利用灰色理论与时间序列探讨我国物价指数的发展变化

本文根据装备建设的需要,对物价指数的变化进行了研究,首先依据原始数据利用灰色理论建立预测模型,在分析模型精度基础上,提出了灰色时间序列模型,使模型精度得到提高。并根据我国物价指数变化的特点,进一步建立了上包络线模型．使本文更具实际意义。     

时间序列分析中的模型定阶策略

模型的定阶问题是时间序列分析(包括参数谱估计、系统辨识,回归分析)研究领域中的一个重要问题。本文对现有的数种模型定阶方法,进行了分析、讨论和归纳,指出了它们所适用的场合及优劣。     

确定重构相空间维数的方法

计算混沌统计特征量前必须先获得重构相空间的维数,因此给出了最大特征值不变法、几何不变量法、虚假邻点法、预测误差最小法、最小Shannon熵法、经验赋值法六种确定方法,得出了应用最大特征值不变法和最小Shannon熵法的工程案例计算结果。     

Two‐stage component test plans for testing the reliability of a series system

A system reliability is often evaluated by individual tests of components that constitute the system. These component test plans have advantages over complete system based tests in terms of time and cost. In this paper, we consider the series system with n components, where the lifetime of the i‐th component follows exponential distribution with parameter λ_i. Assuming test costs for the components are different, we develop an efficient algorithm to design a two‐stage component test plan that satisfies the usual probability requirements on the system reliability and in addition minimizes the maximum expected cost. For the case of prior information in the form of upper bounds on λ_i's, we use the genetic algorithm to solve the associated optimization problems which are otherwise difficult to solve using mathematical programming techniques. The two‐stage component test plans are cost effective compared to single‐stage plans developed by Rajgopal and Mazumdar. We demonstrate through several numerical examples that our approach has the potential to reduce the overall testing costs significantly. © 2002 John Wiley & Sons, Inc. Naval Research Logistics, 49: 95–116, 2002; DOI 10.1002/nav.1051     

基于ADC模型的数据链系统作战效能评估

从数据链系统的信息支持能力出发,结合指标体系的选取和确立原则,建立了数据链系统作战效能指标体系。提出并建立了数据链系统作战效能评估的ADC模型,针对模型中能力矩阵C计算繁杂的问题,考虑到某些指标在分析过程中定量化的需要,综合运用幂指数法和层次分析法对能力矩阵C子模型及体系指标进行定量化分析和计算。对于运用幂指数法中涉及各指标的加权系数采用层次分析法来确定,进一步分析了层次分析法的原理及步骤。最后给出实例,结果表明该模型具有一定的合理性且计算简单、易于理解、结论可靠等优点。     

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。     

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     

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.