备件需求过程的MAP数据拟合算法研究

为了将备件需求过程表示为马尔可夫到达过程(Markovian arrival process, MAP)形式,设计了备件需求到达流的MAP拟合算法.首先,采用EM算法将备件需求到达间隔时间拟合成Hyper-Erlang分布形式,然后利用MAP性质和Bayes公式推导出生成元矩阵的计算公式;随后设计了一个完整的数据拟合流程,并通过实例对算法的效果和效率与已有研究进行了对比.结果表明,该算法在确保拟合效果的同时,能够有效提升拟合效率.     

Using stochastic programming to solve an outpatient appointment scheduling problem with random service and arrival times

We study a stochastic outpatient appointment scheduling problem (SOASP) in which we need to design a schedule and an adaptive rescheduling (i.e., resequencing or declining) policy for a set of patients. Each patient has a known type and associated probability distributions of random service duration and random arrival time. Finding a provably optimal solution to this problem requires solving a multistage stochastic mixed‐integer program (MSMIP) with a schedule optimization problem solved at each stage, determining the optimal rescheduling policy over the various random service durations and arrival times. In recognition that this MSMIP is intractable, we first consider a two‐stage model (TSM) that relaxes the nonanticipativity constraints of MSMIP and so yields a lower bound. Second, we derive a set of valid inequalities to strengthen and improve the solvability of the TSM formulation. Third, we obtain an upper bound for the MSMIP by solving the TSM under the feasible (and easily implementable) appointment order (AO) policy, which requires that patients are served in the order of their scheduled appointments, independent of their actual arrival times. Fourth, we propose a Monte Carlo approach to evaluate the relative gap between the MSMIP upper and lower bounds. Finally, in a series of numerical experiments, we show that these two bounds are very close in a wide range of SOASP instances, demonstrating the near‐optimality of the AO policy. We also identify parameter settings that result in a large gap in between these two bounds. Accordingly, we propose an alternative policy based on neighbor‐swapping. We demonstrate that this alternative policy leads to a much tighter upper bound and significantly shrinks the gap.     

Securing a border under asymmetric information

We study a stochastic interdiction model of Morton et al. IIE Transactions, 39 (2007):3–14 that locates radiation sensors at border crossings to detect and prevent the smuggling of nuclear material. In this model, an interdictor places sensors at customs checkpoints to minimize a potential smuggler's maximum probability of crossing a border undetected. We focus on a model variant in which the interdictor has different, and likely more accurate, perceptions of the system's parameters than the smuggler does. We introduce a model that is tighter and uses fewer constraints than that of Morton et al. We also develop a class of valid inequalities along with a corresponding separation procedure that can be used within a cutting‐plane approach to reduce computational effort. Computational results demonstrate the effectiveness of our approach.Copyright © 2014 Wiley Periodicals, Inc. Naval Research Logistics 61: 91–100, 2014     

量测坐标系下的纯距离自适应跟踪算法

为避免传统雷达数据处理方法中因坐标变换而导致噪声统计规律变化的问题,基于“当前”统计模型,在量测坐标系下提出一种纯距离自适应跟踪算法。算法基于拟合的思想,利用纯距离信息在量测坐标系下进行滤波计算,避免了由于坐标系的变换而产生的偏差和耦合误差。针对目标发生机动的情况,实时地调整加速度方差,从而达到自适应跟踪目标的效果。仿真结果表明,该算法对目标状态的估计更加精确,对机动目标具有较好的跟踪性能。     

Dynamic service rate control for a single‐server queue with Markov‐modulated arrivals

We consider the problem of service rate control of a single‐server queueing system with a finite‐state Markov‐modulated Poisson arrival process. We show that the optimal service rate is nondecreasing in the number of customers in the system; higher congestion levels warrant higher service rates. On the contrary, however, we show that the optimal service rate is not necessarily monotone in the current arrival rate. If the modulating process satisfies a stochastic monotonicity property, the monotonicity is recovered. We examine several heuristics and show where heuristics are reasonable substitutes for the optimal control. None of the heuristics perform well in all the regimes and the fluctuation rate of the modulating process plays an important role in deciding the right heuristic. Second, we discuss when the Markov‐modulated Poisson process with service rate control can act as a heuristic itself to approximate the control of a system with a periodic nonhomogeneous Poisson arrival process. Not only is the current model of interest in the control of Internet or mobile networks with bursty traffic, but it is also useful in providing a tractable alternative for the control of service centers with nonstationary arrival rates. © 2013 Wiley Periodicals, Inc. Naval Research Logistics 60: 661–677, 2013     

Algorithms for computing waiting time distributions under different queue disciplines for the D-BMAP/PH/1

A queueing system characterized by the discrete batch Markovian arrival process (D-BMAP) and a probability of phase type distribution for the service time is one that arises frequently in the area of telecommunications. Under this arrival process and service time distribution we derive the waiting time distribution for three queue disciplines: first in first out (FIFO), last in first out (LIFO), and service in random order (SIRO). We also outline efficient algorithmic procedures for computing the waiting time distributions under each discipline. © 1997 John Wiley & Sons, Inc. Naval Research Logistics 44: 559–576, 1997     

A novel gradient approach for optimal design and sensitivity analysis of EWMA control charts

Conventional control charts are often designed to optimize out‐of‐control average run length (ARL), while constraining in‐control ARL to a desired value. The widely employed grid search approach in statistical process control (SPC) is time‐consuming with unsatisfactory accuracy. Although the simulation‐based ARL gradient estimators proposed by Fu and Hu [Manag Sci 45 (1999), 395–413] can alleviate this issue, it still requires a large number of simulation runs to significantly reduce the variance of gradient estimators. This article proposes a novel ARL gradient estimation approach based on integral equation for efficient analysis and design of control charts. Although this article compares with the results of Fu and Hu [Manag Sci 45 (1999), 395–413] based on the exponentially weighted moving average (EWMA) control chart, the proposed approach has wide applicability as it can generally fit into any control chart with Markovian property under any distributions. It is shown that the proposed method is able to provide a fast, accurate, and easy‐to‐implement algorithm for the design and analysis of EWMA charts, as compared to the simulation‐based gradient estimation method. Moreover, the proposed gradient estimation method facilitates the computation of high‐order derivatives that are valuable in sensitivity analysis. The code is written in Matlab, which is available on request. © 2014 Wiley Periodicals, Inc. Naval Research Logistics 61: 223–237, 2014     

A note on a paper by houston and huffman

This paper calls attention to an experimental design which enhances the efficiency of the technique described by B. F. Houston and R. A. Huffman [3]. This alternative design is a modification of the simplex lattice design developed by Scheffé [6] for the mixture problem. While not possessing the optimal statistical properties of the central composite design proposed in [3], such as minimum bias and minimum variance, this modified design is optimum with respect to the number of design points employed; hence, it is the minimum cost design. Further, the design proposed in this note is excellent for use in multiple-block experimentation, which is very often required with constrained systems.     

基于统计能量分析法的船艇机舱舱室噪声仿真

以某一船艇机舱为例,从机舱发动机表面振动声辐射着手,建立了机舱的统计能量分析(SEA)模型,对船艇机舱的进行了仿真计算。结果表明,统计能量分析法与实际测量值吻合,SEA模型的计算值与舱内声压水平实测值误差在主要频带达到3dB以内。     

Approximation for the departure process of a queue in a network

A simple renewal process is identified to approximate the complex departure process of a queue often found in queueing network models. The arrival process to the queue is the superposition or merging of several independent component-renewal processes that are approximations of departure processes from other queues and external arrival processes; there is a single server with exponential service times, and the waiting space is infinite. The departure process of this queue is of interest because it is the arrival process to other queues in the network. The approximation proposed is a hybrid; the mean and variance of the approximating departure intervals is a weighted average of those determined by basic methods in Whitt [41] with the weighting function empirically determined using simulation. Tandem queueing systems with superposition arrival processes and exponential service times are used to evaluate the approximation. The departure process of the first queue in the tandem is approximated by a renewal process, the tandem system is replaced by two independent queues, and the second queue is solved analytically. When compared to simulation estimates, the average absolute error in hybrid approximations of the expected number in the second queue is 6%, a significant improvement over 22–41% in the basic methods.     

一种非均匀噪声下的DOA估计算法

通用协方差差分算法用来实现对空间非均匀噪声环境下相干信号的波达方向(DOA)估计,该算法可以完全消除空间非均匀噪声,且适用于低信噪比环境,但该算法的DOA估计结果存在伪峰。针对这一问题,提出了一种改进的算法。改进算法通过对通用协方差差分(GCD)算法的信号协方差矩阵进行变换,再用特征分解的方法得到信号的DOA估计值。改进的算法可以完全消除伪峰,理论分析和仿真实验验证了改进算法的有效性。     

Comment: Why “an identified systemic model of the democracy‐peace nexus” does not persuade*

In their article in this journal, James, Solberg and Wolfson (1999) challenge our findings that two states are more likely to have peaceful relations if they are both democratic. They claim to develop a simultaneous system of two equations showing that peace and democracy foster each other, and that the effect of peace in encouraging democracy is stronger than that of democracy on peace. Their analysis, however, is flawed. Their research design employs measures of dispute and joint democracy that are inferior to those now common in the literature, and their equation for predicting peace is not properly specified. These problems distort their results. Even so, their results provide evidence of the pacific benefits of democracy. Analyses we conduct with a more completely specified model reveal stronger support for the democratic “ peace. Furthermore, a test of the effect of interstate conflict on democracy should be done at the national (or monadic) level of analysis; but James et al. perform a dyadic analysis. In a monadic test using vector autoregression, we find that disputes make no contribution to explaining the character of regimes. Even with their dyadic method, their finding that peace promotes democracy is not robust Including a crucial control variable, the ratio of militarily relevant national capabilities, that James et al. omitted, dramatically alters their findings.     

再入快速抵达轨迹优化设计方法

针对再入初始速度大、飞行时间约束苛刻的轨迹设计问题,提出一种基于遗传算法和攻角+倾侧角联合优化的再入快速抵达轨迹优化设计方法。该方法在再入初段利用较大攻角迅速减小弹道倾角和拉平弹道,在再入后段/滑翔段联合设计和优化攻角+倾侧角变化规律以显著降低终端飞行速度,同时满足终端高度、终端航向角、最大动压、最大热流等约束条件。该方法能够提升传统升力体飞行器再入快速到达能力并拓展其应用范围。仿真结果表明,在典型飞行器参数和较大初始再入速度条件下,全程飞行时间小于12 min,终端速度能够小于7Ma,横向机动距离超过800 km。     

The solution to an open problem for a caching game

In a caching game introduced by Alpern et al. (Alpern et al., Lecture notes in computer science (2010) 220–233) a Hider who can dig to a total fixed depth normalized to 1 buries a fixed number of objects among n discrete locations. A Searcher who can dig to a total depth of h searches the locations with the aim of finding all of the hidden objects. If he does so, he wins, otherwise the Hider wins. This zero‐sum game is complicated to analyze even for small values of its parameters, and for the case of 2 hidden objects has been completely solved only when the game is played in up to 3 locations. For some values of h the solution of the game with 2 objects hidden in 4 locations is known, but the solution in the remaining cases was an open question recently highlighted by Fokkink et al. (Fokkink et al., Search theory: A game theoretic perspective (2014) 85–104). Here we solve the remaining cases of the game with 2 objects hidden in 4 locations. We also give some more general results for the game, in particular using a geometrical argument to show that when there are 2 objects hidden in n locations and n→∞, the value of the game is asymptotically equal to h/n for h≥n/2. © 2016 Wiley Periodicals, Inc. Naval Research Logistics 63: 23–31, 2016     

一种无线传感器网络中的Sybil攻击检测方案

Sybil攻击破坏无线传感器网络中的数据融合、公平资源分配等机制，因此对Sybil攻击的防范与检测具有很重要的意义。将一种基于到达时间差（TDOA）的三维定位引入到Sybil攻击的检测中，算法可以检测存在的Sybil攻击并对Sybil节点进行定位。通过性能分析证明该算法具有开销小、有效性高的特点。     

基于统计加权的单传感器数据融合算法

单传感器数据融合是十分重要的实际问题。为了提高数据处理的敏感性和精度,在研究基于关系矩阵的数据融合方法的基础上,提出了基于统计加权的数据融合方法,并对两种方法进行了对比分析。实例仿真表明,基于统计加权的数据融合方法优于基于关系矩阵的数据融合方法,该方法能减小无效测量值的范围,并且对测量值的变化更敏感。     

A note on optimal pricing for finite capacity queueing systems with multiple customer classes

This article investigates optimal static prices for a finite capacity queueing system serving customers from different classes. We first show that the original multi‐class formulation in which the price for each class is a decision variable can be reformulated as a single dimensional problem with the total load as the decision variable. Using this alternative formulation, we prove an upper bound for the optimal arrival rates for a fairly large class of queueing systems and provide sufficient conditions that ensure the existence of a unique optimal arrival rate vector. We show that these conditions hold for M/M/1/m and M/G/s/s systems and prove structural results on the relationships between the optimal arrival rates and system capacity. © 2008 Wiley Periodicals, Inc. Naval Research Logistics, 2008     

Many‐server loss models with non‐poisson time‐varying arrivals

This article proposes an approximation for the blocking probability in a many‐server loss model with a non‐Poisson time‐varying arrival process and flexible staffing (number of servers) and shows that it can be used to set staffing levels to stabilize the time‐varying blocking probability at a target level. Because the blocking probabilities necessarily change dramatically after each staffing change, we randomize the time of each staffing change about the planned time. We apply simulation to show that (i) the blocking probabilities cannot be stabilized without some form of randomization, (ii) the new staffing algorithm with randomiation can stabilize blocking probabilities at target levels and (iii) the required staffing can be quite different when the Poisson assumption is dropped. © 2017 Wiley Periodicals, Inc. Naval Research Logistics 64: 177–202, 2017     

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     

直升机雷达回波的动态特性分析

依据实测的直升机动态回波数据,分析了直升机机身的重点散射源及散射特征,应用Kolmogorov拟合优度检验方法及三种标准分布模型,研究了直升机动态RCS的统计特征,得到了动态RCS对各模型的拟合效果以及X2模型随视向角的半自由度分布,最后通过建立一简单的旋翼叶片散射模型并对散射中心的周期性运动调制效应进行了讨论,分析计算了直升机动态回波的谐波特征.