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     

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     

Fabrication of AA7005/TiB2-B4C surface composite by friction stir processing: Evaluation of ballistic behaviour

The present work aims to enhance the ballistic resistance of AA7005 alloy by incorporating the TiB₂ and B₄C ceramic reinforcement particles. Surface composites with different weight fractions of TiB₂ and B₄C particles were processed by friction stir processing. Micro-hardness and depth of penetration tests were carried out to evaluate the ballistic properties of the surface composites. The surface hardness of the composite was found to be nearly 70 HV higher than base alloy. The depth of penetration of the steel projectile was 20–26 mm in the composites as compared to 37 mm in the base alloy. Ballistic mass efficiency factor of the surface composite was found to be 1.6 times higher than base alloy. This is mainly attributed to the dispersion strengthening from the reinforcement particles.     

水下制氢反应室动态过程数值分析

为研究水下制氢反应室的动态过程规律,基于化学反应动力学和单液滴运动学得到合金/水反应转化率,并在最小自由能法计算得到生成物各组分摩尔数的基础上利用质量守恒方程得到室内各物质质量变化规律。在建立非线性移动边界螺旋管动态模型的前提下,利用能量守恒方程得到室内热力参数变化规律,进而完成制氢反应室动态过程详尽模型的建立。利用该模型编写计算程序,完成某水下制氢反应室动态过程仿真。结果表明,各仿真曲线较好地反映了对应参数的动态变化规律,验证了模型建立与仿真的正确性;合金/水反应转化率决定了反应室的物质质量变化规律及其能量释放特性。该模型可以作为制氢反应室动态特性分析及其过程控制研究的基础模型。     

高速电弧喷涂耐磨涂层性能研究

将低碳马氏体和3Cr13+AlRE伪合金高速电弧喷涂层进行了性能和组织结构的对比分析。实验结果表明,与伪合金涂层相比,低碳马氏体涂层呈现出更优异的力学性能、耐磨性能和机械加工性能。该涂层可用于发动机曲轴等零件的再制造。     

解析美国大学TESL硕士培养的主要课程与设置理据——以曼卡托明尼苏达州立大学为例

把英语作为第二语言的教学是20世纪60年代在美国兴起并逐步走向独立的科目,它在综合相关专业的同时正在朝专业化方向发展。近年来其硕士层面的教育为全球培养了大量合格的中小学英语教师,取得了较好的成绩。本文以曼卡托明尼苏达州立大学英语系为例,并结合笔者在该系攻读TESL硕士学位时的经历,解析其主要课程及设置理据。     

Quantifying the performance effects of idle time utilization in multiserver systems

In many practical multiserver queueing systems, servers not only serve randomly arriving customers but also work on the secondary jobs with infinite backlog during their idle time. In this paper, we propose a c‐server model with a two‐threshold policy, denoted by (e d), to evaluate the performance of this class of systems. With such a policy, when the number of idle servers has reached d (<c), then e (<d) idle agents will process secondary jobs. These e servers keep working on the secondary jobs until they find waiting customers exist in the system at a secondary job completion instant. Using the matrix analytic method, we obtain the stationary performance measures for evaluating different (e, d) policies. © 2006 Wiley Periodicals, Inc. Naval Research Logistics, 2007.     

复合材料单面胶接修复含中心裂纹铝合金板的疲劳特性分析

利用ANSYS有限元分析软件,建立了复合材料单面胶接修复铝合金裂纹板的裂纹长度参数化的有限元模型,分析了修复结构的裂纹尖端应力强度因子及其变化幅值的规律;与试验测试结果相结合,得到了描述修复结构疲劳特性的Paris公式材料常数;碳纤维、玻璃纤维复合材料胶接修复铝合金裂纹板的材料常数C、m分别为6.76×10-10、2.27和7.89×10-10、2.33。     

装备表面现代维修保养技术研究

结合装备表面智能维修保养技术方面的研究成果,介绍了装甲装备故障智能检测技术、自适应、自修复功能材料,装甲装备器材全自动保养设备等先进技术,侧重装备维修保养阐述了如何提高信息化程度,推进军队武器装备维修保养技术的现代化建设。     

基于不确定性理论的研制技术风险评估方法研究

分析了装备研制技术风险的含义,根据技术风险的特点建立了评价技术风险的指标体系。在技术风险度量中引入不确定性理论的概念,并建立了基于不确定性的技术风险的度量方法,对综合技术风险进行评价。最后通过实例验证了综合评价方法的可用性。