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281.
A novel gradient approach for optimal design and sensitivity analysis of EWMA control charts
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Conventional control charts are often designed to optimize out‐of‐control average run length (ARL), while constraining in‐control ARL to a desired value. The widely employed grid search approach in statistical process control (SPC) is time‐consuming with unsatisfactory accuracy. Although the simulation‐based ARL gradient estimators proposed by Fu and Hu [Manag Sci 45 (1999), 395–413] can alleviate this issue, it still requires a large number of simulation runs to significantly reduce the variance of gradient estimators. This article proposes a novel ARL gradient estimation approach based on integral equation for efficient analysis and design of control charts. Although this article compares with the results of Fu and Hu [Manag Sci 45 (1999), 395–413] based on the exponentially weighted moving average (EWMA) control chart, the proposed approach has wide applicability as it can generally fit into any control chart with Markovian property under any distributions. It is shown that the proposed method is able to provide a fast, accurate, and easy‐to‐implement algorithm for the design and analysis of EWMA charts, as compared to the simulation‐based gradient estimation method. Moreover, the proposed gradient estimation method facilitates the computation of high‐order derivatives that are valuable in sensitivity analysis. The code is written in Matlab, which is available on request. © 2014 Wiley Periodicals, Inc. Naval Research Logistics 61: 223–237, 2014 相似文献
282.
防空作战是大型水面舰艇编队的主要作战样式之一。运用PEPA(性能评价过程代数)方法对舰艇编队防空作战全过程进行有效建模,形式化描述了预警探测、情报传递、命令下达、防空拦截等作战主要过程。建立的PEPA模型具有层次化结构,考虑了要素间相互协作,体现了编队防空作战分布、并发的特点。通过对建立的PEPA模型进行性能指标选择和稳定状态分析,得到了不同因素对编队能力发挥的影响情况,获得了防空作战的基本要素组成,从而提供了一种解决舰艇编队问题的新方法。 相似文献
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针对舰炮火控雷达高精度实时仿真建模的问题,运用高斯分布和正态平稳过程的两种误差序列生成方法,建立火控雷达简化仿真模型。通过对某火控雷达实测数据误差的统计及时序相关性分析,完成误差序列仿真生成与验证,给出了实现舰炮火控雷达探测误差仿真的优选方法。实践证明,正态平稳模型的误差生成方法可以有效满足新型舰炮仿真试验火控雷达建模要求。 相似文献
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对因素权重为实数、因素状态值为模糊数的多因素不确定性决策问题,由实数型状态变权向量导出模糊数状态变权向量,得出模糊数变权公式,建立模糊数变权综合决策模型,最后给出一个应用模糊数变权综合决策模型的实例. 相似文献
286.
Sub-Saharan Africa has witnessed the end of foreign colonial rule, the rise and fall of autocratic political regimes, and the disappearance of statist command economies. The challenges were to turn populations into coherent nations owing allegiance to the state; to democratise the state structures that govern these populations; and to liberalise the rules that regulate economic transactions. An important source to assess these prospects are the views and attitudes of ordinary Africans. This essay reflects on the original data derived from a crossnational research project. Nine African states were surveyed between 1999 and 2000. An attempt is made to gather some propositions from the analysis of the data. Many present serious challenges to common wisdom about African politics. It appears that the process of nationbuilding has created coherent political communities with high levels of national identity; that democratising the state in Africa builds on existing indigenous demands from ordinary Africans; and that economic liberalisation proceeds in the face of a mixed set of values about market and state. 相似文献
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Public opinion survey responses regarding the desirability of changes in defense spending can be compressed into a single variable, the public opinion balance, which, when accompanied by a control variable measuring the proportion of responses in the “residuum” (no opinion or keep the status quo), permits an accurate prediction of subsequent changes in the rate of change of U.S. defense outlays from the mid‐1960s through the 1980s. This finding cannot be interpreted as a simple case of “the public got what it wanted,” however, because public opinion was not autonomous or spontaneous, and defense decision makers themselves played a central role in shaping public opinion. 相似文献
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城市中存在着一些关键路口,其交通通畅与否会对周围路网的交通流起着很大的影响,这些路口需要优先保持通畅.针对此情况,设计了基于上下游交通信息的二级模糊交通控制器来对路网进行协调控制.在此基础上,提出了针对交通特性改进的粒子群优化算法(TIPSO),并采用TIPSO对第一级模糊规则进行优化,实验结果表明TIPSO对模糊规则具有较好的优化效果,能够离线训练,获取到比人工设定的更优的模糊规则. 相似文献