The impact of exponential smoothing forecasts on the bullwhip effect

An important phenomenon often observed in supply chain management, known as the bullwhip effect, implies that demand variability increases as one moves up the supply chain, i.e., as one moves away from customer demand. In this paper we quantify this effect for simple, two‐stage, supply chains consisting of a single retailer and a single manufacturer. We demonstrate that the use of an exponential smoothing forecast by the retailer can cause the bullwhip effect and contrast these results with the increase in variability due to the use of a moving average forecast. We consider two types of demand processes, a correlated demand process and a demand process with a linear trend. We then discuss several important managerial insights that can be drawn from this research. © 2000 John Wiley & Sons, Inc. Naval Research Logistics 47: 269–286, 2000     

群时延傅里叶分解模型及其估计方法

建立了基于三角函数级数的群时延模型,并理论证明了仅采用有限阶数的三角函数群时延即可表征任意群时延对信号相关峰的影响。在此基础上,通过测量信号相关峰,并与不同三角函数群时延组合下的相关峰进行匹配搜索即可估计群时延的三角函数分解级数,从而估计得到相关峰影响等效的群时延特性。仿真中,采用该方法估计得到的群时延特性对滤波器进行修正后,信号相关峰与经过滤波器之前的信号相关峰高度吻合,时延估计偏差在0.1 ns之内。     

The effect of correlated exponential service times on single server tandem queues

An investigation via simulation of system performance of two stage queues in series (single server, first-come, first-served) under the assumption of correlated exponential service times indicates that the system's behavior is quite sensitive to departures from the traditional assumption of mutually independent service times, especially at higher utilizations. That service times at the various stages of a tandem queueing system for a given customer should be correlated is intuitively appealing and apparently not at all atypical. Since tandem queues occur frequently, e.g. production lines and the logistics therewith associated, it is incumbent on both the practitioner and the theoretician that they be aware of the marked effects that may be induced by correlated service times. For the case of infinite interstage storage, system performance is improved by positive correlation and impaired by negative correlation. This change in system performance is reversed however for zero interstage storage and depends on the value of the utilization rate for the case where interstage storage equals unity. The effect due to correlation is shown to be statistically significant using spectral analytic techniques. For correlation equal unity and infinite interstage storage, results are provided for two through twenty-five stages in series to suggest how adding stages affects system performance for ρ>0. In this extreme case of correlation, adding stages has an effect on system performance which depends markedly on the utilization rate. Recursive formulae for the waiting time per customer for the cases of zero, one, and infinite interstage storage are derived.     

Comparison between constant‐stress and step‐stress accelerated life tests under Time Constraint

By running life tests at higher stress levels than normal operating conditions, accelerated life testing (ALT) quickly yields information on the lifetime distribution of a test unit. The lifetime at the design stress is then estimated through extrapolation using a regression model. In constant‐stress testing, a unit is tested at a fixed stress level until failure or the termination time point of test, whereas step‐stress testing allows the experimenter to gradually increase the stress levels at some prefixed time points during the test. In this work, the optimal k‐level constant‐stress and step‐stress ALTs are compared for the exponential failure data under complete sampling and Type‐I censoring. The objective is to quantify the advantage of using the step‐stress testing relative to the constant‐stress one. Assuming a log‐linear life–stress relationship with the cumulative exposure model for the effect of changing stress in step‐stress testing, the optimal design points are determined under C/D/A‐optimality criteria. The efficiency of step‐stress testing to constant‐stress one is then discussed in terms of the ratio of optimal objective functions based on the information matrix. © 2013 Wiley Periodicals, Inc. Naval Research Logistics 00: 000–000, 2013     

Military expenditures,economic growth and spatial spillovers

The relationship between economic growth and military expenditure has been the subject of a large literature in defence economics. This study analyses the influence of military expenditures on economic growth in a global perspective for the time period 2000–2010 taking spatial dimension into account. The augmented Solow model is employed to investigate the defence-growth nexus using the cross-sectional data relating to 128 countries. Following a traditional regression analysis, spatial variations in the relationships are examined utilizing different spatial econometric specifications estimated by maximum likelihood. The regressions are compared with each other via likelihood ratio tests, and the spatial Durbin model is found to be the most appropriate one suggesting that the typical least-squares model is misspecified. Empirical evidence indicates that military expenditure has a positive effect on economic growth with a significant spatial dependence for the time period under consideration.     

新型火冰灭火剂喷洒布水性研究

通过实验数据阐述新型火冰灭火剂在自动喷水灭火系统中的喷洒布水性能。对比水、A型火冰灭火剂、AB型火冰灭火剂的喷洒质量分布情况,得出:AB型火冰灭火剂与水相近,可直接用于自动喷水灭火系统或水-泡沫灭火两用系统中;A型火冰灭火剂则不可直接使用。     

A model to predict the residual life of aircraft engines based upon oil analysis data

This paper reports on a study using the available oil monitoring information, such as the data obtained using the Spectrometric Oil Analysis Programme (SOAP), to predict the residual life of a set of aircraft engines. The relationship between oil monitoring information and the residual life is established using the concept of the proportional residual, which states that the predicted residual life may be proportional to the wear increment measured by the oil analysis programmes. Assuming such a relationship between wear and the residual life exists, we formulated a recursive prediction model for the item's residual life given measured oil monitoring information to date. A set of censored life data of 30 aircraft engines (right censored due to preventive overhaul) along with the history of their monitored metal concentration information are available to us. The metal concentration information includes many variables, such as Fe, Cu, Al, etc.; not all of them are useful, and some of them may be correlated. The principal component analysis (PCA) has been adopted to reduce the dimension of the original data set and to produce a new set of uncorrelated variables, which we shall use in the prediction model. The procedure associated with estimating model parameters is discussed. The model is fitted to the actual SOAP data from the aircraft engines, and the goodness‐of‐fit test has been carried out. © 2005 Wiley Periodicals, Inc. Naval Research Logistics, 2005.     

相关系数及其应用

在相关分析中，通常利用相关系数来分析或测定变量之间的线性相关程度。相关系数是描述两个变量或随机变量之间的线性相关程度的指标。相关系数的计算与分析是科学研究中常用的一种简单分析方法，根据相关系数可以对不同事物进行简单的聚类分析等。从相关系数的概念入手，给出相关系数的计算公式，列举了相关系数的应用。     

Case‐based reasoning and improved adaptive search for project scheduling

Most scheduling problems are notoriously intractable, so the majority of algorithms for them are heuristic in nature. Priority rule‐based methods still constitute the most important class of these heuristics. Of these, in turn, parametrized biased random sampling methods have attracted particular interest, due to the fact that they outperform all other priority rule‐based methods known. Yet, even the “best” such algorithms are unable to relate to the full range of instances of a problem: Usually there will exist instances on which other algorithms do better. We maintain that asking for the one best algorithm for a problem may be asking too much. The recently proposed concept of control schemes, which refers to algorithmic schemes allowing to steer parametrized algorithms, opens up ways to refine existing algorithms in this regard and improve their effectiveness considerably. We extend this approach by integrating heuristics and case‐based reasoning (CBR), an approach that has been successfully used in artificial intelligence applications. Using the resource‐constrained project scheduling problem as a vehicle, we describe how to devise such a CBR system, systematically analyzing the effect of several criteria on algorithmic performance. Extensive computational results validate the efficacy of our approach and reveal a performance similar or close to state‐of‐the‐art heuristics. In addition, the analysis undertaken provides new insight into the behaviour of a wide class of scheduling heuristics. © 2000 John Wiley & Sons, Inc. Naval Research Logistics 47: 201–222, 2000     

小波相关特征尺度熵在滚动轴承故障诊断中的应用

将小波相关滤波方法与Shannon信息熵相结合,提出了一种故障检测与诊断的方法——小波相关特征尺度熵故障法。首先利用小波相关滤波方法提取滚动轴承故障振动信号的微弱故障信息特征,以求得信噪比较高的尺度域小波系数;然后结合Shannon信息熵理论给出了沿尺度分布的小波相关特征尺度熵定义及其计算方法。小波相关特征尺度熵能够定量表征不同尺度的能量分布,各尺度能量分布的均匀性可以反映滚动轴承的运行状态的差别,选取最能反映故障特征的小波相关特征尺度熵作为特征参数,通过所选取的小波相关特征尺度熵大小判断滚动轴承的工作状态和故障类型。实验证明该方法能有效地判断滚动轴承故障特征,为滚动轴承故障诊断提供了新的思路。     

地形相关算法度量值的统计特性

考虑到地形相关匹配算法度量值统计特性与二维地形自相关系数的关系，本文提出一种改进的约翰逊方法——相关地形下的匹配算法度量值统计特性分析方法。首先，基于约翰逊方法的问题框架，修改其中基准数据的相邻像元值相互独立的假设，导出了地形相关 Ｍ Ｓ Ｄ 算法度量值的统计分布的解析函数。然后，讨论了约翰逊方法与本文方法的适用性，指出了约翰逊方法的不足之处。最后，给出了本文方法在地形可匹配性分析中的一种应用。     

Repairable consecutive‐k‐out‐of‐n: F system with Markov dependence

In this article, a model for a repairable consecutive‐k‐out‐of‐n: F system with Markov dependence is studied. A binary vector is used to represent the system state. The failure rate of a component in the system depends on the state of the preceding component. The failure risk of a system state is then introduced. On the basis of the failure risk, a priority repair rule is adopted. Then the transition density matrix can be determined, and the analysis of the system reliability can be conducted accordingly. One example each of a linear and a circular system is then studied in detail to explain the model and methodology developed in this paper. © 2000 John Wiley & Sons, Inc. Naval Research Logistics 47: 18–39, 2000     

基于灰色关联分析的防空兵力编组方案优选

要地防空中需要研究的问题很多，其中要地防空兵力编组方案优选是研究的重点问题之一，首先对灰关联分析方法和要地防空兵力编组的关联性进行了分析，然后在兵力部署要求的基础上，建立了评价指标体系及其量化分析，最后采用灰关联分析方法建立了方案优选模型，具体的实例验证了基于灰关联分析的兵力编组优选模型的可行性和有效性，为要地防空兵力编组方案的优选问题提供了一种量化的新思路。     

基于相关算法超声流量计的研究

为解决开采原油的精确在线计量问题,在对超声波相关流量计原理分析的基础上,重点研究了超声波相关流量算法。采用循环相关算法,有效克服了有限长离散数据线性相关算法所出现的计算失效问题,并以DSP芯片为核心,实现了超声波相关流量测量系统的设计,完成了信息不丢失测量以及对困难流体流量的非接触在线计量。实验方案经油田现场测试,计量误差可以控制在2%以内。     

基于灰色关联分析的防空兵力编组方案优选*

要地防空中需要研究的问题很多,其中要地防空兵力编组方案优选是研究的重点问题之一,首先对灰关联分析方法和要地防空兵力编组的关联性进行了分析,然后在兵力部署要求的基础上,建立了评价指标体系及其量化分析,最后采用灰关联分析方法建立了方案优选模型,具体的实例验证了基于灰关联分析的兵力编组优选模型的可行性和有效性,为要地防空兵力编组方案的优选问题提供了一种量化的新思路.     

AGWN信道中相关干扰对JTIDS接收机干扰效果分析

相关干扰是目前研究的对抗联合战术信息分发系统(JTIDS)比较有效的干扰样式,文中主要针对相关干扰对JTIDS接收机的干扰效果问题进行了深入研究。在建立了AGWN信道中相关干扰下JTIDS接收机模型的基础上,推导了接收机输出误比特率公式,并通过仿真和分析,得到了不同信噪比条件下接收机的最佳检测门限值以及误比特率与干信比的关系曲线,最后研究了干扰频偏对干扰效果的影响。研究表明,相关干扰对JTIDS接收机有着良好的干扰效果,并且对干扰频偏敏感。     

复合固体推进剂颗粒填充模型及其统计特性分析

复合固体推进剂属于高填充比颗粒类复合材料,氧化剂和金属颗粒在基体中的随机分布使其在细观尺度具有非均质的特点。从细观尺度研究固体推进剂燃烧及力学性能时,必须考虑颗粒级配、空间分布和种类等因素的影响。采用分子动力学方法,以硝酸酯增塑聚醚高能复合固体推进剂为研究对象,将固体颗粒模型化为球形,生成其在基体内随机分布的颗粒填充模型。利用Monte-Carlo算法模拟计算颗粒填充模型细观结构的两点概率函数,并研究了颗粒填充体积分数、尺寸与级配等参数对其的影响规律。从统计意义上给出具有各态历经性、统计均匀性和各向同性特点的颗粒填充构型最小周期性代表体元尺寸,可有效减小后续研究的计算量,节约计算成本。所构建的推进剂细观几何构型及对最小周期性代表体元尺寸的计算为后续开展复合固体推进剂细观尺度燃烧、燃面处铝团聚及力学性能数值研究奠定了基础。     

基于灰度关联和神经网络的装备价格第三方服务机构评价模型

为了科学合理选择装备价格第三方服务机构,研究以灰度关联分析和神经网络方法构建评价模型。研究数据采用问卷调研形式获取,针对样本数据采用灰度关联法分析评价指标与综合评分之间的关联性,发现服务态度和制度建设情况两个评价指标与综合评分关联度达0.74以上,较为重要。采用有效二级指标和综合评分作为输入和输出数据,构建基于神经网络的装备价格第三方服务机构评价模型。通过实际数据验证分析,发现神经网络模型预测精准的概率为75%,预测满足要求的概率为25%,满足实际应用需求,能够为主管部门遴选机构建言献策。     

基于空域相关滤波的雷达回波信号降噪方法

对雷达探测来说,如何有效地增强真实目标回波信号、提高信噪比水平是非常重要的。传统的降噪方法如平滑滤波、傅立叶降噪很难有效地降低与目标频谱相重叠的噪声。空域相关滤波算法是小波滤波算法中的一种,能够有效地解决这个问题。该算法是利用真实信号与噪声在尺度间的不同表现来实现的,能够在保留信号细节的同时,有效地降低噪声。仿真表明,该算法在雷达回波的降噪中取得了较好效果,有效地降低了噪声。     

Using a birth‐and‐death process to estimate the steady‐state distribution of a periodic queue

If the number of customers in a queueing system as a function of time has a proper limiting steady‐state distribution, then that steady‐state distribution can be estimated from system data by fitting a general stationary birth‐and‐death (BD) process model to the data and solving for its steady‐state distribution using the familiar local‐balance steady‐state equation for BD processes, even if the actual process is not a BD process. We show that this indirect way to estimate the steady‐state distribution can be effective for periodic queues, because the fitted birth and death rates often have special structure allowing them to be estimated efficiently by fitting parametric functions with only a few parameters, for example, 2. We focus on the multiserver M_t/GI/s queue with a nonhomogeneous Poisson arrival process having a periodic time‐varying rate function. We establish properties of its steady‐state distribution and fitted BD rates. We also show that the fitted BD rates can be a useful diagnostic tool to see if an M_t/GI/s model is appropriate for a complex queueing system. © 2015 Wiley Periodicals, Inc. Naval Research Logistics 62: 664–685, 2015