响应曲面法提取水松总黄酮的工艺研究

采用响应曲面法,优化了提取水松总黄酮的提取工艺条件为:微波时间3.8min,乙醇浓度69%,固液比1∶31,在此条件下,水松总黄酮的产率为1.88%。     

Chain ladder method: Bayesian bootstrap versus classical bootstrap

The intention of this paper is to estimate a Bayesian distribution-free chain ladder (DFCL) model using approximate Bayesian computation (ABC) methodology. We demonstrate how to estimate quantities of interest in claims reserving and compare the estimates to those obtained from classical and credibility approaches. In this context, a novel numerical procedure utilizing a Markov chain Monte Carlo (MCMC) technique, ABC and a Bayesian bootstrap procedure was developed in a truly distribution-free setting. The ABC methodology arises because we work in a distribution-free setting in which we make no parametric assumptions, meaning we cannot evaluate the likelihood point-wise or in this case simulate directly from the likelihood model. The use of a bootstrap procedure allows us to generate samples from the intractable likelihood without the requirement of distributional assumptions; this is crucial to the ABC framework. The developed methodology is used to obtain the empirical distribution of the DFCL model parameters and the predictive distribution of the outstanding loss liabilities conditional on the observed claims. We then estimate predictive Bayesian capital estimates, the value at risk (VaR) and the mean square error of prediction (MSEP). The latter is compared with the classical bootstrap and credibility methods.     

Two-Sample T 3 Plot: A Graphical Comparison of Two Distributions

Abstract

Consider two independent random variables x and y with means and standard deviations μ _x ,μ _y ,σ _x , and σ _y , respectively. Let F _x (t) = P[(x - μ, _x )/σ _x ≤ t] and F _y (t) = P[(y - μ _y )/σ _y ≤ t]. In this article we address the problem of testing the null hypothesis H ₀ : F _x ≡ F _y , against the alternative H ₁ : F _x ≡ F _y . A graphical tool called T ₃ plot for checking normality of independently and identically distributed univariate data was proposed in an earlier article by Ghosh. In the present article we develop a two-sample T ₃ plot where the basic statistic is the normalized difference between the T ₃ functions for the two samples. Significant departure of this difference function from the horizontal zero line is indicative of evidence against the null hypothesis. In contrast to the one-sample problem, the common distribution function under the null hypothesis is not specified in the two-sample case. Bootstrap is used to construct the acceptance region under H ₀, for the two-sample T ₃ plot.     

Interest rate futures: estimation of volatility parameters in an arbitrage-free framework

Hedging interest rate exposures using interest rate futures contracts requires some knowledge of the volatility function of the interest rates. Use of historical data as well as interest rate options like caps and swaptions to estimate this volatility function have been proposed in the literature. In this paper the interest rate futures price is modelled within an arbitrage-free framework for a volatility function which includes a stochastic variable, the instantaneous spot interest rate. The resulting system is expressed in a state space form which is solved using an extended Kalman filter. The residual diagnostics indicate suitability of the model and the bootstrap resampling technique is used to obtain small sample properties of the parameters of the volatility function.     

A New Class of Cellular Automata with a Discontinuous Glass Transition

We introduce a new class of two-dimensional cellular automata with a bootstrap percolation-like dynamics. Each site can be either empty or occupied by a single particle and the dynamics follows a deterministic updating rule at discrete times which allows only emptying sites. We prove that the threshold density ρ _c for convergence to a completely empty configuration is non trivial, 0<ρ _c <1, contrary to standard bootstrap percolation. Furthermore we prove that in the subcritical regime, ρ<ρ _c , emptying always occurs exponentially fast and that ρ _c coincides with the critical density for two-dimensional oriented site percolation on ℤ². This is known to occur also for some cellular automata with oriented rules for which the transition is continuous in the value of the asymptotic density and the crossover length determining finite size effects diverges as a power law when the critical density is approached from below. Instead for our model we prove that the transition is discontinuous and at the same time the crossover length diverges faster than any power law. The proofs of the discontinuity and the lower bound on the crossover length use a conjecture on the critical behaviour for oriented percolation. The latter is supported by several numerical simulations and by analytical (though non rigorous) works through renormalization techniques. Finally, we will discuss why, due to the peculiar mixed critical/first order character of this transition, the model is particularly relevant to study glassy and jamming transitions. Indeed, we will show that it leads to a dynamical glass transition for a Kinetically Constrained Spin Model. Most of the results that we present are the rigorous proofs of physical arguments developed in a joint work with D.S. Fisher.     

Comparing confidence limits for short-run process incapability index Cpp

Process incapability index C_pp has been proposed in the manufacturing industry to assess process incapability. In industries it is sometimes unable to get large samples, and, hence, the CAN (consistent and asymptotically normal) property of the unbiased estimator for C_pp is missing. In this paper, six bootstrap methods are applied to construct upper confidence bounds (UCBs) of C_pp for short-urn production processes where sample size is small; standard bootstrap (SB), Bayesian bootstrap (BB), bootstrap pivotal (BP), percentile bootstrap (PB), bias-corrected percentile bootstrap (BCPB), and bias-corrected and accelerated bootstrap (BCa). A numerical simulation study is conducted in order to demonstrate the performance of the six various estimation methods. We further investigate the accuracy of the six methods by calculating the relative coverage (defined as the ratio of coverage percentage to average length of UCB). Detailed discussions of simulation results for seven short-run processes are presented. Finally, one real example from Ford Company’s Windsor Casting Plant is used to illustrate the six interval estimation methods.     

Multivariate optimization and comparison between conventional extraction (CE) and ultrasonic-assisted extraction (UAE) of carotenoid extraction from cashew apple

Carotenoids are an essential component of cashew and can be used in pharmaceuticals, cosmetics, natural pigment, food additives, among other applications. The present work focuses on optimizing and comparing conventional and ultrasound-assisted extraction methods. Every optimization step took place with a 1:1 (w:w) mixture of yellow and red cashew apples lyophilized and ground in a cryogenic mill. A Simplex-centroid design was applied for both methods, and the solvents acetone, methanol, ethanol, and petroleum ether were evaluated. After choosing the extractor solvent, a central composite design was applied to optimize the sample mass (59–201 mg) and extraction time (6–34 min). The optimum conditions for the extractor solvent were 38% acetone, 30% ethanol, and 32% petroleum ether for CE and a mixture of 44% acetone and 56% methanol for UAE. The best experimental conditions for UAE were a sonication time of 19 min and a sample mass of 153 mg, while the CE was 23 min and 136 mg. Comparing red and yellow cashews, red cashews showed a higher carotenoid content in both methodologies. The UAE methodology was ca. 21% faster, presented a more straightforward composition of extracting solution, showed an average yield of superior carotenoid content in all samples compared to CE. Therefore, UAE has demonstrated a simple, efficient, fast, low-cost adjustment methodology and a reliable alternative for other applications involving these bioactive compounds in the studied or similar matrix.     

Bootstrapping the nonparametric ARCH regression model

In this paper we introduce the nonparametric AR(1)–ARCH(1) model and show weak consistency of the Nadaraya–Watson estimators for the model. We propose a residual and a wild bootstrap method and prove weak consistency of the bootstrap estimators.     

综合多种信息的金属化膜电容器可靠性评估

 金属化膜电容器是惯性约束聚变激光装置能源系统最重要的元器件之一,其可靠性水平对整个装置的可靠性和运行维护费用有着重要的影响。在分析金属化膜电容器失效机理的基础上,采用Wiener过程对其性能退化过程进行建模,得到了其寿命分布。在此基础上,提出了一种综合性能退化数据和寿命数据的可靠性评估方法。给出了一种评估精度的分析方法,对综合评估方法和基于性能退化数据评估方法的精度进行了分析,结果表明,综合评估方法的评估精度高于基于性能退化数据的评估方法的评估精度。     

Environmental biodegradation of synthetic polymers I. Test methodologies and procedures

Biodegradation of synthetic polymers is an important property that is used in many applications. Evaluation of the extent of biodegradation has used different methods in recent years. For each environmental compartment, different approaches have to be made in order to obtain valuable data on biodegradability.This review describes validated and accepted methods based on standardized biodegradation tests, analytical tests, enzymatic tests or tests of physical properties to evaluate the biodegradability of synthetic polymers for different types of environmental compartments (e.g., soil, compost or aqueous media).Part II of this review will subsequently report on the environmental biodegradation of different groups of synthetic polymers.