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Chapter and Conference Paper
The Application of Doppler Laser Vibrometer in the Engine NVH Dynocell Test
In the engine NVH Dynocell test, the Doppler laser vibrometer can be used in the non-contact measurement of the engine surface vibration. The relative error of these results and the main influence factors can ...
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Chapter and Conference Paper
Study about the Relationship Between Power-Train Modal and Connecting-Plane
The power train modal is needed to pay attention because it is a main factor to affect vibration. The relationship between power train modal and connecting plane was studied in this paper. The global vertical ...
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Chapter and Conference Paper
Public News Flows and Chinese Renminbi: A Volatility Regime-Switching Analysis
In recent years the Chinese foreign exchange rate policy and the internationalization of Chinese renminbi (RMB) have been hotly debated both in the academic world and in practice as the growing weight of China...
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Chapter and Conference Paper
Price Discovery and Dynamic Correlations: The Case of the Chinese Renminbi Markets
The Chinese renminbi (RMB) currency system has undergone several major developments in the past two decades, including the adoption of a managed-floating system since July 2005, the expansion of an offshore RM...
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Article
Influence of inherent iron and oxygen concentrations on selenite sorption process using bentonite
The oxygen concentration and inherent Fe in bentonite have a significant influence on the Se(IV) sorption process. In this study, the sorption of selenite on natural bentonite was investigated using a batch ex...
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Article
Forecasting mortality rates: multivariate or univariate models?
It is well known that accurate forecasts of mortality rates are essential to various demographic research topics, such as population projections and the pricing of insurance products such as pensions and annui...
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Article
Open AccessThe Sources and Diversity of Immigrant Population Change in Australia, 1981–2011
Australia has one of the largest percentages of immigrant populations in the developed world with a highly regulated system of immigration control and regular censuses to track their changes over time. However...
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Article
A spectral clustering method to improve importance rating accuracy of customer requirements in QFD
Quality function deployment (QFD) is a method commonly used in manufacturing industries to identify customer requirements (CRs) and the manufacturing capacity to meet CRs. Importance rate (IR) of CRs plays an ...
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Article
Markov Regime-Switching in-Mean Model with Tempered Stable Distribution
Markov Regime-Switching (MRS) model is a widely used approach to model the actuarial and financial data with potential structural breaks. In the original MRS model, the innovation series is assumed to follow a...
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Article
Open AccessA retrospective analysis of the dynamic transmission routes of the COVID-19 in mainland China
The fourth outbreak of the Coronaviruses, known as the COVID-19, has occurred in Wuhan city of Hubei province in China in December 2019. We propose a time-varying sparse vector autoregressive (VAR) model to re...
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Article
Effect of pH on the formation of U(VI) colloidal particles in a natural groundwater
U(VI) was found to form intrinsic colloids in the natural groundwater. Fluorescence spectra, TEM, SEM techniques and thermodynamic calculation were used to identify the species of U(VI) and characterize the in...
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Article
Open AccessA discussion on the robust vector autoregressive models: novel evidence from safe haven assets
The vector autoregressive (VAR) model has been popularly employed in operational practice to study multivariate time series. Despite its usefulness in providing associated metrics such as the impulse response ...
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Article
Long memory and regime switching in the stochastic volatility modelling
This paper studies the confusion between the long memory and regime switching in the second moment via the stochastic volatility (SV) methodology. An illustrative proposition is firstly presented with simulati...
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Article
Housing price diffusions in mainland China: evidence from a spatially penalized graphical VAR model
Although China has a large territory, few studies consider the factor of geographical distance when studying spatial interactions among city-level prices. We study housing price diffusions among seventy medium...
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Article
Robustness and spurious long memory: evidence from the generalized autoregressive score models
This paper employs the generalized autoregressive score (GAS) models to study the long memory and regime switching in the second comment. Via systematically constructed simulation studies, we firstly demonstra...
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Article
Conceptual design of product structures based on WordNet hierarchy and association relation
Conceptual design has a significant impact on performance of the final product. Existing methods of the concept design such as quality function deployment and axiomatic design cannot decide product structures ...
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Article
Open AccessExpected length of stay at residential aged care facilities in Australia: current and future
This study explores the changing patterns of the length of stay (LOS) at Australian residential aged care facilities during 2008–2018 and likely trends up to 2040. The expected LOS was estimated via the hazard...
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Article
A simulation study on the Markov regime-switching zero-drift GARCH model
A Zero-drift GARCH (ZD-GARCH) model is recently proposed to study conditional and unconditional heteroskedasticity together. Despite its attractive statistical properties, our research demonstrates that the st...
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Article
Open AccessA semi-parametric claims reserving model with monotone splines
Stochastic reserving models used in the insurance industry are usually based on an assumed distribution of claim amounts. Despite their popularity, such models may unavoidably be affected by the misspecificati...
