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     

基于组合赋权雷达图实现电网电能质量综合评估

将改进的组合赋权雷达图方法用于电网电能质量综合评估。对主观、客观赋权法组合,基于组合权重与原权重之间的偏差尽可能小的优化思想,求取雷达图中各项指标的组合权值。利用各指标对应的扇形区域的对角线作为指标轴绘制雷达图,不仅最大限度体现各指标的独立权重,也反映了各指标之间的相互影响。利用雷达图的面积和周长两个变量完成对电能质量的综合评估。最后通过应用实例,验证了论文方法的合理性和在电能质量综合评估中的有效性。     

基于关键路径和任务复制的多核调度算法

针对目前大多数多核处理器任务分配优化算法没有考虑关键路径上节点对任务完成时间的重要影响,导致任务完成总时间延迟的问题,提出了基于关键路径和任务复制(CPTD)的单任务调度算法。CPTD算法通过复制任务图中fork节点的方式将任务图转化为与之相对应的产品加工树;再在生成的产品加工树中找到关键路径,并采取使关键路径上节点的紧前节点尽早调度的方式,使关键路径上节点尽早开始执行,进而使产品加工树中节点完成时间得以提前,达到缩短任务执行总时间的目的。理论分析表明,CPTD算法能够实现应用程序在多核上充分并行处理,并能缩短任务完成时间。     

关于m×n型流程优化的探讨

网络图的优化,是根据一定的约束条件对网络图进行调整和改进,以达到科学安排工作,合理分配人力、物力、财力等资源,从而提高工作效率的目的。流程优化就是通过改变工作顺序,解决组织计划中出现的窝工现象。m×n型流程优化,是解决有m个单位依次进行n项活动时,如何安排各单位的顺序最优的问题。通过案例的耗时分析,提出了确定单位顺序的方法,希望对解决相似问题提供一定的参考。     

基于类比法的子母弹射击效率评定研究

类比法是一种较为常见的逻辑推理方法,在各研究领域均有应用,但在军事评估领域却应用甚少。基于类比法的子母弹射击效率评定具有简单、实用、经济、便于大量计算等优点。根据子母弹与传统弹药在射击效率评定过程中的相似性,在经典毁伤评估模型的基础上,通过类比法建立字母弹的射击效率评定模型。列举了几种典型目标,并以子母弹的类比法模型进行射击效率评定,最后将类比法所得结论与目标仿真法的结论反映在雷达图上,通过数据比对验证了类比法对子母弹射击效率评定的可行性。     

一种计算大气无线电噪声的数学模型

为了解决当前通过人工查图法计算大气无线电噪声时效率低下且计算结果不够准确的问题,利用大量相关数据建立了计算大气无线电噪声的数学模型,计算结果表明了模型的准确性。与人工查图法相比,该模型极大地提高了计算效率,具有重要的工程应用价值。     

Monitoring censored lifetime data with a weighted‐likelihood scheme

Lifetime experiments are common in many research areas and industrial applications. Recently, process monitoring for lifetime observations has received increasing attention. However, some existing methods are inadequate as neither their in control (IC) nor out of control (OC) performance is satisfactory. In addition, the challenges associated with designing robust and flexible control schemes have yet to be fully addressed. To overcome these limitations, this article utilizes a newly developed weighted likelihood ratio test, and proposes a novel monitoring strategy that automatically combines the likelihood of past samples with the exponential weighted sum average scheme. The proposed Censored Observation‐based Weighted‐Likelihood (COWL) control chart gives desirable IC and OC performances and is robust under various scenarios. In addition, a self‐starting control chart is introduced to cope with the problem of insufficient reference samples. Our simulation shows a stronger power in detecting changes in the censored lifetime data using our scheme than using other alternatives. A real industrial example based on the breaking strength of carbon fiber also demonstrates the effectiveness of the proposed method. © 2016 Wiley Periodicals, Inc. Naval Research Logistics 63: 631–646, 2017     

动态多因子相关算法及其改进

以组网雷达情报综合处理为背景,针对多站多目标航迹相关问题,首先介绍了动态多因子相关算法的基本原理,然后在此基础上提出了几点改进措施。利用位置因子的重要性对相关判定区域做了限制;利用航向因子对判决结果进行二次修正,同时结合目标的机动检测问题,提高了对目标强机动的检测能力;此外,根据实验结果还对综合处理中的航迹配对准则进行了修正。通过算法的改进不仅改善了航迹相关的质量,还降低了运算量。最后给出了改进后的算法流程图。     

浅析日历统筹图在制作资源优化计划中的应用

统筹法是一种科学的计划管理方法,绘制统筹图是掌握统筹法的基础。统筹图的优化,是在参数计算和分析的基础上,根据一定的约束条件对统筹图进行调整和改进,达到科学安排工作,合理分配人力、物力、财力等资源,从而提高工作效率的目的。日历统筹图能清楚地反映出工作进展的时间概念,并能直接提供一些有用的时间参数,便于优化、选择最佳方案。