Planning accelerated life tests for censored two‐parameter exponential distributions

We consider optimal test plans involving life distributions with failure‐free life, i.e., where there is an unknown threshold parameter below which no failure will occur. These distributions do not satisfy the regularity conditions and thus the usual approach of using the Fisher information matrix to obtain an optimal accelerated life testing (ALT) plan cannot be applied. In this paper, we assume that lifetime follows a two‐parameter exponential distribution and the stress‐life relationship is given by the inverse power law model. Near‐optimal test plans for constant‐stress ALT under both failure‐censoring and time‐censoring are obtained. We first obtain unbiased estimates for the parameters and give the approximate variance of these estimates for both failure‐censored and time‐censored data. Using these results, the variance for the approximate unbiased estimate of a percentile at a design stress is computed and then minimized to produce the near‐optimal plan. Finally, a numerical example is presented together with simulation results to study the accuracy of the approximate variance given by the proposed plan and show that it outperforms the equal‐allocation plan. © 1999 John Wiley & Sons, Inc. Naval Research Logistics 46: 169–186, 1999     

Outbound supply chain network design with mode selection and lead time considerations

We present a large‐scale network design model for the outbound supply chain of an automotive company that considers transportation mode selection (road vs. rail) and explicitly models the relationship between lead times and the volume of flow through the nodes of the network. We formulate the problem as a nonlinear zero‐one integer program, reformulate it to obtain a linear integer model, and develop a Lagrangian heuristic for its solution that gives near‐optimal results in reasonable time. We also present scenario analyses that examine the behavior of the supply chain under different parameter settings and the performance of the solution procedures under different experimental conditions. © 2006 Wiley Periodicals, Inc. Naval Research Logistics, 2007     

高超声速巡航飞行器机体/推进系统一体化设计参数灵敏度分析

建立了高超声速巡航飞行器机身/推进系统一体化设计模型,对高超声速巡航飞行器机体/推进系统设计参数对性能的影响进行了分析,提出了一种新的设计参数灵敏度分析方法和设计参数取值域界定方法,确定了各设计参数的影响等级并对设计参数取值域进行了划分。     

Technical note – operational statistics: Properties and the risk‐averse case

Consider a repeated newsvendor problem for managing the inventory of perishable products. When the parameter of the demand distribution is unknown, it has been shown that the traditional separated estimation and optimization (SEO) approach could lead to suboptimality. To address this issue, an integrated approach called operational statistics (OS) was developed by Chu et al., Oper Res Lett 36 (2008) 110–116. In this note, we first study the properties of this approach and compare its performance with that of the traditional SEO approach. It is shown that OS is consistent and superior to SEO. The benefit of using OS is larger when the demand variability is higher. We then generalize OS to the risk‐averse case under the conditional value‐at‐risk (CVaR) criterion. To model risk from both demand sampling and future demand uncertainty, we introduce a new criterion, called the total CVaR, and find the optimal OS under this new criterion. © 2015 Wiley Periodicals, Inc. Naval Research Logistics 62: 206–214, 2015     

Exact likelihood inference for the exponential distribution under generalized Type‐I and Type‐II hybrid censoring

Chen and Bhattacharyya [Exact confidence bounds for an exponential parameter under hybrid censoring, Commun Statist Theory Methods 17 (1988), 1857–1870] considered a hybrid censoring scheme and obtained the exact distribution of the maximum likelihood estimator of the mean of an exponential distribution along with an exact lower confidence bound. Childs et al. [Exact likelihood inference based on Type‐I and Type‐II hybrid censored samples from the exponential distribution, Ann Inst Statist Math 55 (2003), 319–330] recently derived an alternative simpler expression for the distribution of the MLE. These authors also proposed a new hybrid censoring scheme and derived similar results for the exponential model. In this paper, we propose two generalized hybrid censoring schemes which have some advantages over the hybrid censoring schemes already discussed in the literature. We then derive the exact distribution of the maximum likelihood estimator as well as exact confidence intervals for the mean of the exponential distribution under these generalized hybrid censoring schemes. © 2004 Wiley Periodicals, Inc. Naval Research Logistics, 2004     

Prediction with zero-one loss structure

This paper poses a prediction problem in which a linear model is assumed. With a “zero-one” loss structure as the loss from incorrect prediction, it is suggested that least squares may not be appropriate for estimating the parameters of the model. An alternate criterion is proposed and integer programming is used in order to find the estimates, given the proposed criterion.     

多核贝叶斯优化的模型决策树算法

构造模型决策树时超参数较多,参数组合复杂,利用网格搜索等调参方法将会消耗大量的时间,影响模型性能的提升。提出了一种多核贝叶斯优化的模型决策树算法,该算法为应对不同分类数据特性,采用三种高斯过程建模寻优,利用贝叶斯优化技术,选出最优的参数组合。实验结果表明,所提算法在参数寻优上要优于传统的模型决策树寻优方法,并且能够在迭代次数不多的情况下找到全局最优参数值,在一定程度上提升了算法的分类性能,节省了大量的调参时间。     

基于工程设计法的射程优化

射程是弹道导弹的重要性能指标,飞行程序选择对充分发挥导弹运载能力,提高射程具有重要影响。针对此问题,利用工程设计法的实现容易、计算量少的优点,将以飞行程序为设计对象的最优控制泛函问题转化为参数优化问题。在此基础上,建立弹道运动模型和优化模型,并应用粒子群算法进行参数优化,求解最大射程弹道。结果表明,基于工程设计法的射程优化简单可行,利用粒子群算法得到的优化参数对改善射程有显著效果,充分发挥了导弹的运载能力。而运载能力的提高对提高导弹武器的目标覆盖范围起到重要作用。     

采用遗传算法的电控增压器电磁阀优化设计

运用Ansoft Maxwell软件建立电磁阀的动态响应特性仿真模型，并通过试验验证模型的准确性。利用模型集成ISIGHT软件的方法，对影响电磁阀动态响应特性的参数进行灵敏度分析，得出各个参数对动态响应特性的Pareto图。基于遗传算法对电磁阀进行多参数优化设计，获取最佳参数组合，并利用电磁阀动态响应特性试验台架，开展参数优化前后电磁阀动态响应特性的对比试验研究。试验结果表明：相比于原参数方案，参数优化后的电磁阀动态响应特性得到大幅度提升，其开启响应时间缩短了59.1%，关闭响应时间缩短了47.2%。     

Influence of multiple structural parameters on interior ballistics based on orthogonal test methods

Influence of multiple structural parameters on the performance of a gun launch system driven by high-pressure reactive gases is important for structural design and performance adjustment. A coupled lumped parameter model was utilized to predict the propellant combustion, and a dynamic finite element method was applied to approximate the mechanical interactions between the projectile and the barrel. The combustion and the mechanical interactions were coupled through a user subroutine interface in ABAQUS. The correctness and the capability of the finite element approximations in capturing small structural changes were validated by comparing predicted resistance with experiments. Based on the coupled model, the influence of structural parameters of a medium-caliber gun on the system performance was investigated. In order to reduce the research costs, orthogonal tests were designed to investigate the comprehensive effects of the parameters. According to statistical analysis, the important order of the structural parameters on the launching process was obtained. The results indicate that the influence of the width of the rotating band stands out among the studied parameters in the gun. The work provides a method to investigate the influence of multiple parameters on system performance and gives guidance for controlling the system performance.     

Layers of Experiments with Adaptive Combined Design

In the field of nanofabrication, engineers often face unique challenges in resource‐limited experimental budgets, the sensitive nature of process behavior with respect to controllable variables, and highly demanding tolerance requirements. To effectively overcome these challenges, this article proposes a methodology for a sequential design of experiments through batches of experimental runs, aptly named Layers of Experiments with Adaptive Combined Design (LoE/ACD). In higher layers, where process behavior is less understood, experimental regions cover more design space and data points are more spread out. In lower layers, experimental regions are more focused to improve understanding of process sensitivities in a local, data‐rich environment. The experimental design is a combination of a space‐filling and an optimal design with a tuning parameter that is dependent on the amount of information accumulated over the various layers. The proposed LoE/ACD method is applied to optimize a carbon dioxide (epet‐CO2) assisted deposition process for fabricating silver nanoparticles with pressure and temperature variables. © 2015 Wiley Periodicals, Inc. Naval Research Logistics 62: 127–142, 2015     

Higher‐order Markov chain models for categorical data sequences*

In this paper we study higher‐order Markov chain models for analyzing categorical data sequences. We propose an efficient estimation method for the model parameters. Data sequences such as DNA and sales demand are used to illustrate the predicting power of our proposed models. In particular, we apply the developed higher‐order Markov chain model to the server logs data. The objective here is to model the users' behavior in accessing information and to predict their behavior in the future. Our tests are based on a realistic web log and our model shows an improvement in prediction. © 2004 Wiley Periodicals, Inc. Naval Research Logistics, 2004     

A model for step‐stress accelerated life testing

Modern technology is producing high reliability products. Life testing for such products under normal use condition takes a lot of time to obtain a reasonable number of failures. In this situation a step‐stress procedure is preferred for accelerated life testing. In this paper we assume a Weibull and Lognormal model whose scale parameter depends upon the present level as well as the age at the entry in the present stress level. On the basis of that we propose a parametric model to the life distribution for step‐stress testing and suggest a suitable design to estimate the parameters involved in the model. A simulation study has been done by the proposed model based on maximum likelihood estimation. © 2003 Wiley Periodicals, Inc. Naval Research Logistics, 2003     

弹道修正弹系统效能灵敏度分析

灵敏度分析是武器系统效能分析中的一项重要内容,针对正交试验的不足,在分析了弹道修正弹系统效能的影响因素的基础上,建立了基于均匀设计的弹道修正弹系统效能的回归模型。通过对模型求导得到了命中概率对各参数的灵敏度表达式,并进行优化分析,得到了系统效能参数的最优组合以及最优区间,研究结果可作为弹道修正弹参数优化设计的依据。     

改进的固定边界上方气泡射流方向判定准则

前人应用开尔文冲量理论得到了判断固定边界上方气泡射流方向的Blake准则,但其预测精度在特定参数范围内不足。为此,通过考虑气泡内压力变化并引入边界效应,提出了改进的气泡射流方向判断准则,使用边界元方法模拟结果对其进行验证,比较了改进模型与传统Blake准则的预测结果,并分析了无量纲强度参数对改进模型预测结果的影响。研究表明,改进的模型比传统Blake准则具有更高的预测精度。改进的理论模型能够为水下爆炸、海底资源勘探等领域提供理论参考。     

超空泡航行体深度跟踪串级控制策略

针对空泡与航行体之间非线性滑行力导致的超空泡航行体稳定性问题,提出了基于圆判据理论和Nelder-Mead算法的超空泡航行体深度跟踪串级控制方法。介绍了超空泡航行体数学模型以及圆判据定理基础知识。结合模型特性推导了超空泡航行体串级误差状态方程,利用圆判据定理研究了内环绝对稳定性。通过Nelder-Mead算法对内环反馈参数进一步优化。仿真分析结果表明：所提控制方法便于反馈参数整定,可以充分利用超空泡航行体的控制量实现深度跟踪。     

基于改进差分进化算法的内弹道参数优化

火炮内弹道参数直接影响其计算结果,内弹道参数优化设计是内弹道分析计算的重要环节。基于经典内弹道计算模型,以火药内弹道计算中最为敏感的燃速指数及其燃速系数为设计参量,以最大膛压及弹丸初速的计算值与测试值一致性为目标,对差分进化算法群体的初始化、变异因子及变异模式进行了改进,对某型火炮的内弹道参数进行了优化计算。优化设计结果表明改进后的差分进化算法满足内弹道设计工程实践要求,为内弹道参数优化设计提供了一种有效的算法。     

An efficient metaheuristic for integrated scheduling and staffing IT projects based on a generalized minimum cost flow network

Scheduling IT projects and assigning the project work to human resources are an important and common tasks in almost any IT service company. It is particularly complex because human resources usually have multiple skills. Up to now only little work has considered IT‐specific properties of the project structure and human resources. In this article, we present an optimization model that simultaneously schedules the activities of multiple IT projects with serial network structures and assigns the project work to multiskilled internal and external human resources with different efficiencies. The goal is to minimize costs. We introduce a metaheuristic that decomposes the problem into a binary scheduling problem and a continuous staffing problem where the latter is solved efficiently by exploiting its underlying network structure. For comparison, we solve the mixed–binary linear program with a state–of–the–art commercial solver. The impacts of problem parameters on computation time and solution gaps between the metaheuristic and the solver are assessed in an experimental study. Our results show that the metaheuristic provides very favorable results in considerable less time than the solver for midsize problems. For larger problems, it shows a similar performance while the solver fails to return feasible solutions. © 2012 Wiley Periodicals, Inc. Naval Research Logistics 59: 111–127, 2012     

Signal‐to‐interference‐plus‐noise ratio estimation for wireless communication systems: Methods and analysis

The Signal‐to‐Interference‐plus‐Noise Ratio (SINR) is an important metric of wireless communication link quality. SINR estimates have several important applications. These include optimizing the transmit power level for a target quality of service, assisting with handoff decisions and dynamically adapting the data rate for wireless Internet applications. Accurate SINR estimation provides for both a more efficient system and a higher user‐perceived quality of service. In this paper, we develop new SINR estimators and compare their mean squared error (MSE) performance. We show that our new estimators dominate estimators that have previously appeared in the literature with respect to MSE. The sequence of transmitted bits in wireless communication systems consists of both pilot bits (which are known both to the transmitter and receiver) and user bits (which are known only by the transmitter). The SINR estimators we consider alternatively depend exclusively on pilot bits, exclusively on user bits, or simultaneously use both pilot and user bits. In addition, we consider estimators that utilize smoothing and feedback mechanisms. Smoothed estimators are motivated by the fact that the interference component of the SINR changes relatively slowly with time, typically with the addition or departure of a user to the system. Feedback estimators are motivated by the fact that receivers typically decode bits correctly with a very high probability, and therefore user bits can be thought of as quasipilot bits. For each estimator discussed, we derive an exact or approximate formula for its MSE. Satterthwaite approximations, noncentral F distributions (singly and doubly) and distribution theory of quadratic forms are the key statistical tools used in developing the MSE formulas. In the case of approximate MSE formulas, we validate their accuracy using simulation techniques. The approximate MSE formulas, of interest in their own right for comparing the quality of the estimators, are also used for optimally combining estimators. In particular, we derive optimal weights for linearly combining an estimator based on pilot bits with an estimator based on user bits. The optimal weights depend on the MSE of the two estimators being combined, and thus the accurate approximate MSE formulas can conveniently be used. The optimal weights also depend on the unknown SINR, and therefore need to be estimated in order to construct a useable combined estimator. The impact on the MSE of the combined estimator due to estimating the weights is examined. © 2004 Wiley Periodicals, Inc. Naval Research Logistics, 2004     

Pairwise model discrimination with applications in lifetime distributions and degradation processes

Reliability data obtained from life tests and degradation tests have been extensively used for purposes such as estimating product reliability and predicting warranty costs. When there is more than one candidate model, an important task is to discriminate between the models. In the literature, the model discrimination was often treated as a hypothesis test and a pairwise model discrimination procedure was carried out. Because the null distribution of the test statistic is unavailable in most cases, the large sample approximation and the bootstrap were frequently used to find the acceptance region of the test. Although these two methods are asymptotically accurate, their performance in terms of size and power is not satisfactory in small sample size. To enhance the small‐sample performance, we propose a new method to approximate the null distribution, which builds on the idea of generalized pivots. Conventionally, the generalized pivots were often used for interval estimation of a certain parameter or function of parameters in presence of nuisance parameters. In this study, we further extend the idea of generalized pivots to find the acceptance region of the model discrimination test. Through extensive simulations, we show that the proposed method performs better than the existing methods in discriminating between two lifetime distributions or two degradation models over a wide range of sample sizes. Two real examples are used to illustrate the proposed methods.