On the estimation of optimal batch sizes in the analysis of simulation output

The estimation of the variance of point estimators is a classical problem of stochastic simulation. A more specific problem addresses the estimation of the variance of a sample mean from a steady-state autocorrelated process. Many proposed estimators of the variance of the sample mean are parameterized by batch size. A critical problem is to find an appropriate batch size that provides a good tradeoff between bias and variance. This paper proposes a procedure for determining the optimal batch size to minimize the mean squared error of estimators of the variance of the sample mean. This paper also presents the results of empirical studies of the procedure. The experiments involve symmetric two-state Markov chain models, first-order autoregressive processes, seasonal autoregressive processes, and queue-waiting times for several M/M/1 queueing models. The empirical results indicate that the estimation procedure works nearly as well as it would if the parameters of the processes were known.     

Mean value analysis for polling systems

The present paper deals with the problem of calculating mean delays in polling systems with either exhaustive or gated service. We develop a mean value analysis (MVA) to compute these delay figures. The merits of MVA are in its intrinsic simplicity and its intuitively appealing derivation. As a consequence, MVA may be applied, both in an exact and approximate manner, to a large variety of models.     

Quantitative characterization of spatiotemporal patterns II

Disorderness of spatiotemporal patterns which are obtained by nonlinear partial differential equations is characterized quantitatively. The mean Lyapunov exponent for a nonlinear partial differential equation is given. The local Lyapunov exponent which is a finite time average of the mean Lyapunov exponent is shown to have close relation to the spatiotemporal patterns. It is suggested that the systems which are described by nonlinear partial differential equations are characterized statistically through the probability distribution function of the local Lyapunov exponent.     

医院医疗服务质量管理的灰关联分析

将灰关联分析方法应用于医院管理年活动中,分析了影响医疗服务质量的相关因素,并对医院医疗服务质量进行综合评价.     

区域科技创新能力的灰色关联综合评价研究

采用灰色关联度确定权重的多目标决策方法,根据科技创新能力相关的数据指标集,对我国八大经济区科技创新能力给予了综合评价和排序.这种定量确定权重的方法,为综合评价区域的创新能力提供了一种更为实用、简洁、可操作性的新方法.     

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。     

关联分析理论在航空维修工程中的应用

文章利用灰色系统理论的关联度分析法较好地解决了航空维修质量评价这个问题。通过举例分析，证明了这种分析方法的可行性     

Finite-size scaling for the mean spherical model with inverse power law interaction

A new analytical technique based on integral transformations with Mittag-Leffler-type kernels is used to derive the finite-size scaling function for the free energy per particle of the mean spherical model with inverse power law asymptotics of the interaction potential. The asymptotic formation of the singularities in the specific heat and magnetic susceptibility at the bulk critical point is studied.     

增加试验数据对岭估计的均方误差的影响

在线性模型中,对于回归系数的岭估计和广义岭估计,本文给出了选择岭参数的条件,在此条件下,岭估计和广义岭估计不仅能改善LS估计,而且增加试验数据时,它们的均方误差都会减少。同时,本文将增加试验数据换成增加附加信息,从而讨论了附加信息对混合岭估计和混合广义岭估计的影响问题。     

注水油田年综合含水率预测的数学模型

本文将改进的灰色GM（1，1）模型用于某油田年综合含水率的近期发展趋势研究。在平均相对误差达到最小准则下，研究了模型中的背景值参数A和边值修正项￡对模型预测精度的影响。在此基础上，采用线性规划方法估计模型中的参数，基于遗传算法求解最佳背景值参数A和最佳边值修正项ε，以确保在相应的模型检验准则下预测的误差达到最小。结果表明，用改进的灰色GM（1，1）模型预测近期注水油田的综合含水率，预测值与实际值相对误差很小，预测精度很高，可以得到非常满意的结果。进一步的研究发现，改进的灰色GM（1，1）模型虽然近期预测精度很高，但研究长期的发展趋势是行不通的，为此又研究探讨了长期发展趋势模型。