A hybrid macroscopic-based model for traffic flow in road networks

Recently, the unquestionable growth of interest to increase the operational efficiency and capability of transportation systems led to the development of a large number of traffic modeling theories. One of the major operational issues when developing a transportation system management model lies in the selection of the appropriate methodological approach with respect to several decisions, such as the selection of the type of input and output data as well as the qualitative representation and the computational power of the model. Despite the considerable effort in the area, there is still not an approach which per se models effectively the various dynamically evolving features of traffic in road networks. The present paper addresses this issue by introducing a new hybrid approach which combines the complementary features and capabilities of both continuum mathematical models e.g. 1, 6, 23 and 26 and knowledge-based models e.g. 7, 22 and 28 in order to describe effectively traffic flow in road networks.     

Testing coeffcients of AR and bilinear time series models by a graphical approach

AR and bilinear time series models are expressed as time series chain graphical models, based on which, it is shown that the coefficients of AR and bilinear models are the conditional correlation coefficients conditioned on the other components of the time series. Then a graphically based procedure is proposed to test the significance of the coeffcients of AR and bilinear time series. Simulations show that our procedure performs well both in sizes and powers.     

Testing coefficients of AR and bilinear time series models by a graphical approach

AR and bilinear time series models are expressed as time series chain graphical models, based on which, it is shown that the coefficients of AR and bilinear models are the conditional correlation coefficients conditioned on the other components of the time series. Then a graphically based procedure is proposed to test the significance of the coefficients of AR and bilinear time series. Simulations show that our procedure performs well both in sizes and powers. This work was supported by the Hong Kong Polytechnic University Research Council, the National Natural Science Foundation of China (Grant No. 10671044) and the Science and Technology Bureau of Guangzhou Municipal Government of China (Grant No. LSBH-017)     

基于HP-ENN-MC模型降雨量预测

综合HP滤波、Elman神经网络、马尔科夫链的优点建立HP-ENN-MC模型对某地区10年内降雨量进行预测.以某地区1990-2015年植物生育期(6-10月)的降雨量数据作为实验训练样本,以2010-2015年(6-10月)的降雨量数据为实验的测试样本,证明HP-ENN-MC模型的实用性.由最后实验结果得到,预测平均相对误差为3.83%.所建模型能够对降雨量准确预测,与Elman、ENN-MC模型相比,HP-ENN-MC模型对降雨量预测更有效.     

Pre-elimination approach to the modelling of segmented representations of cable shape with application to the positioning of a towed sensor

Discrete models for the determination of cable shapes and tensions require the solution of large systems of nonlinear algebraic equations. In these the unknowns are the orientations and coordinates of the segments as well as their tensions. Smaller systems of algebraic equations are obtained by the pre-elimination of the tensions and the coordinates for the lumped mass and rod models which leave the orientation variables as the only unknowns. Furthermore, this pre-elimination analysis yields conditions for the equivalence of the lumped mass and the rod models. This method is applied to the determination of the position of a towed underwater sensor used for seabed mapping or for oceanographic recordings.     

干旱地区陆面过程耦合模式及应用

本文主要论述干旱地区陆面过程在改善人类生存环境与研究区域经济中的重要地位与研究现状,强调了采用耦合模式的必要性,详细描述了该模式的特点,并将它应用于我国西北腾格里沙漠南缘植物固沙区的水热循环研究,揭示干旱区陆面过程的主要特征,并同现场测试进行了比较。     

结构方程模型与联立方程模型的比较

本文首先介绍了结构方程模型和联立方程模型的一般形式、典型实例及其在我国的研究现状。通过将结构方程模型与联立方程模型进行比较,发现结构方程模型具有能直接处理潜变量和测量误差等优点,在管理学、心理学等社会科学中具有广泛应用;但是结构方程模型对样本量要求大、对抽样、问卷设计和调查过程的缺陷以及忽略变量等模型的设定错误不能弥补;而且,结构方程模型的参数不如联立方程模型的含义那么具体而直观。     

最优组合预测模型的构建及其应用研究

由于证券价格是随机游走的,在证券定价研究中RBF神经网络模型、灰色GM（1,1）模型、ARIMA模型不具备时效性,通过对上述三个模型进行综合分析,结合三者中有用的信息集合,构建一个最优组合预测模型．在此基础上选取了深发展A在2007年全年的收盘价作为研究样本对这四个模型进行实证研究,研究结果发现,最优组合预测方法对证券价格进行预测具有很好的预测精度和很高的可靠性．     

Semi- and Nonparametric Modeling of Ordinal Data

Parametric models for categorical ordinal response variables, like the proportional odds model or the continuation ratio model, assume that the predictor is given by a linear form of covariates. In this article the parametric models are extended to include smooth components in a semiparametric or partially parametric fashion. Parts of the covariates are thereby modeled linearly while other covariates are modeled as unspecified but smooth functions. Estimation is based on a combination of local likelihood and profile likelihood and asymptotic properties of the estimates are derived. In a simulation study it is demonstrated that the profile likelihood approach is to be preferred over a backfitting procedure. Two data examples demonstrate the applicability of the models.     

发现并定位黄球

本文讨论了如何设置红球和蓝球的数量和位置,发现圆柱区域内的黄球并进行定位的问题.我们考虑了一对红球蓝球发现黄球并定位的问题,在此基础上进行扩展,基本解决了黄球的发现并定位的问题.在静止黄球发现问题中,采用了正三角形扩展和正六边形扩展两种方法.在静止黄球的定位问题中,我们结合正三角形和正六边形运用了旋转法和添点法进行扩展.在运动黄球的定位问题中,讨论了体积概率模型和时间概率模型,给出了两种模型的概率求解公式.在系统协同定位模型中,我们给出了发现定位分步模型和周期系统跟踪模型,其中后者在仿真中实现了大于80%的定位性能,该系统可以简单扩展为多目标快速定位问题.此外,文章讨论了精确测量和颜色切换模型,快速定位问题,多目标定位等问题.     

连续交易制度与价格发现功能——基于我国黄金期货市场的实证研究

连续交易制度是提升我国黄金期货市场国际竞争力的重要举措。采用2011年1月至2014年9月中美黄金期货市场日收盘价数据,利用VEC模型、信息份额模型、VEC-BEKK-MGARCH模型、DCC-MGARCH模型,研究了该制度对上海黄金期货市场价格发现功能的影响。结果表明:制度推出后,上海黄金期货市场的价格发现功能得到提升,不过仍弱于美国市场,美国市场对上海市场的收益率传递效应减弱,两市场之间的波动溢出效应有所增强,时变动态相关系数振动幅度明显降低。     

FEATURES AND APPLICATIONS OF BERTALANFFY-RICHARDS‘ AND SCHNUTE'S GROWTH EQUATIONS

ABSTRACT. Based on various ranges of the parameter m (or b), the paper analyzes the features and the integral forms of the Schnute and the Bertalanffy-Richards growth equations as well as the two aspects of their special cases (such as Gompertz, logistic and monomolecular models). It is a first attempt to investigate all the corresponding relationships among parameters of the models derived from the Schnute and the Bertalanffy-Richards growth equations. All the models from the two are empirically fitted by different data sets for eucalypt plantations. Unlike earlier papers, the results of this paper show that either of the two growth equations can be considered as a model for estimating forest growth given a parameter range, and both can produce similar growth performances. Some other aspects of the two growth equations are discussed so that the two can be used correctly.     

关于巨灾债券定价模型的研究

巨灾债券的定价是巨灾债券的核心技术及难题。本文从两个方面来分析巨灾债券的定价:首先从规范学的角度来分析巨灾债券的定价,以金融衍生品的无套利定价方法确定巨灾债券的价格,即"巨灾债券价格应该为多少";其次,从实证学角度分析巨灾债券的定价,以利用精算学中的Wang变换和双因素变换模型为定价方法,分析巨灾债券的价格,即"巨灾债券价格是多少",通过对实际巨灾债券的价格实证分析得到:双因素模型能更好的拟合实际价差,对单一事件单一期限的巨灾债券,运用双因素模型得到较高的拟合优度。     

我国房地产行业问题研究

结合数学、计量经济学和国民经济核算等方面的知识,分别从四个方面系统地研究了房地产行业的相关问题,首先,考虑到我国房地产市场存在地区差异性,利用地理加权回归方法(GWR)分别建立房地产行业需求和供给模型来反映该行业市场供需状况;其次,基于VAR模型分区域建立有效的房地产行业定价模型对未来房价走向进行预测,以西部地区的货币供应量对房价的影响为例,其滞后一期的货币供应量发生1个单位的正向变动,房价发生0.85个单位的正向变动;再次,对房地产行业关联度和发展态势建立了投入产出模型和固定效应的变系数面板数据模型,研究发现房地产行业与金融业、租赁和商务服务业、建筑业存在显著关联度,且根据固定效应的变系数面板数据模型结果,可具体分析房地产行业增加值的提高对其他行业的影响程度;最后,基于熵值法建立综合评价模型对天津市房地产行业的可持续发展性进行了研究和深入探讨.     

Opinion convergence in the Krasnoshchekov model

In this paper, a rigorous mathematical analysis of the Krasnoshchekov model is presented. We have shown that in case a community does not contain any group of people having zero resistance to interpersonal influence, which are moreover isolated from the pressure of the rest of community, the Krasnoshchekov opinion readjustment procedure can be reduced to the Friedkin–Johnsen dynamics. In turn, if one repeats the Krasnoshchekov opinion updating rule, the corresponding dynamics forces individuals’ opinions to converge eventually to some terminal opinions, which are a consensus under the same conditions as in the French–Harary–DeGroot dynamics. Otherwise, the Krasnoshchekov dynamics exhibits patterns, which are much closer to the behavior of electrons in the superconductivity state.     

Valuing risky debt: A new model combining structural information with the reduced-form approach

A new model of credit risk is proposed in which the intensity of default is described by an additional stochastic differential equation coupled with the process of the obligor’s asset value. Such an approach allows us to incorporate structural information as well as to capture the effect of external factors (e.g. macroeconomic factors) in a both parsimonious and economically consistent way. From the practical standpoint, the proposed model offers great flexibility and allows us to obtain credit spread curves of many different shapes, including double humped term structures. Furthermore, an approximate closed-form solution is derived, which is accurate, easy to implement, and allows for an efficient calibration to realized credit spreads. Numerical experiments are presented showing that the novel approach provides a very satisfactory fitting to market data and outperforms the model developed by Madan and Unal (2000).     

Optimal designs for weighted rational models

This paper is concerned with constructing optimal designs for rational models which are used for modeling problems in Agriculture and other disciplines. Homoscedastic and weighted models are considered. An analytical characterization of these designs is obtained as zeros of a polynomial solution of a second order differential equation.     

Volterra-type models for nonlinear systems identification

In this work, multi-input multi-output (MIMO) nonlinear process identification is dealt with. In particular, two Volterra-type models are discussed in the context of system identification. These models are: Memory Polynomial (MP) and Modified Generalized Memory Polynomial (MGMP), which can be considered as a generalization of Hammerstein and Wiener models, respectively. Both of them are appealing representations as they allow to describe larger model sets with less parametric complexity. Simulation example is given to illustrate the quality of the obtained models.     

多寡头市场下领先者、追随者和竞争者的市场绩效比较分析

根据"结构-行为-绩效"的SCP分析框架,分析了企业在多寡头产量竞争的Cournot市场结构、多寡头价格竞争的Bertrand市场结构、1个领先者和多个追随者的Stackberg市场结构下,分别采取自主创新、跟踪新产品开发和引进模仿等不同的产品开发战略的市场绩效.结果表明,在同质产品多寡头市场上的产量竞争中,企业采取领先者、竞争者和追随者3种行为的企业均衡产量和企业利润依次递减;多寡头Stackberg市场结构在总产量、消费者剩余和社会福利上表现更佳;多寡头Cournot市场结构在市场价格和行业总利润上更高.在异质产品多寡头市场上的Bertrand价格竞争中,互补品市场的均衡价格和均衡产量相对于替代品都提高;当替代程度较大时,寡头数目较少,同时每个寡头的均衡产量和均衡价格都上升.     

模型论逻辑与理论计算机科学

近年来，逻辑中语义的思想与方法在理论计算机科学的许多分支中的渗透与应用，已愈来愈受重视．作为语义方法的逻辑基础，（一阶）模型论是研究（一阶）逻辑的语法构造与语义属性之间联系的一门数理逻辑的分支；而模型论逻辑（又称广义模型论）则是在抽象逻辑的框架中，用模型论的方法研究各种扩充逻辑系统的异、同及相互关系．本文从抽象逻辑的观点出发．介绍模型论中与计算机科学（ＣＳ）密切相关的若干概念及其应用．特别是广义的有限模型论，它在ＣＳ的刺激下于８０年代形成并急速发展起来，已在数据库、计算复杂性以及形式语言与自动机等理论中取得突出成果或重大的应用．