商品期货成交量的“分享蛋糕”效应

期货市场的风险溢价理论认为套期保值者向投机者转让风险溢价,使得期货价格偏离无套利均衡价格.对该理论进行了扩展,指出随着套期保值者转让的风险溢价增加,基差绝对值增加,吸引更多投机者进入市场分享"蛋糕",从而导致成交量增加.对中国商品期货四个代表性品种的检验在很大程度上支持了上述假设.     

复杂制造协同物流网络资源规划的不确定性控制优化

复杂制造协同物流网络作为动态开放系统,其资源规划决策易受网络中随机不确定性因素影响而出现刚性敏感和稳定失效现象,此问题属于参数状态和概率分布均未知的完全不确定型问题.针对这种问题, 提出了带鲁棒控制约束的期望值模型, 并借助蒙特卡罗方法对资源规划决策中相关参数进行了不确定性仿真. 算例结果表明,与不添加鲁棒约束的优化模型相比, 该模型方法能有效控制不确定性因素的负影响, 增加资源规划决策的稳定性和连续性,为解决完全不确定型问题提供了新视角.     

Pre-processing for time domain image formation in SS-BSAR system

A pre-processing procedure is designed for a space-surface bistatic synthetic aperture radar (SS-BSAR) system when a time domain image formation algorithm is employed. Three crucial technical issues relating to the procedure are fully discussed. Firstly, unlike image formation algorithms operating in the frequency domain, a time domain algorithm requires the accurate global navigation satellite system (GNSS) time and position. This paper proposes acquisition of this information using a time-and-spatial transfer with precise ephemeris and interpolation. Secondly, synchronization errors and compensation methods in SS-BSAR are analyzed. Finally, taking the non-ideal factors in the echo and the compatibility of image formation algorithms into account, a matched filter based on the minimum delay is constructed. Experimental result using real data suggest the pre-processing is functioning properly.     

马克思循环经济思想的系统方法论蕴意

马克思循环经济思想蕴涵着系统方法,体现循环经济系统整体性、多样性、动态性、适应性、层次性、自组织、涌现等一般性质和规律;表明各种不同层次的减量化、再利用、再循环系统以资源消耗和废弃物产生的减量化为目的,自组织协同聚集适应并利用科技进步、市场机制等环境条件演化发展,形成小至机器内部自循环、大到经济社会与自然生态巨循环的多层次、宽领域嵌套联通和新层次不断涌现的循环经济复杂系统。     

Adaptive robust control of mobile satellite communication system with disturbance and model uncertainties

The tracking and stable control of a typical shipmounted mobile satellite communication system(MSCS) is studied.Unlike the former studies based on simplified single-axis models,a tri-axis nonlinear model including the kinematic and dynamic features of the MSCS is used as the control object.An adaptive robust controller with trajectory planning is designed to deal with large parametric uncertainties and uncertain nonlinearities of the system.A theoretic performance result is given and proved.The designed adaptive robust controller and other two traditional controllers are tested in the comparative simulations under three different situations.The simulation results show the tracking and stable validity of the proposed controller.     

交通排放量化模型的建立与仿真实现

面对日益凸显的交通排放问题,设计用于定量计算的交通排放模型是制定和实施各项治理措施的前提,而如何反应由交通特征的微观变化引起的排放变化是目前交通排放模型建立的核心。基于此,首先利用车辆比功率(VSP)变量搭建了交通特征数据与机动车排放间的关系,在建立VSP-Bin分布率、VSP-Bin污染物排放率和车型分布三个数据库的基础上,建立了从交通特征微观变化出发的交通排放量化模型。然后,通过对ArcGIS进行二次开发,搭建了交通排放动态仿真平台。最后,结合北京市西三环RTMS(Remote Traffic Microwave Sensor,远程交通微波传感器)交通流量和浮动车速度数据对其及其周边主干路的交通排放进行动态的量化仿真和分析,为整个北京路网交通排放的量化仿真及节能减排政策的选择打下坚实的基础。     

Analysis of minimum numbers of linearly active S-boxes of a class of generalized feistel block ciphers

For a class of generalized Feistel block ciphers,an explicit formula for the minimum numbers of linearly active S-boxes of any round r is presented.     

Capacitated stochastic coloured Petri net-based approach for computing two-terminal reliability of multi-state network

Classical network reliability problems assume both networks and components have only binary states,fully working or fully failed states.But many actual networks are multi-state,such as communication networks and transportation networks.The nodes and arcs in the networks may be in intermediate states which are not fully working either fully failed.A simulation approach for computing the two-terminal reliability of a multi-state network is described.Two-terminal reliability is defined as the probability that d units of demand can be supplied from the source to sink nodes under the time threshold T.The capacities of arcs may be in a stochastic state following any discrete or continuous distribution.The transmission time of each arc is also not a fixed number but stochastic according to its current capacity and demand.To solve this problem,a capacitated stochastic coloured Petri net is proposed for modelling the system behaviour.Places and transitions respectively stand for the nodes and arcs of a network.Capacitated transition and self-modified token colour with route information are defined to describe the multi-state network.By the simulation,the two-terminal reliability and node importance can be estimated and the optimal route whose reliability is highest can also be given.Finally,two examples of different kinds of multistate networks are given.     

末制导雷达目标与诱饵的联合参数估计和辨识

拖曳式诱饵干扰条件下目标与诱饵的参数估计和身份辨识是制导雷达实现精确打击的前提条件。不可分辨角度范围内的目标和诱饵引起导引头雷达回波的干涉混叠,导致常规测量方法失效。当目标和诱饵处于相邻的两个匹配滤波采样点之间时,这些采样点所包含的信息将有助于参数估计的获取。通过充分挖掘两个连续匹配滤波采样点所包含的特征信息获得接收回波的概率分布,结合干扰形式和特点采用改进的粒子群优化方法从最大似然估计的角度获取目标与诱饵的对应参数,实现删除二者的身份辨识。各种条件下的仿真实验验证了方法的有效性。     

基于两区域市场的可替代产品扩散模型及其稳定性

针对可替代性产品的市场扩散过程, 研究多区域市场情形下产品扩散的机制与规律, 对于企业营销战略的制定和资源调配具有重要的指导意义. 首先, 分析了两区域市场情形下的可替代性产品扩散规律, 建立了具有普遍意义的基于抽象接受函数的可替代性产品扩散模型; 然后, 分别讨论了所有产品均有正广告效用和产品有非负广告效用时, 模型正平衡点和非负平衡点局部渐近稳定的条件, 分析了区际间人口流动率对不同条件下广告效用和口碑效应的影响, 获得了没有广告宣传的产品占有市场或被淘汰的阈值; 最后, 通过数值模拟验证了研究结论的有效性, 揭示了人口流动率、口碑效应、广告效用等因素对产品扩散的影响.