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User-generated content (UGC) refers to semantic and behavioral traces created by users on various social media platforms. While several waves of platforms have come and gone, the long-term sustainability of UGC activities has become a critical question that bears significance for theoretical understanding and social media practices.

Based on a large and lengthy dataset of both blogging and microblogging activities of the same set of users, a multistate survival analysis was applied to explore the patterns of users' staying, switching and multiplatforming behaviors, as well as the underlying driving factors.

UGC activities are generally unsustainable in the long run, and natural attrition is the primary reason, rather than competitive switching to new platforms. The availability of leisure time, expected gratification and previous experiences drive users' sustainability.

The authors adopted actual behavioral data from two generations of platforms instead of survey data on users' switching intentions. Four types of users are defined: loyal, switcher, multiplatformer and dropout. As measured by the transitions among the four states, the different sustainability behaviors are thereby studied via an integrated framework. These two originalities bridge gaps in the literature and offer new insights into exploring user sustainability in social media.

The purpose of this paper is to present the non‐fragile observer design method for nonlinear switched systems with time delay.

Based on dwell time approach and linear matrix inequalities (LMIs) technology, an exponential stability criterion for the delay switched system with Lipschitz nonlinearity is presented. By using the key technical lemma, the observer design problem can be transferred to the problem of solving a set of LMIs. Moreover, non‐fragile observer is designed by the Schur complement lemma, and the result is also transferred to LMIs, which can be easily realized by MATLAB toolbox.

Non‐fragile observer design is more effective than the common one and is robust to the observer gain variations.

The proposed non‐fragile observer guarantees the estimated state error dynamics can be exponentially convergent for observer gain perturbations.

The purpose of this paper is to present a new class of printed circuit board (PCB)‐based, radio frequency micro‐electro‐mechanical systems (RF‐MEMS) switches and to describe the packaging method and evaluate performance.

Traditional PCB materials and processes were combined with photolithographic high‐density interconnect (HDI) and MEMS to form 3D high‐performance RF switches.

A new type of MEMS RF switch has been developed on a PCB platform. Using processes analogous to those used for silicon MEMS, PCB, and HDI technologies were utilized to fabricate these 3D structures. The PCB‐based microstructures are “mil‐scale” rather than the “micro‐scale” of silicon MEMs. A co‐fabrication packaging method for the MEMS RF switch was also developed. The PCB‐based MEMS switches have demonstrated excellent RF performance and “hot‐switching” RF power‐handling capability. PCB‐based MEMS RF switches have the advantages of low cost and amenability to scale‐up for a high degree of integration.

Further development on photo imageable dielectric materials will enable this technology to improve yield and processability.

The paper describes the development of PCB‐based MEMS RF switches. These elements will enable new applications and enhance the functionality of PCBs. They are also more amenable to system integration compared with silicon MEMS.

This study aims to investigate the influences of loyalty and switching costs toward a firm's overall post-adoption behavior in using information system.

A research model is developed around two constructs found in the literature – loyalty and switching costs – that are most critical in firms' decisions on continued use of the same IS service providing company. It is empirically tested using a survey of IT decision makers in total 102 companies in South Korea. Partial least squares method is used to assess the relationships specified in research model.

The findings suggest that both loyalty and switching costs have positive influences on the continuous intention to use and the inattentiveness of alternatives.

Findings are based on a single point cross-sectional survey. To further investigate the continuance of specific IT service firms, triangulation will be necessary with longitudinal and qualitative data concerning the process of decision-making, including political and contractual situation.

The study fills the research gap in studying post-adoption behavior at the firm level by empirically testing the duality of loyalty and switching costs.

Adopts a holistic approach that examines the combined effects of satisfaction, trust and switching barriers on customer retention in a continuous purchasing setting. Argues that such an approach helps uncover hitherto neglected effects on retention and, in the process, unveils more cost effective ways of retaining customers. Drawing on this framework develops several hypotheses regarding the main and interaction effects of customer satisfaction, trust and switching barriers on retention. Tests these hypotheses on data from a large‐scale mail survey of fixed line telephone users in the UK, finding that both customer satisfaction and trust have strong positive effects on customer retention. Contrary to some assertions in the literature, however, finds that the effect of trust on retention is weaker than that of satisfaction. Nevertheless, the interaction between trust and satisfaction also has a significant effect on retention, indicating that building both customer satisfaction and trust is a superior strategy to a focus on satisfaction alone. Qualitative evidence from the survey offers further support for this finding. Even a “satisfying” service recovery process might be inadequate to prevent loss of trust, with significant implications for future consumer behaviour. Finally, the results show that switching barriers have both a significant positive effect on customer retention as well as a moderating effect on the relationship between satisfaction and retention. While service providers may be able to retain even dissatisfied customers who perceive high switching barriers, argues that ideally, firms should aim at a combined strategy that makes switching barriers act as a complement to satisfaction.

This study aims to explore the switching behaviour of short video (SV) users and its influencing factors and promote the sustainable development of SV platforms (SVPs) and the marketing strategy formulation of library and information institutions.

Using the qualitative research method of semi-structured interviews and grounded theory, this study conducts an exploratory study on the user switching phenomenon of an SVP. The authors encoded the interview text at three levels, extracted the factors influencing user switching behaviour on an SVP and constructed the corresponding theoretical model.

This study identifies the following major internal and external factors influencing user switching behaviour of SVP: platform quality, social environment, individual characteristics and use needs. It also elaborates on the impact of these internal and external factors on user switching behaviour.

This study explored the factors influencing SV user switching behaviour and constructed corresponding theoretical models, enriching research in information technology and social media switching. In practice, this study helped the existing SVPs and library and information institutions establish a corresponding early warning mechanism to prevent the loss of existing users and attract new users.

The purpose of this paper is to consider a discrete‐time, Markov, regime‐switching, affine term‐structure model for valuing bonds and other interest rate securities. The proposed model incorporates the impact of structural changes in (macro)‐economic conditions on interest‐rate dynamics. The market in the proposed model is, in general, incomplete. A modified version of the Esscher transform, namely, a double Esscher transform, is used to specify a price kernel so that both market and economic risks are taken into account.

The market in the proposed model is, in general, incomplete. A modified version of the Esscher transform, namely, a double Esscher transform, is used to specify a price kernel so that both market and economic risks are taken into account.

The authors derive a simple way to give exponential affine forms of bond prices using backward induction. The authors also consider a continuous‐time extension of the model and derive exponential affine forms of bond prices using the concept of stochastic flows.

The methods and results presented in the paper are new.

The purpose of this paper is to achieve high-precision sliding mode control without chattering; the control parameters are easy to adjust, and the entire controller is easy to use in engineering practice.

Using double sliding mode surfaces, the gain of the control signal can be adjusted adaptively according to the error signal. A kind of sliding mode controller without chattering is designed and applied to the control of ultrasonic motors.

The results show that for a position signal with a tracking amplitude of 35 mm, the traditional sliding mode control method has a maximum tracking error of 0.3326 mm under the premise of small chattering; the boundary layer sliding mode control method has a maximum tracking error of 0.3927 mm without chattering, and the maximum tracking error of continuous switching adaptive sliding mode control is 0.1589 mm, and there is no chattering. Under the same control parameters, after adding a load of 0.5 kg, the maximum tracking errors of the traditional sliding mode control method, the boundary layer sliding mode control method and the continuous switching adaptive sliding mode control are 0.4292 mm, 0.5111 mm and 0.1848 mm, respectively.

The proposed method not only switches continuously, but also the amplitude of the switching signal is adaptive, while maintaining the robustness of the conventional sliding mode control method, which has strong engineering application value.

The purpose of this paper is to characterize the nonlinear dynamical behaviour of a buck‐based power‐switching amplifier controlled by fixed frequency and pulse width modulation with a proportional‐integral compensator. The system has two forcing frequencies and one natural frequency and therefore it is characterized by three different scales of time. When the frequencies are far one from the other, quasi‐static approximation can be used. However, as the switching and the modulating frequencies become closer, this approximation is not valid and the results based on it lead to erroneous conclusions about the dynamics of the system.

A discrete time approach is used to reveal the interesting nonlinear phenomena that the system can exhibit. From numerical simulations using the switched model, it is shown that the system can present period‐doubling bifurcation at the fast scale (switching frequency).

An exact solution discrete‐time model is derived, able to predict accurately the nonlinear dynamical behaviour of the system.

The discrete time model is obtained without making quasi‐static approximation. The exact switched model is used to validate the discrete‐time model obtained. Finally, the effect of the switching frequency instabilities on the output voltage spectrum has been explored.

I review the burgeoning literature on applications of Markov regime switching models in empirical finance. In particular, distinct attention is devoted to the ability of Markov Switching models to fit the data, filter unknown regimes and states on the basis of the data, to allow a powerful tool to test hypotheses formulated in light of financial theories, and to their forecasting performance with reference to both point and density predictions. The review covers papers concerning a multiplicity of sub-fields in financial economics, ranging from empirical analyses of stock returns, the term structure of default-free interest rates, the dynamics of exchange rates, as well as the joint process of stock and bond returns.