基于改进的层次分析法的汽车市场销售区域价值分析

汽车市场销售区域价值分析是一个复杂的决策问题.借助层次分析法的层次分析模型,利用粗糙集属性约简,属性重要性理论确定区域价值层次分析模型各因素的权重,评估汽车销售区域市场价值.属性约简去除了模型中冗余的因素,属性重要性理论使得判断矩阵取得了的良好一致性.     

后示范时期高职院校加强文化软实力建设的意义和对策探析

示范性高职院校要发挥好示范与引领作用,需要多方面的建设。而加强文化软实力建设不仅是示范性高职院校实现发展的现实需要,也是其实现可持续发展的内在动力和提升核心竞争力的必然选择。     

美式期权的几种蒙特卡罗仿真定价方法比较

在Longstaff和Schwartz（LS，2001）提出的基于多项式函数逼近的美式期权仿真定价基础上，给出美式期权重要性抽样仿真方法——顺推法及其具体算法。同时给出重要性与分层抽样相结合的算法。该方法可以适用于类似于美式期权具有可提前执行特征以及路径依赖特征等金融衍生工具仿真定价，具有一般性。数字示例比较结果表明，相对于LS方法，重要性抽样和分层重要性抽样都具有较好的方差缩减效果，尤其分层重要性抽样方法。     

基于MCMC的模糊自适应重要抽样法

针对传统的基于马尔可夫链蒙特卡罗 (Markov chain Monte Carlo,MCMC)的自适应重要抽样法只适用于失效边界确定的系统,而不适用于失效域模糊的渐变结构系统问题,提出基于MCMC的模糊自适应重要抽样法。首先从模糊失效域内的某个初始点出发,根据Metropolis准则构造马尔可夫模拟样本点;然后利用自适应核密度估计构建核抽样概率密度函数并进行重要抽样;最后离散化模糊失效域以计算系统的模糊失效概率。该方法合理地解决了以往渐变结构系统性能可靠性难以仿真分析及仿真效率低的难题,具有较高的仿真效率和精度。应用舵机案例对方法的适用性及高效性进行了验证。     

Simulation method for reliability of TT&C mission with high redundancy and small time horizon

The tracking, telemetry and command (TT&C) mission is extremely reliable for its characters of small time horizon and high redundancy. The combined forcing and failure biasing (CFFB) method that is usually used for simulating the unreliability of the highly dependable mission system seems not so efficient for the TT&C mission. The concept about the importance of failure transition is proposed based on the logical relationship between TT&C mission and its involved resources. Then, the importance is used for readjusting the transition rate of the failure transition when using the forcing and failure biasing during the simulation. Examples show that the improved CFFB method can evidently increase the occurrence of the TT&C mission failure event and decrease the sample variance. More redundancy of the TT&C mission leads to the improved CFFB method more efficient.     

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.     

改进的DebtRank算法与系统重要性、系统脆弱性研究

从影响因子、传播方式以及影响程度三个方面改进了DebtRank算法并应用到银行同业拆借市场模型中.研究发现,不发生机构倒闭时,在改进的DebtRank算法下系统的损失等于各个机构对系统损失的贡献之和;不同的初始冲击造成的系统损失、机构损失相互独立.根据机构的系统重要性、系统脆弱性是系统内生决定的假设,给出了DebtRank算法下机构的系统重要性、系统脆弱性权值与次序的定义,证明了一般意义下机构的系统重要性次序、系统脆弱性次序分别由损失矩阵列向量与初始所有者权益向量、损失矩阵行向量与初始所有者权益向量决定.另外,对我国银行数据的研究表明机构的系统重要性与系统脆弱性不一致,而且随时间变化,最后对系统性金融风险的监管提出了建议.     

基于RM-K-means的储气库全生命周期风险量化分级评估方法

为保障地下储气库安全运行,发挥储气库在季节调峰和应急供气以及战略储备方面的重要作用,需对储气库密封、地面设施、井筒等风险展开分析,涉及设计、施工、运营全生命周期。传统风险评估方法中,风险矩阵法运用广泛,但存在主观性较强、风险等级界定模糊的问题。因此,本文提出基于RM-kmeans的储气库风险量化分级评估方法,引入复杂网络节点重要度,以某气藏型储气库为例,通过kmeans聚类算法辅助风险矩阵对全生命周期风险进行量化分级评估。结果表明,储气库设计期需重点关注组织管理,施工期需重点关注施工技术方案与人员的专业素质,运营期需重点关注设备完整性与运行工况。较传统风险矩阵法而言,基于RM-kmeans的方法对于高风险的分级能力提升100％,对低风险的分级能力提升62.3％,提高了风险评估的符合性,为风险矩阵提供量化数据支撑,为储气库全生命周期风险管理与事故预防提供辅助支持。     

论施工工艺及机械组合对改性沥青路面的重要性

如何进行改性沥青路面施工工艺和机械组合是关系到路面质量、寿命、使用性能的关键因素,文章通过实例,提出了操作的可行性方案。     

Weighting and selection of variables for cluster analysis

One of the thorniest aspects of cluster analysis continues to be the weighting and selection of variables. This paper reports on the performance of nine methods on eight leading case simulated and real sets of data. The results demonstrate shortcomings of weighting based on the standard deviation or range as well as other more complex schemes in the literature. Weighting schemes based upon carefully chosen estimates of within-cluster and between-cluster variability are generally more effective. These estimates do not require knowledge of the cluster structure. Additional research is essential: worry-free approaches do not yet exist.