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Positional Error Model of Line Segments with Modeling and Measuring Errors Using Brownian Bridge
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作者 Xiaohua TONG Lejingyi ZHOU Yanmin JIN 《Journal of Geodesy and Geoinformation Science》 CSCD 2023年第2期1-10,共10页
Spatial linear features are often represented as a series of line segments joined by measured endpoints in surveying and geographic information science.There are not only the measuring errors of the endpoints but also... Spatial linear features are often represented as a series of line segments joined by measured endpoints in surveying and geographic information science.There are not only the measuring errors of the endpoints but also the modeling errors between the line segments and the actual geographical features.This paper presents a Brownian bridge error model for line segments combining both the modeling and measuring errors.First,the Brownian bridge is used to establish the position distribution of the actual geographic feature represented by the line segment.Second,an error propagation model with the constraints of the measuring error distribution of the endpoints is proposed.Third,a comprehensive error band of the line segment is constructed,wherein both the modeling and measuring errors are contained.The proposed error model can be used to evaluate line segments’overall accuracy and trustability influenced by modeling and measuring errors,and provides a comprehensive quality indicator for the geospatial data. 展开更多
关键词 spatial data line segment modeling error measuring error Brownian bridge
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A Combined Antenna Array Deployment with High Positioning Accuracy and Low Angular Measurement Error
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作者 Wangjie Chen Weiqiang Zhu +3 位作者 Zhenhong Fan Li Wu Yi He Yixiao Wang 《Journal of Beijing Institute of Technology》 EI CAS 2024年第2期141-154,共14页
In this paper,an antenna array composed of circular array and orthogonal linear array is proposed by using the design of long and short baseline“orthogonal linear array”and the circular array ambiguity resolution de... In this paper,an antenna array composed of circular array and orthogonal linear array is proposed by using the design of long and short baseline“orthogonal linear array”and the circular array ambiguity resolution design of multi-group baseline clustering.The effectiveness of the antenna array in this paper is verified by sufficient simulation and experiment.After the system deviation correction work,it is found that in the L/S/C/X frequency bands,the ambiguity resolution probability is high,and the phase difference system error between each channel is basically the same.The angle measurement error is less than 0.5°,and the positioning error is less than 2.5 km.Notably,as the center frequency increases,calibration consistency improves,and the calibration frequency points become applicable over a wider frequency range.At a center frequency of 11.5 GHz,the calibration frequency point bandwidth extends to 1200 MHz.This combined antenna array deployment holds significant promise for a wide range of applications in contemporary wireless communication systems. 展开更多
关键词 antenna array deployment ambiguity resolution phase consistency angle measurement error positioning error
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Online Capacitor Voltage Transformer Measurement Error State Evaluation Method Based on In-Phase Relationship and Abnormal Point Detection
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作者 Yongqi Liu Wei Shi +2 位作者 Jiusong Hu Yantao Zhao Pang Wang 《Smart Grid and Renewable Energy》 2024年第1期34-48,共15页
The assessment of the measurement error status of online Capacitor Voltage Transformers (CVT) within the power grid is of profound significance to the equitable trade of electric energy and the secure operation of the... The assessment of the measurement error status of online Capacitor Voltage Transformers (CVT) within the power grid is of profound significance to the equitable trade of electric energy and the secure operation of the power grid. This paper advances an online CVT error state evaluation method, anchored in the in-phase relationship and outlier detection. Initially, this method leverages the in-phase relationship to obviate the influence of primary side fluctuations in the grid on assessment accuracy. Subsequently, Principal Component Analysis (PCA) is employed to meticulously disentangle the error change information inherent in the CVT from the measured values and to compute statistics that delineate the error state. Finally, the Local Outlier Factor (LOF) is deployed to discern outliers in the statistics, with thresholds serving to appraise the CVT error state. Experimental results incontrovertibly demonstrate the efficacy of this method, showcasing its prowess in effecting online tracking of CVT error changes and conducting error state assessments. The discernible enhancements in reliability, accuracy, and sensitivity are manifest, with the assessment accuracy reaching an exemplary 0.01%. 展开更多
关键词 Capacitor Voltage Transformer Measurement error Online Monitoring Principal Component Analysis Local Outlier Factor
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ERROR COMPENSATION OF COORDINATE MEASURING MACHINES WITH LOW STIFFNESS 被引量:1
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作者 Zhao Yingjian Zhang Guoxiong (College of Precision Instruments and Optical Electronics, Tianjin University) 《Chinese Journal of Mechanical Engineering》 SCIE EI CAS CSCD 2000年第2期159-164,共6页
A technique for compensating the errors of coordinate measuring machines (CMMs) with low stiffness is proposed. Some additional items related with the force deformation are introduced to the error compensation aquatio... A technique for compensating the errors of coordinate measuring machines (CMMs) with low stiffness is proposed. Some additional items related with the force deformation are introduced to the error compensation aquations. The research was carried on a moving colunm horizontal arm CMM. Experimental results show that both the effects of systematic components of error motions and force deformations are greatly reduced, which shows the effectiveness of proposed technique. 展开更多
关键词 error compensation Coordinate measuring machine(CMM) Low stiffness
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Effect of Measurement Error on the Multivariate CUSUM Control Chart for Compositional Data
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作者 Muhammad Imran Jinsheng Sun +2 位作者 Fatima Sehar Zaidi Zameer Abbas Hafiz Zafar Nazir 《Computer Modeling in Engineering & Sciences》 SCIE EI 2023年第8期1207-1257,共51页
Control charts(CCs)are one of the main tools in Statistical Process Control that have been widely adopted in manufacturing sectors as an effective strategy for malfunction detection throughout the previous decades.Mea... Control charts(CCs)are one of the main tools in Statistical Process Control that have been widely adopted in manufacturing sectors as an effective strategy for malfunction detection throughout the previous decades.Measurement errors(M.E’s)are involved in the quality characteristic of interest,which can effect the CC’s performance.The authors explored the impact of a linearmodel with additive covariate M.E on the multivariate cumulative sum(CUSUM)CC for a specific kind of data known as compositional data(CoDa).The average run length(ARL)is used to assess the performance of the proposed chart.The results indicate that M.E’s significantly affects themultivariate CUSUM-CoDaCCs.The authors haveused theMarkov chainmethod to study the impact of different involved parameters using six different cases for the variance-covariance matrix(VCM)(i.e.,uncorrelated with equal variances,uncorrelated with unequal variances,positively correlated with equal variances,positively correlated with unequal variances,negatively correlatedwith equal variances and negatively correlated with unequal variances).The authors concluded that the error VCM has a negative impact on the performance of themultivariate CUSUM-CoDa CC,as the ARL increases with an increase in the value of the error VCM.The subgroup size m and powering operator b positively impact the proposed CC,as the ARL decreases with an increase in m or b.The number of variables p also has a negative impact on the performance of the proposed CC,as the values of ARL increase with an increase in p.For the implementation of the proposal,two illustrated examples have been reported formultivariate CUSUM-CoDaCCs inthe presence ofM.E’s.Onedealswith themanufacturingprocessof uncoated aspirin tablets,and the other is based on monitoring the machines involved in the muesli manufacturing process. 展开更多
关键词 MCUSUM chart CODA measurement error manufacturing process PERFORMANCE
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Geometric error measuring,modeling,and compensation for CNC machine tools:A review
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作者 Zhao ZHANG Feng JIANG +3 位作者 Ming LUO Baohai WU Dinghua ZHANG Kai TANG 《Chinese Journal of Aeronautics》 SCIE EI CAS CSCD 2024年第2期163-198,共36页
Geometric error,mainly due to imperfect geometry and dimensions of machine components,is one of the major error sources of machine tools.Considering that geometric error has significant effects on the machining qualit... Geometric error,mainly due to imperfect geometry and dimensions of machine components,is one of the major error sources of machine tools.Considering that geometric error has significant effects on the machining quality of manufactured parts,it has been a popular topic for academic and industrial research for many years.A great deal of research work has been carried out since the 1970s for solving the problem and improving the machining accuracy.Researchers have studied how to measure,detect,model,identify,reduce,and compensate the geometric errors.This paper presents a thorough review of the latest research activities and gives an overview of the state of the art in understanding changes in machine tool performance due to geometric errors.Recent advances in measuring the geometrical errors of machine tools are summarized,and different kinds of error identification methods of translational axes and rotation axes are illustrated respectively.Besides,volumetric geometric error modeling,tracing,and compensation techniques for five-axis machine tools are emphatically introduced.Finally,research challenges in order to improve the volumetric accuracy of machine tools are also highlighted. 展开更多
关键词 error compensation error identification error measurement error modeling Geometric error Machine tools
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WEIGHTED LASSO ESTIMATES FOR SPARSE LOGISTIC REGRESSION:NON-ASYMPTOTIC PROPERTIES WITH MEASUREMENT ERRORS 被引量:2
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作者 黄华妹 高钰婧 +1 位作者 张慧铭 李波 《Acta Mathematica Scientia》 SCIE CSCD 2021年第1期207-230,共24页
For high-dimensional models with a focus on classification performance,the?1-penalized logistic regression is becoming important and popular.However,the Lasso estimates could be problematic when penalties of different... For high-dimensional models with a focus on classification performance,the?1-penalized logistic regression is becoming important and popular.However,the Lasso estimates could be problematic when penalties of different coefficients are all the same and not related to the data.We propose two types of weighted Lasso estimates,depending upon covariates determined by the Mc Diarmid inequality.Given sample size n and a dimension of covariates p,the finite sample behavior of our proposed method with a diverging number of predictors is illustrated by non-asymptotic oracle inequalities such as the?1-estimation error and the squared prediction error of the unknown parameters.We compare the performance of our method with that of former weighted estimates on simulated data,then apply it to do real data analysis. 展开更多
关键词 logistic regression weighted Lasso oracle inequalities high-dimensional statistics measurement error
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Parameter-independent error correction for potential measurements by reference electrode in lithium-ion batteries
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作者 Yalun Li Xinlei Gao +4 位作者 Xuning Feng Xuebing Han Jiuyu Du Languang Lu Minggao Ouyang 《Journal of Energy Chemistry》 SCIE EI CAS CSCD 2022年第4期34-45,共12页
The safety monitoring of lithium-ion batteries(LIBs) is of great significance for realizing all-climate and full-lifespan battery management. In-situ measurement of anode potential with implanted reference electrodes(... The safety monitoring of lithium-ion batteries(LIBs) is of great significance for realizing all-climate and full-lifespan battery management. In-situ measurement of anode potential with implanted reference electrodes(REs) has proven to be effective to monitor and avoid the occurrence of severe side reactions like Li plating to ensure the safe and fast charging. However, the intrinsic measurement errors caused by local blocking effects, which also can be referred to as potential artefacts, are seldom taken into consideration in existing studies, yet they highly dominate the correctness of conclusions inferred from REs. In this study, aiming at exploring the physical origin of the measurement errors and ensure reliable potential monitoring, electrochemical and post-mortem tests are conducted using commercial pouch cells with implanted REs. Corresponding electrochemical model which describes the blocking effects, is established to validate the abnormal absence of lithium plating that predicted by measured anode potentials under various charging rates. Theoretical derivation is further presented to explain the error sources, which can be attributed to increased local liquid potential of the RE position. Most importantly, with the guidance of error analysis, a novel parameter-independent error correction method for RE measurements is proposed for the first time, which is proven to be adequate to estimate the real anode potentials and deduce the critical C-rate of Li plating with extra safety margin. After error correction, the resulting critical C-rates are all within the range of 0.55 ± 0.03 C, which is close to the C-rate of 0.6–0.7 C obtained from experiments. In addition, this error correction method can be performed conveniently with only some simple RE measurements of polarization voltages, totally independent of battery electrochemical and geometric parameters. This study provides highly practical error correction method for RE measurements in real LIBs, substantially facilitating the fast diagnosis and safety evaluation of Li plating during charging of LIBs. 展开更多
关键词 Reference electrode Lithium-ion battery Potential artefacts Measurement error correction
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A Steady-State Errors Correction Method for Eliminating Measurement Errors
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作者 田新良 杨苹 《Journal of Donghua University(English Edition)》 EI CAS 2013年第4期298-304,共7页
This paper proposes a steady-state errors correction(SSEC)method for eliminating measurement errors.This method is based on the detections of error signal E(s)and output C(s)which generate an expected output R(s).In c... This paper proposes a steady-state errors correction(SSEC)method for eliminating measurement errors.This method is based on the detections of error signal E(s)and output C(s)which generate an expected output R(s).In comparison with the conventional solutions which are based on detecting the expected output R(s)and output C(s)to obtain error signal E(s),the measurement errors are eliminated even the error might be at a significant level.Moreover,it is possible that the individual debugging by regulating the coefficient K for every member of the multiple objectives achieves the optimization of the open loop gain.Therefore,this simple method can be applied to the weak coupling and multiple objectives system,which is usually controlled by complex controller.The principle of eliminating measurement errors is derived analytically,and the advantages comparing with the conventional solutions are depicted.Based on the SSEC method analysis,an application of this method for an active power filter(APF)is investigated and the effectiveness and viability of the scheme are demonstrated through the simulation and experimental verifications. 展开更多
关键词 measurement errors steady-state errors correction(SSEC) active power filters(APF
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Nonparametric Regression Estimation with Mixed Measurement Errors
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作者 Zanhua Yin Fang Liu Yuanfu Xie 《Applied Mathematics》 2016年第17期2269-2284,共17页
We consider the estimation of nonparametric regression models with predictors being measured with a mixture of Berkson and classical errors. In practice, the Berkson error arises when the variable X of interest is uno... We consider the estimation of nonparametric regression models with predictors being measured with a mixture of Berkson and classical errors. In practice, the Berkson error arises when the variable X of interest is unobservable and only a proxy of X can be measured while the inaccuracy related to the observation of the proxy causes an error of classical type. In this paper, we propose two nonparametric estimators of the regression function in the presence of either or both types of errors. We prove the asymptotic normality of our estimators and derive their rates of convergence. The finite-sample properties of the estimators are investigated through simulation studies. 展开更多
关键词 Berkson error Classical error DECONVOLUTION Kernel Method Mixed Measurement errors
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Accuracy estimation of site coordinates derived from GNSS-observations by non-classical error theory of measurements
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作者 Petro Dvulit Stepan Savchuk Iryna Sosonka 《Geodesy and Geodynamics》 CSCD 2021年第5期347-355,共9页
The velocities of tectonic plates derived from GNSS time series are regularly used as input data for geophysical models. However, as shown by numerous researches, the coordinates time series contain residual errors of... The velocities of tectonic plates derived from GNSS time series are regularly used as input data for geophysical models. However, as shown by numerous researches, the coordinates time series contain residual errors of a systematic nature, which can significantly affect the reliability of the obtained velocity estimates. This research shows that using non-classical error theory of measurement(NETM)for processing GNSS time series allows detecting the presence of weak, not removed from GNSS processing, sources of systematic errors. Based on the coordinate time series of selected permanent GNSS stations in Europe, we checked the empirical distributions of errors by the NETM on G. Jeffries’ recommendations and on the principles of the theory of hypothesis tests according to Pearson’s criterion. It is established that the obtained coordinates time series of GNSS-stations only partially confirm the hypothesis of their conformity to the normal Gaussian distribution law, and this may be the main reason for their unrepresentative classification. In the future, it is necessary to identify and take into account the causes of residual errors that distort the real distribution of the results of the GNSS time series. 展开更多
关键词 GNSS data Processing GNSS time Series Discontinuities in time series Non-classical error theory of measurements Noise analysis
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Analysis and counter measure in blood grouping errors of volunteers’donating blood
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《中国输血杂志》 CAS CSCD 2001年第S1期378-,共1页
关键词 Analysis and counter measure in blood grouping errors of volunteers
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Algorithms for automatic measurement of SIS-type hysteretic underdamped Josephson junction’s parameters by current-voltage characteristics
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作者 Aleksey G.Vostretsov Svetlana G.Filatova 《Journal of Electronic Science and Technology》 EI CSCD 2023年第4期60-74,共15页
Some electrical parameters of the SIS-type hysteretic underdamped Josephson junction(JJ)can be measured by its current-voltage characteristics(IVCs).Currents and voltages at JJ are commensurate with the intrinsic nois... Some electrical parameters of the SIS-type hysteretic underdamped Josephson junction(JJ)can be measured by its current-voltage characteristics(IVCs).Currents and voltages at JJ are commensurate with the intrinsic noise level of measuring instruments.This leads to the need for multiple measurements with subsequent statistical processing.In this paper,the digital algorithms are proposed for the automatic measurement of the JJ parameters by IVC.These algorithms make it possible to implement multiple measurements and check these JJ parameters in an automatic mode with the required accuracy.The complete sufficient statistics are used to minimize the root-mean-square error of parameter measurement.A sequence of current pulses with slow rising and falling edges is used to drive JJ,and synchronous current and voltage readings at JJ are used to realize measurement algorithms.The algorithm performance is estimated through computer simulations.The significant advantage of the proposed algorithms is the independence from current source noise and intrinsic noise of current and voltage meters,as well as the simple implementation in automatic digital measuring systems.The proposed algorithms can be used to control JJ parameters during mass production of superconducting integrated circuits,which will improve the production efficiency and product quality. 展开更多
关键词 Algorithm design and analysis Critical current Current-voltage characteristics(IVCs) Josephson junction(JJ) Measurement errors Parameter estimation
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Consequences of Insufficient Selectivity in Quantitative and Qualitative Chemical Analysis
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作者 Mats Larsson Göran Nilsson 《Journal of Analytical Sciences, Methods and Instrumentation》 2023年第2期13-25,共13页
A problem in chemical analysis in connection with measurements of a substance normally occurring in a sample, or identification of a substance which should not exist in a sample, is insufficient selectivity. In this a... A problem in chemical analysis in connection with measurements of a substance normally occurring in a sample, or identification of a substance which should not exist in a sample, is insufficient selectivity. In this article, we analyze this problem and propose remedies. We use a real doping case to illustrate how chemical noise causes a serious selectivity problem, probably causing a false positive outcome. 展开更多
关键词 Chemical Analysis Quantitative and Qualitative Selectivity Chemical Measurement Procedures Measurement errors Chemical Noise
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提高应变检测的精度研究
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作者 杨振江 《西安电子科技大学学报》 EI CAS CSCD 北大核心 1995年第1期78-83,共6页
文章从提高应变检测精度,消除测量误差出发,详细分析了用电桥原理测量应变所带来的非线性问题,并由此论述了一种新的有源检测网络和测量应变时几种技术问题及克服误差的一些方法.
关键词 应变检测 电桥 有源网络 测量精度 应力分析
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Remaining useful lifetime prediction for equipment based on nonlinear implicit degradation modeling 被引量:5
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作者 CAI Zhongyi WANG Zezhou +2 位作者 CHEN Yunxiang GUO Jiansheng XIANG Huachun 《Journal of Systems Engineering and Electronics》 SCIE EI CSCD 2020年第1期194-205,共12页
Nonlinearity and implicitness are common degradation features of the stochastic degradation equipment for prognostics.These features have an uncertain effect on the remaining useful life(RUL)prediction of the equipmen... Nonlinearity and implicitness are common degradation features of the stochastic degradation equipment for prognostics.These features have an uncertain effect on the remaining useful life(RUL)prediction of the equipment.The current data-driven RUL prediction method has not systematically studied the nonlinear hidden degradation modeling and the RUL distribution function.This paper uses the nonlinear Wiener process to build a dual nonlinear implicit degradation model.Based on the historical measured data of similar equipment,the maximum likelihood estimation algorithm is used to estimate the fixed coefficients and the prior distribution of a random coefficient.Using the on-site measured data of the target equipment,the posterior distribution of a random coefficient and actual degradation state are step-by-step updated based on Bayesian inference and the extended Kalman filtering algorithm.The analytical form of the RUL distribution function is derived based on the first hitting time distribution.Combined with the two case studies,the proposed method is verified to have certain advantages over the existing methods in the accuracy of prediction. 展开更多
关键词 remaining useful life(RUL)prediction Wiener process dual nonlinearity measurement error individual difference
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UAV Velocity Measurement for Ground Moving Target 被引量:2
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作者 黄大庆 徐诚 +1 位作者 韩伟 王东振 《Transactions of Nanjing University of Aeronautics and Astronautics》 EI CSCD 2015年第1期9-15,共7页
To satisfy the demand of measuring the velocity of ground moving target through unmanned aerial vehicle(UAV)electro-optical platform,two velocity measurement methods are proposed.Firstly,a velocity measurement method ... To satisfy the demand of measuring the velocity of ground moving target through unmanned aerial vehicle(UAV)electro-optical platform,two velocity measurement methods are proposed.Firstly,a velocity measurement method based on target localization is derived,using the position difference between two points with the advantages of easy deployment and realization.Then a mathematical model for measuring target velocity is built and described by 15 variables,i.e.UAV velocity,UAV attitude angular rate,camera direction angular rate and so on.Moreover,the causes of velocity measurement error are analyzed and a formula is derived for calculating the measurement error.Finally,the simulation results show that angular rate error has a strong influence on the velocity measurement accuracy,especially the UAV pitch angular rate error,roll angular rate error and the camera angular altitude rate error,thus indicating the direction for improving velocity measurement precision. 展开更多
关键词 unmanned aerial vehicle(UAV) target velocity measurement target localization velocity measurement error
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Uncertainties in above ground tree biomass estimation 被引量:1
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作者 Lihou Qin Shengwang Meng +2 位作者 Guang Zhou Qijing Liu Zhenzhao Xu 《Journal of Forestry Research》 SCIE CAS CSCD 2021年第5期1989-2000,共12页
Models of above-ground tree biomass have been widely used to estimate forest biomass using national forest inventory data.However,many sources of uncertainty affect above-ground biomass estimation and are challenging ... Models of above-ground tree biomass have been widely used to estimate forest biomass using national forest inventory data.However,many sources of uncertainty affect above-ground biomass estimation and are challenging to assess.In this study,the uncertainties associated with the measurement error in independent variables(diameter at breast height,tree height),residual variability,variances of the parameter estimates,and the sampling variability of national inventory data are estimated for five above-ground biomass models.The results show sampling variability is the most significant source of uncertainty.The measurement error and residual variability have negligible effects on forests above-ground biomass estimations.Thus,a reduction in the uncertainty of the sampling variability has the greatest potential to decrease the overall uncertainty.The power model containing only the diameter at breast height has the smallest uncertainty.The findings of this study provide suggestions to achieve a trade-off between accuracy and cost for above-ground biomass estimation using field work. 展开更多
关键词 Above-ground biomass Measurement error Residual variability Parameter estimates Sampling variability
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Error analysis and calibration for underwater sound intensity measuring system 被引量:6
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作者 HE Zuoyong HE Yuanan SHANG Dejiang (Institute of Underwater Acoustics, Harbin Engineering University Harbin 150001) 《Chinese Journal of Acoustics》 2000年第3期193-206,共14页
Based on measuring the cross-spectrum density of sound pressure between two hydrophones, the facility for underwater sound intensity measurement is investigated and designed. According to the principle of two-hydropho... Based on measuring the cross-spectrum density of sound pressure between two hydrophones, the facility for underwater sound intensity measurement is investigated and designed. According to the principle of two-hydrophone method for intensity measurement, the error analysis is carried out. Given the method of sound intensity measurement calibration for this underwater sound intensity measurement facility, the uncertainty of intensity measurement by this facility is evaluated. It is shown that the analysis and evaluation are agreeable to the experimental results. 展开更多
关键词 In error analysis and calibration for underwater sound intensity measuring system
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Tracking market and non-traditional sources of risks in procyclical and countercyclical hedge fund strategies under extreme scenarios:a nonlinear VAR approach
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作者 François-Éric Racicot Raymond Théoret 《Financial Innovation》 2022年第1期696-751,共56页
The subprime crisis was quite damaging for hedge funds.Using the local projection method(Jordà2004,2005,2009),we forecast the dynamic responses of the betas of hedge fund strategies to macroeconomic and financial... The subprime crisis was quite damaging for hedge funds.Using the local projection method(Jordà2004,2005,2009),we forecast the dynamic responses of the betas of hedge fund strategies to macroeconomic and financial shocks—especially volatility and illiquidity shocks—over the subprime crisis in order to investigate their market timing activities.In a robustness check,using TVAR(Balke 2000),we simulate the reaction of hedge fund strategies’betas in extreme scenarios allowing moderate and strong adverse shocks.Our results show that the behavior of hedge fund strategies regarding the monitoring of systematic risk is highly nonlinear in extreme scenarios—especially during the subprime crisis.We find that countercyclical strategies have an investment technology which differs from procyclical ones.During crises,the former seek to capture non-traditional risk premia by deliberately increasing their systematic risk while the later focus more on minimizing risk.Our results suggest that the hedge fund strategies’betas respond more to illiquidity uncertainty than to illiquidity risk during crises.We find that illiquidity and VIX shocks are the major drivers of systemic risk in the hedge fund industry. 展开更多
关键词 Hedge fund PROCYCLICALITY Illiquidity risk shock Illiquidity uncertainty shock Local projection model TVAR Optimal forecast Measurement errors
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