无限批量调度中最小化加权完工时间和问题的一个线性时间近似方案

本文考虑n个工件的无限批量机器调度问题．一台机器可以同时加工B≥n个工件．每个工件具有一个正权因子、一个释放时间和一个加工时间．一个批次的加工时间是该批次所包含所有工件的加工时间的最大者．在同一批次中加工的工件有相同的完工时间，即它们的共同开始时间加上该批次的加工时间．对于最小化加权完工时间和问题，本文给出了第一个多项式时间近似方案(PTAS)．对任意给定精度，该算法的运行时间为线性的．     

极小化最大完工时间的单机分批加工问题

本文考虑极小化最大完工时间的单机分批加工问题．设有n个工件和一台批加工机器．每个工件有一个释放时间和一个加工时间．批加工机器可以同时加工b(b相似文献   

Novel method of identifying time series based on network graphs

In this article, we propose a novel method for transforming a time series into a complex network graph. The proposed algorithm is based on the spatial distribution of a time series. The characteristics of geometric parameters of a network represent the dynamic characteristics of a time series. Our algorithm transforms, respectively, a constant series into a fully connected graph, periodic time series into a regular graph, linear divergent time series into a tree, and chaotic time series into an approximately power law distribution network graph. We find that when the dimension of reconstructed phase space increases, the corresponding graph for a random time series quickly turns into a completely unconnected graph, while that for a chaotic time series maintains a certain level of connectivity. The characteristics of the generated network, including the total edges, the degree distribution, and the clustering coefficient, reflect the characteristics of the time series, including diverging speed, level of certainty, and level of randomness. This observation allows a chaotic time series to be easily identified from a random time series. The method may be useful for analysis of complex nonlinear systems such as chaos and random systems, by perceiving the differences in the outcomes of the systems—the time series—in the identification of the systemic levels of certainty or randomness. © 2011 Wiley Periodicals, Inc. Complexity, 2011     

工件可自由下线最小化总完工时间的平行分批排序问题

考虑工件可自由下线最小化总完工时间的有界平行分批排序问题. 在该问题中, 一台平行批机器可以同时处理 b 个工件作为一个平行批, 这里b 是批容量, 一个批的加工时间等于分配给这个批的工件的最大加工时间. 关于可自由下线工件, 每一个工件的完工时间等于包含这个工件的批的开工时间与工件的加工时间的和. 也就是, 如果一个批B 有一个开工时间S, 那么包含在批B 中的每一个工件J_j 的开工时间定义为S, 而它的完工时间定义为S+p_j, 这里p_j 是工件J_j 的加工时间. 对此问题, 首先研究最优排序的一些性质. 然后, 基于这些性质, 给出一个运行时间为O(n^{b (b-1)})的动态规划算法.     

Optimizing replacement policy for a cold-standby system with waiting repair times

This paper presents the formulas of the expected long-run cost per unit time for a cold-standby system composed of two identical components with perfect switching. When a component fails, a repairman will be called in to bring the component back to a certain working state. The time to repair is composed of two different time periods: waiting time and real repair time. The waiting time starts from the failure of a component to the start of repair, and the real repair time is the time between the start to repair and the completion of the repair. We also assume that the time to repair can either include only real repair time with a probability p, or include both waiting and real repair times with a probability 1 − p. Special cases are discussed when both working times and real repair times are assumed to be geometric processes, and the waiting time is assumed to be a renewal process. The expected long-run cost per unit time is derived and a numerical example is given to demonstrate the usefulness of the derived expression.     

加工时间是开工时间线性分段函数的单机总误工问题

研究工件加工时间是开工时间的线性分段函数的单机排序问题,其中工件的加工时间是开工时间的线性增加函数,但是有一个上界,在时刻T(T是已知常数)以后开始加工的工件,其加工时间不再因开工时间的推迟而增大,优化的目标是极小化总误工工件数.当工件的工期与加工时间满足某种一致性关系的时候,不管工件的加工时间是开工时间的简单线性分段函数,还是其基本加工时间是与恶化率有关的分段线性函数,证明这两种情况都是多项式时间可解的.     

Sojourn time asymptotics in the M/G/1 processor sharing queue

We show for the M/G/1 processor sharing queue that the service time distribution is regularly varying of index -ν, ν non-integer, iff the sojourn time distribution is regularly varying of index -ν. This result is derived from a new expression for the Laplace–Stieltjes transform of the sojourn time distribution. That expression also leads to other new properties for the sojourn time distribution. We show how the moments of the sojourn time can be calculated recursively and prove that the kth moment of the sojourn time is finite iff the kth moment of the service time is finite. In addition, we give a short proof of a heavy traffic theorem for the sojourn time distribution, prove a heavy traffic theorem for the moments of the sojourn time, and study the properties of the heavy traffic limiting sojourn time distribution when the service time distribution is regularly varying. Explicit formulas and multiterm expansions are provided for the case that the service time has a Pareto distribution. This revised version was published online in June 2006 with corrections to the Cover Date.     

Kolmogorov space in time series data

We provide the proof that the space of time series data is a Kolmogorov space with T₀‐separation axiom using the loop space of time series data. In our approach, we define a cyclic coordinate of intrinsic time scale of time series data after empirical mode decomposition. A spinor field of time series data comes from the rotation of data around price and time axis by defining a new extradimension to time series data. We show that there exist hidden eight dimensions in Kolmogorov space for time series data. Our concept is realized as the algorithm of empirical mode decomposition and intrinsic time scale decomposition, and it is subsequently used for preliminary analysis on the real time series data. Copyright © 2016 John Wiley & Sons, Ltd.     

Batch arrival queues under vacation policies with server breakdowns and startup/closedown times

This paper studies the operating characteristics of an M^[x]/G/1 queueing system under vacation policies with startup/closedown times, where the vacation time, the startup time, and the closedown time are generally distributed. When all the customers are served in the system exhaustively, the server shuts down (deactivates) by a closedown time. After shutdown, the server operates one of (1) multiple vacation policy and (2) single vacation policy. When the server reactivates since shutdown, he needs a startup time before providing the service. If a customer arrives during a closedown time, the service is immediately started without a startup time. The server may break down according to a Poisson process while working and his repair time has a general distribution. We analyze the system characteristics for the vacation models.     

由停时所确定的事件域

本文对于Markov过程的自然滤子详细讨论了停时前以及严格停时前的事件域,并给出介于首中时和逃逸时之间的停时的刻画。     

带有固定区间的单机双代理可中断总误工问题

研究带有固定区间的两个代理单机排序问题.第一个代理工件可中断,且工件到达时间与工期满足一致关系,目标函数为最小化总误工.第二个代理工件被安排在固定时间窗口.目标是寻找一个排序,使得满足第二个代理目标可行情况下,第一个代理目标函数值最小.在固定区间等于加工时间的情况下,利用分块原则,提出了一个伪多项式时间动态规划算法,并给出了固定区间大于加工时间情况下的时间复杂度分析.     

Burn-in considering yield loss and reliability gain for integrated circuits

This paper presents burn-in effects on yield loss and reliability gain for a lifetime distribution developed from a negative binomial defect density distribution and a given defect size distribution, after assuming that the rate of defect growth is proportional to the power of the present defect size. While burn-in always results in yield loss, it creates reliability gain only if either defects grow fast or the field operation time is long. Otherwise, burn-in for a short time could result in reliability loss. The optimal burn-in time for maximizing reliability is finite if defects grow linearly in time and is infinite if defects grow nonlinearly in time. The optimal burn-in time for minimizing cost expressed in terms of both yield and reliability increases in the field operation time initially but becomes constant as the field operation time is long enough. It is numerically shown that increasing mean defect density or defect clustering increases the optimal burn-in time.     

同时具有学习效应和退化效应的单机排序问题

本文给出了一种同时具有一般化学习效应和退化效应的单机排序模型。在此模型中,工件的实际加工时间既与工件所在位置又与其开工时间有关,且工件在加工之后具有一个配送时间。其中学习效应是工件所在位置的函数,退化效应是工件开工时间的函数。证明了极小化最大完工时间和极小化总完工时间问题是多项式可解的,在满足一定的条件下,极小化加权总完工时间和极小化最大延误问题也是多项式可解的。推广了一些已有文献中的结论。     

抛物型方程基于POD方法的时间二阶中心差的时间二阶精度简化有限元格式

本文将特征正交分解(Proper Orthogonal Decomposition,简记为POD)方法应用于抛物型方程通常时间二阶中心差的时间二阶精度有限元格式(简称为通常格式),简化其为一个自由度极少但具有时间二阶精度的有限元格式,并给出简化的时间二阶中心差的时间二阶精度有限元格式(简称为简化格式)解的误差分析.数值...     

Nonparametric estimation of the spectral density of amplitude-modulated time series with missing observations

Consider a real-valued and second-order stationary time series with mean zero. The aim is to estimate its spectral density. A minimax solution of this problem is known when either the time series is observed directly, or some observations are missed according to an independent Bernoulli process, or for some special cases when the time series is multiplied by an amplitude-modulating time series with known distribution. It is shown that if a time series of interest, a Bernoulli time series defining missing mechanism, and an amplitude-modulating time series are mutually independent, then the shape of spectral density of an underlying time series of interest can be estimated with the minimax rate known for the case of direct observations. Furthermore, in some special cases the spectral density can be estimated with the minimax rate known for directly observed time series of interest.     

Time consistency for set-valued dynamic risk measures for bounded discrete-time processes

In this paper, we introduce two kinds of time consistent properties for set-valued dynamic risk measures for discrete-time processes that are adapted to a given filtration, named time consistency and multi-portfolio time consistency. Equivalent characterizations of multi-portfolio time consistency are deduced for normalized dynamic risk measures. In the normalized case, multi-portfolio time consistency is equivalent to the recursive form for risk measures as well as a decomposition property for the acceptance sets. The relations between time consistency and multi-portfolio time consistency are addressed. We also provide a way to construct multi-portfolio time consistent versions of any dynamic risk measure. Finally, we investigate the relationship about time consistency and multi-portfolio time consistency between risk measures for processes and risk measures for random vectors on some product space.     

两类加工时间是一般函数的单机排序问题

考虑了两类有一般加工时间函数的排序问题. 工件的加工时间分别为基本加工时间与开工时间函数、位置函数的和. 对加工时间依赖开工时间的模型,证明了一定条件下极小化最大完工时间和极小化总完工时间是多项式可解的. 对加工时间依赖开工位置的模型,给出极小化最大完工时间和极小化总完工时间的最优序,同时证明了极小化加权总完工时间的一个最优排序性质并给出一个贪婪算法.     

Optimal policies for a delay time model with postponed replacement

We develop a delay time model (DTM) to determine the optimal maintenance policy under a novel assumption: postponed replacement. Delay time is defined as the time lapse from the occurrence of a defect up until failure. Inspections can be performed to monitor the system state at non-negligible cost. Most works in the literature assume that instantaneous replacement is enforced as soon as a defect is detected at an inspection. In contrast, we relax this assumption and allow replacement to be postponed for an additional time period. The key motivation is to achieve better utilization of the system’s useful life, and reduce replacement costs by providing a sufficient time window to prepare maintenance resources. We model the preventive replacement cost as a non-increasing function of the postponement interval. We then derive the optimal policy under the modified assumption for a system with exponentially distributed defect arrival time, both for a deterministic delay time and for a more general random delay time. For the settings with a deterministic delay time, we also establish an upper bound on the cost savings that can be attained. A numerical case study is presented to benchmark the benefits of our modified assumption against conventional instantaneous replacement discussed in the literature.     

工件可转包加工的排序问题研究

研究工件可以转包加工的单台机排序问题: 有n个工件, 在零时刻已经到达一个单台机处, 每个工件可以由加工者自有的单台机器加工或者转包给其他机器加工. 如果工件被转包加工, 那么其完工时间等于在自有机器上的加工时间, 而产生的加工费用与在自有机器上加工的费用不同. 假设被转包加工的工件的完工时间和加工费用与转包加工机器的总负载没有关系.目标函数是最小化工件最大完工时间与总加工费用的加权和. 该问题已经被证明是NP-难的. 最后给出该问题的伪多项式时间最优算法, 并且提出一个完全多项式时间近似方案(FPTAS).     

Lead time and response time in a pull production control system

In the late 80s, most manufacturers have shifted their manufacturing strategies from cost and quality to speed. This paper focuses on two performance measures of speed: manufacturing lead time and response time. Manufacturing lead time is the sum of the processing time to convert raw material to finished goods and the waiting time at the buffers. Response time is the time between the customer places an order and the customer receives the order. In this paper we develop a queueing model of a pull-based production control system for a single-stage facility. The intent of the model is two-fold. First, we highlight the trade-off between manufacturing lead time and response time. Second, we develop an optimization model to determine an optimal control system that guarantees certain delivery performance (in terms of response time).