Support vector regression for warranty claim forecasting

Forecasting the number of warranty claims is vitally important for manufacturers/warranty providers in preparing fiscal plans. In existing literature, a number of techniques such as log-linear Poisson models, Kalman filter, time series models, and artificial neural network models have been developed. Nevertheless, one might find two weaknesses existing in these approaches: (1) they do not consider the fact that warranty claims reported in the recent months might be more important in forecasting future warranty claims than those reported in the earlier months, and (2) they are developed based on repair rates (i.e., the total number of claims divided by the total number of products in service), which can cause information loss through such an arithmetic-mean operation.To overcome the above two weaknesses, this paper introduces two different approaches to forecasting warranty claims: the first is a weighted support vector regression (SVR) model and the second is a weighted SVR-based time series model. These two approaches can be applied to two scenarios: when only claim rate data are available and when original claim data are available. Two case studies are conducted to validate the two modelling approaches. On the basis of model evaluation over six months ahead forecasting, the results show that the proposed models exhibit superior performance compared to that of multilayer perceptrons, radial basis function networks and ordinary support vector regression models.     

The Transit Route Arc-Node Service Maximization problem

This article presents a new method for determining optimal transit routes. The Transit Route Arc-Node Service Maximization model is a mathematical model that maximizes the service value of a route, rather than minimizing cost. Cost (distance) is considered as a budget constraint on the extent of the route. The mathematical formulation modifies and exploits the structure of linear programming problems designed for the traveling salesman problem. An innovative divide-and-conquer solution procedure is presented that not only makes the transit routing problem tractable, but also provides a range of high-quality alternate routes for consideration, some of which have substantially varying geometries. Variant formulations are provided for several common transit route types. The model is tested through its application to an existing street network in Richardson, TX. Optimal numeric results are obtained for several problem instances, and these results demonstrate that increased route cost is not correlated with increased service provision.     

The minmax regret gradual covering location problem on a network with incomplete information of demand weights

The gradual covering location problem seeks to establish facilities on a network so as to maximize the total demand covered, allowing partial coverage. We focus on the gradual covering location problem when the demand weights associated with nodes of the network are random variables whose probability distributions are unknown. Using only information on the range of these random variables, this study is aimed at finding the “minmax regret” location that minimizes the worst-case coverage loss. We show that under some conditions, the problem is equivalent to known location problems (e.g. the minmax regret median problem). Polynomial time algorithms are developed for the problem on a general network with linear coverage decay functions.     

一种基于网格模型的无限传感器网络K区域覆盖算法

目前无限传感器网络K覆盖问题的解决机制大都有颇为苛刻的假设条件,如要求节点具有很强的能量、节点的感知区域能被精确定义等.提出了一个基于布尔感知理论的分布式网格模型及相应的K区域覆盖算法,能够很好地处理感知区域形状不规则及大小发生变化的K覆盖问题,算法时间复杂度小,适用范围广泛.仿真实验证明了算法的有效性.     

Network dimensionality and ligand flexibility in lanthanide terephthalate hydrates

Various lanthanide open framework materials incorporating the terephthalate (TP) entity were prepared using hydrothermal synthesis methods at a moderate temperature of 170 °C. The compounds Nd₂(TP)₃(H₂O)₄(1), Er₂(TP)₃(H₂O)₄(2), Yb₂(TP)₃(H₂O)₂(3), Yb₂(TP)₃(H₂O)₆(4), and Yb₂(TP)₃(H₂O)₈·2H₂O (5), were characterized by single crystal structural analysis and FT-IR spectroscopy. While compounds 1 and 2 have been reported before on the basis of powder X-ray diffraction, the structural characterization of any ytterbium terephthalate species is unprecedented. Compounds 1-5 crystallize in triclinic settings with space group P-1. The compounds are compared with their previously reported Er and Tb-counterparts and the reduction of the dimensionality of the resulting networks from 3D over 2D to 1D with increasing level of hydration is discussed. Compounds 1, 2, and 3 with the lowest water content assemble in three-dimensional network lattices. Compounds 4 and 5, however, form 2D layered systems and 1D rod like chains, respectively, which are held together by hydrogen bonds originating from coordinating H₂O. The crystal lattices of the 3D networks experience higher levels of tension as can be seen by increasing out-of-plane torsion with regard to the terephthalate carboxylate groups. Moreover, there seems to be a correlation between the level of strain on the aromatic ligands and the reduction of the number of carboxylate oxygen atoms that are part of the coordination polyhedra.     

Modeling of a magnetorheological damper by recursive lazy learning

Nowadays dampers based on magnetorheological (MR) fluids are receiving significant attention specially for control of structural vibration and automotive suspensions systems. In most cases, it is necessary to develop an appropriate control strategy which is practically implementable when a suitable model for MR dampers is available. It is not a trivial task to model the dynamic of MR dampers because of their inherent non-linear and hysteretic dynamics. In this paper, a recursive lazy learning method based on neural networks is considered to model the MR damper behavior. The proposed method is validated by comparison with experimental obtained responses. Results show the estimated model correlates very well with the data obtained experimentally. The method proposed learns quickly that it is only necessarily a learning cycle, it can learn on-line and it is easy to select the network structure and calculate the model parameters.     

A class of mixture of experts models for general insurance: Theoretical developments

In the Property and Casualty (P&C) ratemaking process, it is critical to understand the effect of policyholders’ risk profile to the number and amount of claims, the dependence among various business lines and the claim distributions. To include all the above features, it is essential to develop a regression model which is flexible and theoretically justified. Motivated by the issues above, we propose a class of logit-weighted reduced mixture of experts (LRMoE) models for multivariate claim frequencies or severities distributions. LRMoE is interpretable, as it has two components: Gating functions, which classify policyholders into various latent sub-classes; and Expert functions, which govern the distributional properties of the claims. Also, upon the development of denseness theory in regression setting, we can heuristically interpret the LRMoE as a “fully flexible” model to capture any distributional, dependence and regression structures subject to a denseness condition. Further, the mathematical tractability of the LRMoE is guaranteed since it satisfies various marginalization and moment properties. Finally, we discuss some special choices of expert functions that make the corresponding LRMoE “fully flexible”. In the subsequent paper (Fung et al., 2019b), we will focus on the estimation and application aspects of the LRMoE.     

A dynamic analysis of corporate investments and emission tax policy in an oligopoly market with network externality

We investigate the product innovation, green R&D investments and the emission tax policy in an oligopoly market with network externality. It is shown that an appropriate tax policy should be deployed to effectively control pollution and motivate innovation. At the early stage of the market, the emission tax should gradually reduce to motivate firms to achieve optimal investments. Later at the mature stage, the emission tax policy should carefully consider both the market competition and green technology levels.     

润滑油冷却液污染的拉曼光谱检测方法研究

对船舶柴油机而言,润滑油常受到冷却液的污染,引起润滑油劣化变质,从而导致其功能失效。冷却液的主要成分是水、乙二醇及少量的防腐蚀、抗穴蚀、消泡沫等添加剂。将拉曼光谱用于检测润滑油被冷却液污染的浓度,是一种针对复杂混合物的拉曼光谱检测问题,单个拉曼峰强度的定量分析方法无法满足浓度的定量检测。为此,将拉曼光谱分析和LSTM神经网络数据挖掘方法应用于检测润滑油冷却液污染的浓度。在实验室条件下,配制了冷却液污染浓度为2%,1.5%,1%,0.5%,0.25%和0%的柴油机润滑油油样,对每个油样取样50次,并进行拉曼光谱分析,共获得300个拉曼光谱数据,随机抽取其中80%的数据作为神经网络训练样本,剩余20%的数据作为测试样本,拉曼光谱样本数据的光谱范围为300～2 000 cm-1;对数据进行预处理,包括采样、拟合、离散点平均梯度估计等;构建训练样本集,将LSTM神经网络和多层全连接层（FC）结合,建立4种不同的神经网络模型结构;得到其在训练集和测试集上的平均误差曲线、测试集上的检测准确率曲线。分析结果表明,FCs,LSTM-FCs-1,LSTM-FCs-2和LSTM-FCs-3等4种神经网络模型,检测准确率分别为96.7%,93.3%,98.3%和83.3%。选取任意1%的波数点,加入幅值随机正负变化1%的噪声之后,4种神经网络模型的检测准确率分别为88.3%,90.0%,96.7%和78.3%。可见,相比于其他3种神经网络结构模型,LSTM-FCs-2模型更适用于进行润滑油冷却液污染的定量估计,加噪后最高准确率仍可以达到96.7%,鲁棒性优于其他三种模型。拉曼光谱结合LSTM网络中的LSTM-FCs-2模型,应用于冷却液污染浓度分别为0.2%和0.4%的实际油样检测,相对误差分别为5.0%和7.5%,结果表明该方法可用于在用润滑油冷却液污染浓度的检测。     

基于变换域PCNN的近红外与彩色可见光融合

针对近红外与彩色可见光图像融合后对比度低、细节丢失和颜色失真等问题,提出一种基于多尺度变换和自适应脉冲耦合神经网络(PCNN-pulse coupled neural network,PCNN)的红外与彩色可见光图像融合的新算法。首先将彩色可见光图像转换到HSI（hue saturation intensity)空间,HSI色彩空间包含亮度、色度和饱和度三个分量,并且这三个分量互不相关,因此利用这个特点可对三个分量分别进行处理。将其亮度分量与近红外图像分别进行多尺度变换,变换方法选择Tetrolet变换。变换后分别得到低频和高频分量,针对图像低频分量,提出一种期望最大的低频分量融合规则;针对图像高频分量,采用高斯差分算子调节PCNN模型的阈值,提出一种自适应的PCNN模型作为融合规则。处理后的高低频分量经过Tetrolet逆变换得到的融合图像作为新的亮度图像。然后将新的亮度图像和原始的色度和饱和度分量反向映射到RGB空间,得到融合后的彩色图像。为了解决融合带来的图像平滑化和原始图像光照不均的问题,引入颜色与锐度校正机制(colour and sharpness correction, CSC)来提高融合图像的质量。为了验证方法的有效性,选取了5组分辨率为1 024×680近红外与彩色可见光图像进行试验,并与当前高效的四种融合方法以及未进行颜色校正的本方法进行了对比。实验结果表明,同其他图像融合算法进行对比分析,该方法在有无CSC颜色的情况下均能保留最多的细节和纹理,可见度均大大提高,同时本方法的结果在光照条件较弱的情况下具有更多的细节和纹理,均具有更好的对比度和良好的色彩再现性。在信息保留度、颜色恢复、图像对比度和结构相似性等客观指标上均具有较大优势。