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81.
We present new results for the likelihood‐based analysis of the dynamic factor model. The latent factors are modelled by linear dynamic stochastic processes. The idiosyncratic disturbance series are specified as autoregressive processes with mutually correlated innovations. The new results lead to computationally efficient procedures for the estimation of the factors and for the parameter estimation by maximum likelihood methods. We also present the implications of our results for models with regression effects, for Bayesian analysis, for signal extraction, and for forecasting. An empirical illustration is provided for the analysis of a large panel of macroeconomic time series. 相似文献
82.
目的在探讨基于层级管理的护士APN排班模型的基础上,引入具有精确的全局搜索能力的遗传算法与变邻域搜索混合模型来解决护士排班过程中人员层级复杂、不同班次人员需求量不同等问题。方法首先,初始化排班表,然后利用遗传算法对初始化的排班表进行搜索,得到一个初步的排班表,最后利用变邻域搜索优化排班表,得到满足要求的排班表。结果使用该混合模型得到的排班表,能满足每日护士的人数需求和每名护士的工作量要求。同时,基于层级管理,各层级护士分开排班,能降低排班难度,在增加护士人员时,效率仍然较高。结论遗传算法与变邻域搜索的混合模型能解决护士排班中的各种复杂问题,是一种符合实际需求的模型。基于此模型来编制护士排班软件,能提升护理工作效率和满意度,便于对护理人员进行量化考核统计分析。 相似文献
83.
We extend a random pattern mixture joint model for longitudinal ordinal outcomes and informative dropouts. The patients are generalized to ‘pattern’ groups based on known covariates that are potentially surrogated for the severity of the underlying condition. The random pattern effects are defined as the latent effects linking the dropout process and the ordinal longitudinal outcome. Conditional on the random pattern effects, the longitudinal outcome and the dropout times are assumed independent. Estimates are obtained via the Expectation–maximization algorithm. We applied the model to the end‐stage renal disease data. Anemia was found to be significantly affected by the baseline iron treatment when the dropout information was adjusted via the study model; as opposed to an independent or shared parameter model. Simulations were performed to evaluate the performance of the random pattern mixture model under various assumptions. Copyright © 2015 John Wiley & Sons, Ltd. 相似文献
84.
Analysis of transtheoretical model of health behavioral changes in a nutrition intervention study—a continuous time Markov chain model with Bayesian approach
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Junsheng Ma Wenyaw Chan Chu‐Lin Tsai Momiao Xiong Barbara C. Tilley 《Statistics in medicine》2015,34(27):3577-3589
Continuous time Markov chain (CTMC) models are often used to study the progression of chronic diseases in medical research but rarely applied to studies of the process of behavioral change. In studies of interventions to modify behaviors, a widely used psychosocial model is based on the transtheoretical model that often has more than three states (representing stages of change) and conceptually permits all possible instantaneous transitions. Very little attention is given to the study of the relationships between a CTMC model and associated covariates under the framework of transtheoretical model. We developed a Bayesian approach to evaluate the covariate effects on a CTMC model through a log‐linear regression link. A simulation study of this approach showed that model parameters were accurately and precisely estimated. We analyzed an existing data set on stages of change in dietary intake from the Next Step Trial using the proposed method and the generalized multinomial logit model. We found that the generalized multinomial logit model was not suitable for these data because it ignores the unbalanced data structure and temporal correlation between successive measurements. Our analysis not only confirms that the nutrition intervention was effective but also provides information on how the intervention affected the transitions among the stages of change. We found that, compared with the control group, subjects in the intervention group, on average, spent substantively less time in the precontemplation stage and were more/less likely to move from an unhealthy/healthy state to a healthy/unhealthy state. Copyright © 2015 John Wiley & Sons, Ltd. 相似文献
85.
【目的】优化茺蔚子中水苏碱的提取工艺。【方法】采用正交设计,应用误差反向后传(BP)人工神经网络建立茺蔚子水苏碱提取时间、乙醇浓度、料液比与盐酸水苏碱含量之间的关系模型,再结合遗传算法优化提取工艺参数。【结果】提取工艺优化参数为:提取时间62 min、乙醇浓度体积分数69%、料液比11倍,网络模型优化结果稍优于正交试验结果。【结论】 BP神经网络结合遗传算法寻优,能较好地实现茺蔚子水苏碱提取工艺参数的优化,可为解决多维非线性系统的工艺参数优化问题提供崭新而有效的途径。 相似文献
86.
以R语言中的复杂网络处理包igraph为工具,基于语义相似性算法构建论文相似网络,然后采用四种代表性网络聚类算法(随机游走法、标签传播法、最大模块度法、边介数法)对构建出的网络进行聚类分析。最后结合金标准和网络社团划分评价指标D函数比较四种算法的准确性和稳定性,发现随机游走算法最为卓越,同时明确了复杂网络的预处理也是一个影响聚类效果的重要因素。 相似文献
87.
88.
信息物理系统(CPS)在原本的工控系统中加入了计算单元,使攻击者能够通过对该网络进行攻击。本文考虑攻击者通过恶意篡改信道中传输的传感器测量数据,使计算单元无法根据测量值对物理环境做出正确决策。通过改进针对CPS控制层欺骗攻击的卡尔曼滤波器算法,使改进后的算法对多种类型的欺骗攻击都有较好的检测性能,并能在一定程度上恢复被篡改的数据。本文使用改进算法对田纳西伊斯曼过程中反应釜内的压强测量值进行攻击检测,并与原算法进行比较,通过实验可以验证改进后算法对偏差型和几何型攻击的检测和恢复效果明显优于原算法。 相似文献
89.
The current algorithm for selecting a population pharmacokinetic/pharmacodynamic model is based on the well-established forward addition/backward elimination method. A central strength of this approach is the opportunity for a modeller to continuously examine the data and postulate new hypotheses to explain observed biases. This algorithm has served the modelling community well, but the model selection process has essentially remained unchanged for the last 30 years. During this time, more robust approaches to model selection have been made feasible by new technology and dramatic increases in computation speed. We review these methods, with emphasis on genetic algorithm approaches and discuss the role these methods may play in population pharmacokinetic/pharmacodynamic model selection. 相似文献
90.