转点识别的稳定性

将假设检验的稳定性[1]引入到转点识别中来,考虑了转点识别在正态假设下的稳定性问题.结果显示,转点的N-P检验稳定性不很理想.     

Decision-making in testing process performance with fuzzy data

Over the years, numerous process capability indices (PCIs) have been proposed to the manufacturing industry to provide numerical measures of process performance. Most research efforts have focused on developing and investigating PCIs that assess process capability by precise measurements of output quality. However, real observations of continuous quantities are not precise numbers; in practice, they are more or less imprecise. Since observations of continuous random variables are imprecise the values of related test statistics become imprecise. Therefore, decision rules for statistical tests have to be adapted to this situation. This article presents a set of confidence intervals that produces triangular fuzzy numbers for the estimation of C_pk index using Buckley’s approach with some modification. Additionally, a three-decision testing rule and step-by-step procedure are developed to assess process performance based on fuzzy critical values and fuzzy p-values. This concept is also illustrated with an example for testing process performance.     

投资者情绪指数及中国股市的实证

准确度量投资者情绪,有助于深刻理解市场,进行有效的监管和制定正确的投资策略.从重新界定投资者情绪的定义出发,对投资者情绪与当期收益的关系进行了理论演绎,总结出5条有关投资者情绪与当前收益关系的假说.依据可以获得的投资者情绪代理变量,利用主成分分析构建了中国证券市场投资者情绪指数,进而利用EGARCH模型实证检验了上述5条假说.实证结果表明,理论演绎与市场实际运行有很好的相合性.     

Passive Tracking of Multiple Underwater Targets in Incomplete Detection and Clutter Environment

A major advantage of the use of passive sonar in the tracking multiple underwater targets is that they can be kept covert, which reduces the risk of being attacked. However, the nonlinearity of the passive Doppler and bearing measurements, the range unobservability problem, and the complexity of data association between measurements and targets make the problem of underwater passive multiple target tracking challenging. To deal with these problems, the cardinalized probability hypothesis density (CPHD) recursion, which is based on Bayesian information theory, is developed to handle the data association uncertainty, and to acquire existing targets’ numbers and states (e.g., position and velocity). The key idea of the CPHD recursion is to simultaneously estimate the targets’ intensity and the probability distribution of the number of targets. The CPHD recursion is the first moment approximation of the Bayesian multiple targets filter, which avoids the data association procedure between the targets and measurements including clutter. The Bayesian-filter-based extended Kalman filter (EKF) is applied to deal with the nonlinear bearing and Doppler measurements. The experimental results show that the EKF-based CPHD recursion works well in the underwater passive multiple target tracking system in cluttered and noisy environments.     

Space-time correlations in turbulent flow: A review

This paper reviews some of the principal uses, over almost seven decades, of correlations, in both Eulerian and Lagrangian frames of reference, of properties of turbulent flows at variable spatial locations and variable time instants. Commonly called space—time correlations, they have been fundamental to theories and models of turbulence as well as for the analyses of experimental and direct numerical simulation turbulence data.     

Organization and efficiency in the international insurance industry: A cross-frontier analysis

This paper employs cross-frontier analysis, an innovative tool based on data envelopment analysis, to provide new insight into the relationship between organization and efficiency in international insurance markets. We are the first to empirically test the expense preference hypothesis and the efficient structure hypothesis in a large cross-country study. For this purpose, we consider 23,807 firm-years for 21 countries from northern America and the European Union—a dataset not previously analyzed in this context. We find evidence for the efficient structure hypothesis in selected market segments, but we find no evidence for the expense preference hypothesis. Our results provide insight into the competitiveness of stock and mutual insurers from different countries. At the country level, the results can be used to compare different insurance markets. Our findings are especially interesting for the strategic management of insurance companies as well as for regulators and boards of national insurance associations.     

城镇居民非参数消费敏感度模型及应用——基于局部线性工具变量估计方法

建立了城镇居民非参数消费敏感度模型,该模型不需做任何形式假设,避免了线性及非线性模型的误设.采用局部线性工具变量方法对其进行估计,结果表明城镇居民消费敏感度是时变的,和居民收入变动保持同步,支持流动性约束假说.另外高通货膨胀时的负实际利率变动比低利率、温和通胀时造成的负实际利率变动对消费支出的冲击要大得多.因此在增加城镇居民收入,突破流动性约束瓶颈的同时,高度关注通货膨胀,使得其消费水平得到真实提高.     

Fractal approach to the intephase in filled polymers

A fractal model of a filled polymer is proposed. The model allows us to estimate quantitatively the volume of an interphase, to take into account geometrical factors influencing the character and the interphase adhesion level, and to predict the mechanical strength of interfacial bonds. This makes it possible to calculate the size of the critical structural defect and the mechanical properties of filled polymers, which are in agreement with the experimental data. Translated from Mekhanika Kompozitnykh Materialov, Vol. 36, No. 1, pp. 3–32, January–February, 2000.