Testing Interval Forecasts: A GMM‐Based Approach

This paper proposes a new evaluation framework for interval forecasts. Our model‐free test can be used to evaluate interval forecasts and high‐density regions, potentially discontinuous and/or asymmetric. Using a simple J‐statistic, based on the moments defined by the orthonormal polynomials associated with the binomial distribution, this new approach presents many advantages. First, its implementation is extremely easy. Second, it allows for a separate test for unconditional coverage, independence and conditional coverage hypotheses. Third, Monte Carlo simulations show that for realistic sample sizes our GMM test has good small‐sample properties. These results are corroborated by an empirical application on SP500 and Nikkei stock market indexes. It confirms that using this GMM test leads to major consequences for the ex post evaluation of interval forecasts produced by linear versus nonlinear models. Copyright © 2011 John Wiley & Sons, Ltd.     

轮图与扇图的对策着色

讨论了图的二人对策着色和放松对策着色,给出了轮图与扇图的对策色数与放松对策色数.     

基于粗糙集和证据理论的决策规则提取

提出一种基于粗糙集和证据理论的两阶段决策规则提取算法, 该算法首先利用粗糙集中属性缩减的思想, 找出每条规则中的重要条件属性集合, 然后再基于证据理论中证据结合的思想进一步去掉重要条件属性集中的冗余条件属性, 从而得到最终的决策规则. 所给算法简化了属性集的约简, 对高维数据也是可行的. 实验结果表明, 利用该算法能够挖掘出高质量的决策规则.     

关于积分中值定理的探讨

对积分中值定理中的存在点ζ取值区间进行了补充和论证,并讨论了修正后的中值定理应用.     

发动机磨合质量及工艺水平分析与研究

讨论和分析了零件在寿命期内动配合副表面特性的变化和磨损量对运行储备的影响,并通过研究表明,在其他条件相同的情况下,磨损率取决于间隙增长率,而间隙增长率取决于动配合的间隙值,并提出了磨合最佳规范及工艺条件.     

Rough function model and rough membership function

Two pairs of approximation operators, which are the scale lower and upper approximations as well as the real line lower and upper approximations, are defined. Their properties and antithesis characteristics are analyzed. The rough function model is generalized based on rough set theory, and the scheme of rough function theory is made more distinct and complete. Therefore, the transformation of the real function analysis from real line to scale is achieved. A series of basic concepts in rough function model including rough numbers, rough intervals, and rough membership functions are defined in the new scheme of the rough function model. Operating properties of rough intervals similar to rough sets are obtained. The relationship of rough inclusion and rough equality of rough intervals is defined by two kinds of tools, known as the lower （upper） approximation operator in real numbers domain and rough membership functions. Their relative properties are analyzed and proved strictly, which provides necessary theoretical foundation and technical support for the further discussion of properties and practical application of the rough function model.     

基于Bayes近似限法的串联系统置信区间的求解

运用基于Bayes的方法对红外空空导弹进行抗干扰性能评估时,只能分别得到导引头和导弹控制系统的抗干扰概率P<,g>、P<,c>及其置信区间,而难以求出导弹复杂系统的抗干扰概率在一定的置信度下的置信区间.针对该问题,提出用Bayes近似限的方法拟合导弹导引头、控制系统的整个串联系统的抗干扰概率的分布,得出该复杂系统的置信度为y的近似置信区间的求解公式,并给出导弹串联系统数字仿真中抗干扰概率的置信区间的求解实例,对该求解方法的正确性进行了验证.     

Interval Time Series Analysis with an Application to the Sterling-Dollar Exchange Rate

Traditional econometrics has long employed ＂points＂ to measure time series data. In real life situations, however, it suffers the loss of volatility information, since many variables are bounded by intervals in a given period. To address this issue, this paper provides a new methodology for interval time series analysis. The concept of ＂interval stochastic process＂ is formally defined as a counterpart of ＂stochastic process＂ in point-based econometrics. The authors introduce the concepts of interval stationarity, interval statistics （including interval mean, interval variance, etc.） and propose an interval linear model to investigate the dynamic relationships between interval processes. A new interval-based optimization approach for estimation is proposed, and corresponding evaluation criteria are derived. To demonstrate that the new interval method provides valid results, an empirical example on the sterling-dollar exchange rate is presented.     

复杂规划问题的证据合成寻优方法及在电源规划中的应用

模拟人类寻优思维,将下降可行方向推广为证据合成网络,构造了证据合成算法和相应交互式寻优方法,并应用于电源规划问题     

随机和认知混合不确定系统的全局灵敏度分析方法

为计算具有随机不确定性和认知不确定性的混合不确定系统灵敏度,提出一种基于证据理论和条件概率理论的全局灵敏度分析方法.用证据理论对认知不确定性变量进行表征,并提出两种基于证据理论的随机采样方法,包括一次随机抽样法和二次随机抽样法.运用条件概率理论,提出存在认知不确定性条件下混合不确定系统的Sobol'全局灵敏度指标,经过理论推导给出一阶灵敏度及总灵敏度的计算公式,并设置单循环的拟蒙特卡罗方法实现灵敏度的近似数值计算.开发了灵敏度分析程序,并给出了典型应用实例.实例表明,新方法的分析结果正确,计算工作量可控.