商用车ABS预测控制方法研究

针对商用车制动过程中存在的强烈非线性和模型不确定性问题,建立了整车七自由度转向制动状态空间模型,提出了一种非线性连续预测控制方法,设计了基于滑移率的ABS非线性预测控制器.在控制器设计中,利用泰勒级数展开对系统状态进行适当的截尾处理,获得了系统预测模型,并将ABS路面识别算法引入参考轨迹设计,提出了多路面下的参考轨迹模型.当路况发生变化时,参考轨迹也发生相应的变化,而且在系统中引入了积分反馈,以增强系统的鲁棒性.仿真研究表明,当ABS存在建模误差、载荷变化和干扰时,该非线性预测控制器仍能够获得良好的动态响应和鲁棒性.     

Forecasting nonlinear time series with feed‐forward neural networks: a case study of Canadian lynx data

The forecasting capabilities of feed‐forward neural network (FFNN) models are compared to those of other competing time series models by carrying out forecasting experiments. As demonstrated by the detailed forecasting results for the Canadian lynx data set, FFNN models perform very well, especially when the series contains nonlinear and non‐Gaussian characteristics. To compare the forecasting accuracy of a FFNN model with an alternative model, Pitman's test is employed to ascertain if one model forecasts significantly better than another when generating one‐step‐ahead forecasts. Moreover, the residual‐fit spread plot is utilized in a novel fashion in this paper to compare visually out‐of‐sample forecasts of two alternative forecasting models. Finally, forecasting findings on the lynx data are used to explain under what conditions one would expect FFNN models to furnish reliable and accurate forecasts. Copyright © 2005 John Wiley & Sons, Ltd.     

Modeling multivariate co integrated systems: Insights from non-linear dynamics

Johansen's test for co integration is applied to Litterman's original six-variable Bayesian vector auto regression (BVAR) model to obtain vector error correction mechanism (VECM) and Bayesian error correction (BECM) versions of the model. The Brock, Dechert, and Scheinkman (BDS) test for independence from the non-linear dynamics literature is then applied to the error structures of each estimated equation of the BECM and VECM models, plus two BVAR versions of the model. The results show that none of the models produce independent and identically distributed (IID) errors for all six equations. However, the BDS results suggest the elimination of the Bayesian prior from the BECM model, given that the univariate VECM errors are IID in five equations, compared to only two or three equations under the three Bayesian restricted models. These results combined with previous evidence regarding the superior forecasting performance of BECM over ECM models suggest future experimentation with less restrictive BVAR priors, BECM models corrected for heteroscedasticity, or hybrid specifications based on the nonlinear dynamics literature.     

一种高速铁路无砟轨道混凝土结构疲劳损伤模型

基于连续损伤力学理论和边界面概念,建立了高速铁路无砟轨道混凝土结构在循环荷载作用下的疲劳损伤模型.模型在主坐标系中采用了拉压两个边界面,根据加载面与极限断裂面、边界面之间的位置关系来计算高速铁路无砟轨道混凝土结构在复杂应力状态下的损伤,并由累积损伤与应变能释放率之间的关系确定循环加载中极限断裂面的变化规律.通过将该理论模型嵌入有限元软件ABAQUS的用户材料子程序UMAT,与同类模型进行比较验证了模型的可行性.最后对高速铁路双块式无砟轨道支承层进行了循环动荷载作用下的疲劳累积损伤分析.结果表明该模型不仅能够较好地反映支承层在循环荷载作用下疲劳损伤非线性演变规律,还可以展现其疲劳损伤分布形态的全过程,为研究高速铁路无砟轨道混凝土结构的疲劳损伤与寿命预测,提供了可行的理论分析方法.     

A Bayesian nonlinear support vector machine error correction model

The use of linear error correction models based on stationarity and cointegration analysis, typically estimated with least squares regression, is a common technique for financial time series prediction. In this paper, the same formulation is extended to a nonlinear error correction model using the idea of a kernel‐based implicit nonlinear mapping to a high‐dimensional feature space in which linear model formulations are specified. Practical expressions for the nonlinear regression are obtained in terms of the positive definite kernel function by solving a linear system. The nonlinear least squares support vector machine model is designed within the Bayesian evidence framework that allows us to find appropriate trade‐offs between model complexity and in‐sample model accuracy. From straightforward primal–dual reasoning, the Bayesian framework allows us to derive error bars on the prediction in a similar way as for linear models and to perform hyperparameter and input selection. Starting from the results of the linear modelling analysis, the Bayesian kernel‐based prediction is successfully applied to out‐of‐sample prediction of an aggregated equity price index for the European chemical sector. Copyright © 2006 John Wiley & Sons, Ltd.     

一种改进拉氏算子的四阶偏微分方程图像去噪方法

建立了一种描述图像平滑度的泛函,并推导出新的四阶偏微分方程图像去噪模型,在有效去噪的同时,较好地保持了图像的特征。由于该方法得到的图像是分段线性图像,避免了二阶偏微分方程处理图像常出现的"阶梯"效应,同时,和同类的四阶偏微分方程去噪模型相比,其处理结果不会出现"斑"点,因此视觉效果更加理想。最后通过实验证明了该方法的有效性。     

开潭水利枢纽河道行洪影响分析

采用无结构网格的有限体积法二维数学模型,模拟浙江省丽水市开潭水利枢纽工程建设对上游铁路大桥行洪的影响。根据河流的特点,采用四边形和三角形混合网格剖分,并耦合过闸的水力计算,对方程联立求解。结果表明该模型能较好地模拟河道的水流特性和涉水工程建设后的影响,成果为管理部门决策提供了依据。     

A hybrid model considering cointegration for interval-valued pork price forecasting in China

Compared with point forecasting, interval forecasting is believed to be more effective and helpful in decision making, as it provides more information about the data generation process. Based on the well-established “linear and nonlinear” modeling framework, a hybrid model is proposed by coupling the vector error correction model (VECM) with artificial intelligence models which consider the cointegration relationship between the lower and upper bounds (Coin-AIs). VECM is first employed to fit the original time series with the residual error series modeled by Coin-AIs. Using pork price as a research sample, the empirical results statistically confirm the superiority of the proposed VECM-CoinAIs over other competing models, which include six single models and six hybrid models. This result suggests that considering the cointegration relationship is a workable direction for improving the forecast performance of the interval-valued time series. Moreover, with a reasonable data transformation process, interval forecasting is proven to be more accurate than point forecasting.     

胶凝面板堆石坝优化设计

采用非线性数学规划法对胶凝面板堆石坝进行断面优化设计,建立了以大坝的关键几何尺寸为设计变量,以造价为目标函数,以坝体稳定、应力、应力水平及几何尺寸为约束条件的优化设计数学模型,并采用罚函数法求解此优化模型。与原设计方案比较,优化设计方案的堆石方量少、造价低。与普通面板堆石坝相比,胶凝面板堆石坝的优化方案坝坡可以更陡,堆石方量更少、造价更低,且满足应力、稳定的约束条件,得到的断面安全可靠、经济合理。     

A semi‐parametric time series approach in modeling hourly electricity loads

In this paper we develop a semi‐parametric approach to model nonlinear relationships in serially correlated data. To illustrate the usefulness of this approach, we apply it to a set of hourly electricity load data. This approach takes into consideration the effect of temperature combined with those of time‐of‐day and type‐of‐day via nonparametric estimation. In addition, an ARIMA model is used to model the serial correlation in the data. An iterative backfitting algorithm is used to estimate the model. Post‐sample forecasting performance is evaluated and comparative results are presented. Copyright © 2006 John Wiley & Sons, Ltd.     

A smart automated macroeconometric forecasting system

A smart, automated forecasting system is a kind of expert system for generating forecasts wholly or partly without human intervention. A pilot-scale system is reported in this paper. The interventions are made by a rulebase which describes the actual intervention procedures of the London Business School Centre for Economic Forecasting on one of the major macroeconometric forecasting models for the U.K. economy. The rulebase is sufficiently general as to be applicable to any forecasting model. One difference of the pilot model reported in this paper from conventional models is that policy behaviour is described entirely by rules rather than equations. This allows the use of thresholds, floors, ceilings, and discontinuities.     

跨流域调水管理仿真的Agent结构模型

鉴于传统水资源开发配置和调度管理普遍采用系统动力学方法进行系统仿真，有一定局限性，采用复杂适应系统理论以及多Agent建模方法分析了跨流域调水管理过程的层次结构，结合南水北调东线水资源调度管理系统，设计了一种基于复杂适应系统仿真的Agent结构模型，并对Agent结构模型的形式化描述和特点进行分析，最后基于swarm仿真平台进行了仿真和验证。结果表明跨流域调水管理仿真的Agent结构模型可以协调好智能体的反应性和适应性，满足了跨流域调水管理复杂适应系统仿真中对Agent的不同要求。     

Fold-Hopf bifurcation in a simplified four-neuron BAM (bidirectional associative memory) neural network with two delays

The bidirectional associative memory (BAM) neural network with four neurons and two delays is considered in the present paper. A linear stability analysis for the trivial equilibrium is firstly employed to provide a possible critical point at which a zero and a pair of pure imaginary eigenvalues occur in the corresponding characteristic equation. A fold-Hopf bifurcation is proved to happen at this critical point by the nonlinear analysis. The coupling strength and the delay are considered as bifurcation par...     

力学中非线性方程常用解法的比较及其改进

详细分析了力学中非线性问题常用解法Euler—Cauchy及Newton-Raphson法。论证了这两种方法均是将原非线性方程在求解过程中线性化，用一系列线性方程去逼近原非线性问题导致了误差存在。本文详细分析了上述两种算法的优缺点。将两种算法的优点进行组合，推荐一种基于梯形公式的改良算法。在不增加计算工作量的前提下该法不仅收敛快、收敛半径大，而且计算精度高。最后基于Lagrange微分中值定理论述了加权平均刚度法。     

Einstein׳s Equations for Spin 2 Mass 0 from Noether׳s Converse Hilbertian Assertion

An overlap between the general relativist and particle physicist views of Einstein gravity is uncovered. Noether׳s 1918 paper developed Hilbert׳s and Klein׳s reflections on the conservation laws. Energy-momentum is just a term proportional to the field equations and a ‘curl’ term with identically zero divergence. Noether proved a converse “Hilbertian assertion”: such “improper” conservation laws imply a generally covariant action.Later and independently, particle physicists derived the nonlinear Einstein equations assuming the absence of negative-energy degrees of freedom (“ghosts”) for stability, along with universal coupling: all energy-momentum including gravity׳s serves as a source for gravity. Those assumptions (all but) imply (for 0 graviton mass) that the energy-momentum is only a term proportional to the field equations and a symmetric “curl,” which implies the coalescence of the flat background geometry and the gravitational potential into an effective curved geometry. The flat metric, though useful in Rosenfeld׳s stress-energy definition, disappears from the field equations. Thus the particle physics derivation uses a reinvented Noetherian converse Hilbertian assertion in Rosenfeld-tinged form.The Rosenfeld stress-energy is identically the canonical stress-energy plus a Belinfante curl and terms proportional to the field equations, so the flat metric is only a convenient mathematical trick without ontological commitment. Neither generalized relativity of motion, nor the identity of gravity and inertia, nor substantive general covariance is assumed. The more compelling criterion of lacking ghosts yields substantive general covariance as an output. Hence the particle physics derivation, though logically impressive, is neither as novel nor as ontologically laden as it has seemed.     

In-plane elastic stability of fixed parabolic shallow arches

The nonlinear behavior of fixed parabolic shallow arches subjected to a vertical uniform load is investigated to evaluate the in-plane buckling load.The virtual work principle method is used to establish the non-linear equilibrium and buckling equations.Analytical solutions for the non-linear in-plane symmetric snap-through and antisymmetric bifurcation buckling loads are obtained.Based on the least square method,an approximation for the symmetric buckling load of fixed parabolic arch is proposed to simplif...     

A comparison between linear and nonlinear forecasts for nonlinear AR models

In this paper the relative forecast performance of nonlinear models to linear models is assessed by the conditional probability that the absolute forecast error of the nonlinear forecast is smaller than that of the linear forecast. The comparison probability is explicitly expressed and is shown to be an increasing function of the distance between nonlinear and linear forecasts under certain conditions. This expression of the comparison probability may not only be useful in determining the predictor, which is either a more accurate or a simpler forecast, to be used but also provides a good explanation for an odd phenomenon discussed by Pemberton. The relative forecast performance of a nonlinear model to a linear model is demonstrated to be sensitive to its forecast origins. A new forecast is thus proposed to improve the relative forecast performance of nonlinear models based on forecast origins. © 1997 John Wiley & Sons, Ltd.     

蛇形移动输送机运动学仿真分析

介绍了一种新型的可以实现水平弯曲和垂直弯曲的多驱动的并且可以自主行走的带式输送机,该系统为典型的非完整、欠驱动系统,文中分析系统的运动学特性,建立了运动学方程,并运用理论分析的运动学模型进行了仿真分析,证明该输送机运动特性与带拖车移动机器人有相似的运动特性和运动规律。     

Nonlinear identification of judgmental forecasts effects at SKU level

Prediction of demand is a key component within supply chain management. Improved accuracy in forecasts directly affects all levels of the supply chain, reducing stock costs and increasing customer satisfaction. In many application areas, demand prediction relies on statistical software which provides an initial forecast subsequently modified by the expert's judgment. This paper outlines a new methodology based on state‐dependent parameter (SDP) estimation techniques to identify the nonlinear behaviour of such managerial adjustments. This non‐parametric SDP estimate is used as a guideline to propose a nonlinear model that corrects the bias introduced by the managerial adjustments. One‐step‐ahead forecasts of stock‐keeping unit sales sampled monthly from a manufacturing company are utilized to test the proposed methodology. The results indicate that adjustments introduce a nonlinear pattern, undermining accuracy. This understanding can be used to enhance the design of the forecasting support system in order to help forecasters towards more efficient judgmental adjustments. Copyright © 2010 John Wiley & Sons, Ltd.     

Forecast Evaluation of Nonlinear Models: The Case of Long‐Span Real Exchange Rates

This paper deals with the nonlinear modeling and forecasting of the dollar–sterling and franc–sterling real exchange rates using long spans of data. Our contribution is threefold. First, we provide significant evidence of smooth transition dynamics in the series by employing a battery of recently developed in‐sample statistical tests. Second, we investigate the small‐sample properties of several evaluation measures for comparing recursive forecasts when one of the competing models is nonlinear. Finally, we run a forecasting race for the post‐Bretton Woods era between the nonlinear real exchange rate model, the random walk, and the linear autoregressive model. The nonlinear model outperforms all rival models in the dollar–sterling case but cannot beat the linear autoregressive in the franc–sterling. Copyright © 2011 John Wiley & Sons, Ltd.