On regression model selection for the data with correlated errors

A class of regression model selection criteria for the data with correlated errors is proposed. The proposed class of selection criteria is an estimator of weighted prediction risk. In addition, the proposed selection criteria are the generalizations of several commonly used criteria in statistical analysis. The theoretical and asymptotic properties for the class of criteria are established. Further, in the medium-sample case, the results based on a simulation study are quite consistent with the theoretical ones. The proposed criteria perform well in the simulations. Several applications are also given for a variety of statistical models.     

Comparison of Criteria to Select Working Correlation Matrix in Generalized Estimating Equations

In this paper, we compare two modified Gaussian pseudolikelihood criteria (GPCs) with existing Gaussian pseudolikelihood criterion and empirical likelihood based criteria to choose the working correlation matrix in generalized estimating equations approach. Rich simulation studies are conducted to investigate the performance of these criteria under a range of model settings. The results show that the modified criteria outperform the original GPC and empirical likelihood based criteria in most cases in terms of selection accuracy. Empirical likelihood based criteria perform better to identify exchangeable structure in data with binary response. In the end, these criteria are applied to epilepsy seizure and Madras longitudinal schizophrenia study clinical data sets analysis.     

多方参与且评价指标集有差异的方案筛选方法

针对多方给出评价指标集存在差异情形的方案筛选问题,提出了一种基于软集理论的方案筛选方法。在该方法中,首先依据各方给出关于备选方案符合评价指标要求的可接受水平,构建各方相应的评价指标子集,进而针对各备选方案符合评价指标要求的结果构建针对各方评价指标子集的软集;然后构建所有方案均符合全部指标要求的软集,进而通过各评价指标子集的软集与所有方案均符合全部指标要求的软集的积运算和算子运算,得到对应评价指标子集的每方可接受的备选方案集;进一步地,通过各方可接受的备选方案集间的并集运算及交集运算,可得到最终的方案筛选结果。最后,通过一个算例说明了本文给出方法的可行性和有效性。     

Algebraic criteria for stability of linear neutral systems with a single delay

The stability of linear neutral delay-differential systems with a single delay via Routh–Hurwitz and Schur–Cohn criteria is investigated. Some algebraic criteria for delay-independent stability are presented. These criteria may complement those reported in the literature. Finally, two examples illustrate the criteria.     

Criteria and dimension reduction of linear multiple criteria optimization problems

Two of the main approaches in multiple criteria optimization are optimization over the efficient set and utility function program. These are nonconvex optimization problems in which local optima can be different from global optima. Existing global optimization methods for solving such problems can only work well for problems of moderate dimensions. In this article, we propose some ways to reduce the number of criteria and the dimension of a linear multiple criteria optimization problem. By the concept of so-called representative and extreme criteria, which is motivated by the concept of redundant (or nonessential) objective functions of Gal and Leberling, we can reduce the number of criteria without altering the set of efficient solutions. Furthermore, by using linear independent criteria, the linear multiple criteria optimization problem under consideration can be transformed into an equivalent linear multiple criteria optimization problem in the space of linear independent criteria. This equivalence is understood in a sense that efficient solutions of each problem can be derived from efficient solutions of the other by some affine transformation. As a result, such criteria and dimension reduction techniques could help to increase the efficiency of existing algorithms and to develop new methods for handling global optimization problems arisen from multiple objective optimization.     

Prioritized OWA aggregation

We indicate that the problem of prioritized criteria arises in situations in which there exists a relationship between the criteria so that lack of satisfaction by the higher priority criteria cannot be readily compensated for by satisfaction by lower priority criteria. Typical of this situation is the relationship between safety and cost. We consider the problem of criteria aggregation in this environment. Central to our approach is the use of importance weights to enforce this prioritization imperative. We apply our use of priority based importance weights to the case where the scope of the criteria aggregation is an OWA type aggregation.     

Modified criteria for global robust stability of interval delayed neural networks

Two simple criteria for global robust stability of Hopfield-type interval neural networks with delay are presented. The criteria turn out to be modified versions of an earlier criterion due to Cao, Huang, and Qu. Examples show the effectiveness of the modified criteria. Numerical simulations are carried out to confirm the applicability of the modified criteria.     

Stability criteria with less LMI variables for linear system with additive time-delays

In this technical note, equivalent stability criterion with minimal number of variables for three recently reported stability criteria is proposed for a class of linear systems with additive time-varying delays. The existing delay-dependent stability criteria for additive time-delay systems have more number of matrix variables in the LMI; and hence, they require more computational cost. The proposed equivalent criteria, unlike the original ones, encompass only the matrix variables that are associated in the Lyapunov-Krasovskii functional, making the criteria mathematically less complex and computationally more attractive. The complexity involved in the existing stability criteria is attributed to the fact the cross-terms that emanate from the time-derivative of the Lyapunov-Krasovskii functional are dealt with free-weighting matrices. Hence, apart from the matrix variables that are associated in the corresponding Lyapunov-Krasovskii functional, the existing criteria also have additional matrix variables in them. In this paper, we have devised techniques to eliminate the free-weighting matrices in the existing stability criteria without sacrificing the conservatism. The resulting equivalent stability criteria, therefore, have least possible number of variables in the LMI; and hence, have minimum computational burden. The effectiveness of the proposed equivalent criteria is validated on a numerical example.     

Alternative optimality criteria of portfolio selection based upon threshold stopping rule

This paper proposes two types of alternative criteria of optimality for the continuous time portfolio selection problem. The optimality criteria, the so–called Laplace–Stieltjes transform (LST) criteria, are based on the assumption that the financial agent has a target level for the wealth accumulation process. These criteria are closely related to the so–called threshold stopping investment rule. We analytically derive the LST criteria and numerically compare them with the well–known Kelly criterion. It is shown that the portfolio strategies suggested may overcome the problem that the growth portfolio is often overestimated in several investment situations.     

一类高阶两项微分方程的振荡原则

研究一类高阶两项微分方程的振荡原则,利用变分原理及微分方程振荡性的扰动理论得到了此类微分方程的振荡与非振荡原则.     

Linear transformation and oscillation criteria for Hamiltonian systems

Using a linear transformation similar to the Kummer transformation, some new oscillation criteria for linear Hamiltonian systems are established. These results generalize and improve the oscillation criteria due to I.S. Kumari and S. Umanaheswaram [I. Sowjaya Kumari, S. Umanaheswaram, Oscillation criteria for linear matrix Hamiltonian systems, J. Differential Equations 165 (2000) 174-198], Q. Yang et al. [Q. Yang, R. Mathsen, S. Zhu, Oscillation theorems for self-adjoint matrix Hamiltonian systems, J. Differential Equations 190 (2003) 306-329], and S. Chen and Z. Zheng [Shaozhu Chen, Zhaowen Zheng, Oscillation criteria of Yan type for linear Hamiltonian systems, Comput. Math. Appl. 46 (2003) 855-862]. These criteria also unify many of known criteria in literature and simplify the proofs.     

基于多重指标下ABC分类法的煤矿库存物资分类

传统的ABC分类法基于年销售额单一度量标准,容易忽视其它影响库存物资的因素。鉴于此,本文应用多重指标的ABC分类法对郑州煤电物资供销公司的库存物资进行分类。文中比较了两个指标(月平均使用金额与提前期)、三个指标(月平均使用金额、月平均单位库存成本或月平均单位成本与提前期)及五个指标(月平均使用数量、提前期、供应商数量、月平均单位库存成本、月平均销售成本)的分类效果,另外,提前期的取值也分别采用最大值、最小值、平均值进行了计算。与现场管理者的经验值比较,结果表明采用两个指标(月平均使用金额与提前期)且提前期取最小值的吻合效果最好。本研究成果可应用于煤矿物资的分类,可根据具体实际情况,添加度量物资重要性的指标。     

New LMI-based criteria for global robust stability of delayed neural networks

Some novel, linear matrix inequality based, criteria for the uniqueness and global robust stability of the equilibrium point of Hopfield-type neural networks with delay are presented. A comparison of the present criteria with the previous criteria is made.     

Criteria for quasi-convexity and pseudo-convexity: Relationships and comparisons

A first order criterion for pseudo-convexity and second order criteria for quasi-convexity and pseudo-convexity are given for twice differentiable functions on open convex sets. The relationships between these second order criteria and other known criteria are also analysed. Finally, the numbers of operations required to verify these criteria are calculated and compared.This research was supported by the Natural Sciences and Engineering Research Council Canada, Grant no. A8312, and by NATO Research Grant no. 1934.     

Recent development in oscillatory properties of certain differential equations

In this paper, we summarize some recent oscillation criteria for second order nonlinear differential equations and systems of differential equations, some known oscillation criteria for second order linear differential equations are also involved, and we point out the origin of theses criteria.     

Stopping criteria for linesearch methods without derivatives

In this paper acceptability criteria for the linesearch stepsize are introduced which require only function values. Simple algorithm models based on these criteria are presented. Some modifications of criteria based on the knowledge of the directional derivative are also illustrated. This paper was written while this author was visiting CRAI.     

Criteria for right disfocality of linear difference equations

Right disfocality and criteria for right disfocality of linear difference equations are considered. The criteria require the positivity of appropriate minors of a Wronskian determinant and are analogues to criteria for the disconjugacy of linear ordinary differential equations and linear difference equations.     

A DEMATEL method to evaluate the causal relations among the criteria in auto spare parts industry

A case study of applying decision-making trial and evaluating laboratory (DEMATEL) method in auto spare parts industry in Taiwan is illustrated. This method not only evaluates the importance of dimensions/criteria but also depicts the causal relations among those dimensions/criteria without requiring the assumption that the dimensions/criteria are mutually independent. By observing the causal diagrams, technological capability, service, and organization are the three critical dimensions. Moreover, percent of research and development of technological capability dimension, flexibility and responsiveness of service dimension, and geographical location of organization dimension are the three essential criteria among thirty criteria. For local auto parts makers, technological capability, service, and organization are net causes and have positive impacts on quality, production, price, and delivery in order to continuously improve the overall suppliers’ performance. Moreover, the suppliers need to pay much attention to percent of research and development, flexibility and responsiveness, and geographical location among thirty criteria to improve their performance.     

Integer Programming Duality in Multiple Objective Programming

The weighted sums approach for linear and convex multiple criteria optimization is well studied. The weights determine a linear function of the criteria approximating a decision makers overall utility. Any efficient solution may be found in this way. This is not the case for multiple criteria integer programming. However, in this case one may apply the more general e-constraint approach, resulting in particular single-criteria integer programming problems to generate efficient solutions. We show how this approach implies a more general, composite utility function of the criteria yielding a unified treatment of multiple criteria optimization with and without integrality constraints. Moreover, any efficient solution can be found using appropriate composite functions. The functions may be generated by the classical solution methods such as cutting plane and branch and bound algorithms.     

A Unified Approach to Second Order Optimality Criteria in Nonlinear Design of Experiments

In the nonlinear regression model we consider the optimal design problem with a second order design D-criterion. Our purpose is to present a general approach to this problem, which includes the asymptotic second order bias and variance criterion of the least squares estimator and criteria using the volume of confidence regions based on different statistics. Under assumptions of regularity for these statistics a second order approximation of the volume of these regions is derived which is proposed as a quadratic optimality criterion. These criteria include volumes of confidence regions based on the u _n - representable statistics. An important difference between the criteria presented in this paper and the second order criteria commonly employed in the recent literature is that the former criteria are independent of the vector of residuals. Moreover, a refined version of the commonly applied criteria is obtained, which also includes effects of nonlinearity caused by third derivatives of the response function.