双对数模型对模型模拟误差的放缩问题探讨

对双对数模型lg Y=a0+a1lg X1+a2lg X2+…+anlg Xn与其对应的指数模型y=c0xa11xa22…xann的模拟相对误差的关系进行了探讨,指出双对数模型具有放大和缩小指数模型相对误差的特性.对二者的关系进行了理论推导和实例验证,并给出了二者的定量关系式.     

Ruin theory in the linear model

The probability of ruin is examined in a model where the annual gains of an insurance company are dependent random variables. The model used is the linear model (well known in time-series analysis) which includes the autoregressive model and the moving average model as special cases. It is also shown that a certain credibility model can be interpreted as a first-order model of the mixed type.     

Conservation laws for two-phase filtration models

The paper is devoted to investigation of group properties of a one-dimensional model of two-phase filtration in porous medium. Along with the general model, some of its particular cases widely used in oil-field development are discussed. The Buckley–Leverett model is considered in detail as a particular case of the one-dimensional filtration model. This model is constructed under the assumption that filtration is one-dimensional and horizontally directed, the porous medium is homogeneous and incompressible, the filtering fluids are also incompressible. The model of “chromatic fluid” filtration is also investigated. New conservation laws and particular solutions are constructed using symmetries and nonlinear self-adjointness of the system of equations.     

基于IAHP-Entropy集成确权的煤炭企业可持续发展综合评价

结合煤炭企业实际,提出了煤炭企业可持续发展的指标体系。应用区间判断层次分析法（IAHP）的理论与方法,结合熵理论（Entropy）,建立了主观与客观集成确权的IAHP—Entropy综合评价模型。该方法既能有效避免单一主观确权的人为随意性,又能克服单一客观确权无法反映专家经验和决策者偏好的缺点。通过将该模型的应用,验证了该方法的科学性和实践可行性。     

A duopolistic model of dynamic competitive advertising

This paper proposes a differential game model of competitive advertising decisions for non-durable products by extending the Lanchester model and the Deal model of competitive advertising in the literature. The proposed model is compared empirically with the Lanchester model for model fitting and forecast accuracy. It is shown that the model is suitable for an actual market and out-performs the Lanchester model in forecast accuracy. The model provides a sensible modeling alternative to the Lanchester model for the study of dynamic competitive advertising decisions. Necessary and sufficient conditions for open-loop and closed-loop Nash equilibrium solutions to the model are discussed. A numerical algorithm for open-loop and closed-loop Nash strategies to the model is developed.     

融合两阶段过程模型和改进Bass模型的网络社交平台上产品信息扩散研究

提出并验证了融合两阶段过程模型和改进Bass模型的网络社交平台上产品信息扩散模型。考虑用户转发动机构建产品信息扩散两阶段过程模型;考虑用户兴趣衰减效应改进Bass模型;融合这两个模型,考虑产品信息发布者明星效应、产品信息质量对产品信息扩散的影响,提出了产品信息扩散模型。以2019年11～12月新浪电影发布的电影预告片转发数据验证了所提模型,并与Bass模型进行了比较。结果表明,用户转发动机和用户兴趣衰减效应对产品信息扩散均有显著影响,所提模型的预测精度和拟合效果均优于Bass模型。所提模型可用于存在不同转发动机及具有衰减效应的其他信息转发量预测,尤其适合于在产品信息投放前期和早期对转发量的预测,是对信息扩散模型的补充。     

最优组合预测的短期气候预报建模研究

以预报量序列建立均生函数短期气候预报模型及根据500hPa月平均高度场预报因子分别建立的BP网络模型、回归预报模型为基础,用"误差绝对值和最小"作为最优准则,建立月平均降水量的短期气候组合预测模型.采用线性规划方法计算得到组合预测模型的各权系数,对这种短期气候组合预测模型的预报能力进行了分析研究,结果表明,该组合预测模型的预报精度优于各子方法,具有很好的应用价值.     

A constitutive model for the flow stress behavior and microstructure evolution in aluminum alloys under hot working conditions – with application to AA6099

A constitutive model for aluminum alloys under hot working conditions is proposed. The elastic-viscoplastic model is implemented in a finite strain continuum mechanical framework. The model accounts for the interplay between dynamic recovery and recrystallization during hot working of aluminum alloys and central aspects of microstructure evolution such as grain/subgrain size and dislocation density. The proposed model is generic in the sense that it can be used for arbitrary aluminum alloys, but in order to demonstrate its capabilities, the model is calibrated to a newly developed AA6099 alloy in the present study. The model is thoroughly discussed and details on the numerical implementation as well as on the calibration of the model against experimental data are provided.     

保险系统中一种推广风险模型的破产概率

将经典复合 Poisson风险模型推广至更为一般情况 ,其中保单以 Poisson分布流到达且收取的保费为随机变量 ,建立一种双复合 Poisson风险模型 .对此模型 ,得到了最终破产概率的一般表达式和破产概率的一个上界估计值 .     

THE PERIODIC SOLUTIONS FOR TIMEDEPENDENT AGE-STRUCTURED POPULATION MODELS

1IntroductionTl1eage-structuredpopulationmodelhasbeensuccessfullyusedinpopulationdynamics['f'].Tl1egeneralage-structuredpopuIationmodelisdescribedbythefollowingpartialdifferentialequatiolls{3]:whereu(a,f)istheage-specificdensityofasingleage-structuredspeciesattimet,p(a,f)andb(a,t)aretheage-specificpercapitaldeathrateandbirthrateofthespeciesattimet,respectively.TherealAisthemaxinlulllageforanyindividuali11thepopulation,and[A1,A2listhefecundityperiodoffelllales.Thefunctiolluo(a)istheinitialdel…     

基于GM-ES-GASVR组合模型的丽江国内旅游需求预测

构建适合于预测丽江国内旅游需求的预测模型,对推动丽江旅游业的发展具有重要意义.研究发现灰色GM(1,1)模型、三次指数平滑模型与GA-SVR模型都适用于预测丽江国内旅游需求,且GA-SVR模型为这三个单项模型中的最优模型.在此基础上,利用变权方法建立GM-ES-GASVR组合预测模型.通过对拟合与测试结果的对比分析,表明GM-ES-GASVR变权组合预测模型比单一模型的拟合与测试效果都有较大改善.     

VLES turbulence model for an Eulerian–Lagrangian modeling concept for bubble plumes

Traditional Reynolds-averaged Navier–Stokes (RANS) approaches to turbulence modeling, such as the k-ϵ model, have some well-known shortcomings when modeling transient flow phenomena. To mitigate this, a filtered URANS model has been derived where turbulent structures larger than a given filter size (typically grid size) is captured by the flow equations and smaller structures are modeled according to a modified k-ϵ model. This modeling approach is also known as a VLES model (Very Large Eddy Scale model), and provides more details of the transient turbulence than the k-ϵ model at little extra computational cost.In this study a two-phase extension to the VLES model is described. A modeling concept for bubble plumes has been developed in which the bubbles are tracked as particles and the flow of liquid is solved by the Navier–Stokes equations in a traditional mesh based approach. The flow of bubbles and liquid is coupled in an Eulerian–Lagrangian model. Turbulent dispersion of the bubbles is treated by a random walk model. The random walk model depends on an estimation of the eddy life time. The eddy life time for the VLES model differs from a k-ϵ model, and its mathematical expression is derived.The model is applied to ocean plumes emanating from discharge of gas at the ocean floor. Validation with experiments and comparison with k-ϵ model are shown.     

Efficient stochastic model for the point kinetics equations

A new stochastic model for the point kinetics equations with I-delayed neutron precursor groups is presented. In this stochastic model, the point kinetics equations are separated into three terms: prompt neutrons, delayed neutrons and external neutrons source. The matrix form of the efficient stochastic model is solved by a semi-analytical method. The semi-analytical method is based on the exponential function of the coefficient matrix. The eigenvalues of the coefficient matrix and Gaussian elimination are used to calculate this exponential function. The mean and standard deviation of neutron and precursor populations of the efficient stochastic model with step, ramp, and sinusoidal reactivities are computed. The results of the efficient stochastic model are compared with the results of Allen's stochastic model for the point kinetics equations. This comparison confirms that the efficient stochastic model is an accurate model compared with the deterministic point kinetics equations. This stochastic model is efficient to study the natural behavior of neutron and precursor populations in the nuclear reactor dynamics.     

Notes on poles of autoregressive type model part I: Non-robust singular pole

An autoregressive type approximation is determined from an AR.MA model of physical process by truncating the Taylor expansion of MA part, which is called the T. AR model. The poles of the T.AR model are studied by the aid of the Rouche's theorem of the theory of complex functions. Though the power spectral density of T.AR model converges uniformly to that of AR.MA model, the pole location of T.AR model is quite different from the pole-zero location of AR.MA model. T.AR models have some of original poles of AR.MA model, a “non-robust singular” pole, and poles distributing in a circle in the complex plane which are the statistically equivalent expression of the zero of the AR.MA model closest to the unit circle in the complex plane. The non-robust singular pole has no direct relation to poles or zeros of the original AR.MA model. The zero of the AR.MA model closest to the unit circle in the complex plane has an important role in the convergence of power spectral density of T.AR model. The comparison of pole locations between T.AR model and AR model is also studied in a simple example.     

考虑消费动机和动态竞争的电影日需求预测模型

提出并验证考虑消费动机和动态竞争的电影日需求预测模型。考虑非粉丝及粉丝型的消费动机,构建电影消费两阶段过程模型;融合该模型和Bass模型,考虑竞争导致市场潜量的动态性,考虑映前被关注度、口碑、节假日对票房的影响,提出电影日需求预测模型。利用2016~2017年上映的电影数据验证该模型,并与Bass模型对比分析。结果显示,该模型预测效果优于Bass模型。因考虑竞争导致的动态市场潜量,考虑粉丝型消费者由续集效应及改编效应导致的动态市场潜量提升,该模型能显著提高预测准确度。利用映前被关注度和电影口碑数据,该模型能实现映前及上映早期的预测。该模型可推广至存在消费动机不同、市场动态竞争的其它短生命周期体验品的需求预测,是对Bass模型的改进。     

Noise-Induced Resonance in Bistable Systems Caused by Delay Feedback

Abstract

The subject of the present paper is a simplified model for a symmetric bistable system with memory or delay, the reference model, which in the presence of noise exhibits a phenomenon similar to what is known as stochastic resonance. The reference model is given by a one-dimensional parametrized stochastic differential equation with point delay; the basic properties of which we check.

With a view to capturing the effective dynamics and, in particular, the resonance-like behavior of the reference model, we construct a simplified or reduced model, the two-state model, first in discrete time, then in the limit of discrete time tending to continuous time. The main advantage of the reduced model is that it enables us to explicitly calculate the distribution of residence times which in turn can be used to characterize the phenomenon of noise-induced resonance.

Drawing on what has been proposed in the physics literature, we outline a heuristic method for establishing the link between the two-state model and the reference model. The resonance characteristics developed for the reduced model can thus be applied to the original model.     

Efficient non-hydrostatic modelling of surface waves interacting with structures

An efficient three-dimensional non-hydrostatic model is applied to simulate free-surface waves interacting with structures. The model employs an implicit Crank–Nicholson scheme to discretize the Navier–Stokes equations under a Cartesian staggered grid framework. An integration method is introduced to account for the full effects of non-hydrostatic pressure at the free-surface layer. A domain decomposition method is proposed to effectively solve the resulting matrix system. The model is first validated by simulating three-dimensional sloshing waves in a container. The model is then applied to simulate waves propagating over two-dimensional and three-dimensional submerged structures, in which the effects of non-linearity and dispersion are important. The model results show that the model using only two vertical layers are in all favorable agreements with experimental data, demonstrating the efficiency and accuracy of the model on simulating surface waves interacting with structures.     

BOOTSTRAP WAVELET IN THE NONPARAMETRIC REGRESSION MODEL WITH WEAKLY DEPENDENT PROCESSES

This paper introduces a method of bootstrap wavelet estimation in a nonparametric regression model with weakly dependent processes for both fixed and random designs. The asymptotic bounds for the bias and variance of the bootstrap wavelet estimators are given in the fixed design model. The conditional normality for a modified version of the bootstrap wavelet estimators is obtained in the fixed model. The consistency for the bootstrap wavelet estimator is also proved in the random design model. These results show that the bootstrap wavelet method is valid for the model with weakly dependent processes.     

Non-linear model parameter estimation–estimating a feasible parameter set with respect to model use

This article deals with non-linear model parameter estimation from experimental data. As for non-linear models a rigorous identifiability analysis is difficult to perform, parameter estimation is performed in such a way that uncertainty in the estimated parameter values is represented by the range of model use results when the model is used for a certain purpose. Using this approach, the article presents a simulation study where the objective is to discover whether the estimation of model parameters can be improved, so that a small enough range of model use results is obtained. The results of the study indicate that from plant measurements available for the estimation of model parameters, it is possible to extract data that are important for the estimation of model parameters relative to a certain model use. If these data are improved by a proper measurement campaign (e.g. proper choice of measured variables, better accuracy, higher measurement frequency) it is to be expected that a valid model for a certain model use will be obtained. The simulation study is performed for an activated sludge model from wastewater treatment, while the estimation of model parameters is done by Monte Carlo simulation.     

Hybrid modeling approach for vehicle frame coupled with nonlinear dampers

The vehicle frame system comprises frame structure and nonlinear dampers. In order to investigate the effects of frame flexibility and nonlinear hysteresis, a hybrid modeling approach for vehicle frame coupled with nonlinear dampers will be proposed. Before that, a complex model for nonlinear damper is developed consisting of knowledge-based model and support vector machine (SVM) model. The frame structure is modeled by FEM where the SVM complex model of damper is embedded in. Thus a hybrid model for vehicle frame system is established and successfully validated via a dummy vehicle riding in different conditions. The results show that the hybrid model can capture the nonlinear dynamic characteristics accurately. The hybrid model can also provide a basis for structural design with the existing of FEM model.