Demand forecasting by temporal aggregation

Demand forecasting performance is subject to the uncertainty underlying the time series an organization is dealing with. There are many approaches that may be used to reduce uncertainty and thus to improve forecasting performance. One intuitively appealing such approach is to aggregate demand in lower‐frequency “time buckets.” The approach under concern is termed to as temporal aggregation, and in this article, we investigate its impact on forecasting performance. We assume that the nonaggregated demand follows either a moving average process of order one or a first‐order autoregressive process and a single exponential smoothing (SES) procedure is used to forecast demand. These demand processes are often encountered in practice and SES is one of the standard estimators used in industry. Theoretical mean‐squared error expressions are derived for the aggregated and nonaggregated demand to contrast the relevant forecasting performances. The theoretical analysis is supported by an extensive numerical investigation and experimentation with an empirical dataset. The results indicate that performance improvements achieved through the aggregation approach are a function of the aggregation level, the smoothing constant, and the process parameters. Valuable insights are offered to practitioners and the article closes with an agenda for further research in this area. © 2013 Wiley Periodicals, Inc. Naval Research Logistics 60: 479–498, 2013     

混沌信号处理

描述了混沌特征参量 ,包括Lyapunov指数和分形维 ;讨论了信号相空间重构和Takens嵌入定理 ,以及嵌入维数、时间延迟等参数。还阐述应用神经网络进行混沌信号非线性处理     

基于ADF4360-X的频率合成器设计

结合锁相环的基本原理,介绍了高集成整数分频频率合成器芯片 ADF4360-X 的特性,该系列芯片集成了 VCO 非常利于设备的小型化;以 ADF4360-7为例,给出了实际应用中的设计要点、实现方法和实现电路时的注意事项。测试结果显示,设计的频率合成器覆盖范围达到400 MHz,步进1 MHz,偏离中心频率1 kHz 处相位噪声达到-93 dBc/Hz。     

二元共晶系相变材料热力学模型的研究

推导了二元共晶系的热力学模型,改进了单参数的Margules方程,引入了温度项,利用实验值对方程中的参数进行了回归,结果表明该热力学模型是可行的,从而可以应用该模型计算二元共晶系相变材料的最低共熔点和组成。     

基于天线阵方位变化的相位双差GNSS欺骗干扰检测算法研究*

GNSS欺骗干扰通常由单个天线发射,各个欺骗干扰信号到达接收机的角度相同,采用阵列天线接收时欺骗信号达到不同阵元的相位差包含了其角度信息,故可利用信号载波相位差进行欺骗干扰检测。相位双差检测算法通过比较不同卫星信号到达天线阵两阵元的相位差实现欺骗干扰的判别,但对于二元天线阵,其载波相位双差存在角度模糊,导致虚警概率较高,限制了算法的应用。针对这一问题,本文提出了基于天线阵方位变化的欺骗干扰检测算法,通过二元天线阵在不同方位估计信号的载波相位双差,进行多次判决,有效消除了角度模糊,降低检测的虚警概率,实现二元天线的载波相位双差检测。建立了仿真模型,并通过仿真计算分析验证了该方法的有效性。     

Analysis of a machine repair problem with an unreliable server and phase type repairs and services

In this paper we study a machine repair problem in which a single unreliable server maintains N identical machines. The breakdown times of the machines are assumed to follow an exponential distribution. The server is subject to failure and the failure times are exponentially distributed. The repair times of the machine and the service times of the repairman are assumed to be of phase type. Using matrix‐analytic methods, we perform steady state analysis of this model. The time spent by a failed machine in service and the total time in the repair facility are shown to be of phase type. Several performance measures are evaluated. An optimization problem to determine the number of machines to be assigned to the server that will maximize the expected total profit per unit time is discussed. An illustrative numerical example is presented. © 2003 Wiley Periodicals, Inc. Naval Research Logistics 50: 462–480, 2003     

新体制导航信号下I/Q幅相不一致对接收机测距零值的影响分析

随着现代化导航信号带宽的增大，由于可以大幅降低采样率，复信号采样的优势日趋明显。由于存在I/Q幅相误差，复信号采样对导航接收机伪距测量造成了一定影响。改进了信道非理想与I/Q幅相误差共同影响BPSK/QPSK信号零值测量的分析模型；在该模型基础上，推导得到了任意I/Q误差和信道非理想特性影响BOC信号伪距零值的模型；探讨了二者在频域抗干扰应用场景下引起的零值变化；理论分析与软件接收机仿真结果高度吻合，误差在1.5×10^-4码片内，证明了分析模型的精确性。该分析方法可用于对高性能导航接收机信道特性进行事先约束及筛选，以确保干扰场景下的零值变化满足要求。     

扩张状态观测器的观测误差前馈补偿设计

在"总和"扰动模型未知的前提下,针对线性扩张状态观测器跟踪时变信号精度不高的问题,设计出一种前馈观测补偿器。在分析线性扩张状态观测器观测原理的基础上,通过对扰动项的线性近似、误差系统动态响应的忽略,在时域内推导出观测静差的量化表达式,进而使用扰动微分项的估计值替代真值对观测作前馈补偿。理论分析了替代的可行性,证明了补偿器减小观测误差幅值、超前校正观测相位滞后的作用。将这一补偿思想推广至非线性扩张状态观测器中。通过仿真对补偿器提高观测精度、加快误差收敛的有效性进行检验,实验结果进一步表明,补偿器的引入能显著提高整个自抗扰控制系统的控制精度,从而证明了这种补偿思路的可行性。     

一种搜索鲁棒的中国余数定理的多基线相位解缠绕技术

多基线相位解缠绕的性能深受噪声水平制约，比如基于经典中国余数定理的相位解缠方法，由于其糟糕的抗噪声性能，限制了其在实际中的广泛运用。基于搜索鲁棒的余数定理，通过引入公因子，构建新的同余方程组，提出了一种搜索鲁棒的中国余数定理的相位解缠方法。仿真实验验证了该方法的有效性，并表明选择合理的公因子可以有效提高算法的抗噪声性能。     

一种单片化可重构的相位式测距系统

通过相位式测距的计算,进行了参数选择.基于XACT可编程逻辑开发软件平台,利用Xilinx的现场编程逻辑器件对系统进行单片集成,整个系统的体系结构和测量参数都可以动态重构,是实时信息处理系统小型化设计的一种全新方案.