奈特不确定条件下企业有成本可逆投资策略研究

风险是企业投资决策关键影响因素之一,采纳奈特不确定性来刻画风险,并在此基础上构建了模糊规避偏好和投资有成本可逆条件下企业投资决策模型.模型结果表明企业最优投资策略为双阈值策略:企业增加投资以避免资本边际收益大于上限阈值,削减资本存量以避免资本边际收益低于下限阈值,当资本边际收益处于上下限阈值之间时,企业既不增加投资也不削减资本.比较静态分析显示奈特不确定性增加会降低最优投资策略上下限阈值范围.     

一个具有Filippov控制的植物疾病模型的研究

基于阈值理论,为了控制植物病害并最终使感染植株的数量低于一定的经济临界值,本文提出并分析了一个具有Logistic增长的非光滑的植物疾病模型.系统讨论了每个子系统以及全系统的动力学行为,并利用Matlab进行数值模拟.结果表明,全系统的解最终稳定到子系统的平衡点,或稳定到滑动系统的伪平衡点,取决于经济临界值的大小.     

双特征参数基因识别算法实现

基因识别问题首要的工作是对数字化后的基因序列利用离散傅里叶变换(DFT)进行频谱分析.对于很长的DNA序列,功率谱或信噪比计算量很大,推导出了DNA序列在Voss映射、Z-curve映射和实数映射下的信噪比快速算法,以及在Voss映射与Z-curve映射下的信噪比的关系.针对阈值确定的问题提出了基于滑动窗口的局部阈值的算法,在分类时达到了很好的效果.另外,实现了基于移动序列信噪比曲线的基因识别方法.最后,由于DNA序列的3-周期性实际上反映了核苷酸在基因序列的三个子序列上分布的"非均衡性",因此引入"方差均值"特征来衡量该非均衡性,提出了基于方差均值的单因素基因识别方法及以信噪比和方差均值作为特征向量,并设计多项式分类器的基因识别算法.     

粗糙直觉模糊集的近似表示

在粗糙直觉模糊集的基础上,从新的角度提出了不确定目标概念的近似表示和处理的方法(通过近似模糊集和近似精确集刻画).首先将已有的直觉模糊集相似概念和均值直觉模糊集概念引入到该模型,定义了Pawlak近似空间U/R下的阶梯直觉模糊集、0.5-精确集的概念,然后得到了均值直觉模糊集(0.5-精确集)是所有直觉模糊集中与目标直觉模糊集最接近的直觉模糊集(近似精确集),接着分析了均值直觉模糊集、0.5-精确集分别与目标直觉模糊集的相似度随着知识粒度变化的变化规律.     

联合监控位置和尺度参数控制图综述

近二十年来,在各种应用的驱动下,联合监控过程位置参数和尺度参数的变化越来越受到研究工作者们的重视。在此背景下,大量的研究工作被学者们提出。本文将系统梳理和回顾这二十年的联合监控过程位置参数和尺度参数控制图的研究进展。为此,我们首先回顾受控分布为正态分布且受控参数已知情况下的联合监控均值和方差的控制图方案,并对这些控制图给出我们的评价观点。然后,我们讨论正态分布下,受控分布参数未知时的联合监控方案。进而,我们从稳健性的角度回顾当受控分布完全未知时的非参数或者分布自由的联合监控方案。最后,我们针对一些复杂数据过程,譬如,多元过程,相关过程,存在测量误差的过程,给出这方面联合监控的简要综述,并在这些复杂过程的基础上,给出未来的可能研究方向。     

基于线性退化轨道的区间型建模分析及应用

目前在退化试验中,产品失效一般定义为其性能退化至低于或高于一个指定临界值(单点型退化),尽管这种定义简单实用,但却不尽合理,不能完全描述产品退化失效问题.本文改进单点型退化模型,提出区间型退化模型,并讨论了退化轨道是线性时的区间退化模型问题,获得了各种线性区间退化寿命分布.本文利用数值积分和蒙特卡罗法模拟分析对比区间退化模型和单点退化模型的寿命分布,揭示区间退化和单点退化的关系.最后通过实例分析体现区间退化在实际中更为合理有效.     

可变抽样区间的质量控制图

本文根据 Reynolds 等的可变抽样区间的(?)-图的模型设计具有可变区间的(?)和R-图.所设计的控制图是当中位值(?)或极差 R 接近于(但不超过)控制限时使用较短的抽样区间;当(?)和 R 接近于目标值(或中心值)时使用较长的区间.若(?)或 R 超出控制限,则与固定区间的控制图一样发出信号.我们要计算在可变抽样区间下发信号前的平均时间和平均样本数,并同固定区间的(?)和 R-图作比较.     

爆炸药间隙零门可靠性窗口分析

可靠性窗口的区间长度是爆炸药间隙零门设计过程中重点考虑的问题,它直接影响间隙零门能否成功作用.在固定装药密度和通道截面的情况下,将可靠性窗口问题转化为基于间隙长度的三元响应问题,并把窗口端点的阈值视为随机变量,给出了基于可靠性窗口两个端点的联合响应分布模型.为估计模型的参数,结合得分检验统计量,给出了判断三元响应分布中两阈值变量相关性的准则和模型参数估计方法.为了说明方法的有效性,结合试验数据,利用极大似然估计,给出了一类间隙零门可靠性窗口端点和区间长度的估计结果.     

一类具变系数交错扩散的登革热模型

该文在登革热的传播模型中引入较复杂的异质性交错扩散,用于描述人群和蚊群的相互扩散现象,并探讨交错扩散对模型动力学的影响,以及根据风险阈值对稳态共存解存在性进行分析.结果 表明,风险阈值不仅与交错扩散有关,而且直接影响着模型的动力学,如果风险阈值大于1,并伴随其它条件成立,则人群和蚊群携带的病毒会共存,不利于登革热的控制...     

可变抽样区间同时监控均值标准差的EWMA控制图

传统的EWMA控制图分别针对监控过程均值变化和监控过程标准差变化进行研究,在实际生产中,很多情形需要同时监控过程均值变化和过程标准差变化。为了提高控制图的监控效率,本文研究了同时监控均值和标准差变化时,EWMA控制图的可变抽样区间设计。其次运用马科夫链法计算可变抽样区间EWMA控制图的平均报警时间;然后与传统的EWMA控制图进行比较得出:同时监控均值和标准差时,可变抽样区间的EWMA控制图能够更快地发现过程中的异常波动,具有较短的平均报警时间,其监控效率明显优于传统的EWMA控制图。     

Environmental dispersion in wetland flow

For the typical case of a pulsed contaminant emission into a shallow wetland channel, a theoretical analysis is presented in this paper for the decay of the width-averaged mean concentration under environmental dispersion. The velocity profile of a fully developed steady flow through the wetland channel is obtained with that for the well-known plane Poiseuille flow as a special case. An environmental dispersion model for the mean concentration is devised as an extension of Taylor’s classic analysis on dispersion, and corresponding environmental dispersivity is obtained by Aris’s method of moments and illustrated with an asymptotic time variation with stem dominated, transitional, and width-stem dominated stages. Analytical solution for the longitudinal decay of mean concentration due to environmental dispersion is rigorously derived and characterized with multiple time scales.     

Forced Waves Near Resonance at a Phase-Speed Minimum

When a dispersive wave system is subject to forcing by a moving external disturbance, a maximum or minimum of the phase speed is associated with a critical forcing speed at which the linear response is resonant. Nonlinear effects can play an important part near such resonances, and the salient characteristics of the nonlinear response depend on whether the maximum or minimum of the phase speed is realized in the long-wave limit (zero wavenumber) or at a finite wavenumber. The focus here is on the latter case that, among other physical systems, applies to gravity–capillary waves on water of finite or infinite depth. The analysis, for simplicity, is based on a forced–damped fifth-order Korteweg–de Vries equation, a model problem that features a phase-speed minimum at a finite wavenumber. When damping is not too strong compared with forcing, multiple subcritical finite-amplitude steady-solution branches coexist with the small-amplitude response predicted by linear theory. For forcing speed well below critical, the transient response from rest approaches the small-amplitude state, but at speeds close to critical, jump phenomena can occur, and reaching a time-periodic state that involves shedding of wavepacket solitary waves is also possible.     

Long Nonlinear Water Waves in a Channel Near a Cut-off Frequency

A theoretical study is made of the free-surface flow induced by a wavemaker, performing torsional oscillations about a vertical axis, in a shallow rectangular channel near a cut-off frequency. Exactly at cut-off, linearized water-wave theory predicts a temporally unbounded response due to a resonance phenomenon. It is shown, through a perturbation analysis using characteristic variables, that the nonlinear response is governed by a forced Kadomtsev—Petviashvili (KP) equation with periodic boundary conditions across the channel. This nonlinear initial-boundary-value problem is investigated analytically and numerically. When surface-tension effects are negligible, the nonlinear response reaches a steady state and exhibits jump phenomena. On the other hand, in the high-surface-tension regime, no steady state is obtained. These results are discussed in connection with similar forced wave phenomena studied previously in a deepwater channel and related laboratory experiments.     

An Extension of Generalized Linear Models to Finite Mixture Outcome Distributions

Finite mixture distributions arise in sampling a heterogeneous population. Data drawn from such a population will exhibit extra variability relative to any single subpopulation. Statistical models based on finite mixtures can assist in the analysis of categorical and count outcomes when standard generalized linear models (GLMs) cannot adequately express variability observed in the data. We propose an extension of GLMs where the response follows a finite mixture distribution and the regression of interest is linked to the mixture’s mean. This approach may be preferred over a finite mixture of regressions when the population mean is of interest; here, only one regression must be specified and interpreted in the analysis. A technical challenge is that the mixture’s mean is a composite parameter that does not appear explicitly in the density. The proposed model maintains its link to the regression through a certain random effects structure and is completely likelihood-based. We consider typical GLM cases where means are either real-valued, constrained to be positive, or constrained to be on the unit interval. The resulting model is applied to two example datasets through Bayesian analysis. Supporting the extra variation is seen to improve residual plots and produce widened prediction intervals reflecting the uncertainty. Supplementary materials for this article are available online.     

Bifurcation analysis in a diffusive Logistic population model with two delayed density-dependent feedback terms

The present paper is concerned with a diffusive population model of Logistic type with an instantaneous density-dependent term and two delayed density-dependent terms and subject to the zero-Dirichlet boundary condition. By regarding the delay as the bifurcation parameter and analyzing in detail the associated eigenvalue problem, the local asymptotic stability and the existence of Hopf bifurcation for the sufficiently small positive steady state solution are shown. It is found that under the suitable condition, the positive steady state solution of the model will become ultimately unstable after a single stability switch (or change) at a certain critical value of delay through a Hopf bifurcation. However, under the other condition, the positive steady state solution of the model will become ultimately unstable after multiple stability switches at some certain critical values of delay through Hopf bifurcations. In addition, the direction of the above Hopf bifurcations and the stability of the bifurcating periodic solutions are analyzed by means of the center manifold theory and normal form method for partial functional differential equations. Finally, in order to illustrate the correction of the obtained theoretical results, some numerical simulations are also carried out.     

Travelling waves in an infectious disease model with a fixed latent period and a spatio–temporal delay

This paper is concerned with the existence of travelling waves to an infectious disease model with a fixed latent period and a spatio–temporal delay. By analyzing the corresponding characteristic equations, the local stability of a disease-free steady state and an endemic steady state to this model is discussed. By constructing a pair of upper–lower solutions, we use the cross iteration method and the Schauder’s fixed point theorem to prove the existence of a travelling wave solution connecting the disease-free steady state and the endemic steady state. Numerical simulations are carried out to illustrate the main results.     

A Bayesian causal map for inflation analysis: The case of Turkey

This paper proposes the use of Bayesian Causal Maps (BCM’s) to analyze the complex structure of inflation in Turkey. In this study, a model of inflation is initially structured using a cognitive mapping technique; the dependent probabilities of the concepts are then calculated based on the detailed analysis of past data. Finally, a BCM is used to analyze the complex structure of inflation in Turkey. As a result, it will be possible to see the structure of the inflation model and to understand the basic consequences of any strategic change that may occur in the system.     

关于指数率Logistic方程在无限柱体内的波前解的存在性

与一维空间中研究连接两个常数的波前解的存在性不同的是,本文建立了在多维无限长的柱体内连接两个曲面的单调行波解的存在性.相应的模型是一种具有指数率的Logistic方程.所用的方法是一种改进了的单调性方法.本文的研究结果对自然界中波的实际传播行为给出了有益的启示.     

Unilateral vs. bilateral link-formation: A transition without decay

We provide a model that bridges the gap between the simplest variation of two benchmark models of strategic network formation: Bala and Goyal’s two-way flow model without decay, where links can be unilaterally formed, and a variation of Jackson and Wolinsky’s model based on bilateral formation of links assuming no decay. In the model introduced and studied here a link can be created unilaterally. When it is only supported by one of the two players the flow through the link suffers some degree of decay, but when it is supported by both the flow runs without friction. When the decay in links supported by only one player is maximal (i.e. there is no flow) we have a simple variation of Jackson and Wolinsky’s connections model assuming no decay, while when flow in those links is perfect we have Bala and Goyal’s two-way flow model without decay. We study Nash, strict Nash and pairwise Nash stability for the intermediate models. Efficiency and dynamics are also examined.     

一类灰色组合投资决策方法

以灰色系统理论和概率论为基础,探讨了含有区间灰数的组合投资决策问题,提出了具有交易费用的灰色组合投资模型的有效解及其临界最优解和均值白化最优解的概念.并且指出了这些概念所对应的投资偏好.利用分析方法和技巧,融合经典组合投资理论,构建了带有交易费用的灰色组合投资模型的熵权分析算法.为不确定型组合投资决策方法的研究提出了一条新思路.文中的算例说明了算法的可行性.