基于面板模型的商品房价格影响因素的实证研究

选取了我国30个省市2006~2015年的面板数据,应用面板数据计量模型回归的方法,基于R语言对影响商品房价格的因素进行实证研究.首先,经过Hausman检验与F检验确定面板数据的模型为混合估计模型;模型可以通过十折交叉验证法、残差正太性的检验、Q-Q图检验、变量间共线性的检验;最后经过逐步回归分析,结果表明土地价格、商品房销售面积、居民可支配收入、人均国内总产值财政收入占地区生产总值比重、汇率这6个指标对商品房价格都有显著性的影响.其中,土地价格和居民可支配收入对商品房价格的影响最为突出.     

Programming With Models: Writing Statistical Algorithms for General Model Structures With NIMBLE

We describe NIMBLE, a system for programming statistical algorithms for general model structures within R. NIMBLE is designed to meet three challenges: flexible model specification, a language for programming algorithms that can use different models, and a balance between high-level programmability and execution efficiency. For model specification, NIMBLE extends the BUGS language and creates model objects, which can manipulate variables, calculate log probability values, generate simulations, and query the relationships among variables. For algorithm programming, NIMBLE provides functions that operate with model objects using two stages of evaluation. The first stage allows specialization of a function to a particular model and/or nodes, such as creating a Metropolis-Hastings sampler for a particular block of nodes. The second stage allows repeated execution of computations using the results of the first stage. To achieve efficient second-stage computation, NIMBLE compiles models and functions via C++, using the Eigen library for linear algebra, and provides the user with an interface to compiled objects. The NIMBLE language represents a compilable domain-specific language (DSL) embedded within R. This article provides an overview of the design and rationale for NIMBLE along with illustrative examples including importance sampling, Markov chain Monte Carlo (MCMC) and Monte Carlo expectation maximization (MCEM). Supplementary materials for this article are available online.     

The modeling of coalition for environmental protection within co-utility framework

The game theoretic modelling of coalition for environmental protection within the framework of a new concept of co-utility is discussed. The co-utility concept contains mainly two elements. Firstly, agents can increase their payoffs by collaborating with each-other. Secondly, the outcome of collaboration is robust towards internal and external disturbances. The advantages of using of co-utility are two-fold. Primarily, the co-utility concept is broad and can serve as an umbrella concept in all applications where agents have a space for simultaneous improvement of payoffs. Secondly the co-utility concept can be associated with different stability concept such as myopic or farsighted stability. The myopic and farsighted co-utile sets are defined and their element-co-utile outcomes are found.     

Lot‐sizing policies for deterioration items under two‐level trade credit with partial trade credit to credit‐risk retailer and limited storage capacity

The main purpose of this article is to investigate the optimal wholesaler's replenishment decisions for deterioration items under two levels of the trade credit policy and two storage facilities in order to reflect the supply chain management situation within the economic order quantity framework. In this study, each of the following assumptions have been made: (1) The own warehouse with limited capacity always is not sufficient to store the order quantity, so that a rented warehouse is needed to store the excess units over the capacity of the own warehouse; (2) The wholesaler always obtains the partial trade credit, which is independent of the order quantity offered by the supplier, but the wholesaler offers the full trade credit to the retailer; (3) The wholesaler must take a loan to pay his or her supplier the partial payment immediately when the order is received and then pay off the loan with the entire revenue. Under these three conditions, the wholesaler can obtain the least costs. Furthermore, this study models the wholesaler's optimal replenishment decisions under the aforementioned conditions in the supply chain management. Two theorems are developed to efficiently determine the optimal replenishment decisions for the wholesaler. Finally, numerical examples are given to illustrate the theorems that are proven in this study, and the sensitivity analysis with respect to the major parameters in this study is performed. Copyright © 2016 John Wiley & Sons, Ltd.     

广义算子半群的PERRON问题

借助于广义算子半群和广义积分算子半群的关系,讨论广义算子半群的Perron型指数稳定性,研究了广义积分算子半群的渐近行为.     

稀土安全评价:集成算法改进与实证

稀土作为我国战略性矿产资源,其安全问题一直是政府和学术界关注与研究的重要课题.建立了稀土安全的概念框架与评价体系,针对传统AHP中九标度法的不足,基于熵值法、加速遗传算法及扩充标度值的层次分析法,提出了一种改进的层次分析法(EV-AGA-EAHP),通过集成模糊C-均值聚类算法和模糊综合评价法,研究提出了一种模糊综合集成评价方法(EV-AGA-EAHP-FCM-FIJ),给出了集成算法及步骤,对2001-2013年我国稀土安全水平进行了评价,提出了保障我国稀土安全的建议.     

基于贝叶斯网络的智能故障诊断方法

首先提出了基于贝叶斯网络的智能故障诊断方法，它对于解决复杂设备诊断问题中存在的不确定性，关联性具有很大的优质。然后阐述了贝叶斯网络模型的数学描述及基于贝叶斯网络的故障诊断方法的基本思路和决策算法。最后以某型SINS／GPS组合导航系统的故障诊断应用实例说明了该方法的有效性。     

集成光芯片的电光性能测试方法

为了提高中低精度光纤陀螺工程化批产过程中的一致性和合格率,降低筛选成本,初步定量研究了铌酸锂集成光芯片的附加损耗、光克尔效应、分光比和偏振效应等重要参数对陀螺性能的影响和优化方法,并提出了电光性能的具体测试方法。通过输入特定方波、锯齿波、方波加阶梯波,可从输出波形上进行直观的判断,并可进一步给出性能优劣的量化指标,能够较为准确地进行芯片筛选,提高工艺水平。此项研究成果对铌酸锂集成光芯片的相关标准进行了补充,不仅可以帮助光纤陀螺的制作单位进行更合理可行的器件筛选,还可以帮助芯片的生产单位完善相应的参数测试工作,提高合格率。     

自适应卡尔曼滤波在移动卫星通讯系统中的应用

研究了自适应卡尔曼滤波技术在移动卫星通讯系统中的应用.首先分析长时间工作的移动卫星通讯系统对导航定位系统的要求,其次通过对系统建模建立系统方程,利用GPS信息和激光陀螺惯性导航系统(LINS)信息建立量测方程.为了避免滤波发散,卡尔曼滤波算法采用Sage&Husa算法.最后给出在北京西郊跑车实验的结果.实验结果表明采用自适应卡尔曼滤波技术的LINS/GPS组合导航系统可以有效地改善移动卫星通讯系统的性能.     

基于空间交会的GPS/INS组合导航系统仿真

由于实验务件限制,GPS/INS组合导航系统很难在真实空间交会对接环境中进行GPS/INS组合导航系统性能测试研究。为此,简要设计和实现了基于空间交会的GPS/INS组合导航软件仿真平台,研究了基于空间交会两航天器绝对和相对运动轨迹生成、GPS/INS组合导航系统误差建模、观测数据生成等实现方法,并通过仿真数据分析验证了这种设计方案的可行性,为进一步开展相关研究奠定了基础。