Stability Analysis of Robust Arbitrage in a Random Interval Valued Financial Market

Stability of robust arbitrage under different probability measures is discussed in a random interval valued financial market.In a fundamental financial market without robust arbitrages, a suitable condition is given to guarantee that the market with new probability measures will also have no robust arbitrage. In order to specify the result got in this article,an example of binomial tree financial model with interval ratios of change is proposed.     

随钻地震技术在套管下入深度确定中的应用

介绍了随钻地震（SWD）技术基本原理和现场信息处理方法,给出了利用SWD采集数据进行地层压力计算的理论模型。结合某试验井SWD技术现场使用情况,阐述了SWD技术在异常高压预测方面的应用过程,以及如何利用SWD处理结果来为技术套管下入深度选择提供依据。试验井应用实践表明,SWD技术可以用来预测井下的异常高压和埋藏深度,能够为确定探井的套管下入深度提供重要的科学依据。     

Rolle定理的某些推广

本文以普通的Rolle定理为基础,将其在两方面做了推广。即将函数的定义域与值域从有限区间推广到了无限区间。     

不确定多变量分数阶控制系统的能观性判别

针对不确定多变量分数阶控制系统,提出当系统状态空间表达式中相关矩阵不确定时系统能观性判别的一种新方法。当然,关于系统能观性的判别方法已有一些,但这些方法不能很好地用于本文所提出的控制系统,基于这种情况,首先推导出分数阶控制系统能观性判别条件,通过分析区间向量之间的线性相关性得出不确定多变量分数阶控制系统的能观性判别方法,最后以实例说明该方法的简单有效性。     

基于网络的数值关联规则挖掘方法

关联规则 ( Association Rules)发现的是属性间的关系 .属性可以是逻辑型的 ,也可以是数值型的 .在从逻辑型属性描述的数据中发现关联规则方面已经有许多比较成熟的算法 ,而在数值型属性方面则不然 .将数值关联规则挖掘问题映射成逻辑关联规则挖掘问题是一种方便有效的方法 .本文给出了一个新的数值属性关联规则挖掘算法 ,该算法利用数据本身的特征决定对数值属性值域的划分 ,进而将划分后的所有区间映射为逻辑属性 (项目 ) ,在此基础上可以挖掘出更容易理解、更具有概括性的有效关联规则 .本文给出了一个发现频繁项目集搜索算法 ,并采用一种纵向数据库格式来简化项目集支持度的计算.     

Long term integration of radar signals with unknown Doppler shift for ubiquitous radar

Ubiquitous radar is a new radar system that provides continuous and uninterrupted multifunction capability within a coverage volume. Continuous coverage from close-in pop-up targets in clutter to long-range targets impacts selection of waveform parameters. The coherent processing interval (CPI) must be long enough to achieve a certain signal-to-noise ratio (SNR) that ensures the efficiency of detection. The condition of detection in the case of low SNR is analyzed, and three different cases that would occur during integration are discussed and a method to determine the CPI is presented. The simulation results show that targets detection with SNR as low as -26 dB in the experimental system can possibly determine the CPI.     

三参数区间灰数排序及其在区间DEA效率评价中的应用

定义了三参数区间灰数与实数比较的相对优势度的概念,给出了两类典型的三参数区间灰数与实数比较的相对优势度的代数表达式。提出了一种基于相对优势度的三参数区间灰数的排序方法,并应用于变量为三参数区间灰数数据包络分析（data envelopment analysis,DEA）模型,用算例验证了其有效性。     

Improved delay-dependent stability criteria for systems with interval delay

This paper deals with the problem of stability for systems with delay varying in an interval.A new Lyapunov functional,which makes use of the information of both the lower and upper bounds of the interval time-varying delay,is proposed to derive some new stability criteria.Furthermore,the relationship of the time-varying delay and its lower bound and upper bound is taken into account.As a result,some less conservative delay-dependent stability criteria are obtained without ignoring any useful information in the derivative of Lyapunov functional,which are established in the forms of linear matrix inequalities.Numerical examples are provided to show that the obtained results are better than existing ones.     

Multiple-target tracking with adaptive sampling intervals for phased-array radar

A novel adaptive sampling interval algorithm for multitarget tracking is presented.This algorithm which is based on interacting multiple models incorporates the grey relational grade (GRG) into the particle swarm optimization (PSO).Firstly,the desired tracking accuracy is set for each target.Secondly,sampling intervals are selected as particles,and then the advantage of the GRG is taken as the measurement function for resource management.Meanwhile,the fitness value of the PSO is used to measure the difference between desired tracking accuracy and estimated tracking accuracy.Finally,it is suggested that the radar should track the target whose prediction value of the next sampling interval is the smallest.Simulations show that the proposed method improves both the tracking accuracy and tracking efficiency of the phased-array radar.     

基于宽度柔性的连浇组批计划模型及算法

高效的利用连铸生产设备的能力是炼钢—连铸生产计划优化技术的主要目标。在描述了炼钢—连铸生产计划调度编制步骤的基础上,重点分析连铸计划编制中问题。针对未充分利用虚拟板坯区间宽度属性及炉次区间宽度因素,并同时考虑浇次中炉次间钢级限制、连浇规程、中间包使用寿命限制、浇铸宽度跳跃限制的条件,建立了连铸计划优化数学模型。根据模型的特点,以蚁群优化算法为基础,设计了双层蚁群优化求解算法,并采用实际生产数据对模型及算法的有效性进行了验证。