随机产出下的农产品供应链合同

本文设计了存在外部市场的二级农产品供应链,对农产品销货补货渠道进行分析,提出一种考虑外部市场的成本-收入共享合同。研究结果表明,供应商通过与加工企业共享丰收年超出订单量的额外收入,能有效激励加工企业增加订单量,提高双方利润;增添加工企业从外部市场进行补货的渠道能有效缓解供应商欠收的经济压力;考虑外部市场的成本-收入共享合同,能推迟供应链成员退出市场的时间点,利于提高供应链稳定性。     

随机粗糙表面近红外光散射特性数值研究

为了研究随机粗糙表面的近红外光散射现象,采用线性滤波法生成高斯分布随机粗糙表面,使用基于矩量法的蒙特卡罗方法计算波长为1.064μm的S和P线偏振入射光照射下的良导体和电介质表面的散射分布、散射峰值及其位置等.数值计算结果表明,良导体和电介质表面的散射特征具有显著差异.该结果对提高激光雷达目标识别能力具有重要意义.     

Long Memory of Financial Time Series and Hidden Markov Models with Time‐Varying Parameters

Hidden Markov models are often used to model daily returns and to infer the hidden state of financial markets. Previous studies have found that the estimated models change over time, but the implications of the time‐varying behavior have not been thoroughly examined. This paper presents an adaptive estimation approach that allows for the parameters of the estimated models to be time varying. It is shown that a two‐state Gaussian hidden Markov model with time‐varying parameters is able to reproduce the long memory of squared daily returns that was previously believed to be the most difficult fact to reproduce with a hidden Markov model. Capturing the time‐varying behavior of the parameters also leads to improved one‐step density forecasts. Finally, it is shown that the forecasting performance of the estimated models can be further improved using local smoothing to forecast the parameter variations. Copyright © 2016 John Wiley & Sons, Ltd.     

Multicategory Purchase Incidence Models for Partitions of Product Categories

We analyze multicategory purchases of households by means of heterogeneous multivariate probit models that relate to partitions formed from a total of 25 product categories. We investigate both prior and post hoc partitions. We search model structures by a stochastic algorithm and estimate models by Markov chain Monte Carlo simulation. The best model in terms of cross‐validated log‐likelihood refers to a post hoc partition with two groups; the second‐best model considers all categories as one group. Among prior partitions with at least two category groups a five‐group model performs best. Effects on average basket value differ for the model with five prior category groups from those for the best‐performing model in 40% and 24% of the investigated categories for features and displays, respectively. In addition, the model with five prior category groups also underestimates total sales revenue across all categories by about 28%. Copyright © 2016 John Wiley & Sons, Ltd.     

浅谈创新在典当业管理中的重要作用

伴随典当业的不断发展,业内人士也在不断创新,典当业存在很大的发展空间。文章就典当模式、内容及管理3方面的创新进行了分析及思考。     

门诊到住院过程中病床负荷公平性的病人路由策略

在调研分析住院病人历史数据和医院业务流程基础上,建立了病人流路由分配的单排队多服务台队列倒V模型.以病房工作负荷公平性为目标,分析了RMI(randomized most-idle)随机路由分配策略的马尔科夫过程在倒V模型中的应用,得到了系统的阻塞概率及病床占用率等相关性能指标参数,从理论上分析了RMI路由分配策略的公平性.对比了两服务台队列占用率、单位时间内服务的病人数量,结果验证了RMI策略的公平性.     

一个具有Markov性的入圈问题

研究序列{Xn},{Xn}满足Xn=Yn(mod 2),其中Yn∈Z+,Y0≥2,Yn+1=Yn+[Yn/2],证明了{Xn}为一独立随机变量序列,并且是一时间齐次Markov链.最后,利用该Markov链{Xn}的性质,证明了入圈问题经过有限次插点,Cm的任意一边上都至少插入一个新点.     

一种基于样本块的图像超分辨率方法研究

提出了一种在马尔科夫网络框架下基于样本块的图像超分辨率算法。算法根据相似性选取多个样本块作为图像重建的候选,在候选集中计算图像块先验概率和图像块之间的相容性,最后在马尔科夫框架下选取最优图像块,合成最终的高分辨率图像。实验证明本文提出的算法具有较好的超分辨率效果。     

关于Polya罐子模型的几个结论

在Polya罐子模型中,分别以Xn,Sn表示第n次抽球并放回后罐中的黑球比例数和在前n次抽球中抽到黑球的次数,得到了Sn/n的极限分布为贝塔分布以及E（Xn）等于E（X∞）,D（Xn）不等于D（X∞）等几个重要结论,并分别运用概率论知识和随机过程的鞅理论知识从不同角度证明结论.     

执行器饱和的随机Markov切换系统的观测器设计

利用直接法对转移概率是部分未知的,并且具有执行器饱和现象的随机Markov切换系统进行稳定性分析.通过引入自由连接权矩阵降低系统的保守性.首先,针对此类随机Markov切换系统,充分考虑转移概率中元素之间的特性,通过构建参数依赖型Lyapunov函数,并设计观测器确保闭环饱和系统的随机稳定性.然后,在线性矩阵不等式的框架下,得到均方意义下的最大不变吸引域,并将其归结为求解一组线性矩阵不等式的可行性问题.最后,数值仿真算例验证本方法的有效性.