面向数据挖掘的静态电源综合故障诊断研究

静态电源是机场桥载设备最重要的组成部件之一,应用非常广泛。然而,其产生的频发故障会造成设备利用率低、修复率时长和经济损失等问题,在基于桥载设备的安监系统上,提出了静态电源综合故障诊断方法,通过数据挖掘软件,建立了静态电源故障诊断预测模型。通过在线数据库测试结果表明得到了综合故障诊断方法在预测静态电源故障上显现的特点,得到了静态电源的未来状态,实现了对静态电源的实时故障进行预测,进而为解决故障提供方向和目标,最终达到降低经济损失最大化的目的。     

弱形式方程中分片函数奇异性的光滑化分析

研究弱形式方程中的分片光滑函数因求导数出现的奇异性问题，意在为得到离散格式时正确处理这一问题提供依据。在不改变拟合性质的情况下，将分片函数光滑化，则分步积分公式仍然有效。通过光滑后的函数讨论其积分的性质，总结出了几条计算规则。文中的典型例子说明这些计算规则是合理而有效的。     

Viscosity Mixing Rules for Binary Systems Containing One Ionic Liquid

In this work the applicability of four of the most commonly used viscosity mixing rules to [ionic liquid (IL)+molecular solvent (MS)] systems is assessed. More than one hundred (IL+MS) binary mixtures were selected from the literature to test the viscosity mixing rules proposed by 1) Hind (Hi), 2) Grunberg and Nissan (G–N), 3) Herric (He) and 4) Katti and Chaudhri (K–C). The analyses were performed by estimating the average (absolute or relative) deviations, AADs and ARDs, between the available experimental data and the predicted ideal mixture viscosity values obtained by means of each rule. The interaction terms corresponding to the adjustable parameters inherent to each rule were also calculated and their trends discussed.     

The impact of chirally odd condensates on the rho meson

Based on QCD sum rules we explore the consequences of a scenario for the ρ meson, where the chiral symmetry breaking condensates are set to zero whereas the chirally symmetric condensates remain at their vacuum values. This clean-cut scenario causes a lowering of the ρ spectral moment by about 120 MeV. The complementarity of mass shift and broadening is discussed. A simple parametrization of the ρ spectral function leads to a width of about 280 MeV if no shift of the peak position is assumed.     

On some Fermat rules for set-valued optimization problems

The aim of this article is to obtain necessary optimality conditions for Pareto minima in set-valued optimization problems. We employ a new method to derive generalized Fermat rules for set-valued optimization. This method is based on openness results for multifunctions and allows recovery of a large number of results and, at the same time, getting several new ones.     

Modeling stock index returns by means of partial least‐squares methods: An out‐of‐sample analysis for three stock markets

We analyze the underlying economic forces of the stock markets in Germany, the U.K. and the U.S. Identifying a number of variables evincing return predictability, we follow a partial least‐squares (PLS) approach to combine these observables into a few latent factors. Conditional on European markets, our findings indicate (i) superior prediction performance of PLS‐based schemes in comparison with both, a random walk and a first‐order autoregressive benchmark model, (ii) consistent profitable trading on the German and British market, (iii) profitable linear forecast combinations, (iv) the U.S. stock market is diagnosed as informationally efficient. Copyright © 2010 John Wiley & Sons, Ltd.     

模糊蚁群算法及其在TSP中的应用

在传统蚁群算法的基础上加入了使用模糊规则表更新信息素的策略,提出了一种新的算法——模糊蚁群算法.算法结合了模糊控制中输入输出的模糊化处理和蚁群寻优的特点,为实际问题提供了新的解决手段.文中将模糊蚁群算法应用于TSP问题,通过对中国31个省会城市等实例数据进行的测试,验证表明了新算法具有良好的有效性和鲁棒性.     

An explicit basis for admissible inference rules in table modal logics of width 2

We construct an explicit finite basis for admissible inference rules in an arbitrary modal logic of width 2 extending the logic Grz. Translated from Algebra i Logika, Vol. 48, No. 1, pp. 122–148, January–February, 2009.     

Neural networks approach for determining total claim amounts in insurance

In this study, we present an approach based on neural networks, as an alternative to the ordinary least squares method, to describe the relation between the dependent and independent variables. It has been suggested to construct a model to describe the relation between dependent and independent variables as an alternative to the ordinary least squares method. A new model, which contains the month and number of payments, is proposed based on real data to determine total claim amounts in insurance as an alternative to the model suggested by Rousseeuw et al. (1984) [Rousseeuw, P., Daniels, B., Leroy, A., 1984. Applying robust regression to insurance. Insurance: Math. Econom. 3, 67–72] in view of an insurer.     

Exploring the VCG mechanism in combinatorial auctions: The threshold revenue and the threshold-price rule

We explore interesting potential extensions of the Vickrey–Clarke–Groves (VCG) rule under the assumption of players with independent and private valuations and no budget constraints. First, we apply the VCG rule to a coalition of bidders in order to compute the second price of the coalition. Then, we introduce and formulate the problem of determining that partition of players into coalitions which maximize the auctioneer’s revenue in the case whereby such coalitions take part to a VCG auction each one as a single agent; in particular, we provide an integer linear formulation of this problem. We also generalize this issue by allowing players to simultaneously belong to distinct coalitions in the case that players’ valuation functions are separable. Finally, we propose some applications of these theoretical results. For instance, we exploit them to provide a class of new payment rules and to decide which bids should be defined as the highest losing ones in combinatorial auctions.