variations were observed.This study suggests that the process of optimizing environmental variables in HSI models improves the performance of HSI models,and this optimization strategy could be extended to other marine organisms to enhance the understanding of the habitat suitability of target species. 展开更多
关键词 habitat suitability index mantis shrimp generalized additive model boosted regression tree Haizhou Bay
下载PDF
Examining spatiotemporal distribution and CPUE-environment relationships for the jumbo flying squid Dosidicus gigas offshore Peru based on spatial autoregressive model 被引量:2
14
作者 FENG Yongjiu CHEN Xinjun LIU Yang 《Journal of Oceanology and Limnology》 SCIE CAS CSCD 2018年第3期942-955,共14页
The spatiotemporal distribution and relationship between nominal catch-per-unit-ef fort(CPUE) and environment for the jumbo flying squid( Dosidicus gigas) were examined in of fshore Peruvian waters during 2009–2013. ... The spatiotemporal distribution and relationship between nominal catch-per-unit-ef fort(CPUE) and environment for the jumbo flying squid( Dosidicus gigas) were examined in of fshore Peruvian waters during 2009–2013. Three typical oceanographic factors aff ecting the squid habitat were investigated in this research, including sea surface temperature(SST), sea surface salinity(SSS) and sea surface height(SSH). We studied the CPUE-environment relationships for D. gigas using a spatially-lagged version of spatial autoregressive(SAR) model and a generalized additive model(GAM), with the latter for auxiliary and comparative purposes. The annual fishery centroids were distributed broadly in an area bounded by 79.5°–82.7°W and 11.9°–17.1°S, while the monthly fishery centroids were spatially close and lay in a smaller area bounded by 81.0°–81.2°W and 14.3°–15.4°S. Our results show that the preferred environmental ranges for D. gigas offshore Peru were 20.9°–21.9°C for SST, 35.16–35.32 for SSS and 27.2–31.5 cm for SSH in the areas bounded by 78°–80°W/82–84°W and 15°–18°S. Monthly spatial distributions during October to December were predicted using the calibrated GAM and SAR models and general similarities were found between the observed and predicted patterns for the nominal CPUE of D. gigas. The overall accuracies for the hotspots generated by the SAR model were much higher than those produced by the GAM model for all three months. Our results contribute to a better understanding of the spatiotemporal distributions of D. gigas off shore Peru, and off er a new SAR modeling method for advancing fishery science. 展开更多
关键词 Dosidicus gigas spatiotemporal distribution generalized additive model (GAM) spatial autoregressive(SAR) model offshore Peru
下载PDF
Linearity extensions of the market model:a case of the top 10 cryptocurrency prices during the pre‑COVID‑19 and COVID‑19 periods 被引量:1
15
作者 Serdar Neslihanoglu 《Financial Innovation》 2021年第1期799-825,共27页
This research investigates the appropriateness of the linear specification of the market model for modeling and forecasting the cryptocurrency prices during the pre-COVID-19 and COVID-19 periods.Two extensions are off... This research investigates the appropriateness of the linear specification of the market model for modeling and forecasting the cryptocurrency prices during the pre-COVID-19 and COVID-19 periods.Two extensions are offered to compare the performance of the linear specification of the market model(LMM),which allows for the measurement of the cryptocurrency price beta risk.The first is the generalized additive model,which permits flexibility in the rigid shape of the linearity of the LMM.The second is the time-varying linearity specification of the LMM(Tv-LMM),which is based on the state space model form via the Kalman filter,allowing for the measurement of the time-varying beta risk of the cryptocurrency price.The analysis is performed using daily data from both time periods on the top 10 cryptocurrencies by adjusted market capitalization,using the Crypto Currency Index 30(CCI30)as a market proxy and 1-day and 7-day forward predictions.Such a comparison of cryptocurrency prices has yet to be undertaken in the literature.The empirical findings favor the Tv-LMM,which outperforms the others in terms of modeling and forecasting performance.This result suggests that the relationship between each cryptocurrency price and the CCI30 index should be locally instead of globally linear,especially during the COVID-19 period. 展开更多
关键词 CAPM COVID-19 Crypto Currency Index 30 generalized additive model Kalman filter
下载PDF
Model-based estimation of above-ground biomass in the miombo ecoregion of Zambia 被引量:1
16
作者 James Halperin Valerie LeMay +2 位作者 Emmanuel Chidumayo Louis Verchot Peter Marshall 《Forest Ecosystems》 SCIE CSCD 2016年第4期258-274,共17页
Background:Information on above-ground biomass(AGB) is important for managing forest resource use at local levels,land management planning at regional levels,and carbon emissions reporting at national and internati... Background:Information on above-ground biomass(AGB) is important for managing forest resource use at local levels,land management planning at regional levels,and carbon emissions reporting at national and international levels.In many tropical developing countries,this information may be unreliable or at a scale too coarse for use at local levels.There is a vital need to provide estimates of AGB with quantifiable uncertainty that can facilitate land use management and policy development improvements.Model-based methods provide an efficient framework to estimate AGB.Methods:Using National Forest Inventory(NFI) data for a^1,000,000 ha study area in the miombo ecoregion,Zambia,we estimated AGB using predicted canopy cover,environmental data,disturbance data,and Landsat 8 OLI satellite imagery.We assessed different combinations of these datasets using three models,a semiparametric generalized additive model(GAM) and two nonlinear models(sigmoidal and exponential),employing a genetic algorithm for variable selection that minimized root mean square prediction error(RMSPE),calculated through cross-validation.We compared model fit statistics to a null model as a baseline estimation method.Using bootstrap resampling methods,we calculated 95% confidence intervals for each model and compared results to a simple estimate of mean AGB from the NFI ground plot data.Results:Canopy cover,soil moisture,and vegetation indices were consistently selected as predictor variables.The sigmoidal model and the GAM performed similarly;for both models the RMSPE was -36.8 tonnes per hectare(i.e.,57% of the mean).However,the sigmoidal model was approximately 30% more efficient than the GAM,assessed using bootstrapped variance estimates relative to a null model.After selecting the sigmoidal model,we estimated total AGB for the study area at 64,526,209 tonnes(+/- 477,730),with a confidence interval 20 times more precise than a simple designbased estimate.Conclusions:Our findings demonstrate that NFI data may be combined with freely available satellite imagery and soils data to estimate total AGB with quantifiable uncertainty,while also providing spatially explicit AGB maps useful for management,planning,and reporting purposes. 展开更多
关键词 National Forest Inventory Above-ground biomass Miombo REDD+ generalized additive model Nonlinear model Landsat 8 OLI
下载PDF
A spatially-explicit count data regression for modeling the density of forest cockchafer(Melolontha hippocastani) larvae in the Hessian Ried(Germany)
17
作者 Matthias Schmidt Rainer Hurling 《Forest Ecosystems》 SCIE CAS 2014年第4期185-200,共16页
Background: In this paper, a regression model for predicting the spatial distribution of forest cockchafer larvae in the Hessian Ried region (Germany) is presented. The forest cockchafer, a native biotic pest, is a... Background: In this paper, a regression model for predicting the spatial distribution of forest cockchafer larvae in the Hessian Ried region (Germany) is presented. The forest cockchafer, a native biotic pest, is a major cause of damage in forests in this region particularly during the regeneration phase. The model developed in this study is based on a systematic sample inventory of forest cockchafer larvae by excavation across the Hessian Ried. These forest cockchafer larvae data were characterized by excess zeros and overdispersion. Methods: Using specific generalized additive regression models, different discrete distributions, including the Poisson, negative binomial and zero-inflated Poisson distributions, were compared. The methodology employed allowed the simultaneous estimation of non-linear model effects of causal covariates and, to account for spatial autocorrelation, of a 2-dimensional spatial trend function. In the validation of the models, both the Akaike information criterion (AIC) and more detailed graphical procedures based on randomized quantile residuals were used. Results: The negative binomial distribution was superior to the Poisson and the zero-inflated Poisson distributions, providing a near perfect fit to the data, which was proven in an extensive validation process. The causal predictors found to affect the density of larvae significantly were distance to water table and percentage of pure clay layer in the soil to a depth of I m. Model predictions showed that larva density increased with an increase in distance to the water table up to almost 4 m, after which it remained constant, and with a reduction in the percentage of pure clay layer. However this latter correlation was weak and requires further investigation. The 2-dimensional trend function indicated a strong spatial effect, and thus explained by far the highest proportion of variation in larva density. Conclusions: As such the model can be used to support forest practitioners in their decision making for regeneration and forest protection planning in the Hessian predicting future spatial patterns of the larva density is still comparatively weak. Ried. However, the application of the model for somewhat limited because the causal effects are 展开更多
关键词 Forest cockchafer LARVAE Negative binomial distribution Poisson distribution Zerc〉-inflated poissondistribution Systematic sample inventory generalized additive model Spatial autocorrelation Randomizedquantile residuals
下载PDF
Effect of climate factors on the incidence of hand, foot, and mouth disease in Malaysia: A generalized additive mixed model 被引量:2
18
作者 Nurmarni Athirah Abdul Wahid Jamaludin Suhaila Haliza Abd.Rahman 《Infectious Disease Modelling》 2021年第1期997-1008,共12页
Climate change is one of the critical determinants affecting life cycles and transmission of most infectious agents,including malaria,cholera,dengue fever,hand,foot,and mouth disease(HFMD),and the recent Corona-virus ... Climate change is one of the critical determinants affecting life cycles and transmission of most infectious agents,including malaria,cholera,dengue fever,hand,foot,and mouth disease(HFMD),and the recent Corona-virus pandemic.HFMD has been associated with a growing number of outbreaks resulting in fatal complications since the late 1990s.The outbreaks may result from a combination of rapid population growth,climate change,socioeconomic changes,and other lifestyle changes.However,the modeling of climate variability and HFMD remains unclear,particularly in statistical theory development.The statistical relationship between HFMD and climate factors has been widely studied using generalized linear and additive modeling.When dealing with time-series data with clustered variables such as HFMD with clustered states,the independence principle of both modeling approaches may be violated.Thus,a Generalized Additive Mixed Model(GAMM)is used to investigate the relationship between HFMD and climate factors in Malaysia.The model is improved by using a first-order autoregressive term and treating all Malaysian states as a random effect.This method is preferred as it allows states to be modeled as random effects and accounts for time series data autocorrelation.The findings indicate that climate variables such as rainfall and wind speed affect HFMD cases in Malaysia.The risk of HFMD increased in the subsequent two weeks with rainfall below 60 mm and decreased with rainfall exceeding 60 mm.Besides,a two-week lag in wind speeds between 2 and 5 m/s reduced HFMD's chances.The results also show that HFMD cases rose in Malaysia during the inter-monsoon and southwest monsoon seasons but fell during the northeast monsoon.The study's outcomes can be used by public health officials and the general public to raise awareness,and thus,implement effective preventive measures. 展开更多
关键词 Autoregressive term Climate change generalized additive mixed model HFMD Infectious disease
原文传递
Standardizing CPUE of Ommastrephes bartramii for Chinese squid-jigging fishery in Northwest Pacific Ocean 被引量:14
19
作者 田思泉 陈新军 +2 位作者 陈勇 许柳雄 戴小杰 《Chinese Journal of Oceanology and Limnology》 SCIE CAS CSCD 2009年第4期729-739,共11页
Generalized linear models (GLM) and generalized additive models (GAM) were used to standardize catch per unit fishing effort (CPUE) of Ommastrephes bartramii for Chinese squid-jigging fishery in Northwest Pacifi... Generalized linear models (GLM) and generalized additive models (GAM) were used to standardize catch per unit fishing effort (CPUE) of Ommastrephes bartramii for Chinese squid-jigging fishery in Northwest Pacific Ocean. Three groups of variables were considered in the standardization: spatial variables (longitude and latitude), temporal variables (year and month) and environmental variables, including sea surface temperature (SST), sea surface salinity (SSS) and sea level height (SLH). CPUE was treated as the dependent variable and its error distribution was assumed to be log-normal in each model. The model selections of GLM and GAM were based on the finite sample-corrected Akaike information criterion (AICC) and pseudo-coefficient (Pcf) combined P-value, respectively. Both GAM and GLM analysis showed that the month was the most important variable affecting CPUE and could explain 21.3% of variability in CPUE while other variables only explained 8.66%. The interaction of spatial and temporal variables weakly influenced the CPUE. Moreover, spatio-temporal factors may be more important in influencing the CPUE of this squid than environmental variables. The standardized and nominal CPUEs were similar and had the same trends in spatio-temporal distribution, but the standardized CPUE values tended to be smaller than the nominal CPUE. The CPUE tended to have much higher monthly variation than annual variations and their values increased with month. The CPUE became higher with increasing latitude-high CPUE usually occurred in 145°E-148°E and 149°E-162°E. The CPUE was higher when SST was 14-21℃ and the SLH from -22 cm to -18 cm. In this study, GAM tended to be more suitable than GLM in analysis of CPUE. 展开更多
关键词 Ommastrephes bartramii CPUE standardization generalized additive model generalizedlinear model Northwestern Pacific Ocean Chinese squid-jigging fishery
原文传递
The study on fishing ground of neon flying squid, Ommastrephes bartrami,and ocean environment based on remote sensing data in the Northwest Pacific Ocean 被引量:17
20
作者 樊伟 伍玉梅 崔雪森 《Chinese Journal of Oceanology and Limnology》 SCIE CAS CSCD 2009年第2期408-414,共7页
The relationships between the neon flying squid, Ommastrephes bartrami, and the relative ocean environmental factors are analyzed. The environmental factors collected are sea surface temperature (SST), chlorophyll c... The relationships between the neon flying squid, Ommastrephes bartrami, and the relative ocean environmental factors are analyzed. The environmental factors collected are sea surface temperature (SST), chlorophyll concentration (Chl-α) and sea surface height (SSH) from NASA, as well as the yields of neon flying squid in the North Pacific Ocean. The results show that the favorable temperature for neon flying squid living is 10℃-22℃ and the favorite temperature is between 15℃-17℃. The Chl-α concentration is 0.1-0.6 mg/m^3. When Chl-α concentration changes to 0.12-0.14 mg/m^3, the probability of forming fishing ground becomes very high. In most fishing grounds, the SSH is higher than the mean SSH. The generalized additive model (GAM) was applied to analyze the correlations between neon flying squid and ocean environmental factors. Every year, squids migrate northward from June to August and return southward during October-November, and the characteristics of the both migrations are very different. When squids migrate to the north, most relationships between the yields and SST are positive. The relationships are negative when squids move to southward. The relationships between the yields and Chl-a concentrations are negative from June to October, and insignificant in November. There is no obvious correlation between the catches of squid and longitude, but good with latitude. 展开更多
关键词 Ommastrephes bartrami generalized additive models sea surface temperature CHLOROPHYLL-A
原文传递
上一页 1 2 3 下一页 到第
使用帮助 返回顶部