例析平面几何常见的两类路径问题

平面几何路径问题是初中数学的重要内容,也是一类综合性较强的问题.虽然其呈现方式多种多样,但大致可以分为两类,即“直线型”和“圆弧型”。笔者重点聚焦模型的判定,为有效解决两类路径问题提供解题策略.     

具有HollingIV类功能性反应时滞扩散捕食模型的多个周期解

考虑一类具有HollingIV类功能性反应时滞扩散捕食模型.该模型的系数为周期函数,这和环境的周期变化相一致.作者应用重合度定理,建立了该模型具有至少两个正周期解的充分条件.     

一类含有非线性传染率的传染病模型的全局稳定性

讨论了一类带有非线性传染率的SIRS型传染病模型,得到了无病平衡点和地方病平衡点存在的阈值条件,借助构造Dulac函数和Liapunov函数,找到了两类平衡点全局渐近稳定的充要条件.     

含有免疫策略的一类计算机病毒模型稳定性分析

建立计算机病毒的动力学数学模型,可以更好地揭示计算机病毒流行的原因.考虑到免疫策略对计算机病毒动力学模型的重要影响,对一类SEIR模型进行了改进.得到了模型的无感染平衡点和感染平衡点的存在性,并分别求得两类平衡点的渐近稳定条件,通过数值模拟展示了理论成果.     

方差分量的改进估计

本文研究一类方差分量模型中方差分量的改进估计问题,对单向分类随机模型的对应于随机效应的方差分量,我们研究了一个不变估计类,它包含了一些常用重要估计。证明了在均方误差准则下,在该估计类中不存在一致最优不变估计,且方差分析估计是不容许估计。在一个重要子估计类中,找到了一致最优估计。对于较一般的含两个方差分量的混合模型,我们研究了一个非负估计类的性质,给出了它们的分布,并建立了它们优于方差分析估计的充分     

因变量缺失下线性变量含误差模型的估计

主要考虑线性模型在自变量测量含误差以及因变量缺失情况下的估计问题.对于模型中的回归系数,我们基于最小二乘方法提出了两类估计,其中一类估计只由完整观测数据构成,而另外一类估计利用的则是利用简单插补方法构造的完整数据.证明了这两类估计是渐近正态性的.     

一类Cox风险模型的Gerber-Shiu平均折现罚函数

本文考虑索赔次数到达过程是一类Cox过程的风险模型中的Gerber-shiu平均折现罚函数,建立该函数所满足的积分-微分方程,得出两状态下索赔量分布函数属于K_n-类时破产时间函数的具体表达式.     

天梯模型和风险率有上界的寿命分类类

本文介绍的天梯模型是一种广泛的寿命分布模型。利用此模型在总结现有分布类基础上引伸出一个风险率有上界的寿命分布类。新分布类是有理ＬＳ变换分布类和位相型分布类的真推广，且更具优良的封闭性质。此外，新分布类可看作一类非齐次Ｍａｒｋｏｖ链的首通时间分布，因此它与随机模型理论有着密切的联系。     

模糊线性回归的稳健方法

考虑两类模糊回归模型：一类是设计点为实数,参数为模糊数;另一类是观察值为模糊数、参数为实数。就这两类回归模型,从稳健统计的角度提出相应的稳健方法,并通过例子与现有的方法进行比较,说明所提方法的稳健性。     

非线性时滞系统的指数稳定H∞控制

研究非线性时滞系统基于 TS模型的指数稳定 H∞ 控制问题 ,针对一类控制对象 ,得到存在指数稳定 H∞ 模糊控制器的充分条件。此充分条件等价于两类线性矩阵不等式 (LMI)的可解性     

Corrected versions of cross-validation criteria for selecting multivariate regression and growth curve models

This paper is concerned with cross-validation (CV) criteria for choice of models, which can be regarded as approximately unbiased estimators for two types of risk functions. One is AIC type of risk or equivalently the expected Kullback-Leibler distance between the distributions of observations under a candidate model and the true model. The other is based on the expected mean squared error of prediction. In this paper we study asymptotic properties of CV criteria for selecting multivariate regression models and growth curve models under the assumption that a candidate model includes the true model. Based on the results, we propose their corrected versions which are more nearly unbiased for their risks. Through numerical experiments, some tendency of the CV criteria will be also pointed.     

The affine inflation market models

Interest rate market models, such as the LIBOR market model, have the advantage that the basic model quantities are directly observable in financial markets. Inflation market models extend this approach to inflation markets, where two types of swaps, zero-coupon and year-on-year inflation-indexed swaps, are the basic observable products. For inflation market models considered so far, closed formulas exist for only one type of swap, but not for both. The model in this paper uses affine processes in such a way that prices for both types of swaps can be calculated explicitly. Furthermore, call and put options on both types of swap rates can be calculated using one-dimensional Fourier inversion formulas. Using the derived formulas, we present an example calibration to market data.     

最优化方法在空气污染物总量控制中的应用

围绕空气污染物排放总量控制问题,讨论了环境管理中优化模型及约束的类型和特点,提出污染削减费用最小化和环境资源利用最大化模型,结合大同经济开发区案例,建立空气环境污染物总量控制优化模型,在开发区环评中得到具体应用,为开发区的环境管理提供决策支持.     

Global dynamics of delay‐distributed HIV infection models with differential drug efficacy in cocirculating target cells

In this paper, we investigate the dynamical behaviors of three human immunodeficiency virus infection models with two types of cocirculating target cells and distributed intracellular delay. The models take into account both short‐lived infected cells and long‐lived chronically infected cells. In the two types of target cells, the drug efficacy is assumed to be different. The incidence rate of infection is given by bilinear and saturation functional responses in the first and second models, respectively, while it is given by a general function in the third model. Lyapunov functionals are constructed and LaSalle invariance principle is applied to prove the global asymptotic stability of all equilibria of the models. We have derived the basic reproduction number R₀ for the three models. For the first two models, we have proven that the disease‐free equilibrium is globally asymptotically stable (GAS) when R₀≤1, and the endemic equilibrium is GAS when R₀>1. For the third model, we have established a set of sufficient conditions for global stability of both equilibria of the model. We have checked our theoretical results with numerical simulations. Copyright © 2015 John Wiley & Sons, Ltd.     

Modeling mixed push and pull promotion flows in Manpower Planning

Manpower Planning is a useful tool for human resource management in large organizations. Classical Manpower Planning models are analytical time-discrete push and pull models. Push models are characterized by the same promotion and wastage probabilities for people within the same group. This assumption is suitable in organizations where for instance promotions are used for reasons of personnel motivation or employees are promoted after succeeding in an exam. In many organizations, people are only promoted when there are vacancies at other levels. In those cases, pull models can be used. Pull models only assume known wastage probabilities. In practice, both assumptions may occur simultaneously. In this paper, a mixed push-pull model is developed for organizations in which both types of flows are considered.     

A step-by-step guide to building two-population stochastic mortality models

Two-population stochastic mortality models play a crucial role in the securitization of longevity risk. In particular, they allow us to quantify the population basis risk when longevity hedges are built from broad-based mortality indexes. In this paper, we propose and illustrate a systematic process for constructing a two-population mortality model for a pair of populations. The process encompasses four steps, namely (1) determining the conditions for biological reasonableness, (2) identifying an appropriate base model specification, (3) choosing a suitable time-series process and correlation structure for projecting period and/or cohort effects into the future, and (4) model evaluation.For each of the seven single-population models from Cairns et al. (2009), we propose two-population generalizations. We derive criteria required to avoid long-term divergence problems and the likelihood functions for estimating the models. We also explain how the parameter estimates are found, and how the models are systematically simplified to optimize the fit based on the Bayes Information Criterion. Throughout the paper, the results and methodology are illustrated using real data from two pairs of populations.     

Posibilidades de un modelo sustituto de incendios mediante el empleo de redes neuronales

In recent years there has been extensive development of the fire computer models, and its use in the study of the fire safety, fire investigation, etc. has been increased. The most important types of fire computer models are the field model and the zone model. The first model reaches a better approximation to fire dynamics, but the second one requires less computational time.Additionally, in the last years, it should be noted the great advances in information processing using artificial neural networks, and it has become a useful tool with application in very diverse fields.This paper analyzes the possibilities of develop a new fire computer model using artificial neural networks. In the first approach to this objective, a simple compartment was analyzed with a field model. After that, simulations employing General Regression Neural Network were performed. This method achieves similar results that the field model employing computational times closer to the zone models. The neural network has been trained with FDS field model and validating the resulting model with data from a full scale test. In later stages other phenomena and different types of networks will be evaluated.     

A Comparison of Two Sequential Metropolis-Hastings Algorithms with Standard Simulation Techniques in Bayesian Inference in Reliability Models Involving a Generalized Gamma Distribution

In this paper we consider the generalized gamma distribution as introduced in Gåsemyr and Natvig (1998). This distribution enters naturally in Bayesian inference in exponential survival models with left censoring. In the paper mentioned above it is shown that the weighted sum of products of generalized gamma distributions is a conjugate prior for the parameters of component lifetimes, having autopsy data in a Marshall-Olkin shock model. A corresponding result is shown in Gåsemyr and Natvig (1999) for independent, exponentially distributed component lifetimes in a model with partial monitoring of components with applications to preventive system maintenance. A discussion in the present paper strongly indicates that expressing the posterior distribution in terms of the generalized gamma distribution is computationally efficient compared to using the ordinary gamma distribution in such models. Furthermore, we present two types of sequential Metropolis-Hastings algorithms that may be used in Bayesian inference in situations where exact methods are intractable. Finally these types of algorithms are compared with standard simulation techniques and analytical results in arriving at the posterior distribution of the parameters of component lifetimes in special cases of the mentioned models. It seems that one of these types of algorithms may be very favorable when prior assessments are updated by several data sets and when there are significant discrepancies between the prior assessments and the data.     

Subintuitionistic logics and the implications they prove

This is an investigation of the implications of IPC which remain provable when one weakens intuitionistic logic in various ways. The research is concerned with logics with Kripke models as introduced by G. Corsi in 1987, and others like G. Restall, Do?en, Visser. This leads to conservativity results for IPC with regard to classes of implications in some of these logics. Moreover, similar results are reached for some weaker subintuitionistic systems with neighborhood models introduced by the authors in 2016. In addition, the relationship between two types of neighborhood models introduced in that work is clarified. This clarification leads also to modal companions for weaker logics.     

我国钢材期货市场波动率的GARCH族模型研究

钢材是仅次于原油的全球第二大大宗商品,因此钢材及其相关产品价格波动的描述对各类参与者的套期保值及规避风险有重要意义。以上海期货交易所钢材期货价格的15分钟高频数据为对象,利用8类GARCH族模型进行了波动率拟合的实证研究,并运用6类损失函数以及Diebold-Mariano检验方法对各类模型的波动率拟合精度进行了比较。结果表明,能够刻画长记忆特征的HYGARCH模型在刻画我国钢材期货市场的波动率上具有相对优于其他模型的精度,但总的来说,各种模型并未表现出显著差异。