末制导段比例导引法的改进

为了消除比例导引法末制导段的各种干扰因素,抑制法向过载的跳动,基于广义卡尔曼滤波多步估计理论,提出了将拦截导弹直接向瞬时遭遇点导引的末制导导引方法,并进行了计算机仿真.仿真结果表明,该方法可以明显消除或减小末制导段比例导引律的各种干扰因素,抑制法向过载的跳动,改善末制导的弹道特性,减小脱靶量,缩短拦截时间.     

基于贝叶斯方法的大学生学习成绩影响因素分析

本文采用社会科学研究中常用的贝叶斯方法,利用MCMC模拟中的Gibbs抽样技术,分析了新疆大学某学院本科生的学习成绩的影响因素,研究发现,高考分数和地域因素对该系学生的学业影响较大,同时发现地域和高考分数的交互作用对学生学习成绩也具有较明显的影响。为分析新疆大学学生的学习差异提供了科学依据。     

灰色-马尔科夫模型在机场道面使用性能预测中的应用

介绍利用灰色-马尔科夫模型对机场道面使用性能进行预测的基本方法和具体步骤,并给出了工程实例.应用分析表明,该方法能够充分利用机场道面使用中各段历史数据,较好地对机场道面使用性能进行预测,且预测结果比单纯的灰色模型有更高的精度.     

自行火炮内燃机故障先期预测中的仿真应用

通过对自行火炮内燃机汽缸工作过程进行建模 ,并应用质量损失函数 ,对其未来工作过程进行仿真 ,获得其未来工作参数 ,为对内燃机进行故障先期预测打下基础     

Bayesian inference for a Lanchester type combat model

We undertake inference for a stochastic form of the Lanchester combat model. In particular, given battle data, we assess the type of battle that occurred and whether or not it makes any difference to the number of casualties if an army is attacking or defending. Our approach is Bayesian and we use modern computational techniques to fit the model. We illustrate our method using data from the Ardennes campaign. We compare our results with previous analyses of these data by Bracken and Fricker. Our conclusions are somewhat different to those of Bracken. Where he suggests that a linear law is appropriate, we show that the logarithmic or linear‐logarithmic laws fit better. We note however that the basic Lanchester modeling assumptions do not hold for the Ardennes data. Using Fricker's modified data, we show that although his “super‐logarithmic” law fits best, the linear, linear‐logarithmic, and logarithmic laws cannot be ruled out. We suggest that Bayesian methods can be used to make inference for battles in progress. We point out a number of advantages: Prior information from experts or previous battles can be incorporated; predictions of future casualties are easily made; more complex models can be analysed using stochastic simulation techniques. © 2000 John Wiley & Sons, Inc. Naval Research Logistics 47: 541–558, 2000     

稀疏贝叶斯学习框架下的扩展目标雷达关联成像

传统的关联成像方法未考虑复杂扩展目标的结构信息,在高分辨成像时的应用受到限制,为此提出一种自适应结构配对稀疏贝叶斯学习方法。该方法在稀疏贝叶斯学习的框架内针对扩展目标建立一种结构配对层次化高斯先验模型,然后采用变分贝叶斯期望-最大化算法交替进行目标重构和参数优化。该方法将某一信号分量的重构与周围信号分量联系起来,并能在迭代过程中自适应地调整表征各信号分量相关性的参数。实验结果表明,该方法针对扩展目标可以有效地进行高分辨成像。     

时间跨度对GPS坐标序列噪声模型及速度估计影响分析

选取全球范围内72个基准站的坐标序列,采用改进的赤池信息量准则、贝叶斯信息量准则对不同噪声模型组合进行噪声分析,得到基准站坐标序列的最优噪声模型及速度参数,探讨时间序列跨度对噪声模型及速度估计的影响。结果表明,基准站坐标序列噪声模型不能由单一的噪声模型表述,其呈现出多样性特征,主要表现为幂律噪声、高斯马尔科夫噪声、闪烁噪声+白噪声特征,且三坐标分量表现出不同的噪声特性;随着时间跨度的增加,坐标时间序列的最优噪声模型、GPS站速度及其不确定度逐渐由发散趋于收敛,随机游走噪声模型的比重有所增加。结果表明10 a以上的时间跨度是较为理想的噪声模型估计尺度。     

FORECASTING SERIES CONTAINING OFFSETTING BREAKS: OLD SCHOOL AND NEW SCHOOL METHODS OF FORECASTING TRANSNATIONAL TERRORISM

Transnational terrorism data are difficult to forecast because they contain an unknown number of structural breaks of unknown functional form. The rise of religious fundamentalism, the demise of the Soviet Union, and the rise of al Qaeda have changed the nature of transnational terrorism. ‘Old School’ forecasting methods simply smooth or difference the data. ‘New School’ methods use estimated break dates to control for regime shifts when forecasting. We compare the various forecasting methods using a Monte Carlo study with data containing different types of breaks. The study's results are used to forecast various types of transnational terrorist incidents.     

Bayesian selling problem with partial information

We introduce an optimal stopping problem for selling an asset when the fixed but unknown distribution of successive offers is from one of n possible distributions. The initial probabilities as to which is the true distribution are given and updated in a Bayesian manner as the successive offers are observed. After receiving an offer, the seller has to decide whether to accept the offer or continue to observe the next offer. Each time an offer is observed a fixed cost is incurred. We consider both the cases where recalling a past offer is allowed and where it is not allowed. For each case, a dynamic programming model and some heuristic policies are presented. Using simulation, the performances of the heuristic methods are evaluated and upper bounds on the optimal expected return are obtained. © 2013 Wiley Periodicals, Inc. Naval Research Logistics, 2013     

On the effectiveness of top‐down strategy for forecasting autoregressive demands

We investigate the relative effectiveness of top‐down versus bottom‐up strategies for forecasting the demand of an item that belongs to a product family. The demand for each item in the family is assumed to follow a first‐order univariate autoregressive process. Under the top‐down strategy, the aggregate demand is forecasted by using the historical data of the family demand. The demand forecast for the items is then derived by proportional allocation of the aggregate forecast. Under the bottom‐up strategy, the demand forecast for each item is directly obtained by using the historical demand data of the particular item. In both strategies, the forecasting technique used is exponential smoothing. We analytically evaluate the condition under which one forecasting strategy is preferred over the other when the lag‐1 autocorrelation of the demand time series for all the items is identical. We show that when the lag‐1 autocorrelation is smaller than or equal to 1/3, the maximum difference in the performance of the two forecasting strategies is only 1%. However, if the lag‐1 autocorrelation of the demand for at least one of the items is greater than 1/3, then the bottom‐up strategy consistently outperforms the top‐down strategy, irrespective of the items' proportion in the family and the coefficient of correlation between the item demands. A simulation study reveals that the analytical findings hold even when the lag‐1 autocorrelation of the demand processes is not identical. © 2006 Wiley Periodicals, Inc. Naval Research Logistics, 2007.