基于Copula-POME的负荷与气象因素相关性度量研究

负荷与气象因素的关系是非线性且模糊的，针对传统的线性相关系数不能准确刻画负荷与其气象成因的相依结构。在分析负荷对气象因素响应的基础上，提出了结合Copula函数与最大熵原理（POME）的负荷与气象因素相关性度量方法，该方法基于POME建立了负荷与气象因素的边缘分布，利用Copula函数拟合了负荷与气象多变量系统中的非线性相依结构，并推导了度量相关性的Kendall秩相关系数、Spearman秩相关系数和Copula熵。在实际的负荷和气象系统中的应用表明，Copula-POME方法在分析负荷与其气象成因关系时无先验分布假定，具有灵活的函数形式，能准确表达多变量系统的相依结构；秩相关系数和Copula熵弥补了线性相关系数在度量尾部相关中的不足，能准确度量负荷与气象因素的相关性。     

Maximum likelihood-based adaptive differential evolution identification algorithm for multivariable systems in the state-space form

Parameter estimation plays an important role in the field of system control. This article is concerned with the parameter estimation methods for multivariable systems in the state-space form. For the sake of solving the identification complexity caused by a large number of parameters in multivariable systems, we decompose the original multivariable system into some subsystems containing fewer parameters and study identification algorithms to estimate the parameters of each subsystem. By taking the maximum likelihood criterion function as the fitness function of the differential evolution algorithm, we present a maximum likelihood-based differential evolution (ML-DE) algorithm for parameter estimation. To improve the parameter estimation accuracy, we introduce the adaptive mutation factor and the adaptive crossover factor into the ML-DE algorithm and propose a maximum likelihood-based adaptive differential evolution algorithm. The simulation study indicates the efficiency of the proposed algorithms.     

Ex post demand information sharing between differentiated suppliers and a common retailer

We consider ex post demand information sharing in a two-echelon supply chain in which two suppliers sell differentiated products through a common retailer. We model three scenarios of information sharing to characterise the conditions under which information sharing may benefit or hurt different players: (1) no supplier is informed; (2) only one supplier is informed; and (3) both suppliers are informed. We find that the retailer may voluntarily share the low demand information when the product differentiation and demand magnitude satisfy certain conditions. In contrast, the retailer has no incentive to share the high demand information, even though this information benefits the suppliers. To achieve information sharing, we propose a side payment mechanism, which allows benefitted players to subsidise hurtful players. Finally, we extend our model by considering a situation where the suppliers have limited capacity and may invest to ramp up production capacity to satisfy a high demand.     

Data sharing mechanism of various mineral resources based on blockchain

Basins with various mineral resources coexisting and enriching often occupy an important strategic position. The exploration of various mineral resources is repetitive at present due to unshared data and imperfect management mechanism. This situation greatly increases the cost of energy exploitation in the country. Traditional data-sharing mode has several disadvantages, such as high cost, difficulty in confirming the right of data, and lack of incentive mechanism, which make achieving real data sharing difficult. In this paper, we propose a data-sharing mechanism based on blockchain and provide implementation suggestions and technical key points. Compared with traditional data-sharing methods, the proposed data-sharing mechanism can realize data sharing, ensure data quality, and protect intellectual property. Moreover, key points in the construction are stated in the case study section to verify the feasibility of the data-sharing system based on blockchain proposed in this paper.     

A Global Maximum Error Controller Based Nonlinearity Aware TPWL Method for Reducing Nonlinear Systems

Abstract

Model order reduction is a common practice to reduce large order systems so that their simulation and control become easy. Nonlinearity aware trajectory piecewise linear is a variation of trajectory piecewise linearization technique of order reduction that is used to reduce nonlinear systems. With this scheme, the reduced approximation of the system is generated by weighted sum of the linearized and reduced sub-models obtained at certain linearization points on the system trajectory. This scheme uses dynamically inspired weight assignment that makes the approximation nonlinearity aware. Just as weight assignment, the process of linearization points selection is also important for generating faithful approximations. This article uses a global maximum error controller based linearization points selection scheme according to which a state is chosen as a linearization point if the error between a current reduced model and the full order nonlinear system reaches a maximum value. A combination that not only selects linearization points based on an error controller but also assigns dynamic inspired weights is shown in this article. The proposed scheme generates approximations with higher accuracies. This is demonstrated by applying the proposed method to some benchmark nonlinear circuits including RC ladder network and inverter chain circuit and comparing the results with the conventional schemes.     

On optimal control of mean-field stochastic systems driven by Teugels martingales via derivative with respect to measures

ABSTRACT

This paper deals with partial information stochastic optimal control problem for general controlled mean-field systems driven by Teugels martingales associated with some Lévy process having moments of all orders, and an independent Brownian motion. The coefficients of the system depend on the state of the solution process as well as of its probability law and the control variable. We establish a set of necessary conditions in the form of Pontryagin maximum principle for the optimal control. We also give additional conditions, under which the necessary optimality conditions turn out to be sufficient. The proof of our result is based on the derivative with respect to the probability law by applying Lions derivatives and a corresponding Itô formula. As an application, conditional mean-variance portfolio selection problem in incomplete market, where the system is governed by some Gamma process is studied to illustrate our theoretical results.     

Trivariate maximum entropy distribution of significant wave height,wind speed and relative direction

A trivariate maximum entropy distribution of significant wave height, wind speed and the relative direction is proposed here. In this joint distribution, all the marginal variables follow modified maximum entropy distributions, and they are combined by a correlation coefficient matrix based on the Nataf transformation. The methods of single extreme factors and of conditional probability are presented for the joint design of trivariate random variables. The corresponding sampling data about significant wave heights, wind speeds and the relative directions from a location in the North Atlantic is applied for statistical analysis, and the results show that the trivariate maximum entropy distribution is sufficiently good to fit the data, and method of conditional probability can reduce the design values efficiently.     

Simple Sequence Repeat Markers in Genetic Divergence and Marker-Assisted Selection of Rice Cultivars: A Review

Sequencing of rice genome has facilitated the understanding of rice evolution and has been utilized extensively for mining of DNA markers to facilitate marker-assisted breeding. Simple sequence repeat (SSR) markers that are tandemly repeated nucleotide sequence motifs flanked by unique sequences are presently the maker of choice in rice improvement due to their abundance, co-dominant inheritance, high levels of allelic diversity, and simple reproducible assay. The current level of genome coverage by SSR markers in rice is sufficient to employ them for genotype identification and marker-assisted selection in breeding for mapping of genes and quantitative trait loci analysis. This review provides comprehensive information on the mapping and applications of SSR markers in investigation of rice cultivars to study their genetic divergence and marker-assisted selection of important agronomic traits.     

Control theory for stochastic distributed parameter systems,an engineering perspective

The main purpose of this paper is to survey some recent progresses on control theory for stochastic distributed parameter systems, i.e., systems governed by stochastic differential equations in infinite dimensions, typically by stochastic partial differential equations. We will explain the new phenomenon and difficulties in the study of controllability and optimal control problems for one dimensional stochastic parabolic equations and stochastic hyperbolic equations. In particular, we shall see that both the formulation of corresponding stochastic control problems and the tools to solve them may differ considerably from their deterministic/finite-dimensional counterparts. More importantly, one has to develop new tools, say, the stochastic transposition method introduced in our previous works, to solve some problems in this field.