I reflect upon the development of nonlinear time series analysis since 1990 by focusing on five major areas of development. These areas include the interface between nonlinear time series analysis and chaos, the nonpa...I reflect upon the development of nonlinear time series analysis since 1990 by focusing on five major areas of development. These areas include the interface between nonlinear time series analysis and chaos, the nonparametric/semiparametric approach, nonlinear state space modelling, financial time series and nonlinear modelling of panels of time series.展开更多
Kalman filter is commonly used in data filtering and parameters estimation of nonlinear system,such as projectile's trajectory estimation and control.While there is a drawback that the prior error covariance matri...Kalman filter is commonly used in data filtering and parameters estimation of nonlinear system,such as projectile's trajectory estimation and control.While there is a drawback that the prior error covariance matrix and filter parameters are difficult to be determined,which may result in filtering divergence.As to the problem that the accuracy of state estimation for nonlinear ballistic model strongly depends on its mathematical model,we improve the weighted least squares method(WLSM)with minimum model error principle.Invariant embedding method is adopted to solve the cost function including the model error.With the knowledge of measurement data and measurement error covariance matrix,we use gradient descent algorithm to determine the weighting matrix of model error.The uncertainty and linearization error of model are recursively estimated by the proposed method,thus achieving an online filtering estimation of the observations.Simulation results indicate that the proposed recursive estimation algorithm is insensitive to initial conditions and of good robustness.展开更多
China’s state-owned enterprises(SOEs)are facing an embedded integration of new functional mission,new classification reform and new digital development.These new tasks require SOEs to embrace digital strategic transf...China’s state-owned enterprises(SOEs)are facing an embedded integration of new functional mission,new classification reform and new digital development.These new tasks require SOEs to embrace digital strategic transformation and innovation for high-quality fulfillment of their national mission.Studying their digital transformation practices,this paper systematically explores the mechanism and path of embedding national mission into SOE digital transformation,and the mode selection of SOE digital transformation under different mission guidance.The findings are:(1)The SOE functional mission focusing on economic development,strategic support and public services in the new era is undertaken by for-profit,strategic and public functional SOEs;(2)the foreign circulation path based on the positioning mechanism-mapping mechanism and the internal consumption connection path for the state capital strategic positioning constitute a double twoway mechanism of embedding the national mission to the SOE digital strategic transformation,leading SOEs to build market-oriented,capacity-oriented and public-oriented digital transformation modes;(3)the three types of reform modes have respectively produced the action mechanism featuring agile strengthening,toughness strengthening and adaptability strengthening,which support the SOE classification performance.This paper attempts to make up for the research gap such as the lack of integration of the SOE digital strategic transformation mode by constructing the theoretical mode of SOE digital strategic transformation under the guidance of national mission,and reveals the intermediary mechanism of digital strategic transformation to support SOEs for fulfilling their functional missions.展开更多
基金Supported by Biological & Biotechnology Research Council and the Engineering & Physical Science Research Council of the United Kingdom,and by the Research Grant Council of Hong Kong.
文摘I reflect upon the development of nonlinear time series analysis since 1990 by focusing on five major areas of development. These areas include the interface between nonlinear time series analysis and chaos, the nonparametric/semiparametric approach, nonlinear state space modelling, financial time series and nonlinear modelling of panels of time series.
基金This work is supported by Postgraduate Research&Practice Innovation Program of Jiangsu Province(KYCX18_0467)Jiangsu Province,China.During the revision of this paper,the author is supported by China Scholarship Council(No.201906840021)China to continue some research related to data processing.
文摘Kalman filter is commonly used in data filtering and parameters estimation of nonlinear system,such as projectile's trajectory estimation and control.While there is a drawback that the prior error covariance matrix and filter parameters are difficult to be determined,which may result in filtering divergence.As to the problem that the accuracy of state estimation for nonlinear ballistic model strongly depends on its mathematical model,we improve the weighted least squares method(WLSM)with minimum model error principle.Invariant embedding method is adopted to solve the cost function including the model error.With the knowledge of measurement data and measurement error covariance matrix,we use gradient descent algorithm to determine the weighting matrix of model error.The uncertainty and linearization error of model are recursively estimated by the proposed method,thus achieving an online filtering estimation of the observations.Simulation results indicate that the proposed recursive estimation algorithm is insensitive to initial conditions and of good robustness.
基金This paper is supported by the Major Project of the National Social Science Fund of China“Research on the Mechanism and Path of Promoting Digital Industry Innovation by Technical Standards and Knowledge of Property Rights”(No.19ZDA077).
文摘China’s state-owned enterprises(SOEs)are facing an embedded integration of new functional mission,new classification reform and new digital development.These new tasks require SOEs to embrace digital strategic transformation and innovation for high-quality fulfillment of their national mission.Studying their digital transformation practices,this paper systematically explores the mechanism and path of embedding national mission into SOE digital transformation,and the mode selection of SOE digital transformation under different mission guidance.The findings are:(1)The SOE functional mission focusing on economic development,strategic support and public services in the new era is undertaken by for-profit,strategic and public functional SOEs;(2)the foreign circulation path based on the positioning mechanism-mapping mechanism and the internal consumption connection path for the state capital strategic positioning constitute a double twoway mechanism of embedding the national mission to the SOE digital strategic transformation,leading SOEs to build market-oriented,capacity-oriented and public-oriented digital transformation modes;(3)the three types of reform modes have respectively produced the action mechanism featuring agile strengthening,toughness strengthening and adaptability strengthening,which support the SOE classification performance.This paper attempts to make up for the research gap such as the lack of integration of the SOE digital strategic transformation mode by constructing the theoretical mode of SOE digital strategic transformation under the guidance of national mission,and reveals the intermediary mechanism of digital strategic transformation to support SOEs for fulfilling their functional missions.
