基于卡尔曼滤波的期货价格仿射期限结构模型

由于受国内外多种因素共同影响,期货价格在短时间内变动较大,为准确拟合与预测期货价格,本文根据期货价格的行为特征,提出一个n因素的仿射期限结构模型,并基于卡尔曼滤波和极大似然法,以沪铜日结算价的面板数据为样本时期货价格的期限结构进行实证分析.结果表明,该仿射模型对沪铜是适用的,而且模型中因素数目越多,模型拟合与预测能力越强,其中,2因素的仿射模型可以较为准确地模拟期货价格的期限结构,3因素的仿射模型可以较为准确地模拟和预测期货价格的期限结构.     

基于DiffServ的星上交换设计与仿真

星上交换的设计在满足对综合业务QoS支持的同时,还需要考虑到星上实现复杂度和系统资源的限制.为此,基于DiffServ的思想,将(m,k)模型应用于地面业务到卫星业务的QoS映射,并通过双漏桶模型在业务增长时对星上数据进行有选择的控制,从而建立了一个实现复杂度低且可以有效保证综合业务QoS的星上交换框架.系统建模仿真结果表明,该设计方案在节省星上缓存资源的同时提高了系统性能,对业务的突发具有较好的平滑性.     

Investigation on full distribution CNC system based on SERCOS bus

A full distribution CNC system based on SERCOS bus is studied in accordance with the limitations of traditional PC-based motion card. The conventional PC-based motion control card is dispersed into several autonomous intelligent servo-control units with the function of servo driver. The autonomous intelligent servocontrol units realize the loop control of position, velocity and current. Interpolation computation is completed in PC and the computational results are transferred to every autonomous intelligent servo-control unit by high speed SERCOS bus. Software or hardware synchronization technology is used to ensure all servomotors are successive and synchronously running. The communication and synchronization technology of SERCOS are also researched and the autonomous intelligent servo-control card is developed byself. Finally, the experiment of circle contour process on a prototype system proves the feasibility.     

基于代理模型的翼型多目标集成优化设计

针对翼型优化中直接使用计算流体力学方法计算量大的问题,提出了一种基于代理模型的翼型多目标优化设计方法.使用形函数线性扰动法描述翼型外形,求解N-S方程获得翼型气动参数.采用Pareto多目标遗传算法进行优化,使用代理模型降低计算量,通过优化集成,实现优化过程自动化以提高设计效率.算例结果表明,本方法能有效降低计算成本,缩短设计周期,提高设计质量,具有一定实用价值.     

Coordinating pricing and inventory decisions in a bounded production system with uncertain yield

Most inventory researches assume that production level can fluctuate arbitrarily. However, large fluctuation of the production level in many firms may be much costly. This paper addresses the coordinating pricing and inventory control problem in a bounded production system with uncertain yield, in which the production level is constrained between a maximum and minimum level in each period and the price can be adjusted dynamically. We show that the optimal policy is the interval base-stock-list-price policy. Also, we study the impact of the production bounds and uncertainty of the yield on the production system. Numerical experiments are also performed to study the impact of parameters on the system.     

Analysis for gene networks based on logic relationships

The reverse construction and analysis of the networks of molecular interactions are essential for understanding their functions within cells. In this paper, a logic network model is constructed to investigate the complicated regulation mechanism of shoot genes of Arabidopsis Thaliana in response to stimuli. The dynamics of the complicated logic network is analyzed, discussed, and simulated. The simulation results show that the logic network of the active genes of shoot eventually evolves into eleven attractors under the stimuli, including five 1-periodic and six 2-periodic attractors. Our work provides valuable reference and guidance for biologists to understand and explain Arabidopsis’ response to external stimuli by experiments.     

基于博弈论组网多机动目标协同跟踪技术研究

在卫星多目标跟踪的背景下,针对传感器网络的协同问题,首次建立了完整的基于移动动态联盟的多目标协同跟踪模型,并针对协同过程中的移动动态联盟形成问题,提出了基于博弈论的联盟形成算法。该协同模型在跟踪多目标时利用移动动态联盟来交换并协调节点间的信息,使节点的行为一致,具有分布式和自组织的特点。仿真实验验证了该协同模型应用在传感器网络多目标跟踪中的有效性。

Abstract：

As to the collaborative technique in sensor network,an integrated multi-target collaborative tracking model was constructed based on mobile dynamic coalition under the background of multi-satellite tracking.Then as to the mobile dynamic coalition formation,a coalition formation method was proposed based on game theory.Using mobile dynamic coalition,this collaborative model exchanged and coordinated the information of nodes to accord their action.So it is distributive and self-organizing.Simulation results validate the effectiveness of collaborative model in sensor network tracking multi-target.     

RLINK：一种真实的无线传感器网络链路仿真模型

在网络仿真中,链路模型的精确性对仿真结果的真实性有着重要影响。基于在无线传感器网络实验中观察到的链路的核心特殊性质——不等向连通性,提出了一个真实的链路仿真模型RLINK.通过对不等向连通性的三个因素进行分析建模,即由遮蔽效应引起的路径衰减的差异、节点硬件的校准差异和天线的方向性差异,该模型实现了无线传感器网络链路的精确模拟。以链路不对称性的累积分布和算数平均值为指标,对比实验和仿真中获得的有关链路特性的统计数据,两者的一致性验证了RLINK的精确性。

Abstract：

In network simulation,the accuracy of the link model has significant impacts on the credibility of the simulation results.Based on the core feature of links obtained from the recent empirical studies,a realistic link model,named RLINK,was proposed for a more credible simulation of wireless sensor networks （WSNs）.RLINK captured the essential non-isotropic feature of the wireless links in WSNs by modeling three main causes： variance of path loss due to shadowing effect,difference in hardware calibration and radio directionality.The accuracy of RLINK model was verified by the high agreement of the statistical results obtained from simulations with those obtained from experiments,in terms of cumulative distribution of link asymmetry and arithmetic average of link asymmetry.     

基于HLA火灾联合救援行动视景仿真系统的设计与实现

依据HLA的基本概念、方法和原理,建立了一个火灾联合救援行动视景仿真系统,以解决城市中的突发性灾难事件,如火灾和交通事故等.在HLA的体系框架下,给出了联邦成员的分类及实现,FOM/SOM的设计和视景仿真系统的编程实现.该视景仿真系统能够向智能救援指挥中心(IRCC)提供对突发火灾事件的直接救援可选方案,并向每一个救援单位提供最好的救援计划.     

Study on the control mechanism of China aerospace enterprises' binary multinational operation

China＇s aerospace enterprises carry on the multinational operation and participate in the international competition and the international division of labor and cooperation positively. This article first analyzs China aerospace enterprises＇ binary multinational business control objective and constructes its model. Then the article analyzes the tangible and intangible control mechanism of China aerospace enterprises＇ binary multinational operation respectively. Finally, the article constructs the model of China aerospace enterprises＇ binary multinational operation mechanisms.