基于概率神经网络的地铁车站易损性分析

基于深度学习方法提出了一种地震响应概率模型，并基于此模型推导了地铁车站结构极限状态超越概率的计算公式，以评价结构的地震易损性。首先采用主成分分析对地震强度指标进行正交化和降维；为了克服传统地震响应概率模型中地震动强度指标与结构地震响应指标服从对数空间线性分布假设的局限性，基于BP神经网络建立趋势模型以预测结构的地震响应；基于概率神经网络建立误差模型以描述基于统计的趋势模型与基于物理机制的数值模型之间的误差，以拓展残差的齐次方差正态分布假设的严格限制。最后，以上海典型2层三跨地铁车站为算例，计算得到其易损性曲线。结果表明，基于深度学习建立的趋势模型较好地模拟了地铁车站结构地震响应随地震强度指标第一主成分的非线性变化特征；建立的误差模型准确地描述了趋势模型预测值的残差随地震强度指标第一主成分的方差非齐次特征。     

考虑中断的制造型供应链协调调度模型

供应链协调调度能有效提高企业应对供应链中断的能力。以两阶段制造供应链为研究对象，研究了中断情境下具有交付时间约束的多产品类型制造供应链协调调度问题。制造商接到包含多产品类型的工件加工订单，各工件需经供应商处理为原材料工件后，交付给制造商处理为完成品，各工件均有一个独立的交付期。如果供应商单方面调整工件加工顺序，会导致制造商冲突成本的增加，需双方协商处理。以最小化供应商总拖期交付成本和最小化制造商总冲突成本为目标，基于收益共享契约协调机制，构建了考虑中断的制造型供应链协调调度模型。设计了一个融合自适应邻域搜索算子的混合自适应遗传算法。通过算例仿真，验证了所提模型与算法的有效性。     

创新回报不确定性下的新技术采纳研究

考虑到企业在采纳新技术过程中的技术溢出以及新技术创新回报的不确定性,建立生产有差异化产品企业的两阶段博弈模型,以企业采纳时间为分界点分别得出在古诺竞争和伯特兰德竞争两种市场下各个阶段的期望均衡利润,进而对技术创新回报不确定性、企业的最优采纳时间、期望社会福利最大时的企业最优社会采纳时间进行了分析,结果表明,随着创新回报不确定性的增加,先采纳新技术企业的期望利润增加更多;企业间产品差异较大时,领先企业在古诺竞争下的最优采纳时间要比伯特兰德竞争下的最优采纳时间要早;企业间产品差异较小时,领先企业在古诺竞争下的最优采纳时间要晚于伯特兰德竞争下的最优采纳时间.跟随企业在古诺竞争下的最优采纳时间始终早于伯特兰德竞争下的最优采纳时间.     

Constructing and evaluating core inflation measures from component‐level inflation data

This paper undertakes a comprehensive examination of 10 measures of core inflation and evaluates which measure produces the best forecast of headline inflation out‐of‐sample. We use the Personal Consumption Expenditure Price Index as our measure of inflation. We use two sets of components (17 and 50) of the Personal Consumption Expenditure Price Index to construct these core inflation measures and evaluate these measures at the three time horizons (6, 12 and 24 months) most relevant for monetary policy decisions. The best measure of core inflation for both sets of components and over all time horizons uses weights based on the first principal component of the disaggregated (component‐level) prices. Interestingly, the results vary by the number of components used; when more components are used the weights based on the persistence of each component is statistically equivalent to the weights generated by the first principal component. However, those forecasts using the persistence of 50 components are statistically worse than those generated using the first principal component of 17 components. The statistical superiority of the principal component method is due to the fact that it extracts (in the first principal component) the common source of variation in the component level prices that accurately describes trend inflation over the next 6–24 months.     

基于成像算子优化的微震逆时定位方法

针对目前微震逆时定位成像存在的问题,提出一种优化后的成像算子,对模型数据进行抗噪性、误差速度以及检波器分布和数量进行测试,并提出采用峰度值作为定位成像结果的评价标准。结果表明,优化后的成像条件在定位能量聚焦程度和成像分辨率上都得到了提升,对含速度误差和含噪微震数据都有较好的成像结果,并且对检波器的分布和数量有较好的适应性,取得了较为理想的定位效果。     

齐次核的Hilbert型多重级数不等式取最佳常数因子的等价条件及应用

利用实分析技巧和权函数方法, 讨论具有齐次核的多重级数Hilbert型不等式, 得到了其取最佳常数因子的充分必要条件, 并给出其应用.     

A Layer-Stripping Method for 3D Near-Surface Velocity Model Building Using Seismic First-Arrival Times

In order to improve the efficiency of 3D near-surface velocity model building, we develop a layer-stripping method using seismic first-arrival times. The velocity model within a Common Mid-Point (CMP) ...     

“二三结合”开发模式渗流特征研究

L油田B区块开展"二三结合"实验区,"二三结合"开发模式渗流特征对区块的合理高效开发具有重要意义。为了明确其渗流特征,利用油藏数值模拟软件Eclipse建立代表意义的油藏数值模型,研究区块"二三结合"开发模式下原射孔层和补孔层的渗流特征,分析了"二三结合"开发模式下,不同开发阶段综合含水率、采出程度、井底压力、地层压力及含水饱和度的变化特征。研究表明,"二三结合"开发模式先通过水驱开发挖潜原射孔层剩余油,提高厚油层顶部剩余油的采出程度,再通过聚合物驱进一步提高开发效果,通过水驱与聚驱的综合作用,最终得到较好的开发效果。     

Forecasting in long horizons using smoothed direct forecast

This paper constructs a forecast method that obtains long‐horizon forecasts with improved performance through modification of the direct forecast approach. Direct forecasts are more robust to model misspecification compared to iterated forecasts, which makes them preferable in long horizons. However, direct forecast estimates tend to have jagged shapes across horizons. Our forecast method aims to “smooth out” erratic estimates across horizons while maintaining the robust aspect of direct forecasts through ridge regression, which is a restricted regression on the first differences of regression coefficients. The forecasts are compared to the conventional iterated and direct forecasts in two empirical applications: real oil prices and US macroeconomic series. In both applications, our method shows improvement over direct forecasts.     

Methods for backcasting,nowcasting and forecasting using factor‐MIDAS: With an application to Korean GDP

We utilize mixed‐frequency factor‐MIDAS models for the purpose of carrying out backcasting, nowcasting, and forecasting experiments using real‐time data. We also introduce a new real‐time Korean GDP dataset, which is the focus of our experiments. The methodology that we utilize involves first estimating common latent factors (i.e., diffusion indices) from 190 monthly macroeconomic and financial series using various estimation strategies. These factors are then included, along with standard variables measured at multiple different frequencies, in various factor‐MIDAS prediction models. Our key empirical findings as follows. (i) When using real‐time data, factor‐MIDAS prediction models outperform various linear benchmark models. Interestingly, the “MSFE‐best” MIDAS models contain no autoregressive (AR) lag terms when backcasting and nowcasting. AR terms only begin to play a role in “true” forecasting contexts. (ii) Models that utilize only one or two factors are “MSFE‐best” at all forecasting horizons, but not at any backcasting and nowcasting horizons. In these latter contexts, much more heavily parametrized models with many factors are preferred. (iii) Real‐time data are crucial for forecasting Korean gross domestic product, and the use of “first available” versus “most recent” data “strongly” affects model selection and performance. (iv) Recursively estimated models are almost always “MSFE‐best,” and models estimated using autoregressive interpolation dominate those estimated using other interpolation methods. (v) Factors estimated using recursive principal component estimation methods have more predictive content than those estimated using a variety of other (more sophisticated) approaches. This result is particularly prevalent for our “MSFE‐best” factor‐MIDAS models, across virtually all forecast horizons, estimation schemes, and data vintages that are analyzed.