What you should know about simulation and derivatives

Derivatives (or gradients) are important for both sensitivity analysis and optimization, and in simulation models, these can often be estimated efficiently using various methods other than brute‐force finite differences. This article briefly summarizes the main approaches and discusses areas in which the approaches can most fruitfully be applied: queueing, inventory, and finance. In finance, the focus is on derivatives of another sort. © 2008 Wiley Periodicals, Inc. Naval Research Logistics, 2008     

数据挖掘在图像信息隐写分析中的应用

提出数据挖掘在图像信息隐写分析中的应用。首先计算原始图像和隐写图像在通用图像质量指标下的失真测度,然后利用数据挖掘技术建立一个预测模型,完成失真测度到已知隐写概率的映射,模型的输出即为预测隐写概率。实验结果表明,使用该方法得到的预测隐写概率和已知隐写概率的相关度,当使用训练样本时达到0.951以上,使用测试样本时达到0.943以上,达到了很好的预测效果。     

用于数据链信息处理的PDA算法设计与实现

数据链系统处理雷达数据信息时,要求一个跟踪算法能够更有效地滤除杂波,消除虚警。在单传感器环境下,若落人相关波门内的回波多于一个,那么这些候选回波中可能都是来自目标,也可能由杂波产生。概率数据互联算法(PDA)能充分利用跟踪门内的回波,具有较小的误跟、丢失目标的概率和计算量较小的优点。通过实现 PDA 算法,证明了它在杂波环境下可以取得好的跟踪效果。     

IOCP模型及在僵尸网络通信模块中的应用

I/O 完成端口(IOCP)是伸缩性最好的一种 I/O 模型。论文介绍了 IOCP 完成端口的基本概念和IOCP 模型的工作机制,在僵尸网络的背景下,讨论了基于 IOCP 通信模块的设计和进一步挖掘系统性能的方法,最后在局域网环境下做了实验仿真。     

认知无线电专题讲座(四) 第8讲 下一代网络:认知网络

认知网络是一种具有认知能力和认知过程的网络,它能够感知网络当前的状况,并根据当前的状况来计划、决定并行动。文中首先介绍了认知网络的基本概念及设计目标,然后描述了认知网络的特征和一种架构——CogNet。最后提出了认知网络的潜在应用及在今后的研究中需解决的几个主要问题。     

Scheduling policies for an antiterrorist surveillance system

This article concerns scheduling policies in a surveillance system aimed at detecting a terrorist attack in time. Terrorist suspects arriving at a public area are subject to continuous monitoring, while a surveillance team takes their biometric signatures and compares them with records stored in a terrorist database. Because the surveillance team can screen only one terrorist suspect at a time, the team faces a dynamic scheduling problem among the suspects. We build a model consisting of an M/G/1 queue with two types of customers—red and white—to study this problem. Both types of customers are impatient but the reneging time distributions are different. The server only receives a reward by serving a red customer and can use the time a customer has spent in the queue to deduce its likely type. In a few special cases, a simple service rule—such as first‐come‐first‐serve—is optimal. We explain why the problem is in general difficult and we develop a heuristic policy motivated by the fact that terrorist attacks tend to be rare events. © 2009 Wiley Periodicals, Inc. Naval Research Logistics, 2009     

On the exponentially weighted moving variance

MacGregor and Harris (J Quality Technol 25 (1993) 106–118) proposed the exponentially weighted mean squared deviation (EWMS) and the exponentially weighted moving variance (EWMV) charts as ways of monitoring process variability. These two charts are particularly useful for individual observations where no estimate of variability is available from replicates. However, the control charts derived by using the approximate distributions of the EWMS and EWMV statistics are difficult to interpret in terms of the average run length (ARL). Furthermore, both control charting schemes are biased procedures. In this article, we propose two new control charts by applying a normal approximation to the distributions of the logarithms of the weighted sum of chi squared random variables, which are respectively functions of the EWMS and EWMV statistics. These new control charts are easy to interpret in terms of the ARL. On the basis of the simulation studies, we demonstrate that the proposed charts are superior to the EWMS and EWMV charts and they both are nearly unbiased for the commonly used smoothing constants. We also compare the performance of the proposed charts with that of the change point (CP) CUSUM chart of Acosta‐Mejia (1995). The design of the proposed control charts is discussed. An example is also given to illustrate the applicability of the proposed control charts. © 2009 Wiley Periodicals, Inc. Naval Research Logistics, 2009