迂的圈分解

给出了将迂分解为若干个长度至少为３的圈的一个充分条件,特别地,给出了平面迂具有该分解的可在多项式时间内验证之充分必要条件,     

Optimal Product Attributes in Single Choice Models

Product positioning is concerned with the determination of new product attributes such that certain objectives can be met. Recently, Zufryden proposed a model for optimal product positioning with respect to sales. It relies on the single choice assumption, i.e. consumers choose that product closest to their ideal product perceptions. To improve solvability, Zufryden suggests to solve his model via an approximate procedure, called ZIPMAP. This procedure is compared with an exactly optimising algorithm for the same problem, called PROPOSAS. Comparisons are drawn with respect to the solution values of the objective functions and the CPU-time requirements. The results indicate a superiority of PROPOSAS for a vast number of problem types.     

动态离散选择模型及其估计方法发展综述

动态离散选择模型是一类离散控制动态规划,其对于理解机构在不同情况中的行为决策是非常重要的.从动态离散选择模型的基本原理、应用现状和构造性估计满足的假设出发,一方面针对动态选择模型的小样本异质性问题,给出非线性有偏修正模型和最小均方误差估计法来弥补最大似然估计在估计小样本时的有偏性.另一方面为了达到期望价值函数的收敛性和避免高维数所带来的计算负担,叙述了常规贝叶斯估计方法、贝叶斯-MCMC-DP估计法、马尔科夫链-蒙特卡洛-人工神经网络估计法等其他的估计方法.     

Assessing the Level of Compromise in Real Choice Models

We analyze the plurality runoff rule often used in national elections and prove that the corresponding choice function is Borda-rational. The compromise level attained in real voting systems is defined. The corresponding measures are calculated for the case of plurality runoff with three main candidates. We investigate the influence of the axiom of independence of irrelevant alternatives on the rationality type of choice functions realized in multicriterion choice systems.     

一类界面化学反应模型的解的渐近性

本文建立了一个界面化学反应模型,这个模型是一个具有非线性边界条件的抛物型反应扩散方程组．通过建立并求解关于方程组的解的微分不等式,我们得到了解及其任意阶导数在Ｌ∞的收敛速率估计．     

Global Dynamics in Binary Choice Models with Social Influence

A discrete-time dynamical system is proposed to model a class of binary choice games with externalities as those described by Schelling (1973 Schelling , T. C. ( 1973 ). Hockey helmets, concealed weapons, and daylight saving . Journal of Conflict Resolution , 17 ( 3 ), 381 – 428 .[Crossref], [Web of Science ®] , [Google Scholar], 1978 Schelling , T. C. ( 1978 ). Micromotives and Macrobehavior . New York : W. W. Norton . [Google Scholar]). In order to analyze some oscillatory time patterns and problems of equilibrium selection that were not considered in the qualitative analysis given by Schelling, we introduce an explicit adjustment mechanism. We perform a global dynamic analysis that allows us to explain the transition toward nonconnected basins of attraction when several coexisting attractors are present. This gives a formal explanation of some overshooting effects in social systems and of the consequent cyclic behaviors qualitatively described in Schelling (1978 Schelling , T. C. ( 1978 ). Micromotives and Macrobehavior . New York : W. W. Norton . [Google Scholar]). Moreover, we show how the occurrence of a global bifurcation may lead to the explanation of situations of path dependence and the creation of thresholds observed in real life situations of collective choices, leading to extreme forms of irreversible departure from an equilibrium and uncertainty about the long run evolution of the some social systems.     

Arrow's Theorem,Weglorz' Models and the Axiom of Choice

Applying Weglorz' mode s of set theory without the axiom of choice, we investigate Arrow‐type social we fare functions for infinite societies with restricted coalition algebras. We show that there is a reasonable, nondictatorial social welfare function satisfying “finite discrimination”, if and only if in Weglorz' mode there is a free ultrafilter on a set representing the individuals.     

Incorporating Angular Information into Parametric Models

The problem is considered of fitting a parametrically defined model in two or three dimensions to observed data, when angular information about the measured data points is available. Gauss-Newton methods based on correct separation of variables are developed. Some numerical results are included.     

最优波动率模型选择及其在黄金市场中的应用

文章先总结了波动率模型过去的研究，并对不同波动率模型的评估提出三种方法，然后讨论了这些方法在黄金市场波动率预测中的应用。通过分析黄金市场1975年到2004年的数据，得出的结论是，如果基于样本外四期预测误差的评估，EWMA模型较优；如果基于样本外四期预测的R平方的评估，T-GARCH模型较优；如果基于VAR损失函数的真实性检验评估，EWMA模型较优。最后对未来关于金融市场波动率的研究提出一些建议。     

最优公交线路选择问题的数学模型及算法

公交线路选择问题是城市公共交通信息查询的重要内容，本文建立了满足不同公交线路查询者需求的最优线路选择模型并给出了相应的算法。首先通过引入各条公交线路直达最短距离矩阵构造了公交网络直达关系图（直达矩阵），在直达关系图（直达矩阵）上，利用修改了的最短路算法，即可求得最优换乘路线。根据出行者的不同需求，通过在直达关系图上定义不同的权系数，可以分别求得换乘次数最少的公交出行线路、经过站点最少的公交出行线路；通过修改最短路算法，可以求得出行耗时最少的线路及出行费用最低的线路，另外，本模型还可以综合考虑出行者的需求情况，求得出行者满意度最大的出行路线。     

高速公路网络上行车时间估计和最优路线的选取

首先建立交通流动力学模型求解问题Ⅰ.在不考虑流量和考虑流量的两种情况下,该模型都能够解出在任意给定的时刻t位于第一个传感器的车辆到达第5个感应器的行车时间.我们还从四个方面给出了判断交通堵塞的衡量标准,并且利用神经网络方法准确地对未来的车流状态进行了预测.问题Ⅱ建立了交通网络的加权有向图模型,引入协方差矩阵描述网络中道路之间的相关性,并设计了查找最优路径的动态Dijkstra算法.问题Ⅲ构建了统计多目标规划模型,利用车比雪夫不等式,成功找到了从端点3到14和14到3的最优路径,并估算出了对应的行车时间.     

On the Extremal Behaviour of Generalised Periodic Sub-Sampled Moving Average Models with Regularly Varying Tails

Let {X_k} be a stationary moving average sequence of the form X_k = _{j = – j}*Z_{k – j} where {Z_k} is an iid sequence of random variables with regularly varying tails, and the operator * denotes multiplication if Z_k is continuous and binomial thinning if Z_k is a non-negative integer-valued. Let be a strictly increasing sequence with a periodic pattern of the form g(k + I) = g(k) + M for some fixed integers I and M verifying 1 I M. Define Y_k = X_g(k) as the generalised periodic sub-sampled moving average sequence. In this work we look at the extremal properties of {Y_k}. In particular, we investigate the limiting distribution of the sample maxima and the corresponding extremal index. Motivation comes from the comparison of schemes for monitoring a variety of medical, finance, environmental, and social science data sets.AMS 2000 Subject Classification. 62–02, 60G70, 60G10Contract/grant sponsors: POCTI/33477/Mat/2000 and POSI/CPS/42069/2001 FCT plurianual funding.     

水价政策对农户灌溉用水行为的影响——基于农户行为模型的理论分析

水资源用水总量控制与定额管理相结合的制度已成为我国水法的重要制度.但是定额管理制度的实行必须与水价政策相结合才能有效地激励人们节约用水,而且不同的水价政策对人们用水行为的影响也可能存在差异.通过建立农户灌溉用水行为模型,利用比较静态分析方法分析单一水价与超定额累进加价这两种水价政策对农户用水行为的影响.分析表明,单一水价与超定额累进加价均会激励农户采用灌溉效率高的灌溉技术或对农户的种植面积和种植结构产生影响并对当地的农地流转市场产生影响.进一步的分析表明,超定额累进加价政策对农户行为的影响更大,但其有效性取决于合理的定价.     

基于产品合格率随机分布的投产量模型优化

当产品合格率随机分布时,建立起以投产综合损失费(欠产再投产费,过量产出费和不合格处理费)期望值为目标函数,投产量为决策变量的投产量模型。结合产品合格率随机分布不同(均匀分布和正态分布)推导求解了模型的最优解,得出了产量与投产量的等式关系,据此可有效地指导生产。最后通过数值实例分析验证了模型的有效性。     

Model Choice and Diagnostics for Linear Mixed-Effects Models Using Statistics on Street Corners

The complexity of linear mixed-effects (LME) models means that traditional diagnostics are rendered less effective. This is due to a breakdown of asymptotic results, boundary issues, and visible patterns in residual plots that are introduced by the model fitting process. Some of these issues are well known and adjustments have been proposed. Working with LME models typically requires that the analyst keeps track of all the special circumstances that may arise. In this article, we illustrate a simpler but generally applicable approach to diagnosing LME models. We explain how to use new visual inference methods for these purposes. The approach provides a unified framework for diagnosing LME fits and for model selection. We illustrate the use of this approach on several commonly available datasets. A large-scale Amazon Turk study was used to validate the methods. R code is provided for the analyses. Supplementary materials for this article are available online.     

Inequalities for Random Utility Models,with Applications to Ranking and Subset Choice Data

Inequalities on orderings of independent random variables are derived in the context of random utility models for ranking and subset choice data. The inequalities can be used to assess whether ranking or subset choice data are consistent with an independent random utility model. The main technique used for the inequalities is association, with conditions for the sharpness for the inequalities coming from identifying when the association inequality is an equality. Applications to real data sets are given.