城镇居民体育健身行为整合理论模型的构建与系列实证

建立并验证基于计划行为理论和健康信念模式的城镇居民体育健身行为的整合模型;采用问卷调查、数理统计、结构方程模型等方法,针对部分城镇居民干预试验的基线数据建立计划行为理论和健康信念模式整合模型,同时利用追踪调查数据对模型进行验证和修正;主观控制感、行为意向是影响行为发生的重要因素,行为益处认知是帮助克服行为障碍认知和促进行为发生的重要因素;整合模型对居民体育健身行为具有较好的解释作用,并可以据此进行重点因素干预.     

Neural net versus classical models for the detection and localization of leaks in pipelines

Four models of a pipeline are compared in the paper: a nonlinear distributed-parameter model, a linear distributed-parameter model, a simplified lumped-parameter model and an extended neural-net-based model. The transcendental transfer function of the linearized model is obtained by a Laplace transformation and corresponding initial and boundary conditions. The lumped-parameter model is obtained by a Taylor series extension of the transencdental transfer function. Based on the experience of linear models the structure of the neural net model, as an addendum to the nonlinear distributed-parameter model, is obtained. All four models are tested on a real pipeline data with an artificially generated leak.     

A fuel droplet vaporization model in a hot air stream

The gasification behavior of a fuel droplet has been studied. The convective heat transfer is focused on in most literature on droplet evaporation. In this paper, a mathematic model of droplet evaporation is improved. Considering the presence of simultaneous mass and heat transfer at the interface between phases, a proper heat transfer equation for droplet evaporation model is established. Based on the model, a computer simulation program was developed, and the predictions of the model are compared with the experimental data. Sample calculations show the capabilities of the model for droplet evaporation.     

空间变系数模型的统计诊断

空间变系数模型作为一类有效的空间数据分析方法已经得到了广泛的应用.本文主要研究该模型的统计诊断与影响分析方法。首先我们基于数据删除模型定义了Cook统计量,其次我们基于均值漂移模型讨论了异常点的检验问题。     

基于SEM的气象服务公众满意度测评模型

文章在传统顾客满意度测评模型(ACSI)的核心概念和架构的基础上,结合气象服务独特的特点,对其进行了修改和更新,构建了气象服务公众满意度测评的结构方程模型。并进行了相应的实证研究。通过问卷调查获得数据,运用SPSS和SAS等统计软件进行检验,经过一次修改得到较好的拟合模型,在研究分析的基础上给出相应的结论和建议。     

Multiset Model Selection

Model selection algorithms are required to efficiently traverse the space of models. In problems with high-dimensional and possibly correlated covariates, efficient exploration of the model space becomes a challenge. To overcome this, a multiset is placed on the model space to enable efficient exploration of multiple model modes with minimal tuning. The multiset model selection (MSMS) framework is based on independent priors for the parameters and model indicators on variables. Posterior model probabilities can be easily obtained from multiset averaged posterior model probabilities in MSMS. The effectiveness of MSMS is demonstrated for linear and generalized linear models. Supplementary material for this article is available online.     

Sampling Schemes for Bayesian Variable Selection in Generalized Linear Models

Bayesian approaches to prediction and the assessment of predictive uncertainty in generalized linear models are often based on averaging predictions over different models, and this requires methods for accounting for model uncertainty. When there are linear dependencies among potential predictor variables in a generalized linear model, existing Markov chain Monte Carlo algorithms for sampling from the posterior distribution on the model and parameter space in Bayesian variable selection problems may not work well. This article describes a sampling algorithm based on the Swendsen-Wang algorithm for the Ising model, and which works well when the predictors are far from orthogonality. In problems of variable selection for generalized linear models we can index different models by a binary parameter vector, where each binary variable indicates whether or not a given predictor variable is included in the model. The posterior distribution on the model is a distribution on this collection of binary strings, and by thinking of this posterior distribution as a binary spatial field we apply a sampling scheme inspired by the Swendsen-Wang algorithm for the Ising model in order to sample from the model posterior distribution. The algorithm we describe extends a similar algorithm for variable selection problems in linear models. The benefits of the algorithm are demonstrated for both real and simulated data.     

Object-oriented modelling and simulation of a motorcycle

The design of a control oriented motorcycle model for the simulation of two-wheeled vehicles is widely recognized to be a very challenging task, as a complete analytical model is not directly available, due to its complexity and its high sensitivity to parameters' variations. Accordingly, a reliable model should be based on multibody modelling tools endowed with automated symbolic manipulation capabilities. This paper presents a simulation model for the dynamic behaviour of a motorcycle based on the object-oriented modelling paradigm developed in Modelica, within the Dymola environment. Specifically, we illustrate the modular approach to motorcycle modelling and discuss the tire-road interaction model, which is the crucial part of the proposed model. The validity of the proposed simulation model is assessed on real data, measured on an instrumented test vehicle. Further, to perform the verification phase a virtual driver model has been implemented, which allows to track both a roll angle and a target speed profile during different maneuvers. In particular, the behaviour of the driver is modelled as an inverse pendulum, with a rotational degree of freedom along the forward axis. This allows accounting for the driver lean angle, which is necessary to fully capture the real driving behaviour and its effects on the overall vehicle dynamics.     

网络视频节目中羊群效应的影响研究

考虑累积观看节目用户量产生的羊群效应角度构建两阶段决策模型,得到节目最优定价策略和最优广告量策略。研究表明:收费模式中羊群效应对最优定价的影响特征与用户规模有关,并进一步导致免费模式中最优广告量减少。在收费模式羊群效应较高情况下,运营商能通过延长收费模式时间提高节目利润。还发现收费模式中羊群效应导致观看节目用户总规模增加,但收费模式对免费模式有挤兑效应。在免费模式中羊群效应较低情况下,只有收费模式中具有较高的羊群效应才能使节目总利润增加,否则总利润减少。     

基于动态损失厌恶投资组合优化模型及实证研究

为了研究行为金融学中损失厌恶的心理特征对投资决策的影响,建立预期效用最大化的动态损失厌恶投资组合优化模型。以我国股票市场为依托进行实证研究,将市场分为上升、下降和盘整三种状态,研究动态损失厌恶投资组合模型的表现,与静态损失厌恶投资组合模型、均值-方差投资组合模型和CVaR投资组合模型进行比较。通过改变参照点对动态模型进行稳健性检验。得出动态损失厌恶投资组合模型优于静态模型、均值-方差投资组合模型和CVaR投资组合模型的结论。     

Resource Inputs and Performance Outputs in Social Security Offices

This paper describes a model of a Social Security office developed by the Operational Research Service of the DHSS. The model, based mainly on queueing theory, relates staffing levels, workloads, and productivity to performance measures based on customer delays. The paper describes the hypothesis underlying the model, the data requirements, technical details, and model calibration. Illustrative outputs of the model are presented and some uses of the model are briefly described.     

Conceptual modelling for simulation Part I: definition and requirements

Conceptual modelling is probably the most important aspect of a simulation study. It is also the most difficult and least understood. Over 40 years of simulation research and practice have provided only limited information on how to go about designing a simulation conceptual model. This paper, the first of two, discusses the meaning of conceptual modelling and the requirements of a conceptual model. Founded on existing literature, a definition of a conceptual model is provided. Four requirements of a conceptual model are described: validity, credibility, utility and feasibility. The need to develop the simplest model possible is also discussed. Owing to a paucity of advice on how to design a conceptual model, the need for a conceptual modelling framework is proposed. Built on the foundations laid in this paper, a conceptual modelling framework is described in the paper that follows.     

中国债券市场动态利率模型及其实证检验

为了对中国债券市场动态利率期限结构进行深入的研究,本文基于状态空间模型和卡尔曼滤波技术构建了中国债券市场动态利率模型。本文模型根据数据的可观测结构进行建模,通过迭代计算寻找不可观测状态变量的最优估计值和隐含参数,很好地解决了传统计量方法中因为变量不可观测而无法获得真实数据所带来的研究困难。同时通过模型有效性的模拟实验和中国债券市场同业拆借利率的实证研究,证明了模型对利率期限结构在一段时间内的动态变化估计结果准确,在建模样本期内利率的动态变化能够得到有效的分析和预测。本文的研究为中国债券市场动态利率管理和定价问题提供了新的思路和可能的解决渠道。     

A Branch and Price algorithm for the k-splittable maximum flow problem

The Maximum Flow Problem with flow width constraints is an NP-hard problem. Two models are proposed: the first model is a compact node-arc model using two flow conservation blocks per path. For each path, one block defines the path while the other one sends the right amount of flow on it. The second model is an extended arc-path model, obtained from the first model after a Dantzig–Wolfe reformulation. It is an extended model as it relies on the set of all the paths between the source and the sink nodes. Some symmetry breaking constraints are used to improve the model. A Branch and Price algorithm is proposed to solve the problem. The column generation procedure reduces to the computation of a shortest path whose cost depends on weights on the arcs and on the path capacity. A polynomial-time algorithm is proposed to solve this subproblem. Computational results are shown on a set of medium-sized instances to show the effectiveness of our approach.     

Modeling,simulation and validation of material flow on conveyor belts

In this paper a model comparison approach based on material flow systems is investigated that is divided into a microscopic and a macroscopic model scale. On the microscopic model scale particles are simulated using a model based on Newton dynamics borrowed from the engineering literature. Phenomenological observations lead to a hyperbolic partial differential equation on the macroscopic model scale. Suitable numerical algorithms are presented and both models are compared numerically and validated against real-data test settings.     

Conceptual modelling for simulation Part II: a framework for conceptual modelling

Following on from the definition of a conceptual model and its requirements laid out in a previous paper, a framework for conceptual modelling is described. The framework consists of five iterative activities: understanding the problem situation, determining the modelling and general project objectives, identifying the model outputs, identify the model inputs, and determining the model content. The framework is demonstrated with a modelling application at a Ford Motor Company engine assembly plant. The paper concludes with a discussion on identifying data requirements from the conceptual model and the assessment of the conceptual model.     

基于净现值的离散型多项目多期投资优化模型

关于资本结构优化模型的讨论已经有了很好的结论,即基于项目组合的净现值最大化,对于多项目单期优化模型已经有了比较满意的结论.在已有结论的基础上研究了离散型多项目多期投资组合优化模型的一般形式,首先针对离散型多项目分期持续期相等的投资组合提出了一般优化模型,然后讨论离散型多项目分期持续期不全相等的投资组合优化模型,最后讨论了引进组合风险的投资组合优化模型。     

古塔的形变研究

利用投影多边形模型确定古塔各层的中心坐标,采用最小二乘法建立线性模型,借助三维高次曲线方程建立古塔的曲率模型和挠率模型。使用Matlab数值实验完成了对所有模型的求解,详细地分析了古塔的倾斜、弯曲和扭曲的变形趋势,为古塔的纠偏和保护工作提出了建议。