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prices was studied using the nonlinear Granger causality test and the dynamic conditional correlation-generalized autoregressive conditional heteroskedastic (DCC-GARCH) model. The results indicate...; nonlinear Granger causality test; DCC-GARCH model 1 Introduction The Renminbi (RMB) formally entered the special drawing rights (SDR) basket as its fifth member on October 1, 2016, which put it ahead......
: abnormal behavior detection; Granger causality test; causality feature; sparse reconstruction 1 Introduction Abnormal behavior detection is important to video content understanding, with applications... to test and evaluate the proposed algorithm. 2 Granger causality test The Granger causality test (GCT) was first proposed by Granger, which was originally proposed for uncovering the causality and feedback......
constitutes a long-run Granger causality test. The Wald test statistic follows an asymptotic Chi-square distribution with k degrees of freedom. Two problems need to be solved to process TY causality test... 2014; accepted 4 April 2014 Abstract: From the perspective of long-term and short-term, the methods of TY causality test, generalized impulse response function, variance decomposition were used......
国际金价和上证综指对黄金矿业股的影响分析--以山东黄金为例杨帆1(1.辽宁省沈阳市辽宁大学经济学院)摘 要:通过格兰杰因果关系检验和结构向量自回归等方法分析了国际金价和上证综指对山东黄金的影响.主要结论是:国际金价是山东黄金的格兰杰原因,而上证综指不能成为山东黄金的格兰杰原因;国际金价对山东黄金影响大约是上证综指的两倍;国际金价和上证综指对山东黄金的冲击都是长期的;国际金价对山东黄金波动的解释能力要明显强于上证综指.关键词:国际金价； 上证综指； 山东黄金； 格兰杰因果关系检验； SVAR......
J. Cent. South Univ. (2012) 19: 1980-1987 DOI: 10.1007/s11771-012-1235-7 Nonlinear flow numerical simulation of low-permeability reservoir YU Rong-ze(于荣泽)1, BIAN Ya-nan(卞亚南)1, ZHOU Shu(周舒)2... 2012 Abstract: A nonlinear flow reservoir mathematical model was established based on the flow characteristic of low-permeability reservoir. The well-grid equations were deduced and the dimensionless......
Kinematical analysis of highway tunnel collapse using nonlinear failure criterionYANG Xiao-li(杨小礼), YANG Zi-han(杨子汉), PAN Qiu-jing(潘秋景), LI Yu-lin(李育林) (School of Civil Engineering, Central South..., and test data showed that the strength envelopes of the soils followed power-law failure criterion. In this work, deep buried highway tunnel with large section was taken as objective, and the basic......
J. Cent. South Univ. Technol. (2010) 17: 1351-1356 DOI: 10.1007/s11771-010-0641-y Engineering behaviors of reinforced gabion retaining wall based on laboratory test LIN Yu-liang(林宇亮), YANG Guo... Heidelberg 2010 Abstract: In order to study the engineering behaviors of reinforced gabion retaining wall, laboratory model test was carried out. Cyclic load and unload of five levels (0-50, 0-100......
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J. Cent. South Univ. Technol. (2011) 18: 834-839 DOI: 10.1007/s11771-011-0770-y Nonlinear characteristics and functional analysis of masseter electromyography HU Xin(胡昕)1,2, WU Xiao-bo(吴箫博)3, ZOU...: The C-C method was adopted to analyze the nonlinear characteristics of masseter electromyography (EMG) signals and the chaotic degree by the largest Lyapunov exponent (LLE) of different genders......
and local damages of ECM agree well with the test and 3DM. It is indicated that the proposed method can be used in the structural nonlinear analysis accurately and efficiently. Key words: elements... are shown in Fig.5. 3.2 Nonlinear numerical calculation TU [14] and RONG [15] had done a quasi-static test of a reinforced concrete pipe column. The column test model details are shown in Fig.6.......
