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     

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     

Optimization of schedule stability and efficiency under processing time variability and random machine breakdowns in a job shop environment

The ability to cope with uncertainty in dynamic scheduling environments is becoming an increasingly important issue. In such environments, any disruption in the production schedule will translate into a disturbance of the plans for several external activities as well. Hence, from a practical point of view, deviations between the planned and realized schedules are to be avoided as much as possible. The term stability refers to this concern. We propose a proactive approach to generate efficient and stable schedules for a job shop subject to processing time variability and random machine breakdowns. In our approach, efficiency is measured by the makespan, and the stability measure is the sum of the variances of the realized completion times. Because the calculation of the original measure is mathematically intractable, we develop a surrogate stability measure. The version of the problem with the surrogate stability measure is proven to be NP‐hard, even without machine breakdowns; a branch‐and‐bound algorithm is developed for this problem variant. A tabu search algorithm is proposed to handle larger instances of the problem with machine breakdowns. The results of extensive computational experiments indicate that the proposed algorithms are quite promising in performance. © 2011 Wiley Periodicals, Inc. Naval Research Logistics, 2011     

Dual sourcing: Responsive hedging against correlated supply and demand uncertainty

This article analyzes dual sourcing decisions under stochastically dependent supply and demand uncertainty. A manufacturer faces the trade‐off between investing in unreliable but high‐margin offshore supply and in reliable but low‐margin local supply, where the latter allows for production that is responsively contingent on the actual demand and offshore supply conditions. Cost thresholds for both types of supply determine the optimal resource allocation: single offshore sourcing, single responsive sourcing, or dual sourcing. Relying on the concept of concordance orders, we study the effects of correlation between supply and demand uncertainty. Adding offshore supply to the sourcing portfolio becomes more favorable under positive correlation, since offshore supply is likely to satisfy demand when needed. Selecting responsive capacity under correlated supply and demand uncertainty is not as straightforward, yet we establish the managerially relevant conditions under which responsive capacity either gains or loses in importance. Our key results are extended to the broad class of endogenous supply uncertainty developed by Dada et al. [Manufact Serv Operat Mange 9 (2007), 9–32].© 2012 Wiley Periodicals, Inc. Naval Research Logistics, 2012     

基于相关性模型的舰船装备测试性分析与建模

为了提高舰船装备的综合诊断能力,在舰船设计、研制阶段就必须进行装备测试性设计工作。为此,根据舰船装备测试性要求,对装备进行了故障模式影响分析,确定了装备在设计和制造过程中所有可能的故障模式,以及每一故障模式的原因和影响,据此对装备功能和结构进行了划分。然后,利用相关性模型对舰船装备进行测试性分析与建模,建立了舰船装备组成单元的相关性图示模型、数学模型,并运用考虑可靠性和费用的优选方法,建立了舰船装备诊断树,得到舰船装备的测试方案。算例分析表明:该研究可有效提高舰船装备测试的效率,提升测试的经济性。     

基于DAC5686的线性调频信号产生方法研究

研究了基于DAC5686的线性调频信号产生方法。分析了线性调频信号及其产生原理,研究了DAC5686工作原理,设计了信号产生电路,给出了线性调频信号的实现实例．结果表明,该方法可以灵活地产生所需线性调频信号,从而满足某型地空导弹制导雷达中频接收机性能测试的需要．与传统的线性调频信号产生方法相比,该方法降低了系统设计难度,缩短了开发周期,提高了设计的可靠性,具有较高的实用价值,对于其它场合频线性调频信号的产生也具有一定的借鉴意义．     

油库储油区燃烧爆炸事故树分析

针对油库储油区安全管理点多面广的特点,分析储油区燃烧爆炸事故的相关影响因素和条件,建立完善的事故树模型。通过定性分析理清燃烧爆炸事故与基本事件之间的逻辑关系,定量分析获得各项基本事件的结构重要度排序,找出储油区存在燃烧爆炸隐患的重点部位,制订科学合理的安全信息监控点设置策略,为油库安全管理手段向信息化迈进提供决策依据。     

航天测控通信系统可靠性分析的Krylov子空间投影算法

基于Markov模型对航天测控通信系统进行可靠性分析的过程中,若系统中测控通信设备数量较多,模型中的状态空间随设备数量呈指数增长,将会导致数值计算困难.提出了一种基于Krylov子空间技术的可靠性分析方法,将大规模问题投影至小规模子空间中,求得问题的近似解.实验结果证明,Krylov子空间方法的计算速度及精度优于Ross方法和前向Euler法(forward Euler method,FEM).     

抢险救灾非战争军事行动中应急资源调度网络的优化方法

抢险救灾非战争军事行动包括道路抢修和物资运输等任务,而这两类任务在灾后应急资源调度中存在关联性的影响,且面临路网结构可变及需求随机模糊等挑战,对此,提出了一种非确定性应急资源调度网络双层规划模型,设计了基于蒙特卡洛方法与遗传算法耦合的智能启发式求解策略.通过对典型情境下应急资源调度案例进行分析建模和数值求解,说明了该模型和算法的合理性和有效性.     

基于循环移位和异或运算的对合线性变换研究

在对称密码算法的设计中,为达到良好的扩散作用,设计者一般均选择分支数较大的线性变换.基于循环移位和异或运算的线性变换由于其实现效率较高,已经在很多密码算法中被采用,比如分组密码SMS4、HIGHT,Hash函数SHA -2、MD6等.此外,如果线性变换是对合的,还为解密带来了方便.研究了基于循环移位和异或运算设计的对合线性变换,给出了这类线性变换的计数公式,指出它们的分支数上界为4,并讨论了循环移位的参数与分支数之间的关系,从而为基于这类运算设计的线性变换提供了理论依据.