Bootstrapping the Local Periodogram of Locally Stationary Processes

Abstract. Locally stationary processes are non‐stationary stochastic processes the second‐order structure of which varies smoothly over time. In this paper, we develop a method to bootstrap the local periodogram of a locally stationary process. Our method generates pseudo local periodogram ordinates by combining a parametric time and non‐parametric frequency domain bootstrap approach. We first fit locally a time varying autoregressive model so as to capture the essential characteristics of the underlying process. A locally calculated non‐parametric correction in the frequency domain is then used so as to improve upon the locally parametric autoregressive fit. As an application, we investigate theoretically the asymptotic properties of the bootstrap method proposed applied to the class of local spectral means, local ratio statistics and local spectral density estimators. Some simulations demonstrate the ability of our method to give accurate estimates of the quantities of interest in finite sample situations and an application to a real‐life data‐set is presented.     

Real-world extensions to scheduling algorithms based on lagrangian relaxation

Recently, efficient scheduling algorithms based on Lagrangian relaxation have been proposed for scheduling parallel machine systems and job shops. In this article, we develop real-world extensions to these scheduling methods. In the first part of the paper, we consider the problem of scheduling single operation jobs on parallel identical machines and extend the methodology to handle multiple classes of jobs, taking into account setup times and setup costs. The proposed methodology uses Lagrangian relaxation and simulated annealing in a hybrid framework. In the second part of the paper, we consider a Lagrangian relaxation based method for scheduling job shops and extend it to obtain a scheduling methodology for a real-world flexible manufacturing system with centralized material handling. This research was supported in part by the Office of Naval Research and the Department of Science and Technology grant N00014-93-1017.     

A Fifth Order Flux Implicit WENO Method

The weighted essentially non-oscillatory (WENO) method is an excellent spatial discretization for hyperbolic partial differential equations with discontinuous solutions. However, the time-step restriction associated with explicit methods may pose severe limitations on their use in applications requiring large scale computations. An efficient implicit WENO method is necessary. In this paper, we propose a prototype flux-implicit WENO (iWENO) method. Numerical tests on classical scalar equations show that this is a viable and stable method, which requires appropriate time-stepping methods. Future study will include the examination of such methods as well as extension of iWENO to systems and higher dimensional problems.Sigal Gottlieb - The work of this author supported by NSF grant DMS-0106743.Steven J. Ruuth - The work of this author was partially supported by a grant from NSERC Canada.     

Reconstruction of reflectance spectra using weighted principal component analysis

The weighted principal component analysis technique is employed for reconstruction of reflectance spectra of surface colors from the related tristimulus values. A dynamic eigenvector subspace based on applying certain weights to reflectance data of Munsell color chips has been formed for each particular sample and the color difference value between the target, and Munsell dataset is chosen as a criterion for determination of weighting factors. Implementation of this method enables one to increase the influence of samples which are closer to target on extracted principal eigenvectors and subsequently diminish the effect of those samples which benefit from higher amount of color difference. The performance of the suggested method is evaluated in spectral reflectance reconstruction of three different collections of colored samples by the use of the first three Munsell bases. The resulting spectra show considerable improvements in terms of root mean square error between the actual and reconstructed reflectance curves as well as CIELAB color difference under illuminant A in comparison to those obtained from the standard PCA method. © 2008 Wiley Periodicals, Inc. Col Res Appl, 33, 360–371, 2008     

Choosing OWA operator weights in the field of Social Choice

One of the most important issues in the theory of OWA operators is the determination of associated weights. This matter is essential in order to use the best-suited OWA operator in each aggregation process. Given that some aggregation processes can be seen as extensions of majority rules to the field of gradual preferences, it is possible to determine the OWA operator weights by taking into account the class of majority rule that we want to obtain when individuals do not grade their pairwise preferences. However, a difficulty with this approach is that the same majority rule can be obtained through a wide variety of OWA operators. For this reason, a model for selecting the best-suited OWA operators is proposed in this paper.     

加权算术平均与几何平均关系式的新证法

利用函数极小点的性质,得到了若干个正数的加权算术平均与几何平均关系式的新证法     

跳数加权DV-Hop定位算法

针对DV-Hop定位算法中距离估计误差对定位结果的影响,提出了一种信标节点优选方案和跳数加权DV-Hop定位算法。首先通过设定跳数阈值,保留跳数较少的信标节点,然后剔除近似在一条直线上的信标节点,完成信标节点优选,避免未知节点无法定位的情形。此外,利用Friis模型推导出距离估计误差与信号传播跳数之间的映射关系,采用传播跳数作为加权因子对定位结果进行了修正。仿真结果表明该算法降低了距离估计误差对定位精度的影响,提高了定位精度。     

基于刀切法与自适应加权的多传感器信息融合算法

针对加权平均、最优加权、自适应加权多传感器信息融合算法的不足,提出采用刀切法与自适应加权方法相结合的信息融合算法。该算法在自适应加权的基础上充分利用观测值与各个历史时刻的估计值,通过构造伪值分别对估计值与加权因子进行Quenouille估计。实验结果表明,在经过刀切法与自适应加权相结合后,数据处理的精确性和稳健性方面都优于普通的处理方法。     

Improved results on frequency‐weighted balanced truncation and error bounds

In this paper, we present some new results on frequency‐weighted balanced truncation which is a significant improvement on Lin and Chiu's frequency‐weighted balanced truncation technique. The reduced‐order models, which are guaranteed to be stable in the case of double‐sided weighting, are obtained by direct truncation. Two sets of simple, elegant and easily calculatable a priori error bounds are also derived. Numerical examples and comparison with other well‐known techniques show the effectiveness of the proposed technique. Copyright © 2011 John Wiley & Sons, Ltd.     

The induced generalized aggregation operators for intuitionistic fuzzy sets and their application in group decision making

In this paper, we present the induced generalized intuitionistic fuzzy ordered weighted averaging (I-GIFOWA) operator. It is a new aggregation operator that generalized the IFOWA operator, including all the characteristics of both the generalized IFOWA and the induced IFOWA operators. It provides a very general formulation that includes as special cases a wide range of aggregation operators for intuitionistic fuzzy information, including all the particular cases of the I-IFOWA operator, GIFOWA operator and the induced intuitionistic fuzzy ordered geometric (I-IFOWG) operator. We also present the induced generalized interval-valued intuitionistic fuzzy ordered weighted averaging (I-GIIFOWA) operator to accommodate the environment in which the given arguments are interval-valued intuitionistic fuzzy sets. Further, we develop procedures to apply them to solve group multiple attribute decision making problems with intuitionistic fuzzy or interval-valued intuitionistic fuzzy information. Finally, we present their application to show the effectiveness of the developed methods.