Decentralized optimum load frequency control of interconnected power systems

A new approach for designing a linear regulator for the problem of load frequency control (LFC) of interconnected power systems is developed. The control is specified to be of proportional-plus-integral (P-I) form and is only a function of the measurable states. The LFC problem is formulated as a parameter optimization problem.This work was supported in part by the National Research Council of Canada, Grant No. A4146.     

期货价格预测——反向传播神经网络模型

利用神经网络的 BP算法 ,对较难解决的期货价格问题做了一些研究 ,获得了一定的成功 .     

考虑拥堵路况下碳排放的选址-配送集成优化问题

供应链网络的运输过程是碳排放的主要来源之一,道路拥堵、配送距离和车辆载重等因素会影响碳排放量,本文研究考虑拥堵路况下碳排放的选址-配送集成优化问题。根据车辆行驶状态定义道路拥堵情况,以不同时段下拥堵概率和预期拥堵距离作为路况决定因素,构建碳排放量和经济成本都最小的两目标模型。设计改进的非支配排序遗传算法(NSGA-II)求解模型获得Pareto解集。以环境问题较重的北京和天津为中心构建供应链网络作为算例,验证了模型和算法的有效性和可行性。实验结果给出了不同偏好下供应链网络的构建方案,并对不同时段下决定路况的拥堵概率和预期拥堵距离以及车辆载重进行灵敏度分析。实验结果表明,相对于高速公路,城市道路不同时段对碳排放量影响更敏感。     

Fuzzy adaptive decision-making for boundedly rational traders in speculative stock markets

The development of new models that would enhance predictability for time series with dynamic time-varying, nonlinear features is a major challenge for speculators. Boundedly rational investors called “chartists” use advanced heuristics and rules-of-thumb to make profit by trading, or even hedge against potential market risks. This paper introduces a hybrid neurofuzzy system for decision-making and trading under uncertainty. The efficiency of a technical trading strategy based on the neurofuzzy model is investigated, in order to predict the direction of the market for 10 of the most prominent stock indices of U.S.A, Europe and Southeast Asia. It is demonstrated via an extensive empirical analysis that the neurofuzzy model allows technical analysts to earn significantly higher returns by providing valid information for a potential turning point on the next trading day. The total profit of the proposed neurofuzzy model, including transaction costs, is consistently superior to a recurrent neural network and a Buy & Hold strategy for all indices, particularly for the highly speculative, emerging Southeast Asian markets. Optimal prediction is based on the dynamic update and adaptive calibration of the heuristic fuzzy learning rules, which reflect the psychological and behavioral patterns of the traders.     

Forecasting cancellation rates for services booking revenue management using data mining

Revenue management (RM) enhances the revenues of a company by means of demand-management decisions. An RM system must take into account the possibility that a booking may be canceled, or that a booked customer may fail to show up at the time of service (no-show). We review the Passenger Name Record data mining based cancellation rate forecasting models proposed in the literature, which mainly address the no-show case. Using a real-world dataset, we illustrate how the set of relevant variables to describe cancellation behavior is very different in different stages of the booking horizon, which not only confirms the dynamic aspect of this problem, but will also help revenue managers better understand the drivers of cancellation. Finally, we examine the performance of the state-of-the-art data mining methods when applied to Passenger Name Record based cancellation rate forecasting.     

基于对数灰关联度的加权几何平均组合预测模型的有效性

基于对数灰关联度的加权几何平均组合预测是一种新的非线性组合预测。针对该方法提出新的优性组合预测、预测方法优超、冗余度等概念,给出优性组合预测存在的充分条件,最后证明冗余预测方法的一个判定定理。     

上海城市居民消费恩格尔系数的灰色系统研究

尝试应用灰色系统理论的GM（1,N）和GM（1,1）建模方法,结合有关实际统计资料,研究上海城市居民消费恩格尔系数的主要影响因素和变化趋势,并进行灰色预测。     

基于预测有效度的组合预测方法冗余信息的判定

基于预测方法有效度的概念 ,建立了考虑预测精度标准差的预测有效度的组合模型 ,提出了几个新的概念 ,给出冗余信息出现的两个判定定理 .并用实例说明判定定理的有效性 .     

博弈论在通信对抗态势预测中的应用

本文首先提出了基于博弈论预测电磁态势演变的基本构想,设置了通信对抗的场景并构建了相应的数学模型.其次,分析了通信对抗电磁态势生成流程,最后结合一定的作战背景进行了仿真实验,基于双方博弈的原则预测了通信对抗态势的演变.仿真结果与理论分析相符,该研究成果已在多个作战仿真系统中得到了成功应用.     

PLASTIC LIMIT LOAD ANALYSIS OF DEFECTIVE PIPELINES

The integrity assessment of defective pipelines represents a practically important task of structural analysis and design in various technological areas, such as oil and gas industry, power plant engineering and chemical factories. An iterative algorithm is presented for the kinematic limit analysis of 3-D rigid-perfectly plastic bodies. A numerical path scheme for radial loading is adopted to deal with complex multi-loading systems. The numerical procedure has been applied to carry out the plastic collapse analysis of pipelines with part-through slot under internal pressure, bending moment and axial force. The effects of various shapes and sizes of part-through slots on the collapse loads of pipelines are systematically investigated and evaluated. Some typical failure modes corresponding to different configurations of slots and loading forms are studied.