多输出性能下的重要性测度指标及其求解方法

针对基于马氏距离的重要性测度存在的问题,提出了基于谱分解加权摩尔彭罗斯马氏距离的重要性测度指标,通过构造多输出协方差阵的广义逆矩阵以及谱分解的策略,有效解决了协方差阵求逆奇异情况以及由于未能充分考虑多输出之间的相互关系而导致的错误识别重要变量的问题,克服了基于马氏距离指标的局限性。数值算例与工程算例结果表明:所提重要性测度可以更加准确地获得输入变量对结构系统多输出性能随机取值特征贡献的排序,从而为可靠性设计提供充分的信息。     

A spatial rank‐based multivariate EWMA control chart

Nonparametric control charts are useful in statistical process control when there is a lack of or limited knowledge about the underlying process distribution, especially when the process measurement is multivariate. This article develops a new multivariate self‐starting methodology for monitoring location parameters. It is based on adapting the multivariate spatial rank to on‐line sequential monitoring. The weighted version of the rank‐based test is used to formulate the charting statistic by incorporating the exponentially weighted moving average control scheme. It is robust to non‐normally distributed data, easy to construct, fast to compute and also very efficient in detecting multivariate process shifts, especially small or moderate shifts which occur when the process distribution is heavy‐tailed or skewed. As it avoids the need for a lengthy data‐gathering step before charting and it does not require knowledge of the underlying distribution, the proposed control chart is particularly useful in start‐up or short‐run situations. A real‐data example from white wine production processes shows that it performs quite well. © 2012 Wiley Periodicals, Inc. Naval Research Logistics 59: 91–110, 2012     

多输出模型确认中的混合矩指标

在不确定性条件下,同时考虑到多维输出之间的相关关系和单输出的均值,构建由多输出数学期望列阵和协方差矩阵组成的多输出模型确认局部混合矩指标和全局混合矩指标。其中局部混合矩指标包括绝对指标(LA-3M)和相对指标(LR-3M),它们适合单点位置的多输出局部模型确认;全局混合矩指标也包括绝对指标(GA-3M)和相对指标(GR-3M),它们适合多点位置的多输出全局模型确认。通过数字算例和工程算例,所提指标可行有效,能够方便地度量计算模型和物理实验之间的差异程度。     

考虑多性能参数的引信弹簧可靠性评估

弹簧作为引信中常用的储能源,是影响引信可靠性的重要零件,而引信失效会形成重大安全隐患。为了准确预估某引信弹簧贮存期间的可靠度变化,提出了一种基于修正Arrhenius模型的多元正态可靠性评估方法。以应力损失率和永久变形率作为性能参数,设计了恒定应力加速退化试验,获取弹簧在120℃、130℃、150℃和160℃下的退化数据,并采用Anderson-Darling统计量验证退化量的最优分布为正态分布。根据修正的Arrhenius方程,得到弹簧在贮存温度下的退化轨迹曲线。基于多元正态分布建立弹簧贮存可靠度模型,分析弹簧贮存期间的可靠度变化特点。通过与其他可靠度模型对比,该模型预估结果更准确,可为引信的视情维修提供依据。     

射击精度小样本检验理论和方法应用研究初探

给出了多维正态分布与x2分布的概率性质,讨论了在小样本检验中如何检验同方差的二维正态分布的方差问题.给出了检验中所涉及到的拒真和纳伪概率的重要物理参数和OC曲线.该结论在武器装备小样本检验中具有重要的意义.     

Directional change‐point detection for process control with multivariate categorical data

Most modern processes involve multiple quality characteristics that are all measured on attribute levels, and their overall quality is determined by these characteristics simultaneously. The characteristic factors usually correlate with each other, making multivariate categorical control techniques a must. We study Phase I analysis of multivariate categorical processes (MCPs) to identify the presence of change‐points in the reference dataset. A directional change‐point detection method based on log‐linear models is proposed. The method exploits directional shift information and integrates MCPs into the unified framework of multivariate binomial and multivariate multinomial distributions. A diagnostic scheme for identifying the change‐point location and the shift direction is also suggested. Numerical simulations are conducted to demonstrate the detection effectiveness and the diagnostic accuracy.© 2013 Wiley Periodicals, Inc. Naval Research Logistics, 2013     

Monitoring censored lifetime data with a weighted‐likelihood scheme

Lifetime experiments are common in many research areas and industrial applications. Recently, process monitoring for lifetime observations has received increasing attention. However, some existing methods are inadequate as neither their in control (IC) nor out of control (OC) performance is satisfactory. In addition, the challenges associated with designing robust and flexible control schemes have yet to be fully addressed. To overcome these limitations, this article utilizes a newly developed weighted likelihood ratio test, and proposes a novel monitoring strategy that automatically combines the likelihood of past samples with the exponential weighted sum average scheme. The proposed Censored Observation‐based Weighted‐Likelihood (COWL) control chart gives desirable IC and OC performances and is robust under various scenarios. In addition, a self‐starting control chart is introduced to cope with the problem of insufficient reference samples. Our simulation shows a stronger power in detecting changes in the censored lifetime data using our scheme than using other alternatives. A real industrial example based on the breaking strength of carbon fiber also demonstrates the effectiveness of the proposed method. © 2016 Wiley Periodicals, Inc. Naval Research Logistics 63: 631–646, 2017     

基于多元回归理论的油液光谱分析诊断方法

利用多元回归理论对光谱数据建立了多元回归诊断模型,并且建立了回归方程以及回归系数的检验方法,给出了异常磨损的界限值,最后通过诊断实例证明了该模型有一定的应用价值。     

主方差分析方法

该文提出一种对高维随机向量 X=( x1 ,x2 ,… ,xp)′p× 1 进行降维处理的实用方法 ,其基本思想是利用矩阵的扫描运算 ,构造 X的很少几个综合指标 (称为主方差变量 )以反映 X的统计特性。给出了该方法的理论依据和直观解释以及算法。特别指出 ,当变量 X多重相关性突出时 ,该文方法显著地优于主成分分析方法。     

基于多变元网络的Cyber作战建模方法

Cyberspace是近年出现的一个新概念,分析了Cyberspace的概念及特性,提出Cyberspace层次概念模型,在此基础上,提出基于多变元网络的Cyber作战建模方法,认为Cyber作战建模可以分为对战争系统静态结构建模和交战行为动态交互建模,并对应分别建立了Cyberspace战争系统的多变元网络模型和Cyber作战交战行为的多变元网络演化模型,最后运用所建立的模型对一个典型Cyber战进行了分析.