一种识别动态因子模型的秩条件——基于Gaussian似然函数的视角

为了提高高维动态因子模型识别的有效性,借鉴SVAR模型的结构分析方法,提出了通过隐性因子的新息ε_t来推断和识别动态因子模型正交结构冲击的分析过程.并且,根据动态因子模型的似然函数表示,通过信息矩阵推导出了动态因子模型识别的秩条件.秩条件仅仅依赖于因子的个数以及约束条件,而不依赖于数据的维数,易于在实际应用中验证动态因子模型的识别性.     

Taylor方法在CSTR河流水质模型结构可识别性分析中的应用

参数识别是水质模型应用的重要环节,结构可识别性是水质模型参数可识别性的基础.采用Taylor方法,对单河段CSTR模型的结构可识别性进行了研究.结果表明,以单河段首端水质作为输入,以末端水质作为输出,考虑COD_(Mn)、NH_3-N、NO_3-N和DO四个水质变量,CSTR模型在结构上是可以识别的.     

根据非完整模态信息进行结构动力模型识别

对于复杂结构的振动问题，我们很难给出比较准确的数学模型。本文建立了一种利用非完整模态试验数据来确定结构线性动力模型的识别办法。该方法的主要特点是不需要知道系统的全部模态信息，便可同时地唯一地识别出系统的质量矩阵、阻尼矩阵、刚度矩阵及其他相关参数．我们假定系统的质量矩阵、阻尼矩阵和刚度矩阵具有实对称性和正定性，并且系统的部分特征值和相应的特征向量已由实验给出，在此基础上利用最小二乘法及迭代修正技术进行系统矩阵及其他相关参数的识别．为了验证方法的可靠性，文中给出了若干构造性算例。     

动力学方程组中参数识别模型及其优化性质

本文建立了动力学方程组中参数优化识别的数学模型.这是个含有动态约束的泛函极小化问题.应用线性算子的连续性,证明了该问题最优解的存在性,即参数的可识别性.最后依据弱Gateaux微分,给出并证明达到最优解的一个必要条件.     

基于增秩Kalman滤波的动态荷载识别和结构响应重构

针对传统的荷载识别方法受不适定性问题影响导致识别误差较大,且受传感器数上的限制也无法监测所有结构易损伤位置处振动响应的问题,提出了一种基于增秩Kalman滤波（augmented Kalman filter, AKF）算法的动态荷载识别和结构响应重构方法.基于结构状态空间方程,形成由荷载向量和状态向量组成的增秩状态向量（augmented-rank state vector,ASV）,利用Kalman滤波算法获得增秩状态向量的最小方差无偏（minimum variance unbiased, MVU）估计,实现了状态和荷载向量的同时识别.结合最优状态估计和观测矩阵,实现了未布置传感器处的结构动力响应重构.通过三个有限元案例,初步验证了该方法的可行性和有效性.结果表明,当荷载位置固定或移动时,所提方法均能有效地识别荷载和重构响应,精度较高且对测量噪声不敏感.传感器的种类、数量和布置位置对荷载识别和响应重构精度会有一定影响.     

一类因果模型的可识别性条件

因果问题在近代医学,生物学,社会科学的研究中占有非常重要的地位。通过因果关系预见某些行为或策略对研究对象的影响已经成为一些实际研究的最终目的。Rubin(1978)提出了解决因果问题的虚拟事实模型,建立了因果推断统计分析的基本框架。虚拟事实模型的因果效应是以实际观测数据为研究对象的,但又不完全由数据之间的相关性决定,因此在讨论因果效应时存在可识别性问题。如果因果效应可识别,则有可能利用观测数据直接计算因果效应。但是,众 所周知:在不加任何假设或限制的条件下,虚拟事实模型的因果效应是不可识别的。若要研究变量间的因果效应就必须对虚拟事实模型加入某些必要的限制,使因果效应在这些限制下可识别。郑忠国,张艳艳,童行伟在“因果模型因果效应的可识别性研究”中针对控制变量与协变量相互独立的一类模型的可识别性进行了研究,指出在某些特定的可替换性假设之下,模型的因果效应具有可识别性。该文将针对控制变量作用于协变量的虚拟事实模型进行可识别性研究。作者将指出:控制变量是否作用于协变量并不影响因果效应的可识别性和可替换性假设。并给出:此类模型因果效应可唯一确定的充要条件 。      

污染模型判别分析

本文讨论污染参数模型可识别条件及判别,对污染指数分布使用通常的似然判别,建立了条件错判概率的大样本性质.     

二元一般指数分布的识别性及其参数估计

讨论了一般二元指数分布的识别性问题及参数估计问题.本文证明了两个结论:其一、当只有最大值随机变量的分布已知时,仅一个参数可识别;其二、当可识别最大值的分布已知时,所有参数皆可识别.进一步根据上述结论得到了所有参数的最大似然估计.     

基于ARMA模型和自由振动提取技术的海洋平台结构参数识别

用随机减量方法提取海洋平台结构在随机环境荷载非白噪声输入下的自由振动信号和用ARMA(Auto Regressive Moving Average)模型对自由振动数据建模。为了消除平台输出信号中有色噪声的影响,在随机减量系统中加人了一个虚拟系统,并采用导通条件和前导点技术使自由振动提取过程仍在有色输人的状态下进行。同时为了消除参数识别的多值性,提出了采用MA系数修正技术识别海洋平台结构的频率和阻尼动力参数的方法,最后用该套技术对海洋平台结构试验模型进行了参数识别,结果表明该方法具有较好的效果和在线识别使用价值。     

基于模型缩聚的结构损伤统计识别

提出了一种基于有限元模型缩聚技术的结构损伤统计识别方法,该方法仅需要少量传感器的测量数据.首先基于模型缩聚技术建立确定性的损伤识别过程,然后利用摄动法将概率过程融入确定性的损伤识别中,从而得到了一种基于概率统计的结构损伤识别方法.该方法通过计算未知参数(如损伤构件的弹性特征)对于测量噪声的一阶与二阶偏导数,来得到这些未知参数的均值与协方差矩阵.文中不仅阐述了该方法的理论推导过程,而且通过一个门式框架的数值仿真研究,并结合Monte Carlo数值模拟技术验证了该文方法的正确性.     

A Study of Local Sign Change Adjustment in Balancing Structures

The adjustment of signed structures (symmetric positive and negative relations) under a local (myopic) sign-change dynamic is studied both analytically and through simulation. Models deriving from various theories but notably balance theory are inspected to determine the convergent properties of the dynamic process.     

完全单Γ-半群的结构定理和具有完全单Γ-核的半群的结构定理

本文给出了完全单Γ-半群的结构定理和具有完全单Γ-核的半群的结构定理     

Comments to “Quantification of network structural dissimilarities” published by Schieber et al

Recently, we came across the paper entitled “Quantification of network structural dissimilarities” published by Nature Communications. In this paper, Schieber et al claimed to propose a novel technique for measuring the structural similarity of networks. The authors of this commentary are familiar with this special area of network analysis. After reading the paper, we doubt that the graph similarity (distance) measure due to Schieber et al is entirely novel. Instead, parts thereof are very similar to contributions we have authored. Unfortunately, they have not been cited nor acknowledged in Schieber et al.     

Scaling in structural complexity

Structural complexity has been shown to be a measure of the variety of load paths in structures with high degree of static indeterminacy, for example, frames. The variations of the value of complexity parameters across different structures have been investigated in previous researches. Herein, the effects of scaling on load distribution and on geometry of the structural scheme are outlined. A scale invariance is shown for load magnitude. Complexity variation is outlined for geometric similar structures, depending essentially on the consistency of the load set. A transition in the behavior of the structural scheme under loads is recorded in case of similar structures from small to large scales. The results are discussed. © 2014 Wiley Periodicals, Inc. Complexity 20: 57–63, 2014     

Parallel structural optimization applied to bone remodeling on distributed memory machines

In this paper, we investigate parallel structural optimization methods on distributed memory MIMD machines. We have restricted ourselves to the case of minimizing a multivariate non-linear function subject to bounds on the independent variables, when the objective function is expensive to evaluate as compared to the linear algebra portion of the optimization. This is the case in structural applications, when a large three-dimensional finite element mesh is used to model the structure.This paper demonstrates how parallelism can be exploited during the function and gradient computation as well as the optimization iterations. For the finite element analysis, a torus wrap skyline solver is used. The reflective Newton method, which attempts to reduce the number of iterations at the expense of more linear algebra per iteration, is compared with the more conventional active set method. All code is developed for an Intel iPSC/860, but can be ported to other distributed memory machines.The methods developed are applied to problems in bone remodeling. In the area of biomechanics, optimization models can be used to predict changes in the distribution of material properties in bone due to the presence of an artificial implant. The model we have used minimizes a linear combination of the mass and strain energy in the entire domain subject to bounds on the densities in each finite element.Early results show that the reflective Newton method can outperform active set methods when few variables are active at the minimum.     

Systematic occurrence of repeated eigenvalues in structural optimization

Examples of finite-dimensional structural design problems with constraints on natural frequency and buckling are used to demonstrate that repeated eigenvalues may be expected to occur when a structure is optimized. It is shown that a repeated eigenvalue is not generally differentiable with respect to design variables. Directional derivatives are shown to exist, and a method of calculating directional derivatives is given. Necessary conditions of optimality are derived and applied to a vibration optimization problem. Extensions of the theory to distributed-parameter structures and numerical methods are outlined.This research was supported by NSF Grant No. CMS-80-05677     

A note on stability of some parametrically excited structural elastic systems

An analogue simulation study for the stability investigations of nonlinear parametrically excited structural systems, exhibiting hard and soft spring characteristics is undertaken as a feasible alternative to current asymptotic and other analytic methods. It is shown that this technique locates the position of an unstable limit cycle, identifying the point of change of equilibrium states, which is ordinarily obscured in using the other existing schemes.     

人民币汇率市场化,结构相依与结构突变

运用能够识别资本市场结构突变与区制变化的Markov区制转换模型,基于非线性相依结构研究中的藤Copula分析框架,文章以考察人民币汇率市场化进程中的结构相依与突变特征为切入点,重点研究两次汇改以及金融危机时期人民币汇率在四个阶段的结构转换及非对称动态相依特征。文章采用GJR-GARCH模型探讨人民币汇率市场的"杠杆效应"。在此基础上,文章对两次汇改以及美国次贷危机时期人民币汇率市场的结构突变和区制转换的进行识别。研究发现,Markov区制转换模型能够准确地捕捉到人民币汇率第一次汇改的临界点,但在捕捉第二次汇改临界点方面却存在一定的滞后反应。并且,该模型对美联储采取第一轮量化宽松的货币政策的捕获,也表现出较好的能力。进一步地,文章运用藤Copula分析框架探讨了不同人民币汇率市场之间的非线性相依结构。研究表明,整体而言,采用t-Copula的藤结构在捕捉人民币汇市之间的相依结构方面表现出良好的刻画效果。     

On optimal structural remodeling

We present the problem of remodeling a given structure such as to improve structural performance optimally within a specified available resource. The development pertains to all types of problems where the mode of structural response is governed by an extremum principle. A variational formulation is used, and the idea is illustrated for maximum-stiffness remodeling of single-purpose structures.The work of the second author was supported in part by the National Science Foundation.     

Structural stability analysis of gene regulatory networks modeled by Boolean networks

This paper studies the structural monostability and structural cycle‐stability of Boolean networks (BNs). Firstly, the structural‐equivalent Boolean networks are converted to the algebraic forms by using the semitensor product of matrices. Secondly, the concepts of structural monostability and structural cycle‐stability for Boolean networks are proposed. On the basis of the algebraic forms of structural‐equivalent Boolean networks, some necessary and sufficient conditions are presented for the structural monostability and structural cycle‐stability of Boolean networks. Finally, an illustrative example is worked out to show the effectiveness of the obtained results.