基于模糊支持向量机的飞机蒙皮损伤识别方法

针对目前飞机蒙皮无损检测,目视检测存在人为因素影响严重,其他检测手段检测成本高,检测过程复杂。采用基于飞机蒙皮图像灰度共生矩阵的检测方法,通过机器视觉系统,采集飞机蒙皮图像,建立了正常、裂缝、腐蚀和撞击四种飞机蒙皮图像库;根据飞机蒙皮不同损伤表面纹理不同,提取图像的灰度共生矩阵,提出了基于样本紧密度模糊支持向量机的蒙皮图像损伤识别方法。该方法在欧氏空间考虑损伤样本类别的距离度量特性,通过定义模糊连接度,提高了样本的区分度。实验表明,采用样本紧密度模糊支持向量机识别率要优于支持向量机以及普通模糊支持向量机,蒙皮损伤识别率可以达到93.333%。     

广义离散随机线性系统固定区间稳态Kalman平滑器

运用新息理论和射影方法,基于ARMA新息模型和白噪声估值器,提出了广义离散随机线性系统正向固定区间稳态Kalman平滑器。仿真例子说明了算法的有效性。     

遗传基因算法在工艺路线决策中的应用

基因遗传算法是一种应用于科学研究中的全局搜索与寻优过程听方法,文中将具有工艺约束的基因遗传算法应用到工艺路线排序过程,来实现了工序间及工序内各工步合理顺序的确定。     

不完全维修下海底腐蚀管道剩余寿命预测

本文提出了一种在考虑不完全维护影响下的腐蚀管道分阶段退化模型和剩余寿命预测方法.首先,设其全寿命周期内进行3次不完全维护,则退化过程为4个阶段;其次,在维护活动干预下的非线性分阶段随机扩散过程框架下,对其退化规律进行建模,推导首达时间意义下剩余寿命概率分布,实现实时剩余寿命估计;然后,利用状态监测数据和维护数据对模型参数进行极大似然估计和贝叶斯更新;最后通过实例验证所提参数估计和寿命预测方法的有效性.结果表明:该模型能很好地描述不完全维修下腐蚀管道分阶段退化过程,能够给出可信的可靠性评估结果,使得腐蚀管道具有较高的安全运营等级,克服了传统方法过维修或欠维修带来的不利影响,降低了维修成本.     

Impact of Macroeconomic Announcements on US Equity Prices: 2009–2013

Returns of several US equity exchange‐traded funds on the days of major macroeconomic announcements are examined for the period of January 2009 to July 2013. The ARMA+GARCH model with external linear regression terms that describe announcement events and their surprises is used. It is found that mean daily returns may be notably higher on the announcement days than those for the buy‐and‐hold strategy, though their difference may be not statistically significant. The ISM Manufacturing Reports, Non‐Farm Payrolls, International Trade Balance, Index of Leading Indicators, Housing Starts, and Jobless Claims turn out to be the most statistically significant factors in the model. Three trading strategies that realize daily returns on the various macroeconomic announcement days are compared with the buy‐and‐hold strategy. The choice of announcements with statistically significant regression coefficients yields higher mean daily returns and better Sharpe ratios but possibly lower compound returns. Transaction costs may significantly affect profitability of these trading strategies. Copyright © 2015 John Wiley & Sons, Ltd.     

Augmented Half‐Life Estimation Based on High‐Frequency Data

Half‐life estimation has been widely used to evaluate the speed of mean reversion for various economic and financial variables. However, half‐life estimation for the same variable are often different due to the length of the annual time series data used in alternative studies. To solve this issue, this paper extends the ARMA model and derives the half‐life estimation formula for high‐frequency monthly data. Our results indicate that half‐life estimation using short‐period monthly data is an effective approximation for that using long‐period annual data. Furthermore, by applying high‐frequency data, the required effective sample size can be reduced by at least 40% at the 95% confidence level. Copyright © 2015 John Wiley & Sons, Ltd.     

供应商评价的支持向量机模型及应用研究

对供应商的评价是企业供应中的首要问题。本文在建立供应关系数据仓库的基础上,挖掘和优化供应商评价指标体系。应用“温度计,洋葱头”算法建立供应商评价的隶属函数,以定义供应商评价的目标变量——供应商评价指数,和建立挖掘供应商评价的支持向量机模型。最后介绍了一个实例。     

基于优化PWM波的定子电压定向矢量控制系统仿真

提出了定子电压定向矢量控制交流调速系统的仿真模型及自适应变步长仿真算法,并用优化ＰＷＭ波电压对系统进行了仿真研究,仿真结果表明系统具有很好的调速性能,结果与理论分析相一致。     

紧集上N-维扩散过程样本水平集的概率性质

主要讨论了在一定的条件下,紧集上N-维扩散过程样本水平集的Hausdorff维数等若干概率性质.     

一类排队系统在一个忙期内的平均顾客数

考虑一类符合闸口原则的排队系统,利用分支过程的技巧和方法,得到了其一个忙期内的平均顾客数.