一种混合建模方法在陀螺漂移预测中的应用研究

陀螺仪作为惯性导航系统的核心惯性器件,其漂移性能直接影响导航的精确性,分析陀螺漂移的变化趋势并预测由漂移所引发的陀螺故障具有重要的意义。提出一种基于灰色理论和平稳时间序列分析的混合建模方法,并将其用于预测陀螺漂移。实验结果表明该混合建模预测方法能够精确地预测陀螺的漂移,从而为陀螺的性能分析和故障预报提供依据。同时与单一预测方法相比,该混合方法具有较强的预测能力。     

ARMA供应链模型研究

在基于ARMA时间序列的需求和目标库存最大策略的假定条件下,建立了供应链系统模型。利用时间序列分析方法推导了库存序列、订货序列和库存残差序列的方程表达式,证明库存序列、订货序列和库存残差序列同样为ARMA时间序列,自回归和移动平均的阶数依赖于需求时间序列的阶数和提前期的大小,且订货序列和库存残差序列的自回归部分与需求的自回归部分相同。     

PEAK COVARIANCE STABILITY OF A RANDOM RICCATI EQUATION ARISING FROM KALMAN FILTERING WITH OBSERVATION LOSSES

We consider the stability of a random Riccati equation with a Markovian binary jump coefficient. More specifically, we are concerned with the boundedness of the solution of a random Riccati difference equation arising from Kalman filtering with measurement losses. A sufficient condition for the peak covariance stability is obtained which has a simpler form and is shown to be less conservative in some cases than a very recent result in existing literature. Furthermore, we show that a known sufficient condition is also necessary when the observability index equals one.     

离散时间不完全市场下基于计价单位投资组合法的期货定价模型

在具体的离散时间不完全市场模型中给出最优增长组合的刻画后，运用计价单位投资组合法推导出期货的无套利定价模型。随后对定价模型进行实证检验，结果表明，对于实证选取的股票期货样本，该定价模型给出的预测价格能够较好地拟合样本的实际价格，且其精度较持有成本理论单因素模型的略有提高。     

LEARNING CAUSAL GRAPHS OF NONLINEAR STRUCTURAL VECTOR AUTOREGRESSIVE MODEL USING INFORMATION THEORY CRITERIA

Detection and clarification of cause-effect relationships among variables is an important problem in time series analysis. Traditional causality inference methods have a salient limitation that the model must be linear and with Gaussian noise. Although additive model regression can effectively infer the nonlinear causal relationships of additive nonlinear time series, it suffers from the limitation that contemporaneous causal relationships of variables must be linear and not always valid to test conditional independence relations. This paper provides a nonparametric method that employs both mutual information and conditional mutual information to identify causal structure of a class of nonlinear time series models, which extends the additive nonlinear times series to nonlinear structural vector autoregressive models. An algorithm is developed to learn the contemporaneous and the lagged causal relationships of variables. Simulations demonstrate the effectiveness of the nroosed method.     

Image separation using wavelet-complex shearlet dictionary

This paper presents a new method for image separation through employing a combined dictionary consisting of wavelets and complex shearlets. Because the combined dictionary sparsely represents points and curvilinear singularities respectively, the image can be decomposed into pointlike and curvelike parts as accurate as possible. The proposed method based on the geo- metric separation theory introduced by Donoho in 2005 shows that accurate geometric separation of the morphologically distinct fea- tures of points and curves can be achieved by l1 minimization. The experimental results show that the proposed method can not only be effective but also greatly reduce the computing time.     

Evidence for self-organized criticality in unscheduled downtime data of equipment

How to reduce downtime and improve availability of the complex equipment is very important. Although the unscheduled downtime（USDT） issues of the equipment are very complex, the self-organized criticality（SOC） is the right theory to study complex systems evolution and opens up a new window to the investigation of disasters, such as the sudden failure of the equipment. Firstly,SOC theory and its validation method are introduced. Then an SOC validation method for USDT of the equipment is proposed based on the above theory. Case study is done on bottleneck equipment in a factory and corresponding data pre-process work is done. The rescaled-range（R/S） analysis method is used to calculate the Hurst exponent of USDT time-series data in order to determine the long-range correlation of USDT data on time scale;at the same time the spatial power-law characteristic of USDT time series data is studied. The result shows that the characteristics of SOC are revealed in USDT data of the equipment according to the criterion of SOC. In addition, based on the characteristics of SOC,the overall framework of the prediction method for major sudden failure of the equipment is proposed based on SOC.     

爱读书的澳洲人

初到澳大利亚,我就发现一个有意思的现象：无论坐在机舱里,还是在机场候机,80％以上的澳大利亚人都会手捧一本书,一边津津有味地阅读,一边等候时间。大人在读书,小孩也不例外。起初以为乘坐飞机的都是高端人群,喜好读书是这一人群的特点。一问才知道,澳大利亚幅员辽阔,乘飞机是公众普遍采用的旅行方式。     

依靠科技创新找到最佳解决办法

科技的发展始终有一种精神让人振奋、有一种力量令人鼓舞,这就是求“新”、求“变”。在求“新”、求“变”的理念中,一项项创新的成果接踵而来,一个个科技的惊喜扑面而至。在科技的发展过程中,人类的文明正是通过“时间效应”和“空间效应”的双重作用,在时间和空间的坐标上一次又一次地发生形态嬗变。     

弯道的风景

＂无限风光在险峰＂,然而有时,那美好的风景也在你感到迷茫的弯道处。当正在寻觅风景的你驻足在路口时,不要总想着笔直大道的前方风景无限,或许那充满坎坷的弯道过后正有你意想不到的美景等候着你!正所谓＂柳暗花明又一村＂,这是不畏前路艰辛敢于迎接挑战所赢来的明媚风光。