Call center arrival modeling: A Bayesian state‐space approach

In this article, we introduce three discrete time Bayesian state‐space models with Poisson measurements, each aiming to address different issues in call center arrival modeling. We present the properties of the models and develop their Bayesian inference. In so doing, we provide sequential updating and smoothing for call arrival rates and discuss how the models can be used for intra‐day, inter‐day, and inter‐week forecasts. We illustrate the implementation of the models by using actual arrival data from a US commercial bank's call center and provide forecasting comparisons. © 2011 Wiley Periodicals, Inc. Naval Research Logistics 58: 28–42, 2011     

本征模式函数与经验模式分解方法分析

介绍本征模式函数IMF满足的条件和定义,分析了经验摸式分解EMD的前提、本质及其对非线性平衡系统数据处理所体现的优越性,并以隧道采集的风力数据处理为例,对上述理论进行了验证,展示了这种新方法的作用和效果。最后,从理论上证明了所处理数据的完备性及EMD成员正交性应满足的条件。     

Combining standardized time series area and Cramér–von Mises variance estimators

We propose three related estimators for the variance parameter arising from a steady‐state simulation process. All are based on combinations of standardized‐time‐series area and Cramér–von Mises (CvM) estimators. The first is a straightforward linear combination of the area and CvM estimators; the second resembles a Durbin–Watson statistic; and the third is related to a jackknifed version of the first. The main derivations yield analytical expressions for the bias and variance of the new estimators. These results show that the new estimators often perform better than the pure area, pure CvM, and benchmark nonoverlapping and overlapping batch means estimators, especially in terms of variance and mean squared error. We also give exact and Monte Carlo examples illustrating our findings.© 2007 Wiley Periodicals, Inc. Naval Research Logistics, 2007     

一类多维双重时序 AR(1)-MA(q) 模型的平稳性

讨论了一类多维双重时序ＡＲ（１）－ＭＡ（ｑ）模型的二阶平稳性问题。通过导出一组线性方程组，给出了这类模型二阶平稳的显式充分条件和必要条件，为验证模型的二阶平稳性提供了一个可行的途径。     

基于燃油压力波的柴油机高压喷射系故障信息的研究

本文从柴油机燃油压力波的特征出发,建立ARI(Auto—Regressive Integra—ted)时序参数模型.通过对不同故障下的燃油压力波基于ARI时序参数的现代谱分析,说明ARI时序参数模型较好地揭示了燃油压力波蕴含的故障信息.通过燃油压力波的ARI时序参数构造故障诊断模式向量,根据几何距离与信息距离的测度来诊断故障,具有一定的实践意义.     

Assessing the value of demand sharing in supply chains

We consider the problem of assessing the value of demand sharing in a multistage supply chain in which the retailer observes stationary autoregressive moving average demand with Gaussian white noise (shocks). Similar to previous research, we assume each supply chain player constructs its best linear forecast of the leadtime demand and uses it to determine the order quantity via a periodic review myopic order‐up‐to policy. We demonstrate how a typical supply chain player can determine the extent of its available information in the presence of demand sharing by studying the properties of the moving average polynomials of adjacent supply chain players. The retailer's demand is driven by the random shocks appearing in the autoregressive moving average representation for its demand. Under the assumptions we will make in this article, to the retailer, knowing the shock information is equivalent to knowing the demand process (assuming that the model parameters are also known). Thus (in the event of sharing) the retailer's demand sequence and shock sequence would contain the same information to the retailer's supplier. We will show that, once we consider the dynamics of demand propagation further up the chain, it may be that a player's demand and shock sequences will contain different levels of information for an upstream player. Hence, we study how a player can determine its available information under demand sharing, and use this information to forecast leadtime demand. We characterize the value of demand sharing for a typical supply chain player. Furthermore, we show conditions under which (i) it is equivalent to no sharing, (ii) it is equivalent to full information shock sharing, and (iii) it is intermediate in value to the two previously described arrangements. Although it follows from existing literature that demand sharing is equivalent to full information shock sharing between a retailer and supplier, we demonstrate and characterize when this result does not generalize to upstream supply chain players. We then show that demand propagates through a supply chain where any player may share nothing, its demand, or its full information shocks (FIS) with an adjacent upstream player as quasi‐ARMA in—quasi‐ARMA out. We also provide a convenient form for the propagation of demand in a supply chain that will lend itself to future research applications. © 2014 Wiley Periodicals, Inc. Naval Research Logistics 61: 515–531, 2014     

舰炮火控雷达实测误差时序特性分析建模

针对舰炮火控雷达高精度实时仿真建模的问题,运用高斯分布和正态平稳过程的两种误差序列生成方法,建立火控雷达简化仿真模型。通过对某火控雷达实测数据误差的统计及时序相关性分析,完成误差序列仿真生成与验证,给出了实现舰炮火控雷达探测误差仿真的优选方法。实践证明,正态平稳模型的误差生成方法可以有效满足新型舰炮仿真试验火控雷达建模要求。     

On the Determinants of Terrorism Risk Concern in Europe

We investigate whether differences in terrorism risk are mirrored on terrorism risk perception across European countries for the period 2003–2007. We find that the average propensity for terrorism risk concern is affected by actual risk levels. Country and individual heterogeneity contribute substantially to the variation of observed risk perception. Singles and individuals with white collar jobs are less likely to mention terrorism as one of the most pressing issues their country faces, while political positioning towards the right makes it more likely to be concerned about terrorism. As far as competing risks are concerned, we find that the likelihood terrorism is mentioned, decreases with spending on pensions as a percentage of GDP being higher. Finally, based on the Bayesian framework, we also examined the formation of terrorism risk perceptions, and decompose the observed country-level time series of terrorism activity into a long- and a short-run component. We concluded that the observed risk perception variation is only explained by the long-term trend of terrorism activity countries face.     

一种基于串联谐振型变换器的激光电源设计

激光器电源是激光器装置的重要组成部分,其泵浦方式分为光激励、放电激励、能量激励等,均必须配有相适应的供电电源。基于脉冲式固体激光器中负载是气体放电器件的激光电源,设计了一种带有预燃放电功能的半桥LCC串联谐振逆变电路,可实现每次点灯不必使用高压触发脉冲,避免触发高压的电磁辐射干扰。使得当灯处于低阻状态时,电容器上的能量能更有效地转换成光能。整体电源设计结构简单,可靠性高,可满足激光器对电源稳态工作的要求,在应用预燃电路后,激光输出能量可提高10%。     

零级Taylor级数的增长性

本文定义了单位圆内Taylor级数的型函数,得到了零级Taylor级数增长性方面的两个重要结论。