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     

Fully sequential procedures for comparing constrained systems via simulation

We consider the problem of finding the system with the best primary performance measure among a finite number of simulated systems in the presence of a stochastic constraint on a single real‐valued secondary performance measure. Solving this problem requires the identification and removal from consideration of infeasible systems (Phase I) and of systems whose primary performance measure is dominated by that of other feasible systems (Phase II). We use indifference zones in both phases and consider two approaches, namely, carrying out Phases I and II sequentially and carrying out Phases I and II simultaneously, and we provide specific example procedures of each type. We present theoretical results guaranteeing that our approaches (general and specific, sequential and simultaneous) yield the best system with at least a prespecified probability, and we provide a portion of an extensive numerical study aimed at evaluating and comparing the performance of our approaches. The experimental results show that both new procedures are useful for constrained ranking and selection, with neither procedure showing uniform superiority over the other.© 2010 Wiley Periodicals, Inc. Naval Research Logistics, 2010     

栅格数据处理中邻域型算法的并行优化方法

随着并行计算的成熟,众多数据密集型的栅格处理算法亟需利用并行计算来缩减执行时间.针对其中一类邻域型算法,构建了用于估计是时间代价的串行/并行时域模型,分析了各个组成的代价影响因素,提出了降低数据I/O代价的并行I/O方法和降低数据通信代价的光圈预测方法.实验证明,所提的两个优化方法可以使邻域型栅格处理算法的并行程序更加充分地利用并行计算资源,进而在一般并行化的基础上进一步提升其并行性能.     

使用等效偏移角稀疏测量的面阵相机序贯图像几何校正

天基光学相机实际在轨对地观测成像的畸变需通过几何校正抑制。目前主流面阵相机对地观测获得的小尺寸、高帧频序贯图像很难满足传统几何校正方法逐帧解算对单帧图像控制点数量与空域分布的要求且计算量巨大。针对这一问题,提出一种使用等效偏移角稀疏测量的面阵相机序贯观测图像几何校正方法,将逐帧校正参数解算问题转化为时域稀疏测量条件下等效偏移角信号恢复问题,利用等效偏移角信号时频信息可有效降低对单帧图像控制点数量和空域分布要求。通过高分四号卫星面阵相机在轨实测图像数据验证了所提方法的可行性且其能大大降低序贯图像几何校正处理的计算量。     

直线度误差分离方法的误差分析

在研究精密和超精密加工技术的发展对直线度误差分离技术所提出的新要求的基础上 ,定量分析了传感器初始对准误差 ,忽略摆角误差和传感器漂移特性差异在时域和频域直线度误差分离方法中造成的误差 ,同时指出了频域方法中权系数对测量误差的放大作用。并讨论了一些消除误差的方法。最后由此得出两点法与三点法相结合的组合方法是最适用于超精密直线度测量的误差分离方法的结论。     

Fully sequential indifference‐zone selection procedures with variance‐dependent sampling

Fully sequential indifference‐zone selection procedures have been proposed in the simulation literature to select the system with the best mean performance from a group of simulated systems. However, the existing sequential indifference‐zone procedures allocate an equal number of samples to the two systems in comparison even if their variances are drastically different. In this paper we propose new fully sequential indifference‐zone procedures that allocate samples according to the variances. We show that the procedures work better than several existing sequential indifference‐zone procedures when variances of the systems are different. © 2006 Wiley Periodicals, Inc. Naval Research Logistics, 2006     

An economic sequential screening procedure for limited failure populations

An economic sequential screening procedure is considered for limited failure populations in which defective items fail soon after they are put in operation and nondefective ones never fail during the technical life of the items. A cost model is constructed that involves screening test cost and external failure cost. A sequential scheme that minimizes the expected cost is derived from the solution of a dynamic programming formulation and the optimal decision at each stage is obtained in a closed form. © 1994 John Wiley & Sons, Inc.     

Semi-analytical method for calculating aeroelastic effect of profiled rod flying at high velocity

The key technique of a kinetic energy rod(KER) warhead is to control the flight attitude of rods. The rods are usually designed to different shapes. A new conceptual KER named profiled rod which has large L/D ratio is described in this paper. The elastic dynamic equations of this profiled rod flying at high velocity after detonation are set up on the basis of Euler-Bernoulli beam, and the aeroelastic deformation of profiled rod is calculated by semi-analytical method for calculating the vibration characteristics of variable cross-section beam. In addition, the aeroelastic deformation of the undeformed profiled rod and the aeroelastic deformation of deformed profiled rod which is caused by the detonation of explosive are simulated by computational fluid dynamic and finite element method(CFD/FEM), respectively. A satisfactory agreement of these two methods is obtained by the comparison of two methods. The results show that the semi-analytical method for calculating the vibration characteristics of variable cross-section beam is applied to analyze the aeroelastic deformation of profiled rod flying at high velocity.     

联合火力打击弹药需求计算动态模型研究

弹药是火力打击和火力毁伤的基础.传统的火力毁伤弹药需求计算主要有两种思路,一种是不考虑对抗,单纯基于目标的幅员和弹药的毁伤概率静态计算弹药的需求,一种是考虑对抗,运用兰切斯特方程计算弹药的消耗,这样求得的预测结果与实际需求均有较大的差距.研究发现,将基于目标打击的弹药需求和在对抗条件下武器损耗因素结合起来考虑,可以有机地将两种弹药消耗的计算思路融合在一起,建立新的数学模型,所得结果反映了弹药实际需求与外部因素的内在关系,与实际作战更加相符,对战时的弹药供应决策具有重要意义.     

Limiting behavior of the stochastic sequential assignment problem

The stochastic sequential assignment problem (SSAP) considers how to allocate available distinct workers to sequentially arriving tasks with stochastic parameters such that the expected total reward obtained from the sequential assignments is maximized. Implementing the optimal assignment policy for the SSAP involves calculating a new set of breakpoints upon the arrival of each task (i.e., for every time period), which is impractical for large‐scale problems. This article studies two problems that are concerned with obtaining stationary policies, which achieve the optimal expected reward per task as the number of tasks approaches infinity. The first problem considers independent and identically distributed (IID) tasks with a known distribution function, whereas in the second problem tasks are derived from r different unobservable distributions governed by an ergodic Markov chain. The convergence rate of the expected reward per task to the optimal value is also obtained for both problems. © 2013 Wiley Periodicals, Inc. Naval Research Logistics, 2013     

Damage accumulation and probability of kill for gun and target engagements

Determination of the gunfire probability of kill against a target requires two parameters to be taken into consideration: the likelihood of hitting the target (susceptibility) and the conditional probability of kill given a hit (vulnerability). Two commonly used methods for calculating the latter probability are (1) treating each hit upon the target independently, and (2) setting an exact number of hits to obtain a target kill. Each of these methods contains an implicit assumption about the probability distribution of the number of hits‐to‐kill. Method (1) assumes that the most likely kill scenario occurs with exactly one hit, whereas (2) implies that achieving a precise number of hits always results in a kill. These methods can produce significant differences in the predicted gun effectiveness, even if the mean number of hits‐to‐kill for each distribution is the same. We therefore introduce a new modeling approach with a more general distribution for the number of hits‐to‐kill. The approach is configurable to various classes of damage mechanism and is able to match both methods (1) and (2) with a suitable choice of parameter. We use this new approach to explore the influence of various damage accumulation models on the predicted effectiveness of weapon‐target engagements.     

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     

A sequential dynamic pricing model and its applications

Consider a sequential dynamic pricing model where a seller sells a given stock to a random number of customers. Arriving one at a time, each customer will purchase one item if the product price is lower than her personal reservation price. The seller's objective is to post a potentially different price for each customer in order to maximize the expected total revenue. We formulate the seller's problem as a stochastic dynamic programming model, and develop an algorithm to compute the optimal policy. We then apply the results from this sequential dynamic pricing model to the case where customers arrive according to a continuous‐time point process. In particular, we derive tight bounds for the optimal expected revenue, and develop an asymptotically optimal heuristic policy. © 2004 Wiley Periodicals, Inc. Naval Research Logistics, 2004.     

Design of sequential sampling inspection plans with screening based on minimal lattice paths

In this article we propose new sequential sampling inspection plans with screening indexed by LTPD and AOQL, in which the alternative of accepting or rejecting a lot is decided by the results of sequential sampling plans, based on the minimal lattice paths. It is illustrated that the average total inspection can be economized by using both of the proposed sequential sampling inspection plans, with screening indexed by LTPD and AOQL, respectively. © 1994 John Wiley & Sons, Inc.     

基于反馈解耦法的旋转火箭弹自适应控制系统设计

火箭弹弹体的旋转将引起俯仰和偏航通道的强耦合,而且在飞行过程中,导弹的动力学参数在不断变化。这些因素加大了旋转火箭弹的控制系统设计难度。采用反馈方法实现了俯仰、偏航两通道的动态解耦,并利用模型参考自适应控制方法完成了两通道的控制系统设计。研究发现,所提方法很好地克服了耦合因素对控制系统的影响,提高了控制系统对动力学参数变化和外界干扰的鲁棒性,满足旋转火箭弹飞行控制系统设计要求。     

Algorithms for the multi‐item multi‐vehicles dynamic lot sizing problem

We consider a two‐stage supply chain, in which multi‐items are shipped from a manufacturing facility or a central warehouse to a downstream retailer that faces deterministic external demand for each of the items over a finite planning horizon. The items are shipped through identical capacitated vehicles, each incurring a fixed cost per trip. In addition, there exist item‐dependent variable shipping costs and inventory holding costs at the retailer for items stored at the end of the period; these costs are constant over time. The sum of all costs must be minimized while satisfying the external demand without backlogging. In this paper we develop a search algorithm to solve the problem optimally. Our search algorithm, although exponential in the worst case, is very efficient empirically due to new properties of the optimal solution that we found, which allow us to restrict the number of solutions examined. Second, we perform a computational study that compares the empirical running time of our search methods to other available exact solution methods to the problem. Finally, we characterize the conditions under which each of the solution methods is likely to be faster than the others and suggest efficient heuristic solutions that we recommend using when the problem is large in all dimensions. © 2005 Wiley Periodicals, Inc. Naval Research Logistics, 2006.     

Optimal sensor placement for underwater threat detection

The optimization framework for optimal sensor placement for underwater threat detection has been developed. It considers single‐period and multiperiod detection models, each of which includes two components: detection algorithm and optimization problem for sensor placement. The detection algorithms for single‐period and multiperiod models are based on likelihood ratio and sequential testing, respectively. For the both models, the optimization problems use the principle of superadditive coverage, which is closely related to energy‐based and information‐based approaches. An algorithm for quasi‐regular sensor placement approximating solutions to the optimization problems has been developed based on corresponding continuous relaxations and a criterion for its applicability has been obtained. Numerical experiments have demonstrated that the algorithm consistently outperforms existing optimization techniques for optimal sensor placement.© 2008 Wiley Periodicals, Inc. Naval Research Logistics, 2008     

中型坦克对斜方向运动目标射击的误差分析

本文通过装有××型简易火控系统的中型坦克,利用短停射击的方法,对斜方向(航路为45°)运动目标射击进行了误差分析和命中概率的计算,从射击的角度说明了新装备火力性能的先进性,进而提出在新的军事战略方针和新装备条件下,发展射击教范和改进训练方法的几点看法.     

Kurtosis correction method for X̄ and R control charts for long‐tailed symmetrical distributions

This paper proposes a kurtosis correction (KC) method for constructing the X? and R control charts for symmetrical long‐tailed (leptokurtic) distributions. The control charts are similar to the Shewhart control charts and are very easy to use. The control limits are derived based on the degree of kurtosis estimated from the actual (subgroup) data. It is assumed that the underlying quality characteristic is symmetrically distributed and no other distributional and/or parameter assumptions are made. The control chart constants are tabulated and the performance of these charts is compared with that of the Shewhart control charts. For the case of the logistic distribution, the exact control limits are derived and are compared with the KC method and the Shewhart method. © 2007 Wiley Periodicals, Inc. Naval Research Logistics, 2007     

小样本采样数据的预处理

一般情况下数据处理大多采用数理统计方法,该方法对于数据较少情况下处理和判别粗大误差不适用。提出了运用线性均方估计法和熵值判别法来处理和判别粗大误差,线性均方估计消除粗大误差是一种采用软化的方法处理粗大误差;熵值判别法是根据熵的上界对应最大的不确定度,利用所得数据的熵信息量判别数据是否含有粗大误差。这两种方法经过多个实例计算,结果表明,它们在处理小样本采样数据时更有效。