The effects of model parameter deviations on the variance of a linearly filtered time series

We consider a general linear filtering operation on an autoregressive moving average (ARMA) time series. The variance of the filter output, which is an important quantity in many applications, is not known with certainty because it depends on the true ARMA parameters. We derive an expression for the sensitivity (i.e., the partial derivative) of the output variance with respect to deviations in the model parameters. The results provide insight into the robustness of many common statistical methods that are based on linear filtering and also yield approximate confidence intervals for the output variance. We discuss applications to time series forecasting, statistical process control, and automatic feedback control of industrial processes. © 2010 Wiley Periodicals, Inc. Naval Research Logistics, 2010     

Approximation results for min‐max path cover problems in vehicle routing

This article studies a min‐max path cover problem, which is to determine a set of paths for k capacitated vehicles to service all the customers in a given weighted graph so that the largest path cost is minimized. The problem has wide applications in vehicle routing, especially when the minimization of the latest service completion time is a critical performance measure. We have analyzed four typical variants of this problem, where the vehicles have either unlimited or limited capacities, and they start from either a given depot or any depot of a given depot set. We have developed approximation algorithms for these four variants, which achieve approximation ratios of max{3 ‐ 2/k,2}, 5, max{5 ‐ 2/k,4}, and 7, respectively. We have also analyzed the approximation hardness of these variants by showing that, unless P = NP , it is impossible for them to achieve approximation ratios less than 4/3, 3/2, 3/2, and 2, respectively. We have further extended the techniques and results developed for this problem to other min‐max vehicle routing problems.© 2010 Wiley Periodicals, Inc. Naval Research Logistics, 2010     

基于前景理论的CGF Agent决策建模研究

前景理论(Prospect Theory,PT)描述了个体在不确定条件下的决策规律,较好地刻画了决策者的风险偏好。分析表明,PT在作战决策建模中具有一定的适用性和可行性。提出了一种基于PT的计算机生成兵力(Computer Generated Forces,CGF)Agent决策建模方法,给出了CGF Agent的建模框架,对CGF Agent决策过程中方案选择的具体步骤和算法进行了详细阐述。实验表明,所提出的方法在一定程度上提高了CGF Agent决策行为的真实性,证明了所提出方法的有效性。     

新算法在划船和伪划船效应中的应用

划船效应补偿是高精度捷联惯导系统解算的重要环节。通过研究其误差特性,推导了新的通用划船效应补偿公式。同时提出了角振动环境中伪划船效应的存在,对伪划船效应的产生原因、表达方式以及对捷联惯导系统的影响进行了分析。对新的补偿算法在划船效应和伪划船效应下进行了仿真试验。     

基于层间嵌入式多级支持向量机的特征选择

针对多故障样本一次性映射之后分类不理想,研究了多级层次式支持向量机,应用UCI数据仿真,结果表明该方法缩短了训练时间、提升了测试准确率、改善了样本的可分类性。由于误差积累,在此基础上,提出了层间嵌入式多级支持向量机,采用Abalone数据仿真,结果表明分类精度有所提高并减少了分类步骤。结合ReliefF算法,对制导设备的故障特征参数进行了选择。     

求解非线性规划的小生境遗传模拟退火算法

提出了用小生境遗传模拟退火算法求解带复杂约束的非线性规划问题。首先分析了遗传算法＂早熟＂收敛以及局部搜索能力弱的不足,由此引入小生境以增加种群多样性,并抑制＂早熟＂收敛现象,同时引入模拟退火算法以增强局部搜索能力,改进进化后期收敛速度慢的不足,最后结合典型非线性规划算例验证了混合算法的效率、精度和可靠性。     

基于指标值状态的自适应权重确定法

评估问题中指标值可能是已知的也可能是未知的,提出一种基于属性值状态的指标权重确定方法,该方法融合了粗糙集和区间数有序相离度的理论,根据指标值状态,自适应求取指标权重;同时引入调节算子,调节对主客观因素考虑的重视程度。详细地给出了自适应算法的步骤,并对算法的保序条件进行了分析,举例说明了该方法的应用,结果表明:方法简单实用,易于实现。     

基于EMD、遗传算法及神经网络的柴油机故障诊断

研究了将经验模式分解(Empirical Mode Decom position,EMD)、遗传算法及BP神经网络相结合对柴油机振动信号进行故障诊断的方法。首先运用经验模式分解方法对柴油机缸盖表面振动信号进行分解并提取特征参数;然后利用遗传算法对得到的特征参数进行选择,找到对于故障诊断最为敏感的参数;最后建立了BP神经网络模型对柴油机典型故障进行诊断。通过对某型柴油机的验证,表明该方法能够准确识别柴油机供油系统的典型故障。     

气液两相管流流型识别理论研究进展

综述了气液两相流流型识别理论及方法的研究进展。首先探讨了流型划分问题,然后针对水平管路、垂直管路及摇摆管路介绍了两相流流型转换机理及转换的边界条件;对于流型的在线识别,介绍了基于波动理论、神经网络和图像处理的流型识别方法。最后提出了气液两相管流流型识别中亟待开展的理论研究方向。     

水动力空化效应的实验研究与理论分析

在研制空化射流实验装置的基础上,采用实验与理论分析相结合的方式,以苯酚溶液为对象,对水动力空化效应进行了研究。考察了进口压力、孔板结构与空化数的关系,研究了反应时间、进口压力和空化数对苯酚降解效果的影响。得出孔板在水动力空化过程中起决定性作用,一定结构的孔板还能有效抑制超空化现象的发生,确保较好的苯酚降解效果。