基于正交最小二乘估计的非线性时间序列的预测

在对非线性时间序列的短期预测中经常采用局部线性化的预测算法 ,原有的算法使用普通最小二乘法 (LS)估计近似线性模型的参数。对于存在噪声的数据 ,该算法的数值稳定性较差。本文在对非线性空间进行局部线性化的基础上 ,采用正交最小二乘方法 (OLS)对线性模型同时进行结构选择与参数辨识 ,改善了数值的病态特性 ,增强了算法的稳定性     

非平稳数据处理方法与瞬时频率

利用“经验模式分解”(EMD)方法,任何复杂的数集都能够被分解为有限且通常数量较少的“本征模式函数”。“本征模式函数”产生瞬时频率,最终结果表示为H ilbert谱规定的能量-频率-时间分布。应用“经验模式分解”方法表示自然现象中的传统非线性平衡系统及其数据的数值结果,同时给出实例展示了这种新方法的作用和效果。这种方法阐明了能量-频率-时间分布,进一步显示出对非线性非平稳系统的处理效果———精确化、形象化和可视化。     

Improving series and parallel systems through mixtures of duplicated dependent components

We discuss suitable conditions such that the lifetime of a series or of a parallel system formed by two components having nonindependent lifetimes may be stochastically improved by replacing the lifetimes of each of the components by an independent mixture of the individual components' lifetimes. We also characterize the classes of bivariate distributions where this phenomenon arises through a new weak dependence notion. © 2011 Wiley Periodicals, Inc. Naval Research Logistics, 2011     

UKF在MEMS陀螺随机噪声补偿的应用

论述了MEMS陀螺静态随机噪声与动态随机噪声的特点;系统分析了无迹卡尔曼滤波(UKF)的特点,将UKF用于MEMS陀螺随机噪声估计;针对MEMS陀螺静态噪声与动态噪声补偿用同一方法处理达不到一定性能的难题,提出了一种由阈值决策静态和动态滤波的工程方法;指出将时间序列用于建立随机噪声的数学模型的缺陷,指出欧美等使用的MEMS陀螺随机噪声补偿的优点与缺点.     

On allocating one active redundancy to coherent systems with dependent and heterogeneous components' lifetimes

This article studies coherent systems of heterogenous and statistically dependent components' lifetimes. We present a sufficient and necessary condition for a stochastically longer system lifetime resulted by allocating a single active redundancy. For exchangeable components' lifetimes, allocating the redundancy to the component with more minimal path sets is proved to produce a more reliable system, and for systems with stochastic arrangement increasing components' lifetimes and symmetric structure with respect to two components, allocating the redundancy to the weaker one brings forth a larger reliability. Several numerical examples are presented to illustrate the theoretical results as well. © 2016 Wiley Periodicals, Inc. Naval Research Logistics 63: 335–345, 2016     

Does military spending stimulate growth? An empirical investigation in Italy

This paper investigates the effect of military burden on economic growth and extends previous works on the optimal size of government expenditure by exploring how external threat affects the preferences of the households and, in turn, economic growth. Post World War II Italian data are used to estimate nonlinear growth models using time-series semi-parametric methods. The estimates show that total government and civilian burdens are productive, whereas, military burden has significant effects on economic growth through the expenditure for peacekeeping missions, which reduces the insecurity in the home country. This may justify economically the current not negligible budget devoted to peacekeeping and humanitarian missions.     

采用时序多属性评价方法的空战威胁排序

鉴于空战中威胁目标的多属性及动态变化特点,提出采用时序多属性评价方法来解决空战目标动态威胁排序问题。在建立空战威胁指标体系基础上,采用熵权法确定目标属性权重,并通过指数分布法确定各时刻权重,最后综合依据威胁目标多时刻的属性信息,实现了空战动态威胁排序。仿真结果说明该方法的合理性。     

时间跨度对GPS坐标序列噪声模型及速度估计影响分析

选取全球范围内72个基准站的坐标序列,采用改进的赤池信息量准则、贝叶斯信息量准则对不同噪声模型组合进行噪声分析,得到基准站坐标序列的最优噪声模型及速度参数,探讨时间序列跨度对噪声模型及速度估计的影响。结果表明,基准站坐标序列噪声模型不能由单一的噪声模型表述,其呈现出多样性特征,主要表现为幂律噪声、高斯马尔科夫噪声、闪烁噪声+白噪声特征,且三坐标分量表现出不同的噪声特性;随着时间跨度的增加,坐标时间序列的最优噪声模型、GPS站速度及其不确定度逐渐由发散趋于收敛,随机游走噪声模型的比重有所增加。结果表明10 a以上的时间跨度是较为理想的噪声模型估计尺度。     

Exact expected values of variance estimators for simulation

We formulate exact expressions for the expected values of selected estimators of the variance parameter (that is, the sum of covariances at all lags) of a steady‐state simulation output process. Given in terms of the autocovariance function of the process, these expressions are derived for variance estimators based on the simulation analysis methods of nonoverlapping batch means, overlapping batch means, and standardized time series. Comparing estimator performance in a first‐order autoregressive process and the M/M/1 queue‐waiting‐time process, we find that certain standardized time series estimators outperform their competitors as the sample size becomes large. © 2007 Wiley Periodicals, Inc. Naval Research Logistics, 2007     

对一种混沌加密图像方法的破译研究

介绍了利用混沌映射系统进行保密通信的理论依据。分析了一种利用混沌动力学方程所形成的混沌序列来对图像进行加密的方案,并用程序语言予以实现。针对这种一维混沌加密算法,在加密方程、参数和初始值完全未知的前提下,运用相空间重构法和穷举法对其进行了破译研究并成功将其破译。总结了加密和破译方法的优缺点,提出了一种抗破译能力更强的加密方案。