一种基于介数的双层复杂网络级联失效模型

针对单层网络级联失效模型难以有效分析层状网络抗毁性的问题,基于介数分析法,研究了面向双层网络的级联失效模型。分析了网络两个层面之间信息(或能量)交互以及级联失效时的影响关系,并通过定义交互强度因子改进了节点介数计算方法,突出了节点业务对网络流量的影响。重设节点失效判定准则和负荷重分配准则,使网络两个层面在级联失效分析过程中得到关联。最后,仿真实验验证了模型有效性和可行性。     

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.     

New rapid transfer alignment method for SINS of airborne weapon systems

Transfer alignment is an effective alignment method for the strapdown inertial navigation system （SINS） of airborne weapon systems. The traditional transfer alignment methods for large misalignment angles alignment use nonlinear transfer align- ment models and incorporate nonlinear filtering. A rapid transfer alignment method with linear models and linear filtering for ar- bitrary misalignment angles is presented. Through the attitude quaternion decomposition, the purpose of transfer alignment is converted to estimate a constant quaternion. Employing special manipulations on measurement equation, velocity and attitude linear measurement equations are derived. Then the linear trans- fer alignment model for arbitrary misalignment angles is built. An adaptive Kalman filter is developed to handle modeling errors of the measurement noise statistics. Simulation results show feasibili- ty and effectiveness of the proposed method, which provides an alternative rapid transfer alignment method for airborne weapons.     

Consistency analysis of accelerated degradation mechanism based on gray theory

A fundamental premise of an accelerated testing is that the failure mechanism under elevated and normal stress levels should remain the same. Thus, verification of the consistency of failure mechanisms is essential during an accelerated testing. A new consistency analysis method based on the gray theory is pro- posed for complex products. First of all, existing consistency ana- lysis methods are reviewed with a focus on the comparison of the differences among them. Then, the proposed consistency ana- lysis method is introduced. Two effective gray prediction models, gray dynamic model and new information and equal dimensional （NIED） model, are adapted in the proposed method. The process to determine the dimension of NIED model is also discussed, and a decision rule is expanded. Based on that, the procedure of ap- plying the new consistent analysis method is developed. Finally, a case study of the consistency analysis of a reliability enhancement testing is conducted to demonstrate and validate the proposed method.     

Information identification in different networks with heterogeneous information sources

Traditional cheaptalk game model with homogeneous information sources provided a con clusion that dishonest information sources will not be identified if he changes strategy stochastically. In this paper, the authors incorporate different information diffusion networks and heterogeneous in formation sources into an agentbased artificial stock market. The obtained results are different with traditional results that identification ability of uninformed agents has been highly improved with diffu sion networks and heterogeneous information sources. Additionally, the authors find uninformed agents can improve identification ability only if there exists a sufficient number of heterogeneous information sources in stock market.     

多节点集装箱海铁联运动态定价决策

不确定性需求下集装箱海铁联运的动态定价决策问题,对联运经营人的经营效益和竞争力产生重要的影响. 基于收益管理理论,结合集装箱海铁联运的经营和组织特点,以协议销售和自由销售的差异化定价为切入点,分两阶段建立了多节点集装箱海铁联运综合箱位分配的动态定价模型. 第一阶段为基于协议销售和空箱调运的箱位分配模型,第二阶段为基于自由销售不同时段的动态定价模型. 针对模型中的需求随机性,分别运用机会约束和稳健优化方法进行模型转化并求解. 通过算例验证了上述模型与算法的适用性和有效性.     

半参数STAR模型的估计及应用

文中首次提出了一个新的STAR模型,在保留了转换函数的前提下,让转换变量以非参数的形式进入转换函数,从而有效减少了模型误设的风险,提高了样本内拟合和样本外预测的能力. 蒙特卡罗实验的结果显示半参数STAR模型的有限样本拟合结果令人满意. 利用1994年1月到2012年7月的人民币实际有效汇率月度数据,将半参数STAR模型和随机游走模型、自回归模型、门限自回归模型、平滑转换自回归模型和人工神经网络模型的样本外预测能力进行比较,结果显示半参数STAR模型在样本外预测能力上具有显著优势.     

可计算组织模型的验证难点与验证方法综述

模型“有效性”能否得到验证是推动计算组织理论发展的必要条件,也是一大瓶颈. 立足于计 算组织理论的前沿地位,论文综述并讨论了可计算组织模型的验证难点和验证方法. 首先,可计算组织模型验 证区别于自然工程模型,也超越了传统实证方法,在验证过程面临诸多主观、客观的难点;其次,发展基于问题 域、建模目的、参照系三者内在联系的验证情境,从“度”上考量模型有效性,是可计算组织模型的有效性本质;再次,建立区别于自然工程系统的VV&A验证方法,关注概念效度验证、操作效度验证以及数据效度验证,遵循 迭代验证原则,是未来的研究趋势. 本课题也列举了相应的验证案例;最后,可计算组织模型验证应该是一个不断 增强模型信心的过程,亟待跨领域专家执着于该领域的研究兴趣.     

灰色Verhulst预测模型的病态特性

为揭示灰色Verhulst模型的建模精度在原始序列存在微小扰动下的变化规律,采用矩阵谱条件数作为研究工具对该模型系数矩阵谱条件数的取值进行分类讨论. 研究结果表明,当且仅当系统原始数据序列第一项为大于零的常数,其他所有项数据皆为0时,建立灰色Verhulst模型才会呈现严重病态性,而采用已呈现特定规律的数据序列构建灰色Verhulst预测模型毫无实际意义. 研究结论认为,灰色Verhulst模型并不存在严重病态性.     

Hilbert曲线扫描在JPEG隐写分析中的研究与应用

提出了一种具有较高正确检测率的JPEG 隐写通用型检测方法. 利用Hilbert曲线对JPEG 图像DCT 系数块进行扫描,使用马尔可夫模型挖掘DCT 系数的块间和块内相关性,提取转移概率矩阵作为特征. 针对nsF5 和MB （model-based） 隐写方法的实验表明：此方法能对以上两种隐写方法进行有效检测,相比同类检测方法,其检测率有一定提高.