突发事件下服务供应链期权与现货市场组合采购决策

以服务供应链为研究对象,首先构建其各决策主体在期权与现货市场融合的情况下的基本决策模型,求得服务集成商的组合采购决策,并通过为服务供应商制定合适的期权价格机制实现供应链整体利润最大化。然后将基本模型扩展到突发事件下,分析采购决策的改变,再次运用应急期权价格机制实现供应链的重新协调。     

Vasicek利率模型下多种风险资产的动态资产分配

假设金融市场中存在一种无风险资产和多种风险资产,且无风险利率是动态变化的,是服从Vasicek利率模型的随机过程。应用Legendre变换和动态规划原理对效用最大化下的最优投资策略进行了研究,得到了幂效用和指数效用下最优投资策略的显示解。算例分析了参数变动对最优投资策略的影响。     

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.     

Method of adaptive PLL bandwidth adjustment without phase slipping

In a system based on the phase lock loop（PLL）, a trade-off must be made between the tracking precision and the dynamic performance if constant parameters are adopted. To overcome this drawback, a new method called no phase slipping adaptive bandwidth（NPS-AB） is proposed, which can adjust the loop bandwidth adaptively for different working conditions. As a result, both the tracking precision and the dynamic performance can be achieved concurrently. NPS-AB has two features to keep the loop stable： one is the capability of quick response to dynamics; the other is a series of additional constraints when the bandwidth is switched. Compared with other methods, there is no phase slipping during the adjustment process for NPS-AB. The phase integer ambiguity can be avoided and the phase value is kept valid. It is meaningful for carrier ranging systems. Simulation results show that NPS-AB can deal with sudden dynamics and keep the pseudo-range value stable in the entire dynamic process.     

面向可视化设计的虚拟实验对象指称模型与交互模型研究

本文主要研究面向可视化设计的虚拟实验教学对象指称模型与交互模型,并将其应用于虚拟实验教学可视化集成环境中的各软件工具中。     

具有关键字搜索性质的云存储加密方案

Dan Boneh等人提出了具有关键词搜索性质的公钥加密方案,并且构造出了在随机预言模型下可证明安全的基于BDH困难问题的双线性映射对下的具体构造.本文给出了一个具有关键字搜索性质的高效云存储加密方案,而且在随机预言模型下可证明CCA-安全.该方案能够安全高效的管理云服务器中的加密文件,能够对已经加密的文件进行相等配对.构造方案能够在无安全信道环境中传输陷门Tw.     

乘积季节模型在广西居民消费价格指数预测中的应用

以广西2000年至2013年月度居民消费价格指数为研究对象,利用差分运算剔除季节效应和长期趋势效应,建立乘积季节模型ARIMA,并将拟合值和实际值进行比较。结果表明:该模型拟合值与真实值的绝对误差百分比控制在2%范围内,模型拟合效果较好。最后,利用模型对广西2014年1月至5月居民消费价格指数进行预测,预测结果为政府及相关部门运用宏观调控将物价维持在一个合理水平提供参考。