具有随机扰动的食饵-捕食系统的稳定性

种群生态系统经常会遇到环境白噪声的干扰。基于此,提出一类具有随机扰动的食饵-捕食系统,该系统含有改进的时滞Leslie-Gower和Holling Ⅱ型功能性反应函数。利用随机微分方程比较原理和伊藤公式,分别得到该系统正解的存在唯一性和该解的p阶矩上界,最终通过构造Lyapunov泛函,证明了该解依期望全局渐近稳定。最后,以状态图和相图两种仿真图形,对理论结果进行了验证说明。     

Empirical likelihood confidence region for parameters in linear errors-in-variables models with missing data

The multivariate linear errors-in-variables model when the regressors are missing at random in the sense of Rubin (1976) is considered in this paper. A constrained empirical likelihood confidence region for a parameter β ₀ in this model is proposed, which is constructed by combining the score function corresponding to the weighted squared orthogonal distance based on inverse probability with a constrained region of β ₀. It is shown that the empirical log-likelihood ratio at the true parameter converges to the standard chi-square distribution. Simulations show that the coverage rate of the proposed confidence region is closer to the nominal level and the length of confidence interval is narrower than those of the normal approximation of inverse probability weighted adjusted least square estimator in most cases. A real example is studied and the result supports the theory and simulation’s conclusion.     

Empirical likelihood for partially linear models under negatively associated errors

This paper proposes to use the blockwise empirical likelihood(EL) method to construct the confidence regions for the regression vector β in a partially linear model under negatively associated errors. It is shown that the blockwise EL ratio statistic for β is asymptotically χ~2 distributed. The result is used to obtain an EL-based confidence region for β. Results of a simulation study on the finite sample performance of the proposed confidence regions are reported.     

Bayesian empirical likelihood estimation of quantile structural equation models

Structural equation model (SEM) is a multivariate analysis tool that has been widely applied to many fields such as biomedical and social sciences. In the traditional SEM, it is often assumed that random errors and explanatory latent variables follow the normal distribution, and the effect of explanatory latent variables on outcomes can be formulated by a mean regression-type structural equation. But this SEM may be inappropriate in some cases where random errors or latent variables are highly nonnormal. The authors develop a new SEM, called as quantile SEM (QSEM), by allowing for a quantile regression-type structural equation and without distribution assumption of random errors and latent variables. A Bayesian empirical likelihood (BEL) method is developed to simultaneously estimate parameters and latent variables based on the estimating equation method. A hybrid algorithm combining the Gibbs sampler and Metropolis-Hastings algorithm is presented to sample observations required for statistical inference. Latent variables are imputed by the estimated density function and the linear interpolation method. A simulation study and an example are presented to investigate the performance of the proposed methodologies.     

随机扰动下一类混沌系统的同步

基于工程上广为应用的非线性鲁棒观测器思想,在随机扰动存在的情况下,对一类混沌系统成功地实现了同步。响应系统分两步进行设计,首先利用矩阵理论通过线性变换将受扰混沌系统进行扰动解耦,使系统部分状态与扰动无关,然后针对扰动解耦系统设计非线性观测响应系统。同时结合混沌吸引子有界性这一特点,将观测器存在条件化为求解系统的LMI,最终的仿真结果证明了该方法的有效性。     

基于Logistic的区域交通基础设施生态系统演化模型

作为城市(群)生态系统的子系统,区域交通基础设施系统具有类似自然生态系统的递进演化特征,是一个非线性耗散结构体系,由于环境容量的限制,区域交通基础设施生态系统的演化和平衡满足Logistic模型.本文分析区域交通基础设施生态系统演化的动力机制,构建系统演化模型及系统种群共生演化模型,描述系统整体演化过程及系统多种群趋向不同平衡态的演化路径.以上海市对外交通系统为例,验证区域交通基础设施生态系统演化模型的准确性和实用性,反推上海市对外交通系统演化的Logistic方程,并预测其演化趋势.以上海市市内三种交通类型演化为例,验证区域交通基础设施生态系统多种群共生演化模型.根据模型结果,本文系统提出注重维护已有设施、合理发展公共交通、引进推广绿色交通的区域交通基础设施发展策略,为城市(群)交通基础设施网络功能优化和能力提升提供理论支撑.     

随机调制信号参数的统计Cramer-Rao下限及其最大似然估计

随机跳频和随机脉冲重复间隔等随机调制信号的处理可以等价为随机调制信号中的参数估计问题。针对抽象的随机调制复正弦信号模型,借助Fisher信息矩阵推导了其复幅度和调制系数估计的Cramer-Rao下限并分析了其统计特性。求解了单个和多个随机调制复正弦信号的最大似然估计,利用“广义周期图”研究了其分辨及模糊性能,为后续的信号设计与处理提供了理论参考。计算机仿真实验验证了相关结论。     

股指期货操纵预警的Logistic模型实证研究

通过建立Logistic回归模型判别股指期货被操纵的可能性,将股指期货是否被操纵的问题转化为根据一定时期内股指期货市场的波动性以及流动性指标计算股指期货在一定时间内被操纵的概率,建立了股指期货操纵事件的预警模型.选取香港恒生指数期货操纵时段和对应的非操纵时段,进行了预警模型的实证检验,证明了该模型可以对股指期货操纵事件起到较好的预警作用.研究发现,在股指期货市场中,操纵期与非操纵期的交易量和空盘量显著不同,而反映市场波动性的收益率指标的变化并不显著,对操纵行为是否发生可以使用空盘量和交易量构建模型进行判别.Logistic模型可以很好的识别股指期货市场上的操纵行为,在进入操纵期以后,根据模型计算出的操纵事件的发生概率发生了显著的变化.     

相似产品步进应力加速寿命试验的统计分析

本文将单组样本的步进应力加速寿命试验(SSALT)拓展到双样本情形.基于累积失效模型(CEM),对两组指数产品的联合Ⅱ型截尾数据进行综合分析.首先,计算未知参数的极大似然估计(MLE),并利用矩母函数(MGF)建立其条件概率分布.然后,采用两种方法,基于概率分布的精确分析方法和参数的Bootstrap方法,构建参数的置信区间(CIs).以覆盖率作为评价标准,对两种方法的区间估计效果进行分析.最后,通过数值算例验证了本文方法的有效性.     

屏蔽数据下软件可靠性的极大似然估计

屏蔽数据是指引起系统失效的真实原因不得而知,即失效原因可能是系统组件的某个子集。一般地,屏蔽数据下非齐次泊松过程 (non-homogeneous Poisson process, NHPP)类软件可靠性叠加模型中参数的极大似然估计比较复杂,因为叠加模型不能分解成几个简单的NHPP模型。本文主要研究基于屏蔽数据下叠加模型中参数的极大似然估计,评估软件系统的可靠性。最后通过一组模拟数据,说明极大似然估计效果良好。     

摩擦市场下加权极大-极小随机模糊投资组合模型及实证

考虑投资者面临证券市场随机和模糊的双重不确定性,把证券收益率视为随机模糊变量. 根据前景理论建立符合投资者心理特征的期望收益和目标概率隶属度函数,构建目标权重不等的加权极大- 极小随机模糊投资组合模型. 在含有交易费用和最小交易单位约束的摩擦市场环境下,利用改进动态邻居粒子群算法求解投资组合问题. 采用实证方法把市场分为上升和下降两个阶段,研究模型的表现. 结果表明： 加权极大- 极小随机模糊投资组合模型的收益率优于均值-方差投资组合模型; 利用加权极大- 极小随机模糊投资组合模型能够满足不同风险态度投资者的需求,构建与投资者风险态度一致的投资组合.     

Exact inference for two exponential populations with competing risks data

In a reliability comparative test, the joint censoring model is usually adopted to evaluate the performances of units with the same facility. However, most researchers ignore the pos- sibility that there is more than one factor for the failure when a test unit fails. To solve this problem, we consider a joint Type-II hybrid censoring model for the analysis of exponential competing failure data. Based on the maximum likelihood theory, we compute the maximum likelihood estimators （MLEs） of parameters and then obtain the condition ensuring MLEs existence for every unknown parameter. Then we derive the conditional exact distributions and corresponding moment properties for parameters by the moment generating function （MGF）. A Monte-Carlo simulation is conducted to compare the performances of different ways. And finally, we conduct a numerical example to illustrate the proposed method.     

属性值为正态随机变量的多属性决策方法

针对具有正态随机变量的多属性决策(MADM)问题, 提出了一种决策分析方法. 在该方法中, 首先通过理论分析给出根据期望和方差确定正态随机变量随机占优关系的简便方法; 其次依据得到的简便方法确定针对各属性的两两方案之间的随机占优关系, 并构建相应的随机占优关系矩阵; 在此基础上, 给出了一种基于ELECTRE Ⅲ的方案排序方法. 最后, 通过一个算例说明了所给方法的可行性和有效性.     

Approximate conditional likelihood for generalized linear models with general missing data mechanism

The generalized linear model is an indispensable tool for analyzing non-Gaussian response data, with both canonical and non-canonical link functions comprehensively used. When missing values are present, many existing methods in the literature heavily depend on an unverifiable assumption of the missing data mechanism, and they fail when the assumption is violated. This paper proposes a missing data mechanism that is as generally applicable as possible, which includes both ignorable and nonignorable missing data cases, as well as both scenarios of missing values in response and covariate. Under this general missing data mechanism, the authors adopt an approximate conditional likelihood method to estimate unknown parameters. The authors rigorously establish the regularity conditions under which the unknown parameters are identifiable under the approximate conditional likelihood approach. For parameters that are identifiable, the authors prove the asymptotic normality of the estimators obtained by maximizing the approximate conditional likelihood. Some simulation studies are conducted to evaluate finite sample performance of the proposed estimators as well as estimators from some existing methods. Finally, the authors present a biomarker analysis in prostate cancer study to illustrate the proposed method.     

一种最大似然调制识别的快速算法

针对最大似然调制识别算法计算复杂度高的问题,提出了一种可用于实时软件接收机中的离散最大似然算法。通过预存离散似然函数值而后直接查表调用的方式解决耗时的似然函数计算问题,并且算法对载波频率偏差和相位偏移具有鲁棒性。仿真结果表明,该算法与最优最大似然调制识别算法相比,能有效地简化运算复杂度而性能损失较小。     

基于AHP-模糊推理的甘肃省循环经济发展度实证分析

针对2007年甘肃省各市、州循环经济发展现状,运用AHP构建循环经济发展指标体系,筛选支撑本地区循环经济发展度三个要素(即:经济发展-城乡建设、居民生活-人口社会、资源能源-生态环境)的具体指标,确定各具体指标的权重,进而计算出各市、州循环经济发展度三个要素的数值,建立模糊推理系统综合测评2007年各市、州的循环经济发展度.分析评价结果,给出未来甘肃省各市、州循环经济发展建议.     

Near time optimal control with perturbation estimation for flexible spacecraft slewing maneuvers

1.INTRODUCTION Inrecentyears,therehasbeenconsiderableinterest inmodelingandcontrolofflexiblespacecraft.Thisis contributabletotheuseoflightweightandslender materialsforthespeedandfuel efficiencypurposes. Inmanyapplications,sophisticatedcontrolalgo rithmsarerequiredtomakeoptimaluseofmaximum torqueavailablefortimeminimizationmaneuvers, thistimeminimizationcontroloftenresultsinabang bangcontrolthatcanbeimplementedinaerospaceap plicationsusingon offthrusterjetstechnology.But unfortunately,t…     

不完整数据非均衡案例双重鲁棒因果推理EI北大核心CSCDCSSCI

大规模数据中实体异质性和数据不完整性等因素严重制约了因果推理的品质.本文提出了不完整数据双重鲁棒因果推理模型,实现了基于随机分配机制与无偏响应参数估计的因果效应辨识.首先拓清了基于观察数据的因果效应可辨识和可估计的条件.引入处理分配概率分布的概念,构建基于最小化绝对标准偏差的整数优化模型,消除了处理组与对照组之间的协变量不均衡性.通过数据匹配选择模型推导基于最优解或近似优化解的数据子集,实现两组案例之间处理分配的再随机化.通过增强逆概率加权方法,实现案例不完整响应参数的无偏估计.该方法对响应参数估计与处理分配概率的不确定性兼具有鲁棒性,提高了因果效应辨识的品质.最后通过真实案例和拓展数值分析,验证了本方法的有效性.     

摄动情况下有限推力轨道转移与交会联合优化

远程轨道转移与近程交会是空间交会任务的两个重要阶段,前后衔接,但研究模型不同,任务约束要求差异很大,经常只能分别优化设计。研究摄动情况下的有限推力轨道转移与交会联合优化设计问题,建立了精确的有限推力轨道转移和空间交会模型,推力幅值恒定,优化性能指标均为时间最短。采用Gauss伪谱法将两个最优控制问题分别转化为非线性规划(nonlinear programming,NLP)问题,再建立其联系,构建成一个NLP问题,获得整体优化。最后,通过一个仿真算例,验证了有限推力异面轨道转移与空间交会联合优化,求解过程和结果表明,该方法对初值敏感度小、鲁棒性强、收敛快,满足各类约束条件,能为相关的多阶段整体优化问题求解提供参考。     

非线性扰动离散广义时滞系统的鲁棒H∞控制

研究了扰动是满足Lipschitz条件的一类非线性离散广义时滞系统的鲁棒H_∞控制和鲁棒H_∞保性能控制问题。目的是设计系统的鲁棒H_∞控制器和鲁棒H_∞保性能控制器。应用线性矩阵不等式方法,分别给出了系统的鲁棒H_∞控制器和鲁棒H_∞保性能控制器存在的充分条件;并在这些条件可解时,分别给出了鲁棒H_∞控制器和鲁棒H_∞保性能控制器的表达式。最后用例子说明了所给方法的应用。