基于ARIMA的基金组合绩效成长性的预测

对投资机构而言,准确预测其投资组合的成长性能够为其未来的组合管理提供有效参考.ARIMA时间序列模型能够针对具有时间序列属性的数据进行预测.选取三只债券型基金组成投资组合A并计算其组合指数,以中信标普全债指数为参考,通过ARIMA时间序列模型预测投资组合A的组合指数与中信标普全债指数的差额来预测投资组合A的成长性.     

基于多目标优化的改航策略研究

随着我国航空运输的快速发展,由恶劣天气等原因导致的航班延误日益增多.传统的改航策略选取总延误损失最小为单一目标,不仅难以满足流量管理不同对象、不同阶段的需求,而且易造成空域利用率偏低.首先将改航策略与地面等待和空中等待相结合,然后综合考虑航空公司的利益,建立多目标优化模型,并采用稳定性和健壮性较强的多目标进化算法求解.最后选取全国典型繁忙日的实际飞行计划,进行了仿真验证.仿真结果表明,策略不仅可为航班动态地选择航路以避开容量限制区域,还可供流量管理部门参考不同目标来确定改航方案.     

基于组合方法的机场航油销售量预测研究——以新疆为例

为了使预测更为准确,采用了三种模型加权组合的方法对机场航油销售量预测进行了组合预测.探讨了影响新疆机场航油销售量的三大因素,并对"十三五"期间各年航油销售量进行预测与研究分析.通过研究新疆机场航油销售量与旅客吞吐量、货邮吞吐量和起降架次之间的关联关系,通过建立相关系数模型、新陈代谢灰色GM(1,1)模型和弹性系数模型对新疆"十三五"期间新疆机场航油销售量进行预测.研究结果表明,此组合模型能够较为准确的预测新疆"十三五"期间的机场航油销售量,为航油设施、设备的规划提供了理论依据.     

基于改进BP神经网络的组合预测模型设计

为提高预测精度,解决非线性组合预测中的困难,利用改进BP神经网络对非线性组合预测模型进行了设计.讨论了模型设立的原则和一般程序,比较其与传统的组合预测方法之间的优劣,并给出实例加以验证.结果显示,基于改进BP神经网络的非线性组合预测模型能够准确描述系统中的非线性,提高预测精度.     

基于最小延误时间和经济成本的空中高速路匝口排序研究

空中高速路是解决空域资源紧缺问题的一种新途径.在建立延误时间成本最小的空中高速路匝口航班排序模型的基础上,分析并得出了航班延误经济成本函数,建立了基于最小延误时间和经济成本的空中高速路匝口航班排序模型,并利用NSGAII算法进行求解.最后利用不同时段的航班数据进行算例仿真,计算航空器进入空中高速路的时刻及其延误成本.结果表明,与先到先服务策略相比,提出的优化模型对于单个航班的延误时间成本、经济成本和累积经济成本分别降低47.2%,51.3%和54.4%,模型与解法可行.     

基于大系统分解协调的CDM下不正常航班恢复优化

针对不正常航班恢复以及民航调度系统中空管、机场和航空公司之间复杂的协同调度问题,设计了一个基于大系统分解协调的不正常航班调度系统分解方法.首先简述了基于CDM的航班调度系统结构及原理,然后针对不正常航班恢复所涉及的各参与主体利益需求,建立分解级协调级多级递阶结构的不正常航班恢复优化调度模型,对分解后的各子系统模型采用遗传算法优化求解.最后通过东北空域内各主要机场航班调度的算例验证分析,结果表明采用方法能够减少航班延误时间,提高航空管理和服务质量,为具体工程应用提供决策支持.     

基于标准差法组合预测模型的区域快递需求量预测研究——以大连市为例

快递需求量的准确预测是区域快递行业合理布局的重要依据.在明确区域快递需求量衡量指标的前提下,针对其预测方法单一、适用范围局限等问题,提出构建基于灰色GM(1,1)预测模型、一元线性回归分析预测模型和趋势平均法预测模型的标准差法组合预测模型.以大连市为例,选取大连市快递量作为预测指标,预测结果表明,标准差法组合预测模型的预测结果最为准确,其平均相对误差为3.04%.所建立的模型为区域快递需求量预测工作提供参考.     

PBN下多跑道机场航班起降运行排队方式研究

分析多跑道机场终端区的空域结构、飞行、管制状况,利用随机服务系统理论建立运行模型,对航班起降运行排队方式进行讨论.阐明两种排队方式①联合协作(相互支援);②分列独立(互不支援)的运行特点,并建立数学模型,能根据相关参数得到相应排队方式下航班滞留时间、队长和空闲跑道数等有用指标.在相同条件下,定量比较两种运行方式的航班队列服务质量和系统工作特性参数.结果表明:①比②能够支持更多的航班起降请求并提供更高的服务质量,提供利用现有条件扩充跑道容量和缓解航班延误的方法,能满足航空公司和旅客的需求.有较大的理论意义和参考应用价值,实践中得到应用,值得推广.     

PBN航路航班流模型及容量计算

下一代航空运输系统中的空中高速性能基导航航路具有单向、无交叉、对性能限制、高密度运行等特点.以下一代航空运输系统的运行规则为基础,引入航班交通流流量、密度、速度基本函数和关系等式;结合地面交通流理论,对空中高速性能基导航单层航路建立了航班流模型.再通过对航路航班流速度-密度关系的分析,推导出稳定平衡状态下的流量-密度模型.模型可用于航路流量和容量评估,用其对终端区航班容量进行研究,结果符合相关数据.模型明确了缩减航空器尾流间隔可以提高终端区航路流量.     

基于序贯决策的航班恢复方法

针对枢纽机场临时关闭后的航班恢复问题,提出了一种新的调度方法,为实时航班恢复提供了新思路.通过重新定义恢复操作,将多变量复杂约束的航班规划问题转化为约束条件简单的序贯决策问题.新方法以原始航班计划为基础,按时间顺序对各时刻的机场起降航班流量约束进行冲突消解.在每一决策时刻,推理计算各航班推迟成本,优先安排成本高的航班起降.测试用例表明,新方法能够为繁忙枢纽机场临时关闭后的多机型航班恢复问题快速地给出最优调整方案.将模型拓展应用于飞机旅客一体化恢复问题,也能够迅速获得调整方案.     

A REPRESENTATION FORMULA RELATED TO SCHR(O)DINGER OPERATORS

Schr(o)dinger operator is a central subject in the mathematical study of quantum mechanics.Consider the Schrodinger operator H = -△ V on R, where △ = d2/dx2 and the potential function V is real valued. In Fourier analysis, it is well-known that a square integrable function admits an expansion with exponentials as eigenfunctions of -△. A natural conjecture is that an L2 function admits a similar expansion in terms of "eigenfunctions" of H, a perturbation of the Laplacian (see [7], Ch. Ⅺ and the notes), under certain condition on V.     

CONTENTS OF VOLUME 30

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Instructions for contributions

正Applied Mathematics-A Journal of Chinese Universities,Series B(Appl.Math.J.Chinese Univ.,Ser.B)is a comprehensive applied mathematics journal jointly sponsored by Zhejiang University,China Society for Industrial and Applied Mathematics,and Springer-Verlag.It is a quarterly journal with     

Journal of Mathematical Research with Applications Guide for Authors

正Journal overview:Journal of Mathematical Research with Applications(JMRA),formerly Journal of Mathematical Research and Exposition(JMRE)created in 1981,one of the transactions of China Society for Industrial and Applied Mathematics,is a home for original research papers of the highest quality in all areas of mathematics with applications.The target audience comprises:pure and applied mathematicians,graduate students in broad fields of sciences and technology,scientists and engineers interested in mathematics.     

Staircase transportation problems with superadditive rewards and cumulative capacities

A cumulative-capacitated transportation problem is studied. The supply nodes and demand nodes are each chains. Shipments from a supply node to a demand node are possible only if the pair lies in a sublattice, or equivalently, in a staircase disjoint union of rectangles, of the product of the two chains. There are (lattice) superadditive upper bounds on the cumulative flows in all leading subrectangles of each rectangle. It is shown that there is a greatest cumulative flow formed by the natural generalization of the South-West Corner Rule that respects cumulative-flow capacities; it has maximum reward when the rewards are (lattice) superadditive; it is integer if the supplies, demands and capacities are integer; and it can be calculated myopically in linear time. The result is specialized to earlier work of Hoeffding (1940), Fréchet (1951), Lorentz (1953), Hoffman (1963) and Barnes and Hoffman (1985). Applications are given to extreme constrained bivariate distributions, optimal distribution with limited one-way product substitution and, generalizing results of Derman and Klein (1958), optimal sales with age-dependent rewards and capacities.To our friend, Philip Wolfe, with admiration and affection, on the occasion of his 65th birthday.Research was supported respectively by the IBM T.J. Watson and IBM Almaden Research Centers and is a minor revision of the IBM Research Report [6].     

Laminations minimales résiduellement à 2 bouts

Résumé On décrit toutes les feuilles des laminations minimales dont un ensemble résiduel de feuilles ont 2 bouts.      

Best approximation by downward sets with applications

We develop a theory of downward sets for a class of normed ordered spaces. We study best approximation in a normed ordered space X by elements of downward sets, and give necessary and sufficient conditions for any element of best approximation by a closed downward subset of X. We also characterize strictly downward subsets of X, and prove that a downward subset of X is strictly downward if and only if each its boundary point is Chebyshev. The results obtained are used for examination of some Chebyshev pairs （W,x）, where ∈ X and W is a closed downward subset of X     

Boundedness of multilinear operators on weighted herz type spaces

In this paper, the author establishes the boundedness of multilinear operators on weighted Herz spaces and Herz-type Hardy spaces. The author also obtains their weak estimates on endpoints. As a special case, the conclusions may lead to the weighted estimates for multilinear Calderon-Zygmund operators.     

THE EXACT CONVERGENCE RATE AT ZERO OF LAGRANGE INTERPOLATION POLYNOMIAL TO |x|α

In this paper we present a generalized quantitative version of a result due to M. Revers concerning the exact convergence rate at zero of Lagrange interpolation polynomial to f(x) = |x|α with on equally spaced nodes in [-1, 1].