秦皇岛地区更新世孢粉及重矿组合统计分析及其生态环境意义

本文使用三种有序聚类分析方法研究了秦皇岛地区晚更新世以来的孢粉及重矿组合，并对三种分带方法进行了比较分析。此外，叙述了几种二维聚类分析方法，用以分析表土数据，结果表明，几种方法都在环境分区中获得了满意的效果，但又各有特点。     

地区中长期发展规划模型研究

针对一个地区研究制定中长期发展规划的需要，建立了一模型系列，利用它们可对该地区未来１５年国民经济和社会发展进行动态的系统分析。     

基于麻雀搜索算法和广义回归神经网络的玉米产量预测

针对新疆北部地区在玉米生产过程中存在的水肥利用率低下问题,提出一种基于麻雀搜索算法和广义回归神经网络模型的玉米产量预测方法,以探索水肥因素与玉米产量间的非线性关系,可为优化新疆北部地区春播玉米灌溉制度及水肥配饰方略提供理论指导.该方法采用36组既有玉米生产数据,通过广义回归神经网络技术建立模型,使用麻雀搜索算法对关键参数进行优化,降低了人为因素对模型超参数选择的影响.该模型用于新疆灌溉中心试验站的玉米产量预测仿真实验,证明该模型预测性能良好,相较于传统模型,在学习速度、预测精度及鲁棒性上具有优势,可有效预测新疆北部地区春播玉米产量.     

一种新的低湖平原水系整治的动态规划模型与算法

本文以四湖地区为代表的低湖平原为研究对象，研究了该类地区的水利系统优化问题，尤其是汛期的涝水优化调度问题．应用大系统分解协调原理建立了具有两层结构的数学模型．在应用动态规划法对子系统进行动态寻优时，采用了一种很有特色的用混合进位制数描述系统状态的技巧，并对监利新兴垸的水利系统进行了实例计算，显示了该模型及算法的可行性和灵活性．     

多目标预测模型在黑龙江垦区大豆产量预测中的应用

在预测模型的均值和稳定性基础上,建立了多目标组合优化模型,并以黑龙江九三地区35年的大豆产量数据为例,利用该地区大豆单产的Logistic模型和大豆产量与气象因子的逐步回归模型建立了多目标组合优化模型,并计算出最优解.结果表明,该组合模型没有最优点,而有非劣解.该方法对提高模型的精度,指导大豆生产具有重要意义.     

农村地区社会养老保险基金交付系统的模型

本文建立农村地区社会养老保险基金交付系统的模型,并用该模型对系统作了分析.     

煤业集团供应商选择的可拓方法

结合煤业集团的实际，提出了供应商选择的指标体系。应用可拓学的理论与方法，结合熵理论，建立了基于熵权的可拓综合评价模型。由于在该模型中采用了熵权，从而避免了低层次多因素权重确定的主观性；该模型以综合关联度作为评价准则，避免了评价中的主观性。通过将该模型在平顶山煤业集团供应商选择中进行应用，得出了其最佳的供应商。而且评价过程表明，该方法易于操作和使用。     

拟合及预测饱和增长趋势的广义逻辑（Logistic）曲线模型

本文讨论了逻辑（Ｌｏｇｉｓｔｉｃ）曲线与龚柏兹（Ｇｏｍｐｅｒｔｚ）曲线模型结构上的缺点。针对这些缺点，文中提出利用广义逻辑曲线模型拟合及预测饱和增长趋势，解释了该模型包含的实际经济意义，并给出了相应的参数估计算法，以实例说明了该模型具有高于逻辑曲线和龚柏兹曲线的预测精度。     

基于模糊时间序列模型的新疆季度降水预测研究

准确预测一个地区未来的降水量,可以提高该地区防灾减灾的能力,更好地为工农业生产生活提供决策参考。本文以新疆1957年至2007年四季降水时间序列为研究对象,基于自动聚类区间划分方法建立模糊时间序列模型,并将该模型应用于新疆2008~2012年的四季降水预报。最后,从拟合精度和预测精度对预测结果进行分析。结果表明,基于模糊时间序列的降水预测模型具有较高预报精度,可用于新疆的季度降水预报。     

国民经济系统宏观调控模型设计尝试

本文以CGE模型为基础，结合我国实际情况，综合运用投入产出分析、最优化理论，现代控制理论，设计出一个国民经济系统宏观调控模型，并探讨了该模型的调控问题。     

工作休假和休假中止的M/G/1排队模型的适定性

主要研究工作休假和休假中止的M/G/1排队系统,首先将对应于此系统的数学模型转化为抽象Cauchy问题,其次证明对应于此排队模型的主算子生成正压缩C0半群T(t),然后证明T(t)是局部等距的,最后证明此模型存在唯一的非负时间依赖解。     

信用传染违约Aalen加性风险模型

本文考虑了基于加性风险模型的信用风险违约预报模型,不但考虑了宏观因素和公司个体因素,并且通过引入行业因素来刻画公司间可能存在的不同于宏观因素的信用传染效应,由此克服了以往模型对违约相关性的低估.本文在参数加性风险模型下给出极大似然估计及渐近性,提出两种估计方法并比较二者表现,得到最优权估计更加有效.同时本文还考虑了半参数的风险模型,并基于鞅的估计方程得到其估计及渐近性,均得到不错的结果.     

A partially observable decision problem under a shifted likelihood ratio ordering

In this paper, we discuss a partially observable sequential decision problem under a shifted likelihood ratio ordering. Since we employ the Bayes' theorem for the learning procedure, we treat this problem under several assumptions. Under these assumptions, we obtain some fundamental results about the relation between prior and posterior information. We also consider an optimal stopping problem for this partially observable Markov decision process.     

On the Stability of the Directional Regularity

In this paper we select two tools of investigation of the classical metric regularity of set-valued mappings, namely the Ioffe criterion and the Ekeland Variational Principle, which we adapt to the study of the directional setting. In this way, we obtain in a unitary manner new necessary and/or sufficient conditions for directional metric regularity. As an application, we establish stability of this property at composition and sum of set-valued mappings. In this process, we introduce directional tangent cones and the associated generalized primal differentiation objects and concepts. Moreover, we underline several links between our main assertions by providing alternative proofs for several results.

     

Rotation number values at a discontinuity

In the space of orientation-preserving circle maps that are not necessarily surjective nor injective, the rotation number does not vary continuously. Each map where one of these discontinuities occurs is itself discontinuous and we can consider the possible values of the rotation number when we modify this map only at its discontinuities. These values are always rational numbers that necessarily obey a certain arithmetic relation. In this paper we show that in several examples this relation totally characterizes the possible values of the rotation number on its discontinuities, but we also prove that in certain circumstances this relation is not sufficient for this characterization.     

Asymptotic behaviour of a closed‐loop thermosyphon with linear friction and viscoelastic binary fluid

Viscoelastic fluids represent a major challenge both from an engineering and from a mathematical point of view. Recently, we have shown that viscoelasticity induces chaos in closed‐loop thermosyphons even when we consider binary fluids, this is, when we consider a solute in the fluid, as water and antifreezes, for example. In this work, we consider a linear friction law, and we show that in this case with the addition of a solute to the fluid we can prove, under some conditions, chaotic asymptotic behavior for suitable geometry of the circuit and heat flux or ambient temperature functions.     

Normally Distributed Probability Measure on the Metric Space of Norms

In this paper we propose a method to construct probability measures on the space of convex bodies. For this purpose, first, we introduce the notion of thinness of a body. Then we show the existence of a measure with the property that its pushforward by the thinness function is a probability measure of truncated normal distribution. Finally, we improve this method to find a measure satisfying some important properties in geometric measure theory.     

不确定信息多目标线性优化的鲁棒方法

研究不确定信息的多目标线性优化问题,其数据不能精确给出但是属于一个给定的集合.首先,采用鲁棒方法把该问题转化为一个确定的多目标优化问题.然后,给出此问题解存在的充分条件.最后,通过实例验证了用鲁棒方法解决不确定信息的多目标线性优化问题的有效性.     

The inside–outside duality for elastic scattering problems

In this article, we derive the inside–outside duality for two time-harmonic, elastic scattering problems. First, we consider a rigid scattering object inside an isotropic, homogeneous background medium and second, we consider a penetrable, inhomogeneous scattering object inside this background medium. For the first scattering problem, we make use of the particular behavior or certain eigenvalues of the corresponding far field operator to characterize interior Dirichlet eigenvalues of the negative Navier operator. Then we adapt this technique to determine interior transmission eigenvalues that correspond to the second scattering problem.     

带有消费的最优财富追踪问题

本文研究带有消费的最优财富追踪模型.利用Hamilton-Jaucobi-Bellman方法,求得投资策略的精确表达式.最后分析了所得到的解对个体偏好的敏感性.