随机化均匀设计及其在股票交易上的应用

本文首先利用Bundschuh和朱尧辰（1993）的偏差计算公式,给出了构造某些非平衡均匀设计方法及相应的均匀设计表,之后把随机化均匀设计与移动平均线相结合,给出了移动平均线的最佳参数组合。     

LH型设计偏差的计算和整体最优设计

本文对ＬＨ型设计的偏差的计算问题进行了研究，给出了计算方法，并得到了部分ＬＨ型整体最优设计，改进了现有的均匀设计     

移动平均线的最佳参数组合

本文首先简化了（1）的偏差计算公式，并利用此公式给出某些新的均匀设计表及某些非平衡均匀设计表。其次，提出了广义的均匀设计抽样，最后把随机化均匀设计与广义的均匀设计抽样应用于移动平均线，得到了它的最佳参数组合并得到了改进后移动平均线的最佳参数组合。     

从设计到抽样

张润楚,王兆军（１９９６）提出了均匀设计抽样,将均匀设计变成抽样．本文给出一种由设计到抽样的一般方法,它可以将任何一个有优良均匀性的设计点集变成所有样本都有同样优良均匀性的抽样。     

正交表型均匀LH设计和抽样

本文提出了一种新的设计和抽样方法－正交表型均匀LH设计和抽样,证明了这种抽样空间是OALH抽样空间的优良子集。这种设计和抽样空间中所有样本都与初始设计具有同阶低偏差等一些优良性质。并将它用于数值积分,证明了对有关参数的估计的方差阶低于其他抽样。同时还给出了有关的模拟结果。     

均匀设计及其应用（Ⅲ）

均匀设计及其应用（Ⅲ）方开泰第三章均匀设计表的构造本章介绍均匀设计表的构造和使用表的来源，其中涉及到均匀度的度量。在理解了表的构造原理冬我们就能比较灵活地运用均匀设计，故本章也介绍均匀设计这方面的知识。§１均匀设计表的构造定义１：每一个均匀设计表是一...     

混水平均匀设计的构造

我们用离散偏差来度量部分因子设计的均匀性,本文的目的在于寻找一些构造混水平均匀设计的方法,这些方法比文献中已有的方法更简单且计算成本更低.我们得到了离散偏差的一个下界,如果一个U 型设计的离散偏差值达到这个下界,那么该设计是—个均匀设计.我们建立了均匀设计与组合设计理论中一致可分解设计之间的联系.通过一致可分解设计,我们提出了一些构造均匀设计的新方法,同时也给出了许多均匀设计存在的无穷类.     

均匀设计抽样的一、二阶矩

（７）中给出并研究了均匀设计抽样（ＵＤＳ）及随机化均匀设计（ＲＵＤ）的一些优良性质，作者给出该设计和抽样的一、二阶矩。     

U∧＊均匀设计的均匀性研究

本文以均匀设计在几何和物理意义下的均匀性等价准则为基础,研究了U∧*均匀设计的均匀性,利用本文结果,构造U∧*均匀设计使用表的运算量可减少为原来的s/2∧2-1（这里s为因素数）,而且,当因素数为1/2ψ（n 1)或1/2ψ（n 1）-1时,不必进行任何均匀度评价也可直接给出其使用表,本文还从几何的角度说明了U∧*均匀设计最多只能安排1/2ψ（n 1）个因素。     

混料均匀设计

本文详细讨论了获得混料均匀设计表的三种方法——变换法、迭代法和循环拉丁方型方法。作为迭代法的结果,在附录,本文给出了试验次数为4≤n≤11的改进后的混料均匀设计表。     

Construction of Sudoku designs and Sudoku-based uniform designs

In this paper, an easy and effective construction method of Sudoku designs with any order is provided based on the right shift operator. Based on the constructed Sudoku designs, a class of Sudoku-based uniform designs is constructed. Moreover, the properties of the constructed Sudoku designs and Sudoku-based uniform designs are investigated, it is shown that both the constructed Sudoku designs and Sudoku-based uniform designs are uniform designs in terms of discrete discrepancy.     

Construction of uniform designs without replications

A uniform design scatters its design points evenly on the experimental domain according to some discrepancy measure. In this paper all the design points of a full factorial design can be split into two subdesigns. One is called the complementary design of the other. The complementary design theories of characterizing one design through the other under the four commonly used discrepancy measures are investigated. Based on these complementary design theories, some general rules for searching uniform designs through their complementary designs are proposed. An efficient method to check if a design has repeated points is introduced and a modified threshold-accepting algorithm is proposed to search uniform or nearly uniform designs without replications. The new algorithm is shown to be more efficient by comparing with other existing methods. Many new uniform or nearly uniform designs without replications are tabulated and compared.     

Some results on resolvable incomplete block designs

This paper is concerned with the uniformity of a certain kind of resolvable incomplete block (RIB for simplicity) design which is called the PRIB design here. A sufficient and necessary condition is obtained, under which a PRIB design is the most uniform in the sense of a discrete discrepancy measure, and the uniform PRIB design is shown to be connected. A construction method for such designs via a kind of U-type designs is proposed, and an existence result of these designs is given. This method sets up an important bridge between PRIB designs and U-type designs.     

八行设计平均冒尖性的比较

本文通过计算机验证，比较了八行三列、四列不同结构的正交设计和均匀设计的平均冒尖性，利用差值评分给出了它们的平均冒尖性的比较结果。     

Uniform supersaturated design and its construction

Supersaturated designs are factorial designs in which the number of main effects is greater than the number of experimental runs. In this paper, a discrete discrepancy is proposed as a measure of uniformity for supersaturated designs, and a lower bound of this discrepancy is obtained as a benchmark of design uniformity. A construction method for uniform supersaturated designs via resolvable balanced incomplete block designs is also presented along with the investigation of properties of the resulting designs. The construction method shows a strong link between these two different kinds of designs     

基于正交表的均匀Latin Hypercube设计及其构造

Orthogonal array-based uniform Latin hypercube design(uniform OALHD) is a class of orthogonal array-based Latin hypercube designs to have the best uniformity. In this paper, we provide a less computational algorithm to construct uniform OALHD in 2-dimensional space from Bundschuh and Zhu(1993). And some uniform OALHDs are con- structed by using our method.     

Multiplicative designs I: The normal and reducible cases

Multiplicative designs, square designs with a rank one intersection pattern, are investigated. In particular we determine all designs for which some incidence matrix is reducible and we show if some incidence matrix is normal the design must be uniform with three families of exceptions. Some new designs are constructed.     

可卷型L_2-偏差的水平置换方法构造混合水平设计

提出了一种通过置换因子的水平来构造具有较小可卷型L_2-偏差的混合水平均匀设计的新方法.首先建立了混合水平设计的平均可卷型L_2-偏差与广义字长型的定量关系,并以具有较小广义字长型的混合水平设计为初始设计,对其作水平置换,计算其可卷型L_2-偏差,找到具有最小的可卷型L_2-偏差的设计就是相对较好的设计.为了使算法更加有效,还运用了可卷型L_2-偏差的两个性质.数值结果显示通过这种方法构造的设计在可卷型L_2-偏差下表现良好.     

Column-orthogonal designs with multi-dimensional stratifications

The orthogonal Latin hypercube design and its relaxation, and column-orthogonal design, are two kinds of orthogonal designs for computer experiments. However, they usually do not achieve maximum stratifications in multi-dimensional margins. In this paper, we propose some methods to construct column-orthogonal designs with multi-dimensional stratifications by rotating symmetric and asymmetric orthogonal arrays. The newly constructed column-orthogonal designs ensure that the estimates of all linear effects are uncorrelated with each other and even uncorrelated with the estimates of all second-order effects(quadratic effects and bilinear effects) when the rotated orthogonal arrays have strength larger than two. Besides orthogonality, the resulting designs also preserve better space-filling properties than those constructed by using the existing methods. In addition, we provide a method to construct a new class of orthogonal Latin hypercube designs with multi-dimensional stratifications by rotating regular factorial designs. Some newly constructed orthogonal Latin hypercube designs are tabulated for practical use.