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1 – 10 of over 6000The purpose of this paper is to study the identification methods for multivariable nonlinear Box‐Jenkins systems with autoregressive moving average (ARMA) noises, based on the…
Abstract
Purpose
The purpose of this paper is to study the identification methods for multivariable nonlinear Box‐Jenkins systems with autoregressive moving average (ARMA) noises, based on the auxiliary model and the multi‐innovation identification theory.
Design/methodology/approach
A multi‐innovation generalized extended least squares (MI‐GELS) and a multi‐innovation generalized ex‐tended stochastic gradient (MI‐GESG) algorithms are developed for multivariable nonlinear Box‐Jenkins systems based on the auxiliary model. The basic idea is to construct an auxiliary model from the measured data and to replace the unknown terms in the information vector with their estimates (i.e. the outputs of the auxiliary model).
Findings
It is found that the proposed algorithms can give high accurate parameter estimation compared with existing stochastic gradient algorithm and recursive extended least squares algorithm.
Originality/value
In this paper, the AM‐MI‐GESG and AM‐MI‐GELS algorithms for MIMO Box‐Jenkins systems with nonlinear input are presented using the multi‐innovation identification theory and the proposed algorithms can improve the parameter estimation accuracy. The paper provides a simulation example.
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Jui-Chu Lin, Wei-Ming Chen and Ding-Jang Chen
In this paper, the international progress of Nationally Appropriate Mitigation Actions (NAMAs), Intended Nationally Determined Contributions (INDCs), and Nationally Determined…
Abstract
Purpose
In this paper, the international progress of Nationally Appropriate Mitigation Actions (NAMAs), Intended Nationally Determined Contributions (INDCs), and Nationally Determined Contributions (NDCs) under the United Nations Framework Convention on Climate Change are reviewed. The content of Taiwan’s NAMAs and INDCs are also investigated, especially with reference to actions for the electricity sector. To better understand the greenhouse gas (GHG) reduction contribution from the electricity sector, this paper aims to examine challenges and solutions for implementing a carbon trading mechanism in Taiwan’s monopolistic electricity market under the newly passed Greenhouse Gases Emissions Reduction and Management Act (GHG ERMA).
Design/methodology/approach
Carbon reduction strategies for the electricity sector are discussed by examining and explaining Taiwan’s official documents and the law of GHG ERMA.
Findings
This study finds that market mechanisms should be utilized to allocate appropriate costs and incentives for GHG reductions to transform Taiwan into a low-carbon society.
Originality/value
This study identifies strategies for the electricity sector to reduce GHG emissions, especially the operation of a carbon-trading scheme under a non-liberalized electricity market.
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Ding Chen, Navajyoti Samanta and James Hughes
Over the past two decades, China’s stock market has experienced rapid growth. This period has seen the transplantation of many “OECD principles of corporate governance” into the…
Abstract
Purpose
Over the past two decades, China’s stock market has experienced rapid growth. This period has seen the transplantation of many “OECD principles of corporate governance” into the Chinese corporate regulatory framework. These regulations are dominated by shareholder values. This paper aims to discover whether there is a causal relationship between the changes in China’s corporate governance and financial market growth.
Design/methodology/approach
This paper uses data from 1995-2014 to create a robust corporate index by looking at 52 variables and a financial index out of five financial market parameters. Subsequently, data are subject to a panel regression analysis, with the financial market index as the outcome variable, corporate governance index explanatory variable and a variety of economics, social and technological control variables.
Findings
This paper concludes that changes in corporate regulation have in fact had no statistically significant impact on China’s financial market growth, which must therefore be attributed to other factors.
Originality/value
The study is the first in the context of Chinese corporate governance impact studies to use Bayesian methodology to analyse a panel dataset. It uses OECD principles as the anchor to provide a clear picture of evolution of corporate governance for a 20-year period which is also longer than previous studies.
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Mehdi Dehghan and Masoud Hajarian
The purpose of this paper is to find two iterative methods to solve the general coupled matrix equations over the generalized centro‐symmetric and central antisymmetric matrices.
Abstract
Purpose
The purpose of this paper is to find two iterative methods to solve the general coupled matrix equations over the generalized centro‐symmetric and central antisymmetric matrices.
Design/methodology/approach
By extending the idea of conjugate gradient (CG) method, the authors present two iterative methods to solve the general coupled matrix equations over the generalized centro‐symmetric and central antisymmetric matrices.
Findings
When the general coupled matrix equations are consistent over the generalized centro‐symmetric and central anti‐symmetric matrices, the generalized centro‐symmetric and central anti‐symmetric solutions can be obtained within nite iterative steps. Also the least Frobenius norm generalized centrosymmetric and central anti‐symmetric solutions can be derived by choosing a special kind of initial matrices. Furthermore, the optimal approximation generalized centrosymmetric and central anti‐symmetric solutions to given generalized centro‐symmetric and central anti‐symmetric matrices can be obtained by finding the least Frobenius norm generalized centro‐symmetric and central anti‐symmetric solutions of new matrix equations. The authors employ some numerical examples to support the theoretical results of this paper. Finally, the application of the presented methods is highlighted for solving the projected generalized continuous‐time algebraic Lyapunov equations (GCALE).
Originality/value
By the algorithms, the solvability of the general coupled matrix equations over generalized centro‐symmetric and central anti‐symmetric matrices can be determined automatically. The convergence results of the iterative algorithms are also proposed. Several examples and an application are given to show the efficiency of the presented methods.
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Mehdi Dehghan and Masoud Hajarian
The purpose of this paper is to find the efficient iterative methods for solving the general matrix equation A1X+ XA2+A3XH+XHA4=B (including Lyapunov and Sylvester matrix…
Abstract
Purpose
The purpose of this paper is to find the efficient iterative methods for solving the general matrix equation A1X+ XA2+A3XH+XHA4=B (including Lyapunov and Sylvester matrix equations as special cases) with the unknown complex (reflexive) matrix X.
Design/methodology/approach
By applying the principle of hierarchical identification and the Hermitian/skew‐Hermitian splitting of the coefficient matrix quadruplet A1; A2; A3; A4 the authors propose a shift‐splitting hierarchical identification (SSHI) method to solve the general linear matrix equation A1X+XA2+A3XH+XHA4=B. Also, the proposed algorithm is extended for finding the reflexive solution to this matrix equation.
Findings
The authors propose two iterative methods for finding the solution and reflexive solution of the general linear matrix equation, respectively. The proposed algorithms have a simple, neat and elegant structure. The convergence analysis of the methods is also discussed. Some numerical results are given which illustrate the power and effectiveness of the proposed algorithms.
Originality/value
So far, several methods have been presented and used for solving the matrix equations by using vec operator and Kronecker product, generalized inverse, generalized singular value decomposition (GSVD) and canonical correlation decomposition (CCD) of matrices. In several cases, it is difficult to find the solutions by using matrix decomposition and generalized inverse. Also vec operator and Kronecker product enlarge the size of the matrix greatly therefore the computations are very expensive in the process of finding solutions. To overcome these complications and drawbacks, by using the hierarchical identification principle and the Hermitian=skew‐Hermitian splitting of the coefficient matrix quadruplet (A1; A2; A3; A4), the authors propose SSHI methods for solving the general matrix equation.
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Chaoqing Yuan, Yuxin Zhu, Ding Chen, Sifeng Liu and Zhigeng Fang
The purpose of this paper is to compare GM(1,1) model, rolling GM(1,1) model and metabolism GM(1,1) model included in the GM(1,1) model cluster and use these models to forecast…
Abstract
Purpose
The purpose of this paper is to compare GM(1,1) model, rolling GM(1,1) model and metabolism GM(1,1) model included in the GM(1,1) model cluster and use these models to forecast global oil consumption.
Design/methodology/approach
Simulated sequences will be generated randomly, and used to test the models included in the GM(1,1) model cluster; and these grey forecasting models are applied to forecast global oil consumption.
Findings
Effectiveness of these grey forecasting models is proved by random experiments, which explains the model adaptability. Global oil consumption is predicted, and it shows that global oil consumption will increase at a rather big growth rate in the next years.
Originality/value
The effectiveness of medium-term prediction of these grey forecasting models is analyzed by random experiments. These models are compared, and some basis for model selection is obtained.
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The purpose of this paper is to investigate the effectiveness of GM(1,1) model on linear growth sequences (LGS) by random experiments and global primary energy consumption is…
Abstract
Purpose
The purpose of this paper is to investigate the effectiveness of GM(1,1) model on linear growth sequences (LGS) by random experiments and global primary energy consumption is predicted as by the GM(1,1) and the autoregressive integrated moving average (ARIMA) model, which is used as a reference.
Design/methodology/approach
LGS generated randomly are used for GM(1,1) modeling. The results of the massive repeated random experiments are analyzed to test the effectiveness of the GM(1,1) model and global primary energy consumption is predicted using the GM(1,1) model and the ARIMA model.
Findings
The use of the GM(1,1) model is effective when used for a LGS and the model is proven to be reliable by the experiments. Global primary energy consumption is predicted with the GM(1,1) model and the ARIMA model as a case study, and the results show that GM(1,1) is quite good. Global primary energy consumption will increase by 1.03 percent in 2016.
Originality/value
The contribution of this paper includes the following: first, the applicability of the GM (1,1) model is further discussed with random experiments and it is feasible for a LGS; second, random experiments provide good proof that four data are enough for GM(1,1) modeling, and GM(1,1) model is reliable; third, prediction by using GM(1,1) model with small data is even better than time-series analysis in the case study.
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Xiaolong Lyu, Dan Huang, Liwei Wu and Ding Chen
Parameter estimation in complex engineering structures typically necessitates repeated calculations using simulation models, leading to significant computational costs. This paper…
Abstract
Purpose
Parameter estimation in complex engineering structures typically necessitates repeated calculations using simulation models, leading to significant computational costs. This paper aims to introduce an adaptive multi-output Gaussian process (MOGP) surrogate model for parameter estimation in time-consuming models.
Design/methodology/approach
The MOGP surrogate model is established to replace the computationally expensive finite element method (FEM) analysis during the estimation process. We propose a novel adaptive sampling method for MOGP inspired by the traditional expected improvement (EI) method, aiming to reduce the number of required sample points for building the surrogate model. Two mathematical examples and an application in the back analysis of a concrete arch dam are tested to demonstrate the effectiveness of the proposed method.
Findings
The numerical results show that the proposed method requires a relatively small number of sample points to achieve accurate estimates. The proposed adaptive sampling method combined with the MOGP surrogate model shows an obvious advantage in parameter estimation problems involving expensive-to-evaluate models, particularly those with high-dimensional output.
Originality/value
A novel adaptive sampling method for establishing the MOGP surrogate model is proposed to accelerate the procedure of solving large-scale parameter estimation problems. This modified adaptive sampling method, based on the traditional EI method, is better suited for multi-output problems, making it highly valuable for numerous practical engineering applications.
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Barry Lee Reynolds and Chen Ding
The purpose of this study was to investigate the effects of word-related factors (i.e. frequency, range, dispersion and cognateness) on first-language English (L1E) readers' (n …
Abstract
Purpose
The purpose of this study was to investigate the effects of word-related factors (i.e. frequency, range, dispersion and cognateness) on first-language English (L1E) readers' (n = 20) and second-language English (L2E) readers' (n = 20) incidental acquisition of vocabulary through the reading of an authentic novel.
Design/methodology/approach
Participants read A Clockwork Orange by Anthony Burgess, a 58,686 token (word) English language novel containing Slovos, that is, words from Nadsat, a futuristic, foreignized teen talk invented by Burgess. Upon finishing the novel, the participants took two unexpected vocabulary tests, one for meaning recognition and the other for meaning recall.
Findings
The results of this study indicate that word-related factors significantly correlate with the word meaning recall test scores of both groups. However, the regression models of meaning recall for the two groups showed that dispersion was the most robust predictor, which implies that the participants recalled more word meanings when the novel had a more even distribution of the unknown target words. The meaning recognition test scores showed cognates were a significant predictor for the L1E readers but not for L2E readers.
Originality/value
This study marks the first attempt in the field to investigate the relative contribution of frequency, range and dispersion – a closely bound set of word-related factors – to both L1E and L2E readers' incidental acquisition of vocabulary through reading an authentic novel. Considering the important role of dispersion, the current study suggests that developers of graded readers and children's literature should more evenly distribute unknown target words in their books. Doing so will better facilitate both L1E and L2E readers' acquisition of those words. The study also addresses a fallacy of methodology regarding incidental vocabulary acquisition by examining the effect of the cognateness of the foreignized words embedded in A Clockwork Orange. The L1E readers' sensitivity to cognates implies that cognate-word awareness-raising activities are necessary to learning a foreign language, especially if that language has many cognates in common with English, such as Spanish.
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Michael A. Close, Leslie A. Lytle, Anthony J. Viera, Ding-Geng Chen, Laura A. Linnan and Carmina G. Valle
The purpose of this paper is to identify and characterize patterns of physical activity among office workers employed in largely sedentary occupations at a major health insurer…
Abstract
Purpose
The purpose of this paper is to identify and characterize patterns of physical activity among office workers employed in largely sedentary occupations at a major health insurer located in the Southeastern USA.
Design/methodology/approach
The authors used latent class analysis to identify segments of office workers (n=239) based on their self-reported activities of daily living and exercise behaviors. The authors examined the association of demographic characteristics with segment membership, and differences in accelerometer-measured weekly minutes of light and moderate-vigorous physical activity across segments.
Findings
The authors identified two segments and labeled them “exerciser” and “non-exerciser.” Being female was associated with lower odds of membership in the “exerciser” segment (OR=0.18; 95% CI=0.06, 0.52), while those with at least a bachelor’s degree were more likely to be in the “exerciser” segment (OR=2.12; 95% CI=1.02, 4.40). Mean minutes of moderate-vigorous physical activity per week were greater for the “exerciser” segment than the “non-exerciser” segment.
Practical implications
Based on this sample, the authors found that office workers in sedentary occupations were roughly equally divided and distinguished by their engagement in exercise-type behaviors. The findings underscore the need for innovative workplace programming that enhances activity opportunities particularly for those that are not likely to exercise.
Originality/value
A scarcity of research on activity patterns among office workers inhibits development of targeted worksite activity programming. The present research reveals two segments of workers with regard to their activity patterns and suggests ways for worksites to meet their unique needs.
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