一类离散灰色预测模型的统一处理方法及应用

在加权最小二乘框架下构建了离散灰色预测模型DGMP(1,1,N),论证了最小均方误差准则、最小均方相对误差准则和最小平均绝对百分误差准则下的DGM(1,1)模型、NDGM(1,1)模型和NGM(1,1,k~α)模型均是DGMP(1,1,N)模型的特殊形式,给出了模型阶数N取值的判定准则,证明了模型的仿射变换不变性和无偏性.将DGMP(1,1,N)模型运用到人均能源生活消费量预测中,结果表明该模型具有高拟合和预测精度,验证了模型的可行性与有效性.     

基于广义特征分析的模数统一测试故障隔离方法

在采用诊断专家系统的测试系统中,由于模拟和数字测试存在的差异,为了达到测试模数混合电路的目的,往往需采用不同的库结构,从而导致模数混合电路的故障诊断建库麻烦,运行繁琐。针对该问题,提出了一种基于广义特征分析的模数混合统一测试故障隔离方法。在介绍了模拟和数字电路测试的统一表述的基础上,介绍了该方法在模数混合电路单元故障诊断专家系统中的实际应用及效果。     

武器装备项目混合筛选方法探讨及应用

针对目前武器装备项目筛选方法主观性较强、科学性差的现状,提出了整合AHP多目标评价和0-1整数规划的混合筛选法。该方法在完善的评价指标体系下项目进行了综合评价,建立了基于0-1整数规划的优化选择模型,以被选项目的综合评价值之和作为衡量各种筛选目标函数下的筛选解优劣性的标准,拓展了综合评价的实际应用,便于进行定量的项目筛选。给出了进行筛选的方法步骤,通过应用到空军某次项目筛选,验证了该方法对筛选决策改进效果。     

A UNIFIED FRAMEWORK FOR SITE SELECTION AND BUSINESS FORECASTING USING ANP

1. Introduction This paper discusses the use of the Analytic Network Process (ANP), a multi-criteria approach for decision making that allows mixing tangible and intangible objectives (Sarkis and Sanadaraj 2002), to the selection of a host city for a large international professional conference. The motivation for this study was the decision faced by the Latin American Studies Association (LASA), the world’s largest professional association for Latin American studies. This association h…     

不确定非线性系统的二次稳定新方法

针对一类不确定非线性系统, 采用模糊技术, 提出了一种新的二次稳定控制方案. 应用模糊T-S模型和模糊逻辑系统对非线性系统建模, 所设计的模糊控制器使得闭环系统二次稳定并满足期望的L₂范数界. 该方案的主要优点是不对逼近误差和不确定性做约束假设. 仿真结果表明了该方案的可行性.     

网络资源并行分配的多目标优化博弈量子方法

针对复杂网络资源分配问题的求解极其困难等问题,借鉴量子场理论,提出了用于解决网络资源并行分配的多目标优化博弈量子方法.通过建立网络资源并行分配的博弈量子场数学模型,刻画了复杂网络中实体之间的交互行为(如竞争、合作、单向行为等),描述了随局势的变化各个实体采取的博弈策略和自治行为,博弈量子场中所有量子按数学模型中定义的规则运动直至达到稳定状态.利用量子博弈理论,还进一步分析了合作、竞争状态的演化动力学.提出的网络资源并行分配的多目标优化博弈量子算法具有高度的并行性、交互性和动态性,证明了多目标优化博弈量子模型的收敛性及其解的唯一性,给出了在宽带网络的带宽分配问题中的应用实例.     

A TWO-PHASE APPROACH TO FUZZY SYSTEM IDENTIFICATION

A two-phase approach to fuzzy system identification is proposed. The first phase produces a baseline design to identify a prototype fuzzy system for a target system from a collection of input-output data pairs. It uses two easily implemented clustering techniques: the subtractive clustering method and the fuzzy c-means (FCM) clustering algorithm. The second phase (fine tuning) is executed to adjust the parameters identified in the baseline design. This phase uses the steepest descent and recursive least-squares estimation methods. The proposed approach is validated by applying it to both a function approximation type of problem and a classification type of problem. An analysis of the learning behavior of the proposed approach for the two test problems is conducted for further confirmation.     

A new approach to model financial markets

This paper deals with the problem of how to take full use of prices information to model financial markets. A range decomposition technique is proposed to decompose the returns into two components. It is proved theoretically that these two components are bi-directional Granger causality, which makes it convenient to establish a vector autoregressive model (VAR). Both simulations and empirical studies are performed, and the results are consistent with the theoretical ones. The range decomposition approach presented in this paper is more efficient in information employment and suggests a new framework to model financial markets.     

中国股市波动率的广义周内特征及其预测模型

本文将Realized GARCH模型推广至基于周历日的时变参数情形以刻画杠杆和溢出效应的周内特征并避免传统GARCH类模型在拟合长记忆性与周内效应时两者相互干扰问题.将新模型应用于上海股票市场2001至2013数据的分析发现:我国股市波动率存在时变的杠杆效应和溢出效应.实证结果表明:新模型无论在样本外的预测能力还是在样本内的拟合度上都明显优于现有模型.     

一种面向空间分配问题的群智能劳动分工新方法

以装填问题为例,将群智能劳动分工的应用范围由任务分配推广到空间分配,提出一种群智能劳动分工新方法.首先分析了装填问题的空间分配特性,探讨了装填问题的空间分配与群智能劳动分工的任务分配之间的相似性.接着在此基础上引入群智能劳动分工响应阈值模型,根据装填问题的空间分配特点重新设计环境刺激、响应阈值、更新规则等模块,提出了基于响应阈值模型的劳动分工算法(response threshold model based labor division algorithm,RTMLDA).最后,选取装填问题的典型代表--等圆装填问题和不等圆装填问题进行仿真实验,对3组共54个代表性算例的计算结果及与其他算法的比较表明RTMLDA有效可行.     

一类非线性切换系统观测器设计的新方法

针对一类切换规则为时间依赖型的Lipschitz非线性切换系统,采用驻留时间方法研究了状态观测器设计问题.该切换系统同时含有可观测子系统与不可观测子系统,通过构造合适的Lyapunov函数,并利用矩阵不等式技术得到了保证状态观测器状态估计误差收敛的条件.并给出了观测器设计步骤.进一步,通过矩阵变换将观测器增益求解转化为LMI形式.最后给出了仿真算例说明了该设计方法的有效性.     

修剪Bagging集成的方法及其应用

针对回归问题,通过对bagging集成中的每个个体进行重新排序给出了一种修剪bagging集成的方法.该方法使用回归树作为基学习机,从排序后的回归树中选择一部分预测性能较好的个体构建集成.试验结果表明,基于排序后的大约20%的个体构建的集成除了占用较少的存储空间和具有较快的预测速度外,其预测性能也比基于所有的个体构建的集成好.     

A proximal point algorithm for a system of generalized mixed variational inequalities

This paper introduces and considers a new system of generalized mixed variational inequalities in a Hilbert space,which includes many new and known systems of variational inequalities and generalized variational inequalities as special cases.By using the two concepts of 77-subdifferential andη-proximal mappings of a proper function,the authors try to demonstrate that the system of generalized mixed variational inequalities is equivalence with a fixed point problem.By applying the equivalence, a new and innovativeη-proximal point algorithm for finding approximate solutions of the system of generalized mixed variational inequalities will be suggested and analyzed.The authors also study the convergence analysis of the new iterative method under much weaker conditions.The results can be viewed as a refinement and improvement of the previously known results for variational inequalities.     

Design for availability: A holistic approach to create value for manufacturers and customers of capital goods

This research introduces a holistic framework called Design for Availability that uses the principles of Lean Sigma and Design for X to cost-effectively optimize the availability of capital goods(i.e., technical systems used in the production of end-products or -services such as medical systems, airplanes,and manufacturing equipment) throughout their entire lifetime.Manufacturers require such a framework because users of capital goods increasingly insist on high system availability levels against reduced lifetime costs.The Design for Availability framework allows manufacturers to determine the current status of system availability and associated lifetime costs,and to identify opportunities to create additional value for themselves and their customers.A case study at a global manufacturer of capital goods in the food processing industry illustrates how the framework can be used in practice and to what extent the manufacturer and customers may profit from applying Design for Availability.     

基于序贯博弈谈判机制的分布式多项目调度

设计有效的全局资源分配协调机制是解决分布式多项目调度问题的关键.基于多Agcnt系统建立以单项目完工时间为优化目标的局部调度模型,并设计基于正向逆向调度改进的遗传算法求解初始局部调度计划;综合考虑每个项目单位延期成本的差异,建立以多项目总延期成本为优化目标的全局决策模型,设计多回合序贯博弈谈判机制协调全局资源分配,并调整单项目局部进度计划;开展示例分析和不同参数下问题集的实验研究.结果表明:基于正向逆向调度改进的遗传算法求解初始局部调度具有较好的问题规模适应性和较高的求解精度;全局资源冲突越强,造成多项目延期越大且项目延期完工的风险也越大;采用序贯博弈谈判机制相比无博弈随机分配协调机制可以有效地降低多项目的总延期损失成本.     

A novel approach to characterizing hesitations in intuitionistic fuzzy numbers

Building upon the concept of D_a operator introduced by Atanassov(1989),this article proposes an improved objective approach and a hybrid approach to operationalize D_a so that the hesitation in an intuitionistic fuzzy number(IFN) can be further refined and characterized.Numerical experiments are carried out to demonstrate the features and novelty of the proposed approach compared to existing methods in the literature.The aim is to furnish an effective way to refine hesitations in intuitionistic fuzzy assessments for more reliable and confident decision aids.     

A workload-based nonlinear approach for predicting available computing resources

Performance degradation or system resource exhaustion can be attributed to inadequate computing resources as a result of software aging. In the real world, the workload of a web server varies with time, which will cause a nonlinear aging phenomenon. The nonlinear property often makes analysis and modelling difficult. Workload is one of the important factors in-fluencing the speed of aging. This paper quantitatively analyzes the workload-aging relation and proposes a framework for aging control u...     

满意一致性判断矩阵的启发式生成法

文中首先指出了判断矩阵的一致性问题是层次分析法(AHP)理论研究的焦点和实际应用的难点。提出了逻辑关系强度的概念并定义了逻辑关系强度传递关系。然后作者证明了根据初始判断矩阵可直接生成两个具有规范一致性的矩阵的定理, 以此为基础, 从应用的角度给出判断矩阵的满意一致性准则及满意一致性判断矩阵的启发式生成法, 最后, 以施工导流设计中的影响因素相对重要性分析为实例作为本文的结束。     

A partial robust optimization approach to inventory management for the offline-to-online problem under different selling prices

This study examines an optimal inventory strategy when a retailer markets a product at different selling prices through a dual-channel supply chain, comprising an online channel and an offline channel. Using the operating pattern of the offline-to-online (O2O) business model, we develop a partial robust optimization (PRO) model. Then, we provide a closed-form solution when only the mean and standard deviation of the online channel demand distribution is known and the offline channel demand follows a uniform distribution (partial robust). Specifically, owing to the good structural properties of the solution, we obtain a heuristic ordering formula for the general distribution case (i.e., the offline channel demand follows a general distribution). In addition, a series of numerical experiments prove the rationality of our conjecture. Moreover, after comparing our solution with other possible policies, we conclude that the PRO approach improves the performance of incorporating the internet into an existing supply chain and, thus, is able to adjust the level of conservativeness of the solution. Finally, in a degenerated situation, we compare our PRO approach with a combination of information approach. The results show that the PRO approach has more “robust” performance. As a result, a reasonable trade-off between robustness and performance is achieved.