基于多尺度自适应阶ARMA的混沌序列多步预测

混沌时间序列在自然界以及人们的生产生活中很常见,混沌序列看似杂乱无章但相较于纯随机序列其中蕴含着一些非线性的运动特征,提出一种基于多尺度自适应阶ARMA的混沌时间序列多步预测方法.首先利用自适应噪声的完备经验模态分解(CEEMDAN)对原始混沌序列进行分解,获得不同尺度的固有模态分量(IMF)和残余分量.然后采用经粒子群算法(PSO)进行阶数寻优的自回归移动平均模型(ARMA)对每一个IMF分量进行拟合预测.最后将预测得到的每一个分量相加得到原始混沌序列的预测值.基于Mackay-Glass混沌序列和太阳黑子数混沌序列进行实验分析,实验表明:与ARMA、PSO-ARMA以及CEEMDAN-ARMA方法相比,方法的预测效果有较好的提高,其平均绝对误差(MAE)、均方根误差(RMSE)以及平均绝对百分比误差(MAPE)都有降低.     

Weak antithetic MLMC estimation of SDEs with the Milstein scheme for low-dimensional Wiener processes

In this paper, we implement a weak Milstein Scheme to simulate low-dimensional stochastic differential equations (SDEs). We prove that combining the antithetic multilevel Monte-Carlo (MLMC) estimator introduced by Giles and Szpruch with the MLMC approach for weak SDE approximation methods by Belomestny and Nagapetyan, we can achieve a quadratic computational complexity in the inverse of the Root Mean Square Error (RMSE) when estimating expected values of smooth functionals of SDE solutions, without simulating Lévy areas and without requiring any strong convergence of the underlying SDE approximation method. By using appropriate discrete variables this approach allows us to calculate the expectation on the coarsest level of resolution by enumeration, which, for low-dimensional problems, results in a reduced computational effort compared to standard MLMC sampling. These theoretical results are also confirmed by a numerical experiment.     

回归系数的广义根方估计及其模拟

文献[1,2]中提出了回归系数的根方估计~(k),当回归自变量间存在复共线关系时,~(k)较回归系数的最小二乘估计有所改善,本文将根方估计作一拓广,得出了回归系数的广义根方估计~(K),其中K为对角阵,文中证明了广义根方估计~(K)较~(k)能更有效地改善最小二乘估计,并给出了广义根方估计的显式解,在此基础上,提出了广义根方估计的显式解和一种确定k_i的方法。     

A general framework for the construction of piecewise-polynomial local interpolants of minimum degree

In this paper we consider the problem of designing piecewise polynomial local interpolants of non-uniformly spaced data. We provide a constructive approach that, for any assigned degree of polynomial reproduction, continuity order, and support width, allows for generating the fundamental spline functions of minimum degree having the desired properties. Finally, the proposed construction is extended to handle open sets of data and to the case of multiple knots.     

Bayesian calibration of model coefficients for a simulation of flow over porous material involving SVM classification

In this contribution the identification of the model coefficients of a novel turbulent flow model over porous media is concerned. The flow is modeled with a volume and Reynolds averaged compressible Navier-Stokes equations approach. The main focus of this contribution is to calibrate the model coefficients starting from expert prior knowledge by incorporating DNS data of the velocity field and the Reynolds stresses. For the inverse problem general Polynomial Chaos Expansions (gPCE) based surrogate model was used. To avoid the identification of nonphysical coefficient setups, these parametric regions were filtered out by identifying a decision boundary by the support vector machine binary classification. The machinery of the Markov Chain Monte Carlo (MCMC) was used for the data assimilation combined with a nonlinear Minimum Mean Square Estimator (MMSE) for speeding up the convergence of the random walk of the MCMC. (© 2016 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Optimization of probabilistic multiple response surfaces

Response surface methodology (RSM) is a statistical-mathematical method used for analyzing and optimizing the experiments. In analysis process, experts usually face several input variables having effect on several outputs called response variables. Simultaneous optimization of the correlated response variables has become more important in complex systems. In this paper multi-response surfaces and their related stochastic nature have been modeled and optimized by Goal Programming (GP) in which the weights of response variables have been obtained through a Group Decision Making (GDM) process. Because of existing uncertainty in the stochastic model, some stochastic optimization methods have been applied to find robust optimum results. At the end, the proposed method is described numerically and analytically.     

Data Envelopment Analysis of multiple response experiments

Taguchi method is the usual strategy in robust design and involves conducting experiments using orthogonal arrays and estimating the combination of factor levels that optimizes a given performance measure, typically a signal-to-noise ratio. The problem is more complex in the case of multiple responses since the combinations of factor levels that optimize the different responses usually differ. In this paper, an Artificial Neural Network, trained with the experiments results, is used to estimate the responses for all factor level combinations. After that, Data Envelopment Analysis (DEA) is used first to select the efficient (i.e. non-dominated) factor level combinations and then for choosing among them the one which leads to a most robust quality loss penalization. Mean Square Deviations of the quality characteristics are used as DEA inputs. Among the advantages of the proposed approach over traditional Taguchi method are the non-parametric, non-linear way of estimating quality loss measures for unobserved factor combinations and the non-parametric character of the performance evaluation of all the factor combinations. The proposed approach is applied to a number of case studies from the literature and compared with existing approaches.     

Statistical inference for multivariate longitudinal data with irregular auto-correlated error process

Multivariate longitudinal data arise frequently in a variety of applications, where multiple outcomes are measured repeatedly from the same subject. In this paper, we first propose a two-stage weighted least square estimation procedure for the regression coefficients when the random error follows an irregular autoregressive(AR) process, and establish asymptotic normality properties for the resulting estimators. We then apply the smoothly clipped absolute deviation(SCAD) variable selection approach to determine the order of the AR error process. We further propose a test statistic to check whether multiple responses are correlated at the same observation time, and derive the asymptotic distribution of the proposed test statistic. Several simulated examples and real data analysis are presented to illustrate the finite-sample performance of the proposed method.     

Beamforming and Interference Cancellation for Capacity Gain in Mobile Networks

The growth of wireless communication continues. There is a demand for more user capacity from new subscribers and new services such as wireless internet. In order to meet these expectations new and improved technology must be developed. A way to increase the capacity of an existing mobile radio network is to exploit the spatial domain in an efficient way. An antenna array adds spatial domain selectivity in order to improve the Carrier-to-Interference ratio (C/I) as well as Signal-to-Noise Ratio (SNR). An adaptive antenna array can further improve the Carrier-to-Interference ratio (C/I) by suppressing interfering signals and steer a beam towards the user. The suggested scheme is a combination of a beamformer and an interference canceller.The proposed structure is a circular array consisting of K omni-directional elements and combines fixed beamforming with interference cancelling. The fixed beamformers use a weight matrix to form multiple beams. The interference cancelling stage suppresses undesired signals, leaking into the desired beam.The desired signal is filtered out by the fixed beamforming structure. Due to the side-lobes, interfering signals will also be present in this beam. Two alternative strategies were chosen to cancel these interferers; use the other beamformer outputs as inputs to an adaptive interference canceller; or regenerate the outputs from the other beamformer outputs and generate clean signals which are used as inputs to adaptive interference cancellers.Resulting beamformer patterns as well as interference cancellation simulation results are presented. Two different methods have been used to design the beamformer weights, Least Square (LS) and minimax optimisation. In the minimax optimisation a semi-infinite linear programming approach was used. Although the optimisation plays an essential role in the performance of the beamformer, this paper is focused on the application rather then the optimisation methods.     

Optimal time delays in a class of reaction-diffusion equations

ABSTRACT

A class of semilinear parabolic reaction diffusion equations with multiple time delays is considered. These time delays and corresponding weights are to be optimized such that the associated solution of the delay equation is the best approximation of a desired state function. The differentiability of the mapping is proved that associates the solution of the delay equation to the vector of weights and delays. Based on an adjoint calculus, first-order necessary optimality conditions are derived. Numerical test examples show the applicability of the concept of optimizing time delays.     

群体综合评价中兼顾权威与共识的专家权重方法研究

针对多指标综合评价中专家权重确定问题,提出一种新的专家赋权思路.首先,对评价对象的每个指标都设定一组相应的专家主观权重值,以反映专家在不同指标中的重要性程度.其次,依据专家所作出的评价信息,首次提出基于专家个体与群体意见的偏差达到最小(即共识最大)的准则,通过构建最优规划模型求解客观权重.最后将专家主观权重与客观权重有效集结,得到兼顾个体权威与群体共识的综合权重.实例分析说明了该方法的可行性和有效性.     

Optimal aggregation of fuzzy preference relations with an application to broadband internet service selection

This paper investigates the aggregation of multiple fuzzy preference relations into a collective fuzzy preference relation in fuzzy group decision analysis and proposes an optimization based aggregation approach to assess the relative importance weights of the multiple fuzzy preference relations. The proposed approach that is analytical in nature assesses the weights by minimizing the sum of squared distances between any two weighted fuzzy preference relations. Relevant theorems are offered in support of the proposed approach. Multiplicative preference relations are also incorporated into the approach using an appropriate transformation technique. An eigenvector method is introduced to derive the priorities from the collective fuzzy preference relation. The proposed aggregation approach is tested using two numerical examples. A third example involving broadband internet service selection is offered to illustrate that the proposed aggregation approach provides a simple, effective and practical way of aggregating multiple fuzzy preference relations in real-life situations.     

Asymptotic Expansions of Generalized Stieltjes Transforms of Algebraically Decaying Functions

Asymptotic expansions of Stieltjes and generalized Stieltjes transforms of functions having an asymptotic expansion in negative integer powers of their variable have been exhaustively investigated by R. Wong. In this article, we extend this analysis to Stieltjes and generalized Stieltjes transforms of functions having an asymptotic expansion in negative rational powers of their variable. Distributional approach is used to derive asymptotic expansions of the Stieltjes and generalized Stieltjes transforms of this kind of functions for large values of the parameter(s) of the transformation. Error bounds are obtained at any order of the approximation for a large family of integrands. The asymptotic approximation of an integral involved in the calculation of the mass renormalization of the quantum scalar field and of the third symmetric elliptic integral are given as illustrations.     

Asymptotic Expansions of Generalized Stieltjes Transforms of Algebraically Decaying Functions

Asymptotic expansions of Stieltjes and generalized Stieltjes transforms of functions having an asymptotic expansion in negative integer powers of their variable have been exhaustively investigated by R. Wong. In this article, we extend this analysis to Stieltjes and generalized Stieltjes transforms of functions having an asymptotic expansion in negative rational powers of their variable. Distributional approach is used to derive asymptotic expansions of the Stieltjes and generalized Stieltjes transforms of this kind of functions for large values of the parameter(s) of the transformation. Error bounds are obtained at any order of the approximation for a large family of integrands. The asymptotic approximation of an integral involved in the calculation of the mass renormalization of the quantum scalar field and of the third symmetric elliptic integral are given as illustrations.     

利用计数统计模型方法评价大连星海公园旅游的经济价值

在非市场条件下如何评价旅游资源的经济价值是自然旅游公园管理工作中所面临的一个重要问题.正确地估计这类公园的旅游需求函数则是对其有效地进行经济价值评价的关键.由于旅游次数数据具有非负整数和截断的性质,使用传统的多元线性回归模型来估计旅游需求函数则会产生较大的偏差.因此。本文采用非线性最小二乘、截断泊松分布和截断负二项分布等计量经济学模型估计大连星海公园的旅游需求函数,以此来计算公园旅游的经济价值。     

季节性供应链零售商补货策略研究——基于牛鞭效应视角

通过建立含有季节性自回归移动平均需求过程的供应链,零售商采用最小均方差预测技术预测提前期需求,分析(R,D)、(R,S)、(R,βS)、(R,γO)和(R,γO,βS)五种补货策略下的牛鞭效应.研究结果表明:(R,γO)补货策略是弱化牛鞭效应的最优补货策略,然而(R,γO)补货策略时出现了反牛鞭效应,无法保证供应链的安全供给.实践中当库存量调节系数和订货量调节系数较大时,(R,βS)补货策略能有效弱化牛鞭效应,当库存量调节系数和订货量调节系数较小时,(R,γO,βS)补货策略能有效弱化牛鞭效应;对于(R,βS)和(R,γO,βS)补货策略,牛鞭效应随着库存平滑系数的增大而增大;对于(R,γO)和(R,γO,βS)补货策略,牛鞭效应随着订货平滑系数的增大而增大;对于(R,S)、(R,βS)和(R,γO,βS)补货策略,牛鞭效应随着订货提前期的增大而增大;对于(R,γO)和(R,γO,βS)补货策略,牛鞭效应随着时刻t的增大而增大,但时刻t增大到一定程度时,牛鞭效应值基本不变.     

On Method for Uncertain Multiple Attribute Decision Making Problems with Uncertain Multiplicative Preference Information on Alternatives

The uncertain multiple attribute decision making (UMADM) problems are investigated, in which the information about attribute weights is known partly and the attribute values take the form of interval numbers, and the decision maker (DM) has uncertain multiplicative preference information on alternatives. We make the decision information uniform by using a transformation formula, and then establish an objective-programming model. The attribute weights can be determined by solving the developed model. The concept of interval positive ideal point of alternatives (IPIPA) is introduced, and an approach based on IPIPA and projection to ranking alternatives is proposed. The method can avoid comparing and ranking interval numbers, and can reflect both the objective information and the DMs subjective preferences.     

On generalized Bonferroni mean operators for multi-criteria aggregation

We introduce the idea of multi-criteria aggregation functions and describe a number of properties desired in such functions. We emphasize the importance of having an aggregation function capture the expressed interrelationship between the criteria. A number of standard aggregation functions are introduced. We next introduce the Bonferroni mean operator. We provide an interpretation of this operator as involving a product of each argument with the average of the other arguments, a combined averaging and “anding” operator. This allows us to suggest generalizations of this operator by replacing the simple averaging by other mean type operators as well as associating differing importances with the arguments.     

An anisotropic enhanced thermal conductivity approach for modelling laser melt pools for Ni-base super alloys

Ni-base super alloys are extensively used in high temperature gas turbine engines and energy industries. Due to the high replacement costs of these components, there are huge economic benefits of repairing these components. Laser direct metal deposition processes (LDMD) based on laser cladding, laser fusion welding, and laser surface melting are some of the processes which are used to repair these high value components. Precise control of these processes is important to achieve the desired microstructure, stress distribution, distortions due to thermal stresses and other important output variables. Modelling of these processes is therefore an extremely important activity for achieving any degree of control/optimisation. However, modelling of these processes is not straight-forward due to melt pool flows dominated by Marangoni and buoyancy driven convection. Detailed CFD models are required for accurate prediction of melt pool geometry. But these models are computationally expensive and require greater expertise. To simplify and speed up the modelling process, many researchers have used the isotropic enhanced thermal conductivity approach to account for melt pool convection. A recent study on mild steel has highlighted that isotropic enhanced thermal conductivity approach is not able to accurately predict the melt pool geometry. Based on these findings a new approach namely anisotropic enhanced thermal conductivity approach has been developed. This paper presents an analysis on the effectiveness of the isotropic and anisotropic enhanced thermal conductivity approaches for laser melting of Inconel 718 using numerical technique. Experimental melt pool geometry has been compared with modelling results. It has been found that the isotropic enhanced thermal conductivity approach is not able to accurately predict the melt pool geometry, whereas anisotropic enhanced thermal conductivity approach gives good agreement with the experimental results.