基于进化多目标优化的微服务组合部署与调度策略

面向微服务实例在不同资源中心的组合部署与调度问题,构建微服务组合部署与调度最优化问题模型。以资源服务中心计算及存储资源利用率、负载均衡率和微服务实际使用率等为优化目标,以服务的完备性、资源与存储资源总量和微服务序列总量为约束条件,提出基于进化多目标优化算法（NSGA-Ⅲ,MOEA/D）求解方法,寻求微服务序列在不同资源中心的实例组合部署与调度策略。通过真实数据集实验对比,在全部满足用户服务请求的约束下,该策略比传统微服务组合调度策略的计算、存储资源平均空闲率和微服务实际空闲率要分别低13.21%、5.2%和16.67%。     

Empirical analysis and forecasting of volatility dynamics in high‐frequency returns with time‐varying components

We study intraday return volatility dynamics using a time‐varying components approach, and the method is applied to analyze IBM intraday returns. Empirical evidence indicates that with three additive components—a time‐varying mean of absolute returns and two cosine components with time‐varying amplitudes—together they capture very well the pronounced periodicity and persistence behaviors exhibited in the empirical autocorrelation pattern of IBM returns. We find that the long‐run volatility persistence is driven predominantly by daily level shifts in mean absolute returns. After adjusting for these intradaily components, the filtered returns behave much like a Gaussian noise, suggesting that the three‐components structure is adequately specified. Furthermore, a new volatility measure (TCV) can be constructed from these components. Results from extensive out‐of‐sample rolling forecast experiments suggest that TCV fares well in predicting future volatility against alternative methods, including GARCH model, realized volatility and realized absolute value. Copyright © 2009 John Wiley & Sons, Ltd.     

高速铁路用水泥乳化沥青浆体的物理结构

基于硬化硅酸盐水泥浆体的Powers理论和水泥乳化沥青浆体的配合比,通过理论计算和X射线衍射(XRD)、扫描电子显微镜(SEM)、能量色散X射线谱仪(EDAX)等相分析方法,分析了硬化水泥乳化沥青浆体的物相组成与微结构.结果表明,硬化水泥乳化沥青浆体的物相组成与微结构取决于沥灰比和水灰比.提出了表征硬化水泥乳化沥青浆体物理结构的两种结构模型,以沥青为连续相、水泥相为分散相的有机-无机复合胶凝体结构模型—I型模型;以水泥相为基体、沥青嵌入其中的无机-有机复合胶凝体结构模型—II型模型.为深入分析高速铁路板式无砟轨道结构中水泥乳化沥青砂浆的微结构参数和力学性能及其衰变规律奠定了基础.     

地磁扰动期间热层大气N_2数密度异常增变

采用天宫一号轨道大气环境探测器的在轨探测数据,分析了2012年3月和10月地磁扰动期间的热层大气成分数据,对磁暴期间N2异常增变的涨幅、时间、空间特性,低纬地区N2异常增变特点,以及冬夏半球N2异常增变的差异进行探讨,探讨认为:N2数密度的异常增变与地磁扰动及其扰动程度密切相关,增变现象通常出现在夏半球高纬区域上空,磁扰期间所出现的N2数密度异常增变现象与地磁扰动对热层大气加热机理紧密相关.     

Efficient Multistep Forecast Procedures for Multivariate Time Series

Upon the evidence that infinite‐order vector autoregression setting is more realistic in time series models, we propose new model selection procedures for producing efficient multistep forecasts. They consist of order selection criteria involving the sample analog of the asymptotic approximation of the h‐step‐ahead forecast mean squared error matrix, where h is the forecast horizon. These criteria are minimized over a truncation order n_T under the assumption that an infinite‐order vector autoregression can be approximated, under suitable conditions, with a sequence of truncated models, where n_T is increasing with sample size. Using finite‐order vector autoregressive models with various persistent levels and realistic sample sizes, Monte Carlo simulations show that, overall, our criteria outperform conventional competitors. Specifically, they tend to yield better small‐sample distribution of the lag‐order estimates around the true value, while estimating it with relatively satisfactory probabilities. They also produce more efficient multistep (and even stepwise) forecasts since they yield the lowest h‐step‐ahead forecast mean squared errors for the individual components of the holding pseudo‐data to forecast. Thus estimating the actual autoregressive order as well as the best forecasting model can be achieved with the same selection procedure. Such results stand in sharp contrast to the belief that parsimony is a virtue in itself, and state that the relative accuracy of strongly consistent criteria such as the Schwarz information criterion, as claimed in the literature, is overstated. Our criteria are new tools extending those previously existing in the literature and hence can suitably be used for various practical situations when necessary. Copyright © 2015 John Wiley & Sons, Ltd.     

Does Disagreement Amongst Forecasters Have Predictive Value?

In the present study we examine the predictive power of disagreement amongst forecasters. In our empirical work, we find that in some situations this variable can signal upcoming structural and temporal changes in an economic process and in the predictive power of the survey forecasts. We examine a variety of macroeconomic variables, and we use different measurements for the degree of disagreement, together with measures for location of the survey data and autoregressive components. Forecasts from simple linear models and forecasts from Markov regime‐switching models with constant and with time‐varying transition probabilities are constructed in real time and compared on forecast accuracy. Copyright © 2015 John Wiley & Sons, Ltd.     

International Evidence on GFC‐Robust Forecasts for Risk Management under the Basel Accord

A risk management strategy designed to be robust to the global financial crisis (GFC), in the sense of selecting a value‐at‐risk (VaR) forecast that combines the forecasts of different VaR models, was proposed by McAleer and coworkers in 2010. The robust forecast is based on the median of the point VaR forecasts of a set of conditional volatility models. Such a risk management strategy is robust to the GFC in the sense that, while maintaining the same risk management strategy before, during and after a financial crisis, it will lead to comparatively low daily capital charges and violation penalties for the entire period. This paper presents evidence to support the claim that the median point forecast of VaR is generally GFC robust. We investigate the performance of a variety of single and combined VaR forecasts in terms of daily capital requirements and violation penalties under the Basel II Accord, as well as other criteria. In the empirical analysis we choose several major indexes, namely French CAC, German DAX, US Dow Jones, UK FTSE100, Hong Kong Hang Seng, Spanish Ibex 35, Japanese Nikkei, Swiss SMI and US S&P 500. The GARCH, EGARCH, GJR and RiskMetrics models as well as several other strategies, are used in the comparison. Backtesting is performed on each of these indexes using the Basel II Accord regulations for 2008–10 to examine the performance of the median strategy in terms of the number of violations and daily capital charges, among other criteria. The median is shown to be a profitable and safe strategy for risk management, both in calm and turbulent periods, as it provides a reasonable number of violations and daily capital charges. The median also performs well when both total losses and the asymmetric linear tick loss function are considered Copyright © 2012 John Wiley & Sons, Ltd.     

一种Web服务组合的数学模型

为了更好地分析和验证Web服务组合,提出了一种描述服务间消息交互的Web服务组合数学模型.首先定义了个体服务形式化模型,并分析了相关性质,然后定义了消息交互的各种逻辑以及服务组合模式,并对消息交互逻辑进行了分析和实现,在此基础上,给出了服务组合模型的定义,并通过个体服务控制器、消息逻辑控制和全局控制算法实现了Web服务组合过程.该模型简洁灵活,具有可扩展性.实例分析表明,该模型能够对服务组合中的消息交互进行模拟.     

风水文化对中国传统建筑空间构成的影响

风水文化对于传统建筑空间的构成有着很强的指导作用,是具有五千年历史的民族传统文化的一部分。同时,它将中国古代哲学、美学、建筑学、景观学等统一于一体。风水文化对于建筑空间构成文化的引领着重体现在生态建筑学理论的形成上。     

多模型高精度组合导航算法研究

针对复杂操作环境所引起的INS/GPS组合导航系统模型参数变化导致单一固定参数滤波器精度降低问题,提出了多模型自适应Kalman滤波算法,并与单一模型下的Kalman滤波器方法进行了比较。仿真结果表明,相对于单一模型的Kalman滤波算法,该算法能大大提高导航系统的精度和可靠性。