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     

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TOPSIS的战区高层反导威胁评估

在分析战区高层反导威胁评估特点的基础上,建立了以来袭TBM发射点、预测落点、射程等为核心的战区高层反导威胁评估模型指标体系并进行了相应的量化,然后利用基于熵值权重确定的TOPSIS理论对模型进行求解。通过实例证明所提出的战区高层反导威胁评估模型和算法的有效性,对研究美军的战区高层反导武器系统具有一定的借鉴意义。     

Dynamic capacity reservation and due date quoting in a make‐to‐order system

We consider a make‐to‐order manufacturer facing random demand from two classes of customers. We develop an integrated model for reserving capacity in anticipation of future order arrivals from high priority customers and setting due dates for incoming orders. Our research exhibits two distinct features: (1) we explicitly model the manufacturer's uncertainty about the customers' due date preferences for future orders; and (2) we utilize a service level measure for reserving capacity rather than estimating short and long term implications of due date quoting with a penalty cost function. We identify an interesting effect (“t‐pooling”) that arises when the (partial) knowledge of customer due date preferences is utilized in making capacity reservation and order allocation decisions. We characterize the relationship between the customer due date preferences and the required reservation quantities and show that not considering the t‐pooling effect (as done in traditional capacity and inventory rationing literature) leads to excessive capacity reservations. Numerical analyses are conducted to investigate the behavior and performance of our capacity reservation and due date quoting approach in a dynamic setting with multiple planning horizons and roll‐overs. One interesting and seemingly counterintuitive finding of our analyses is that under certain conditions reserving capacity for high priority customers not only improves high priority fulfillment, but also increases the overall system fill rate. © 2008 Wiley Periodicals, Inc. Naval Research Logistics, 2008     

Weak aging properties for coherent systems with statistically dependent component lifetimes

As a relevant topic in reliability theory, the preservation of aging properties under the formation of various coherent structures contributes to improving system performance through better structure design and more effective system maintenance. The classical research in this line usually focuses upon coherent systems with independent component lifetimes. Recently, some authors discussed the preservation of IFR, NBU, and DMRL in the setting of dependent component lifetimes. This paper further investigates sufficient conditions for coherent systems with dependent component lifetimes to preserve aging properties including NBUC, NBU (2), DMRL, and their dual versions. Some examples are presented to illustrate coherent structures and typical copula functions fulfilling the present sufficient conditions as well.     

复合材料结构传热分析的新的高阶热层合理论研究

提出了新的高阶热层合理论及相应的有限元模型．新的高阶热层合理论比作者最初提出的一阶热层合理论［１］前进了一大步,它有效克服了一阶热层合理论中存在的计算缺陷．大量数值算例表明了高阶热层合理论的精确有效性．算例还对铺设角和纵厚比对层合板温度场的影响进行了分析,并得到了一些有意义的结论．     

从简单句的切分看俄语词序

俄语词序有很大的自由度,但要受词汇、语法、交际目的和修辞色彩的限制,不能任意安排。本文拟从简单句的结构切分和实义切分着手分析,来了解俄语词序的一般规律及其功能。     

The NBUL class of life distribution and replacement policy comparisons

Let X and X_τ denote the lifetime and the residual life at age τ of a system, respectively. X is said to be a NBUL random variable if X_τ is smaller than X in Laplace order, i.e., X_τ ≤_L X. We obtain some characterizations for this class of life distribution by means of the lifetime of a series system and the residual life at random time. We also discuss preservation properties for this class of life distribution under shock models. Finally, under the assumption that the lifetimes have the NBUL property, we make stochastic comparisons between some basic replacement policies. © 2001 John Wiley & Sons, Inc. Naval Research Logistics 48: 578–591, 2001.     

非线性干扰观测器的高超声速飞行器自适应反演控制

针对高超声速飞行器参数不确定弹性体模型,提出了一种基于非线性干扰观测器的自适应反演控制器设计方法。将曲线拟合模型表示为严格反馈形式,采用反演方法设计控制器。采用动态面方法获取虚拟控制量的导数,避免了传统反演控制"微分项膨胀"问题。为了增强控制器的鲁棒性,基于二阶跟踪-微分器设计了一种新型非线性干扰观测器,以此对模型不确定项进行自适应估计和补偿。仿真结果表明,控制器对模型不确定性和气动弹性影响具有强鲁棒性,且能实现对速度和高度参考指令的稳定跟踪。