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Despite the rapid growth of social commerce, there is only a limited understanding of how social media technologies, marketers and customers can interact to achieve business initiatives and opportunities. This study develops an integrative formative model outlining key qualities and dimensions of social commerce and their interactions. The model was validated with a field survey of 1250 social commerce...
This paper develops a new self-excited threshold autoregressive model (SETAR) for US equity Index returns modeling and analysis. First, a two regime switching model is formulated. The regime state is controlled by a simple piecewise function of lagged values from the time series itself. The hypothesis test is conduct to verify the statistical significance of two regimes in stock index returns. Then...
A new Piecewise Mean Reverting (PMR) model is proposed in this paper to capture the time-varying characteristic of the multifactor systematic risk defined by Fama-French three factor model. Simulations and empirical tests based on the multivariate Kalman Filter show that the new model is able to track the systematic risk more accurately compared to the time-invariant or random walk (RW) model.
A criticality analysis method based on cloud model is proposed. First normal cloud model of each evaluating target and its weight is built, and then evaluating matrix is calculated through the cloud model, finally evaluating result is presented. Example shows that this method is more practical and provides more information than that of traditional RPN method. This method provides an effective method...
An algebraic approach is proposed to calculate stabilities in two decision maker graph models with combining preference. The algebraic approach establishes a hybrid framework for stability analysis by combining strength and uncertainty for Preference. The hybrid system is more general than existing models, which consider preference strength and preference uncertainty separately. Within the hybrid...
A non-grid-connected wind power system is a complex system that includes several subsystems such as a wind turbine subsystem, non-grid-connected electric generator subsystems, a non-grid-connected wind power control subsystem, gas-solid coupling vibration subsystems, and high-energy-consuming special load subsystems. It is a multi-objective, multi-factor, higher-order non-linear dynamics of large-scale...
The particle laden flow over backward facing step is a typical flow for fluid machines. In order to simulating the two-phase flow in the flow, an anisotropic PDF model of particle proposed by author was employed. The standard k-e model was solved to gain the gas flow with finite volume method, and the anisotropic PDF model was calculated by a Finite Analytic/Monte Carlo Method. It is shown that the...
Spectrum sensing is the key functionality of cognitive radio. To combat with the effects of destructive channels, cooperative spectrum sensing technique among multiple secondary users has been proposed in cognitive radio networks. In this paper, we present an optimal cooperative spectrum sensing strategy to maximize the sensing efficiency, which not only concerns with the system overhead of spectrum...
Non-grid-connected wind power system is a complex system, which includes several subsystems such as wind turbine subsystem, non-grid-connected electric generator subsystems, non-grid-connected wind power control subsystem, gas-solid coupling vibration subsystems, and high energy-consuming special load subsystems. It is a multi-objective, multi-factor, higher-order non-linear dynamics of large-scale...
In this paper, a new hidden conditional random field (HCRF) model with independent component analysis (ICA) mixture feature functions is developed for sports event classification. Unlike Hidden Markov Model (HMM), HCRF is a discriminative model without conditional independence assumption of observations, which is more suitable for video content analysis. According to the non-Gaussian property of sports...
The PROFIBUS transmission time delay property has been studied. Based on the uniform transmission time delay model of fieldbus, the PROFIBUS general and simplified transmission time delay formulas were given, and the important aspects that influence transmission time delay, block time, frame time and respond time of receiver, were summarized. For the case that the address of the node which tries to...
Multi-agent simulation system based on reinforcement learning algorithm is a micro-individual acts of modeling and simulation methods, which have wide applicability, distribution, intelligent and interactive features etc. Firstly, studying on reinforcement learning algorithm, and then analysis and design the multi-agent simulation system structure, multi-agent system main modules, the implementation...
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