Efficient Estimation of Copula-based Semiparametric Markov Models

This paper considers efficient estimation of copula-based semiparametric strictly stationary Markov models. These models are characterized by nonparametric invariant (one-dimensional marginal) distributions and parametric bivariate copula functions; where the copulas capture temporal dependence and tail dependence of the processes. The Markov processes generated via tail dependent copulas may look highly persistent and are useful for financial and economic applications. We first show that Markov processes generated via Clayton, Gumbel and Student's $t$ copulas and their survival copulas are all geometrically ergodic. We then propose a sieve maximum likelihood estimation (MLE) for the copula parameter, the invariant distribution and the conditional quantiles. We show that the sieve MLEs of any smooth functionals are root-$n$ consistent, asymptotically normal and efficient; and that their sieve likelihood ratio statistics are asymptotically chi-square distributed. We present Monte Carlo studies to compare the finite sample performance of the sieve MLE, the two-step estimator of Chen and Fan (2006), the correctly specified parametric MLE and the incorrectly specified parametric MLE. The simulation results indicate that our sieve MLEs perform very well; having much smaller biases and smaller variances than the two-step estimator for Markov models generated via Clayton, Gumbel and other tail dependent copulas.Copula, Tail dependence, Nonlinear Markov models, Geometric ergodicity, Sieve MLE, Semiparametric efficiency, Sieve likelihood ratio statistics, Value-at-Risk

Pertussis Toxin-sensitive Activation of Phospholipase C by the C5a and fMet-Leu-Phe Receptors

Signal transduction pathways that mediate C5a and fMet-Leu-Phe (fMLP)-induced pertussis toxin (PTx)-sensitive activation of phospholipase C (PLC) have been investigated using a cotransfection assay system in COS-7 cells. The abilities of the receptors for C5a and fMLP to activate PLC beta 2 and PLC beta 3 through the Gbeta gamma subunits of endogenous Gi proteins in COS-7 cells were tested because both PLC beta 2 and PLC beta 3 were shown to be activated by the beta gamma subunits of G proteins in in vitro reconstitution assays. Neither of the receptors can activate endogenous PLC beta 3 or recombinant PLC beta 3 in transfected COS-7 cells. However, both receptors can clearly activate PLC beta 2 in a PTx-sensitive manner, suggesting that the receptors may interact with endogenous PTx-sensitive G proteins and activate PLC beta 2 probably through the Gbeta gamma subunits. These findings were further corroborated by the results that PLC beta 3 could only be slightly activated by Gbeta 1gamma 1 or Gbeta 1gamma 5 in the cotransfection assay, whereas the Gbeta gamma subunits strongly activated PLC beta 2 under the same conditions. PLC beta 3 can be activated by Galpha q, Galpha 11, and Galpha 16 in the cotransfection assay. In addition, the Ggamma 2 and Ggamma 3 mutants with substitution of the C-terminal Cys residue by a Ser residue, which can inhibit wild type Gbeta gamma -mediated activation of PLC beta 2, were able to inhibit C5a or fMLP-mediated activation of PLC beta 2. These Ggamma mutants, however, showed little effect on m1-muscarinic receptor-mediated PLC activation, which is mediated by the Gq class of G proteins. These results all confirm that the Gbeta gamma subunits are involved in PLC beta 2 activation by the two chemoattractant receptors and suggest that in COS-7 cells activation of PLC beta 3 by Gbeta gamma may not be the primary pathway for the receptors

Thermal storage/management system with phase change materials for building

Peer reviewe

Thermal Performance Analysis of an Underground Closed Chamber with Human Body Heat Sources under Natural Convection

In this article, a combined experimental and numerical study has been performed to investigate the thermal performance of a mine refuge chamber (MRC) under natural convection. In the current study, a 20-hour heating experiment is carried out in a fifty-person MRC laboratory and the heat lamps are utilized to simulate the human heat loss. A new analytical model is proposed to predict the air temperature and validated against the experimental data. Sensitivity analysis is performed to further investigate the effects of the thermal parameters of the rock. Results indicated that: (1) two different air temperature increase stages, rapid and slow increase stages, are observed in the MRC; (2) A new analytical method for predicting the air temperature in MRC under natural convection is proposed, it shows that the air temperature increasing trend becomes slow with the increase of the thermal conductivity, density and specific heat capacity of the rock; (3) the surface heat transfer coefficient on the vertical walls reaches the largest and it increases linearly with air temperature.Peer reviewe

Fault detection and correction modeling of software systems

Ph.DDOCTOR OF PHILOSOPH

Efficient estimation of copula-based semiparametric Markov models

This paper considers the efficient estimation of copula-based semiparametric strictly stationary Markov models. These models are characterized by nonparametric invariant (one-dimensional marginal) distributions and parametric bivariate copula functions where the copulas capture temporal dependence and tail dependence of the processes. The Markov processes generated via tail dependent copulas may look highly persistent and are useful for financial and economic applications. We first show that Markov processes generated via Clayton, Gumbel and Student's $t$ copulas and their survival copulas are all geometrically ergodic. We then propose a sieve maximum likelihood estimation (MLE) for the copula parameter, the invariant distribution and the conditional quantiles. We show that the sieve MLEs of any smooth functional is root-$n$ consistent, asymptotically normal and efficient and that their sieve likelihood ratio statistics are asymptotically chi-square distributed. Monte Carlo studies indicate that, even for Markov models generated via tail dependent copulas and fat-tailed marginals, our sieve MLEs perform very well.Comment: Published in at http://dx.doi.org/10.1214/09-AOS719 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org

Development of a New Dual-Cylinder Rotary Compressor for VI System

On the vapor compression refrigeration system, Vapor injection (VI, the phase separator type injection or the internal heat exchanger type injection) compression cycle’s superiority over non-injection cycle has been well known. VI system produces the high heating/cooling capacity, and its power consumption is less than the non-injection system. But if a VI compression cycle uses a single rotary compressor, there is the problem that refrigerant injection increases the indicated power by mixture loss. If we use a two-stage rotary compressor, indicated power also increases because of its two times exhaust process. To solve these problems, we developed a new dual-cylinder rotary compressor for VI systems, one of the cylinders is used to compress the gas from the evaporator, and the other is used to compress the gas from the phase separator (flash-tank). Its design method is discussed and its performance under different conditions is analyzed

Synthesis of novel substituted N-aryl benzamides as hA3G stabilizers and their inhibitory activities against hepatitis C virus replication

AbstractA series of novel amino-substituted N-aryl benzamide analogs were synthesized and evaluated for their ability to inhibit hepatitis C virus (HCV) replication in acutely infected Huh7.5 cells. Most of the substituted N-aryl benzamide compounds showed convincing anti-HCV activities. Compounds 1f, 1g and 4c exhibited potent anti-replicative activity at low micromolar levels (IC50=1.0–2.0μM) with selective indices (SI) greater than 40. Mechanistic analysis indicated that the active compounds increased intracellular hA3G protein levels and inhibited HCV replication in a dose-dependent manner. The results demonstrate that this series of substituted N-aryl benzamide compounds warrant further investigation as inhibitors of HCV replication

Coupled Cooling Method and Application of Latent Heat Thermal Energy Storage Combined with Pre-cooling of Envelope: Sensitivity Analysis and Optimization

This document is the Accepted Manuscript version of the following article: Xiangkui gao, Yanping Yuan, Hongwei Wu, and Xudong Zhao, ‘Coupled Cooling Method and Application of Latent Het Thermal Energy Storage Combined with Pre-cooling of Envelope: Sensitivity Analysis and Optimization’, Process Safety and Environmental Protection, first published online 9 March 2017. Under embargo. Embargo end date: 9 March 2018. This manuscript version is made available under the CC-BY-NC-ND 4.0 license http://creativecommons.org/licenses/by-nc-nd/4.0/ The version of record is available online at doi: http://dx.doi.org/10.1016/j.psep.2017.03.005 © 2017 Elsevier Ltd. All rights reserved.Cooling system for mine refuge chamber provides comfortable environment for miners to avoid heat damage. The existing cooling systems have their own application scopes and limitations. The coupled cooling method of Latent Heat Thermal Energy Storage (LHTES) combined with Pre-cooling of Envelope (PE) is a new free cooling method which is suitable for high-temperature, passive, impact and other harsh environment. Then, to improve the thermal comfort and reduce energy consumption, the effect of the pre-cooling temperature, melting temperature of PCM, aspect ratio and amounts of PCM unit on the indoor temperature are investigated in a systematic manner. Furthermore, the system is optimized and the generalized results for the evaluation parameter are given. Analysis of the results may lead to following main conclusions: (i) the method really controls the indoor temperature and the saving amount of PCM is more than 50% compared to the traditional LHTES systems; (ii) the Temperature Control(TC) performance of PCM would drop significantly if it melts more than 80%; (iii) under current operating conditions, the optimal melting temperature is about 29 °C and the aspect ratio of PCM unit is 60:500; (iv) per 1 °C the pre-cooling temperature dropped, 19% the actual amount of PCM decreased for the case studied.Peer reviewedFinal Accepted Versio