MILITARY EXPENDITURE AND GRANGER CAUSALITY: A CRITICAL REVIEW

A large literature has used tests for Granger (1969) non‐causality, GNC, to examine the interaction of military spending with the economy. Such tests answer a specific although quite limited question: can one reject the null hypothesis that one variable does not help predict another? If one can reject, there is said to be Granger causality, GC. Although the limitations of GNC tests are well known, they are often not emphasised in the applied literature and so may be forgotten. This paper considers the econometric and methodological issues involved and illustrates them with data for the US and other countries. There are three main issues. First, the tests may not be informative about the substantive issue, the interaction of military expenditure and the economy, since Granger causality does not correspond to the usual notion of economic causality. To determine the relationship of the two notions of causality requires an identified structural model. Second, the tests are very sensitive to specification. GNC testing is usually done in the context of a vector autoregression, VAR, and the test results are sensitive to the variables and deterministic terms included in the VAR, lag length, sample or observation window used, treatment of integration and cointegration and level of significance. Statistical criteria may not be very informative about these choices. Third, since the parameters are not structural, the test results may not be stable over different time periods or different countries.     

基于中位秩的动态可靠性增长模型

给出了一种动态可靠性增长模型。首先利用统计中的中位秩法结合试验数据确定各个增长阶段的失效率 ,这一技术可以很好地解决小子样问题 ,并且由于利用了动态建模的思想 ,因而可以客观地反映系统的实际状态。其次 ,该模型继承了传统Duane模型简单、直观、易于进行参数估计的优点 ,同时又很好地处理了传统Duane模型所不适用的分阶段、多场景试验的情形 ,因而有很广阔的工程应用前景。最后通过仿真实例验证了该模型的正确性     

Experiments with linear fractional problems

In this paper we present the results of a limited number of experiments with linear fractional problems. Six solution procedures were tested and the results are expressed in the number of simplex-like pivots required to solve a sample of twenty problems randomly generated.     

Testing goodness of fit to the increasing failure rate family with censored data

One important thrust in the reliability literature is the development of statistical procedures under various “restricted family” model assumptions such as the increasing failure rate (IFR) and decreasing failure rate (DFR) distributions. However, relatively little work has been done on the problem of testing fit to such families as a null hypothesis. Barlow and Campo proposed graphical methods for assessing goodness of fit to the IFR model in single-sample problems. For the same problem with complete data, Tenga and Santner studied several analytic tests of the null hypothesis that the common underlying distribution is IFR versus the alternative that it is not IFR for complete data. This article considers the same problem for the case of four types of censored data: (i) Type I (time) censoring, (ii) Type I1 (order statistic) censoring, (iii) a hybrid of Type I and Type I1 censoring, and (iv) random censorship. The least favorable distributions of several intuitive test statistics are derived for each of the four types of censoring so that valid small-sample-size α tests can be constructed from them. Properties of these tests are investigated.     

Testing goodness of fit to the increasing failure rate family

One branch of the reliability literature is concerned with devising statistical procedures with various nonparametric “restricted family” model assumptions because of the potential improved operating characteristics of such procedures over totally nonparametric ones. In the single-sample problem with unknown increasing failure rate (IFR) distribution F, (1) maximum-likelihood estimators of F have been calculated, (2) upper or lower tolerance limits for F have been determined, and (3) tests of the null hypothesis that F is exponential have been constructed. Barlow and Campo proposed graphical methods for assessing goodness of fit to the IFR model when the validity of this assumption is unknown. This article proposes several analytic tests of the IFR null hypothesis based on the maximum distance and area between the cumulative hazard function and its greatest convex minorant (GCM), and the maximum distance and area between the total time on test statistic and its GCM. A table of critical points is provided to implement a specific test having good overall power properties.     

Planning gamma accelerated degradation tests with two accelerating variables

Gamma accelerated degradation tests (ADT) are widely used to assess timely lifetime information of highly reliable products with degradation paths that follow a gamma process. In the existing literature, there is interest in addressing the problem of deciding how to conduct an efficient, ADT that includes determinations of higher stress‐testing levels and their corresponding sample‐size allocations. The existing results mainly focused on the case of a single accelerating variable. However, this may not be practical when the quality characteristics of the product have slow degradation rates. To overcome this difficulty, we propose an analytical approach to address this decision‐making problem using the case of two accelerating variables. Specifically, based on the criterion of minimizing the asymptotic variance of the estimated q quantile of lifetime distribution of the product, we analytically show that the optimal stress levels and sample‐size allocations can be simultaneously obtained via a general equivalence theorem. In addition, we use a practical example to illustrate the proposed procedure.     

An acceptance life test for high-reliability products

This article introduces a replacement life-test procedure for the exponential failure rate: Failure-free operation of a unit for at least t_k consecutive time units is designated a “success”; the acceptance test is passed if and only if the first success is encountered before k unit failures have been recorded. Test plans are presented and the test is compared with the usual time-truncated test and to the truncated sequential probability ratio test. It is shown that this new test has smaller expected test time than the time truncated test when the true failure rate is small relative to the null hypothesized failure rate. Consistency and unbiasedness are proved and methods for making inferences on failure rate are described.     

导弹命中精度的序贯截尾概率圆检验方法

针对圆概率偏差检验难以直接计算的问题,提出序贯截尾概率圆检验方法,以目标点为中心,绘制两个同心圆,其中小圆以内区域为接受域,大圆以外区域为拒绝域,中间区域为继续试验域,在此基础上定义了序贯检验的基本决策规则,给出了双方风险及平均试验次数计算模型,提出了两种不同的决策阈值优化计算模型,通过求解优化问题确定接受域及拒绝域半径。利用数值仿真分析了两种不同决策阈值计算方法下检验方案中的各类参数,其中以平均试验次数最小为优化目标的计算模型具有更好的工程实用性。     

自动武器可靠性寿命分布规律研究

本文对两种具有代表性的自动武器收集其生产验收寿命试验的故障记录,经处理得出寿命子样,再用皮尔逊检验进行分布函数检验,从中发现自动武器寿命分布服从指数分布,为研究自动武器可靠性指标及其验收方法提供了理论依据。     

Reliability acceptance testing for new series systems

The mean time between failures (MTBF) of a newly minted series system, all of whose components exhibit wear, will tend to be much larger than the MTBF of the same system after it has become fully aged. When fully aged systems are used for the testing, acceptance tests with a criterion regarding the MTBF of a well-aged system can be based on the assumption that times between system failures are independent, with identical exponential distributions. However, these tests are shown to offer essentially no consumer protection when applied to new systems. Tests are derived which are correct when new systems are under test but the acceptance criterion refers to the MTBF of a well-aged system. The derivation uses an approximate Poisson distribution which is valid if the total number of systems on test is sufficiently large.     

多模态交叉解耦的少样本学习方法

当前的多模态少样本学习方法忽视了属性间差异对正确识别样本类别的影响。针对这一问题,提出一种利用多模态交叉解耦的方法,通过解耦不同属性语义特征,并经过特征重建学习样本的本质类别特征,缓解类别属性差异对类别判别的影响。在两个属性差异较大的基准少样本数据集MIT-States和C-GQA上进行的大量实验表明,所提方法较现有方法有较大的性能提升,充分验证了方法的有效性,表明多模态交叉解耦的少样本学习方法能够提升识别少量测试样本的分类性能。     

The (s,Q) inventory model with Erlang lead time and deterministic demand

We develop a simple, approximately optimal solution to a model with Erlang lead time and deterministic demand. The method is robust to misspecification of the lead time and has good accuracy. We compare our approximate solution to the optimal for the case where we have prior information on the lead‐time distribution, and another where we have no information, except for computer‐generated sample data. It turns out that our solution is as easy as the EOQ's, with an accuracy rate of 99.41% when prior information on the lead‐time distribution is available and 97.54–99.09% when only computer‐generated sample information is available. Apart from supplying the inventory practitioner with an easy heuristic, we gain insights into the efficacy of stochastic lead time models and how these could be used to find the cost and a near‐optimal policy for the general model, where both demand rate and lead time are stochastic. © 2004 Wiley Periodicals, Inc. Naval Research Logistics, 2004     

一种新的火炮武器系统射击精度试验方法

射击精度是反应火炮武器系统性能的最重要技术指标,通过对以往射击精度试验中采用的建立在大子样统计理论基础上的传统评定方法进行了分析,对目前采用的序贯截尾原理和方法进行阐述,并指出前两种方法没有利用验前信息,试验次数和试验风险比较大等缺点,由此提出一种新的贝叶斯截尾序贯检验法。这种小样本统计推断方法的基本思想是充分利用已有的验前信息,实现了多阶段试验信息的综合利用,能够减少试验次数,缩短试验周期,节约试验经费。     

Fitting Lanchester equations to the battles of Kursk and Ardennes

Lanchester equations and their extensions are widely used to calculate attrition in models of warfare. This paper examines how Lanchester models fit detailed daily data on the battles of Kursk and Ardennes. The data on Kursk, often called the greatest tank battle in history, was only recently made available. A new approach is used to find the optimal parameter values and gain an understanding of how well various parameter combinations explain the battles. It turns out that a variety of Lanchester models fit the data about as well. This explains why previous studies on Ardennes, using different minimization techniques and data formulations, have found disparate optimal fits. We also find that none of the basic Lanchester laws (i.e., square, linear, and logarithmic) fit the data particularly well or consistently perform better than the others. This means that it does not matter which of these laws you use, for with the right coefficients you will get about the same result. Furthermore, no constant attrition coefficient Lanchester law fits very well. The failure to find a good‐fitting Lanchester model suggests that it may be beneficial to look for new ways to model highly aggregated attrition. © 2003 Wiley Periodicals, Inc. Naval Research Logistics, 2004.     

ARUAV前沿判别法抗多点源诱偏性能研究

基于反辐射无人机的时域鉴别技术,提出了一种以小波分析为手段的前沿判别法。将被动雷达导引头使用固定波门对脉冲前沿进行采样所得的信号作小波分析,对分析结果进行判定,当判定采样信号内为单辐射源信号时对其进行测向、测频、跟踪和打击。针对两点源诱偏系统分析表明,在大部分空域中,反辐射无人机总是能首先跟踪诱饵信号。通过建模与仿真,验证了前沿判别法能够有效对抗两点源诱偏系统,并由固定波门得到了有效的判别空域。     

基于多资源点的装备应急器材调度决策模型

针对装备应急器材调度决策问题,从调度路径优化和调度计划分配2个方面,研究了其多目标优化模型的构建。将资源点划分为若干级别来确定资源点选取的优先次序,通过先求解资源点与需求点之间的最优路径,后求解器材资源分配量的思路,建立了装备应急器材调度决策的广义最优路径模型和运输模型,采用改进的Dijkstra算法对模型进行求解,仿真结果表明:所构建的决策模型及算法是有效的。     

战略导弹制导系统精度评估方法及应用研究

本文论述了战略导弹制导系统精度评估方法,并分析了影响制导精度的各种因素;在定性分析的基础上,建立了制导系统的误差模型,并将此模型归纳为线性回归模型;最后,对目前所采用的误差分离方法进行了分析和比较,并将模型参考自适应思想与岭估计方法相结合,形成了模型参考自适应广义岭估计方法,为解决制导系统误差分离问题提供了一条有效途径。     

搅拌器配置对混响室无线电引信敏感度测试结果影响研究

针对国内各类标准及实验中提出的开阔场环境下敏感度测试方法无法满足线度较大弹体及高场强测试需要的问题,利用混响室在测试空间和强场模拟等方面的优势,提出混响室条件下无线电引信敏感度测试方法.测试方法是基于混响室步进工作模式,引入归一化场强这一物理量对混响室中受试引信敏感发火临界场强进行测算.实验证明,取各测试频点在不同采样点处测量值的最小值作为混响室条件下无线电引信的敏感度阈值时,混响室敏感度测试结果数值上最接近于标准均匀场条件下测得的敏感度阈值,同时进行不同搅拌器配置下该类引信的混响室敏感度测试.结果表明:搅拌器组合步进工作测量精度高于各搅拌器独立搅拌,而竖搅拌器独立步进工作时测试精度高于横搅拌器独立工作.     

Sequential and systematic sampling plans for the Markov‐dependent production process

Acceptance sampling plans are used to assess the quality of an ongoing production process, in addition to the lot acceptance. In this paper, we consider sampling inspection plans for monitoring the Markov‐dependent production process. We construct sequential plans that satisfy the usual probability requirements at acceptable quality level and rejectable quality level and, in addition, possess the minimum average sample number under semicurtailed inspection. As these plans result in large sample sizes, especially when the serial correlation is high, we suggest new plans called “systematic sampling plans.” The minimum average sample number systematic plans that satisfy the probability requirements are constructed. Our algorithm uses some simple recurrence relations to compute the required acceptance probabilities. The optimal systematic plans require much smaller sample sizes and acceptance numbers, compared to the sequential plans. However, they need larger production runs to make a decision. Tables for choosing appropriate sequential and systematic plans are provided. The problem of selecting the best systematic sampling plan is also addressed. The operating characteristic curves of some of the sequential and the systematic plans are compared, and are observed to be almost identical. © 2001 John Wiley & Sons, Inc. Naval Research Logistics 48: 451–467, 2001     

Life distribution analysis based on Lévy subordinators for degradation with random jumps

For a component or a system subject to stochastic degradation with sporadic jumps that occur at random times and have random sizes, we propose to model the cumulative degradation with random jumps using a single stochastic process based on the characteristics of Lévy subordinators, the class of nondecreasing Lévy processes. Based on the inverse Fourier transform, we derive a new closed‐form reliability function and probability density function for lifetime, represented by Lévy measures. The reliability function derived using the traditional convolution approach for common stochastic models such as gamma degradation process with random jumps, is revealed to be a special case of our general model. Numerical experiments are used to demonstrate that our model performs well for different applications, when compared with the traditional convolution method. More importantly, it is a general and useful tool for life distribution analysis of stochastic degradation with random jumps in multidimensional cases. © 2015 Wiley Periodicals, Inc. Naval Research Logistics 62: 483–492, 2015