A novel gradient approach for optimal design and sensitivity analysis of EWMA control charts

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     

Stochastic framework for partially degradation systems with continuous component degradation‐rate‐interactions

Many conventional models that characterize the reliability of multicomponent systems are developed on the premise that for a given system, the failures of its components are independent. Although this facilitates mathematical tractability, it may constitute a significant departure from what really takes place. In many real‐world applications, system components exhibit various degrees of interdependencies, which present significant challenges in predicting degradation performance and the remaining lifetimes of the individual components as well as the system at large. We focus on modeling the performance of interdependent components of networked systems that exhibit interactive degradation processes. Specifically, we focus on how the performance level of one component affects the degradation rates of other dependent components. This is achieved by using stochastic models to characterize how degradation‐based sensor signals associated with the components evolve over time. We consider “Continuous‐Type” component interactions that occur continuously over time. This type of degradation interaction exists in many applications, in which interdependencies occur on a continuum. We use a system of stochastic differential equations to capture such “Continuous‐Type” interaction. In addition, we utilize a Bayesian approach to update the proposed model using real‐time sensor signals observed in the field and provide more accurate estimation of component residual lifetimes. © 2014 Wiley Periodicals, Inc. Naval Research Logistics 61: 286–303, 2014     

非相干背景光辐照二波耦合中的最佳匹配随机共振

针对非相干背景光辐照二波耦合中参数的最佳匹配设计问题,提出了一种基于随机共振理论的研究方法。首先,文章通过二波耦合过程进行物理机理分析和数值实验分析,证明了该问题在本质上可归结为一种随机共振现象。其次,从随机共振的角度,研究其中的最佳参数设计问题,给出了一种分布处理的最优参数设计流程。按照该方法,在给定增益要求的情况下,先根据信号光饱和与否来确定晶体长度,最后根据非相干光的比例对增益的影响来确定非相干光的比例。仿真实验表明,经过最佳参数设计后,信号的增益和输出信噪比上均有显著提高。     

Assessing the value of demand sharing in supply chains

We consider the problem of assessing the value of demand sharing in a multistage supply chain in which the retailer observes stationary autoregressive moving average demand with Gaussian white noise (shocks). Similar to previous research, we assume each supply chain player constructs its best linear forecast of the leadtime demand and uses it to determine the order quantity via a periodic review myopic order‐up‐to policy. We demonstrate how a typical supply chain player can determine the extent of its available information in the presence of demand sharing by studying the properties of the moving average polynomials of adjacent supply chain players. The retailer's demand is driven by the random shocks appearing in the autoregressive moving average representation for its demand. Under the assumptions we will make in this article, to the retailer, knowing the shock information is equivalent to knowing the demand process (assuming that the model parameters are also known). Thus (in the event of sharing) the retailer's demand sequence and shock sequence would contain the same information to the retailer's supplier. We will show that, once we consider the dynamics of demand propagation further up the chain, it may be that a player's demand and shock sequences will contain different levels of information for an upstream player. Hence, we study how a player can determine its available information under demand sharing, and use this information to forecast leadtime demand. We characterize the value of demand sharing for a typical supply chain player. Furthermore, we show conditions under which (i) it is equivalent to no sharing, (ii) it is equivalent to full information shock sharing, and (iii) it is intermediate in value to the two previously described arrangements. Although it follows from existing literature that demand sharing is equivalent to full information shock sharing between a retailer and supplier, we demonstrate and characterize when this result does not generalize to upstream supply chain players. We then show that demand propagates through a supply chain where any player may share nothing, its demand, or its full information shocks (FIS) with an adjacent upstream player as quasi‐ARMA in—quasi‐ARMA out. We also provide a convenient form for the propagation of demand in a supply chain that will lend itself to future research applications. © 2014 Wiley Periodicals, Inc. Naval Research Logistics 61: 515–531, 2014     

Poachers turned gamekeepers: A study of the guerrilla phenomenon in Spain, 1808–1840

This article modifies the associations made by historians and political scientists of Spanish guerrilla warfare with revolutionary insurgency. First, it explains how the guerrilla phenomenon moved from a Leftist to a reactionary symbol. Second, it compares the insurgency and counter-insurgency features of the Carlist War (1833–1840) with those of the better-known Peninsular War (1808–1814). Third, it shows how erstwhile guerrilla leaders during the Carlist War made their expertise available to the counter-insurgency, in a socio-economic as well as military setting. This article revises the social banditry paradigm in nineteenth-century Spain in the under-researched context of Europe bloodiest nineteenth-century civil war.     

A branch‐and‐price approach for the stochastic generalized assignment problem

In this article, we address a stochastic generalized assignment machine scheduling problem in which the processing times of jobs are assumed to be random variables. We develop a branch‐and‐price (B&P) approach for solving this problem wherein the pricing problem is separable with respect to each machine, and has the structure of a multidimensional knapsack problem. In addition, we explore two other extensions of this method—one that utilizes a dual‐stabilization technique and another that incorporates an advanced‐start procedure to obtain an initial feasible solution. We compare the performance of these methods with that of the branch‐and‐cut (B&C) method within CPLEX. Our results show that all B&P‐based approaches perform better than the B&C method, with the best performance obtained for the B&P procedure that includes both the extensions aforementioned. We also utilize a Monte Carlo method within the B&P scheme, which affords the use of a small subset of scenarios at a time to estimate the “true” optimal objective function value. Our experimental investigation reveals that this approach readily yields solutions lying within 5% of optimality, while providing more than a 10‐fold savings in CPU times in comparison with the best of the other proposed B&P procedures. © 2014 Wiley Periodicals, Inc. Naval Research Logistics 61: 131–143, 2014     

基于双树复小波变换的信号去噪算法

为了提高接收信号的质量,在一定程度上消除噪声对信号的影响,提出了一种基于双树复小波变换的信号降噪方法。通过双树结构消除了因间隔采样而丢失的有用信息,对每一层的高频分量的实部和虚部分别计算阈值,依据各自的阈值进行滤波处理。实验结果表明:该方法与离散小波变换消噪方法相比具有平移不变性,处理后的波形较平滑,能够较好地保留信号细节信息,而且其去噪性能也优于离散小波变换。     

The political economy of drones

This paper provides a political economy analysis of the evolution of unmanned aerial vehicles (UAV), or ‘drones’ in the USA. Focus is placed on the interplay between the polity and private economic influences, and their impact on the trajectory of political, economic, and military outcomes. We identify the initial formation of the drone industry, trace how the initial relationships between the military and the private sector expanded over time, and discuss present relationships. Understanding the historical evolution of UAV technology, as well as the major players in the industry today, is important for ongoing policy debates regarding the use of drones both domestically and internationally.     

TERRORISM: FACTS FROM FIGURES 1

If international terrorism is on a rising trend, an important source of confirmation or refutation of this is time‐series data on terrorist activity. Using chiefly data collected by the RAND/MIPT consortium we show using basic statistical analysis that in the period 1968–2005 the yearly number of all international terrorist incidents shows no trend over time, but fluctuates year on year in a random manner. On the other hand some indicators do show a definite trend over time, principally the steady rise in the number of incidents that are death‐dealing in nature. A further conclusion is drawn, showing that the proportion of these incidents leading to deaths above a given level is virtually fixed.     

军用电子机箱模态分析及测试

对某军用电子机箱的固有频率从有限元分析和模态试验测试两个方面进行研究,并将理论分析结果和模态试验测试结果进行对比,确定了电子机箱的固有模态.为今后电子机箱的设计提供了参考依据,为仿真分析提供了有效的有限元建模方法.