The effects of model parameter deviations on the variance of a linearly filtered time series

We consider a general linear filtering operation on an autoregressive moving average (ARMA) time series. The variance of the filter output, which is an important quantity in many applications, is not known with certainty because it depends on the true ARMA parameters. We derive an expression for the sensitivity (i.e., the partial derivative) of the output variance with respect to deviations in the model parameters. The results provide insight into the robustness of many common statistical methods that are based on linear filtering and also yield approximate confidence intervals for the output variance. We discuss applications to time series forecasting, statistical process control, and automatic feedback control of industrial processes. © 2010 Wiley Periodicals, Inc. Naval Research Logistics, 2010     

一种基于多层次网格的高效相关过滤方法

在分布式仿真系统中 ,网上流动的大量冗余数据严重影响了系统的可伸缩性。基于均匀网格的相关过滤法减少了冗余数据 ,但具有匹配不精确 ,格子尺寸单一 ,难以适应所有实体的缺点。提出了一种基于多层次网格的相关过滤方法 ,克服了均匀网格法的上述缺点 ,并继承了均匀网格法处理速度快的特点 ,具有快速灵活的特点     

MUOS网络管理与控制技术的研究

介绍了美军移动用户目标系统MUOS(Mobile User Objective System),分析和总结了该系统下网络管理体系结构和运行机制,并就其实现中的关键技术进行了深入研究,得到了一些对我国有借鉴意义的结论。     

加强高校预算管理的思考

预算管理是高校财务管理的核心，加强高校预算管理，能促进高校事业计划顺利完成，有效提高各项资金的使用效益。本文通过对高校预算管理的内容、特点及不足的分析，提出了加强高校预算管理的对策。     

The building evacuation problem with shared information

In this article, the Building Evacuation Problem with Shared Information (BEPSI) is formulated as a mixed integer linear program, where the objective is to determine the set of routes along which to send evacuees (supply) from multiple locations throughout a building (sources) to the exits (sinks) such that the total time until all evacuees reach the exits is minimized. The formulation explicitly incorporates the constraints of shared information in providing online instructions to evacuees, ensuring that evacuees departing from an intermediate or source location at a mutual point in time receive common instructions. Arc travel time and capacity, as well as supply at the nodes, are permitted to vary with time and capacity is assumed to be recaptured over time. The BEPSI is shown to be NP‐hard. An exact technique based on Benders decomposition is proposed for its solution. Computational results from numerical experiments on a real‐world network representing a four‐story building are given. Results of experiments employing Benders cuts generated in solving a given problem instance as initial cuts in addressing an updated problem instance are also provided. © 2008 Wiley Periodicals, Inc. Naval Research Logistics, 2008     

层次式网络管理系统故障管理子系统研究与实现

计算机网络日益复杂和异构化，迫切需要提高可靠、跨平台的网络管理系统保证网络稳定、高效运行。分析了传统网络管理系统的不足，提出了一层次分布式网络管理系统故障管理算法，并讨论了算法的性能。最后采用ＣＯＲＢＡ，Ｗｅｂ和Ｊａｖａ技术实现了该算法。     

基于重力加速度的自对准算法在摇摆台上的验证

摇摆基座条件下陀螺和加速度计测量的地球自转角速度和重力加速度受到了摇摆运动的干扰,无法根据陀螺和加速度计的输出直接获得初始姿态矩阵。针对这一问题,通过验证实验证明了基于重力加速度的对准算法的有效性,并依据实验结果从理论上对该方法的对准误差进行了分析,提出了进一步提高对准精度的措施。     

Dynamic inventory management with cash flow constraints

In this article, we consider a classic dynamic inventory control problem of a self‐financing retailer who periodically replenishes its stock from a supplier and sells it to the market. The replenishment decisions of the retailer are constrained by cash flow, which is updated periodically following purchasing and sales in each period. Excess demand in each period is lost when insufficient inventory is in stock. The retailer's objective is to maximize its expected terminal wealth at the end of the planning horizon. We characterize the optimal inventory control policy and present a simple algorithm for computing the optimal policies for each period. Conditions are identified under which the optimal control policies are identical across periods. We also present comparative statics results on the optimal control policy. © 2008 Wiley Periodicals, Inc. Naval Research Logistics 2008     

一种新的分布事务处理模型和算法

分布事务处理是分布式数据库管理系统设计中的一项关键技术。为保证分布事务的原子性,对基本分布事务处理模型和加工协议进行改进,提出了一种新的分布事务处理机制,并给出了其在分布式工程数据库管理系统dEDBMS中的实现方法。     

数据库技术在消防通信指挥系统中的应用

数据库应用是消防通信指挥系统的核心内容。介绍了基于数据库的消防通信指挥系统的消防信息综合管理、案件管理以及案件信息统计、分析和发布等方面的内容。