Mean time to failure and availability of semi-Markov missions with maximal repair

We analyze mean time to failure and availability of semi-Markov missions that consist of phases with random sequence and durations. It is assumed that the system is a complex one with nonidentical components whose failure properties depend on the mission process. The stochastic structure of the mission is described by a Markov renewal process. We characterize mean time to failure and system availability under the maximal repair policy where the whole system is replaced by a brand new after successfully completing a phase before the next phase starts. Special cases involving Markovian missions are also considered to obtain explicit formulas.     

Comparisons and bounds for expected lifetimes of reliability systems

Sharp bounds on expectations of lifetimes of coherent and mixed systems composed of elements with independent and either identically or non-identically distributed lifetimes are expressed in terms of expected lifetimes of components. Similar evaluations are concluded for the respective mean residual lifetimes. In the IID case, improved inequalities dependent on a concentration parameter connected to the Gini dispersion index are obtained. The results can be used to compare systems with component lifetimes ordered in the convex ordering. In the INID case, some refined bounds are derived in terms of the expected lifetimes of series systems of smaller sizes, and the expected lifetime of single unit for the equivalent systems with IID components. The latter can be further simplified in the case of weak Schur-concavity and Schur-convexity of the system generalized domination polynomial.     

GM(1,1)模型灰色作用量的优化

通过把GM(1,1)模型中的灰色作用量b改进为动态的b_1+b_2k,从而构建了对灰色作用量优化的GM(1,1)模型.通过实例的验证以及与GM(1,1)模型对比,发现优化的GM(1,1)模型的模拟精度和预测精度均较高.     

现代物流业与其相关产业灰色关联度研究——基于山西省的实证分析

结合山西省2002～2006年的相关行业生产总值增加值,运用灰色系统理论方法,得到山西省现代物流业与相关产业的灰色关联系数,按照关联度的不同排序,对山西省发展现代物流业提出了切实可行的政策建议.     

逐步优化灰导数的非等间距GM(1,1)模型

利用前向差商和后向差商的加权平均值代替灰导数,对非等间距灰色预测模型进行了改进,给出了加权系数的估计公式,并采用逐步递推的方法优化参数,建立新的非等间距GM(1,1)模型.最后通过实例证明了新模型具有较高的精度.     

基于粗糙集理论的超稠油油藏水平井吞吐效果评价及其影响因素分析

影响超稠油油藏水平井蒸汽吞吐开发效果的因素包括地质参数、流体参数、开发参数、水平井设计参数等众多因素,寻找主要因素对于超稠油油藏水平井吞吐效果评价及开发调整设计具有重要意义.基于粗糙集理论对影响超稠油油藏水平井吞吐效果的10个因素进行数据属性约简,同时利用灰色关联分析,对这些因素进行敏感性分析;应用Elman神经网络比较上述两种结果,证明了粗糙集理论进行数据属性约简的方法更准确.最终得到注汽干度、注汽强度、注汽速度、水平段长度和注汽压力对水平井的开发效果影响最大.实例计算表明,方法实用有效,精度较高,可用于超稠油油藏水平井吞吐效果评价及开发、调整设计.     

H~2×R中给定平均曲率曲面的Weierstrass表示

定义了H~2×R中曲面的法高斯映照,给出了给定平均曲率曲面的Weierstrass表示,证明了法高斯映照满足一个二阶偏微分方程,并且该方程是所得到的Weierstrass表示的完全可积条件.     

灰色中立随机线性时滞系统的稳定性分析(英文)

通过使用灰色矩阵覆盖集的分解方法和矩阵范数的性质,构造李雅普诺夫函数,研究了灰色中立随机线性时滞系统的鲁棒稳定性和几乎指数鲁棒稳定性.     

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.     

Mean Curvature Flow via Convex Functions on Grassmannian Manifolds

Using the convex functions on Grassmannian manifolds, the authors obtain the interior estimates for the mean curvature flow of higher codimension. Confinable properties of Gauss images under the mean curvature flow have been obtained, which reveal that if the Gauss image of the initial submanifold is contained in a certain sublevel set of the v-function, then all the Gauss images of the submanifolds under the mean curvature flow are also contained in the same sublevel set of the v-function. Under such restrictions, curvature estimates in terms of v-function composed with the Gauss map can be carried out.