Time to Sell a Fixed Quantity of Stock Depleted by Distributed Demand

The probability density function of the time to sell a fixed quantity of stock depleted by a distributed demand is derived for block depletion and continuous depletion. The mean time to sell is obtained for (i) gamma-distributed demand and block depletion and (ii) normally distributed demand and continuous depletion.     

复合二项模型下盈余到达一给定水平的时间分析

利用鞅论的方法得到了复合二项模型中盈余过程首次和末次到达一给定水平的时间的分布特征,并导出了几个概率等式,另外,也讨论了其它一些相关量的概率特征.     

双-Poisson模型下盈余首次达到给定水平的时间分析

本文运用鞅的方法研究了双 Poisson模型下盈余首次达到给定水平的时间 ,得到了它的矩母函数以及相应的期望、二阶和三阶中心矩的具体表达式 .     

飞机退役时限及补充数量的预测研究

飞机的退役是航空装备管理中的重要问题之一.为科学合理地确定飞机退役时限,针对部队飞机使用情况,以某型飞机为例,对飞机的剩余寿命进行详细分析,应用统计学方法,探讨了飞机退役时限和数量的变化规律,在此基础上建立了飞机补充数量预测模型.并结合空军装备发展的实际,对飞机使用过程中的更新换代问题进行了探讨.     

A Note on Fixed and Minimum Order Quantity Stock Systems

It is often believed that the square root formula called the EOQ only applies to situations where customers demand small quantities at a fairly constant rate. This note shows that essentially the same formula can be derived for "lumpy" customer orders occurring at a variable rate. Also, as the EOQ is derived assuming that a fixed quantity is always ordered for replenishment it does not allow for the over-shoot when customer orders exceed the available stock. This note shows that when the EOQ is large relative to the average customer order the overshoot problem can be ignored. However, when the EOQ is small some tentative results involving exponentially distributed customer order quantities indicate that substantial savings can be made using a "minimum order quantity" policy.     

One-Dimensional Cutting Stock Problem with a Given Number of Setups: A Hybrid Approach of Metaheuristics and Linear Programming

One-dimensional cutting stock problem (1D-CSP) is one of the representative combinatorial optimization problems, which arises in many industrial applications. Since the setup costs for switching different cutting patterns become more dominant in recent cutting industry, we consider a variant of 1D-CSP, called the pattern restricted problem (PRP), to minimize the number of stock rolls while constraining the number of different cutting patterns within a bound given by users. For this problem, we propose a local search algorithm that alternately uses two types of local search processes with the 1-add neighborhood and the shift neighborhood, respectively. To improve the performance of local search, we incorporate it with linear programming (LP) techniques, to reduce the number of solutions in each neighborhood. A sensitivity analysis technique is introduced to solve a large number of associated LP problems quickly. Through computational experiments, we observe that the new algorithm obtains solutions of better quality than those obtained by other existing approaches.     

向量到子空间的距离及其应用

给出了向量到有限维子空间距离的定义及求法 ,并推广到向量到可数无限维子空间距离 .采用两种方法求距离并比较了它们的运算量 .揭示了 Cholesky分解法与 Schmidt正交化方法的内在联系 .最后利用向量到子空间距离给出了矛盾方程组最小二乘解的求法     

股票指数的时间序列模型分析

借助于SA S软件将工程中的K a lm an滤波方法与时间序列的状态空间模型结合对上海A股指数进行了拟合与预测分析,通过对拟合与预测误差的计算可以发现这种模型是可行的;然后还把与滤波结合的状态空间模型的分析结果和常见的时间序列模型如:AR IM A模型、逐步自回归模型以及指数平滑模型的分析结果进行比较,比较的结果说明结合滤波的状态空间模型分析的结果比后三种的结果更加精确.结果为时间序列数据分析提供了一个较好的分析工具.     

On the Remaining Service Time upon Reaching a Given Level in M/G/1 Queues

The ability of effectively finding the distribution of the remaining service time upon reaching a target level in M/G/1 queueing systems is of great practical importance. Among other things, it is necessary for the estimation of the Quality-of-Service (QoS) provided by Asynchronous Transfer Mode (ATM) networks. The previous papers on this subject did not give a comprehensive solution to the problem. In this paper an explicit formula for this distribution is given. This formula is general as it includes any initial level of the length of the queue, any type of service distribution (heavy tails) and any traffic intensity ρ. Moreover, it is easy to use and fast in computation. To show this several numerical examples are presented. In addition, a solution of the similar problem in G/M/1 queues (which is the distribution of the remaining interarrival time) is given.     

基于分形理论的股票时序数据离群模式挖掘研究

针对股票时间序列的特点,从离群点对股票时序数据有序性的影响角度出发,在界定分形离群点含义的基础上,利用分形理论将离群模式挖掘理解为一个优化分割问题。采用推广G—P（Grassberger-Procaccia）算法计算股票时间序列数据集的多重分形广义维数,并利用贪婪算法的思想设计了FT-Greedy算法来求解基于分形理论的时间序列离群模式挖掘优化问题的解集。实验证明,该方法能有效地解决股票时间序列离群模式挖掘问题。     

Dyck Paths with Peaks Avoiding or Restricted to a Given Set

In this paper we focus on Dyck paths with peaks avoiding or restricted to an arbitrary set of heights. The generating functions of such types of Dyck paths can be represented by continued fractions. We also discuss a special case that requires all peak heights to either lie on or avoid a congruence class (or classes) modulo k . The case when   k = 2  is especially interesting. The two sequences for this case are proved, combinatorially as well as algebraically, to be the Motzkin numbers and the Riordan numbers. We introduce the concept of shift equivalence on sequences, which in turn induces an equivalence relation on avoiding and restricted sets. Several interesting equivalence classes whose representatives are well-known sequences are given as examples.     

Application of Dynamic Programming to the Control of Stock and to the Calculation of a Maximum Stock Capacity

At the beginning the problem, as expressed by the heads of the Company which posed it, was in essence to find out whether, within the framework of a limited and well-defined expansion to level off in 1961, the existing capacity for stocks at a port used for shipping overseas would or would not be sufficient (it was thought it would not be).If more warehouses were shown to be needed, the amount of this extra capacity was to be worked out.It was very quickly discovered by an examination of the situation that the real problem would be rather to advise rules of stock management so as to take the best advantage of the existing stock capacity, in this way reducing the investment in buildings and maintenance to a minimum.Study of the model confirmed that the new management rules would make it unnecessary to increase the existing stock capacity.The model has the following characteristics: non-stationary process (e.g. an ever-changing situation), and an absence of any hypothesis on even the type of decision as to the method of renewing stock.Dynamic Programming used for this set of circumstances has made it possible to arrive at optimum management rules, demonstrating, incidentally, the power of this method in the study of non-stationary processes.     

基于ICA的时间序列聚类方法及其股票数据分析中的应用

时间序列聚类分析是时间序列数据挖掘中的重要任务之一,通常由于时间序列数据的特殊结构,导致一般的聚类算法不能直接应用于时间序列数据.本文提出了一种基于独立成分分析与改进K-均值算法相结合的时间序列聚类算法,该算法首先利用独立成分分析对时间序列数据进行特征提取,然后利用改进K-均值聚类算法完成对时间序列特征数据的聚类分析,从而得到了一种新的基于特征的时间序列聚类方法.为了验证该方法的有效性和可行性,将其应用于实际的股票时间序列数据聚类分析中,取得了较好的数值结果.     

模糊环境下提前期对安全库存的影响

设置安全库存可以有效管理供应链的不确定性,提高服务水平,降低缺货风险.本文基于可信性理论,研究了当需求为模糊变量,提前期分别为固定值和模糊变量时.节点企业安全库存量的确定问题.通过实际算例,分析了模糊环境下提前期对安全库存量的影响.     

侦测股市时间序列相关性的三种方法

运用方差方法.重标极差方法(R/S)和消除趋势波动分析方法(DFA)对美国股市标准普尔500指数的收盘价进行分析.结果表明:此股票市场指数具有状态持续性特征及自相似特征.同时兼具混沌等非线性特征.通过这三种方法对同一股市进行分析更能全方位的诠释相关性在股票市场理论应用的必要性及可行性,并且对股票市场理论建模.预测和管控策略的制定及实施具有重要意义.     

Stock Control When the Lead Time Cannot be Considered Constant

A practical study is described where the normal stock control assumption that lead times are constant is not valid. Assuming lead time variability two methods of generating buffer or minimum levels are described, a method of numerical generation and analytical generation. Numerical generation is rejected on practical ground which may have a wider applicability. In calculating the Economic Order Quantity (E.O.Q.) a novel approach is used in which the difficulty in obtaining the cost of ordering and stock holding is overcome by taking the work load on the purchasing department (and hence the number of orders placed) as of prime importance.     

Automorphisms of Maps with a Given Underlying Graph and Their Application to Enumeration

A graph is called a semi-regular graph if its automorphism group action on its ordered pair of adjacent vertices is semi-regular. In this paper, a necessary and sufficient condition for an automorphism of the graph F to be an automorphism of a map with the underlying graph F is obtained. Using this result, all orientation-preserving automorphisms of maps on surfaces (orientable and non-orientable) or just orientable surfaces with a given underlying semi-regular graph F are determined. Formulas for the numbers of non-equivalent embeddings of this kind of graphs on surfaces (orientable, non-orientable or both) are established, and especially, the non-equivalent embeddings of circulant graphs of a prime order on orientable, non-orientable and general surfaces are enumerated.