混合策略改进的麻雀搜索算法

针对麻雀搜索算法存在的迭代过程中种群多样性减少且容易陷入局部最优以及收敛速度慢等问题,提出混合策略改进的麻雀搜索算法（MSSSA）。利用Circle映射初始化麻雀个体位置,增加初始种群的多样性。结合蝴蝶优化算法（BOA）中蝴蝶飞行方式,改进发现者的位置更新策略,增强算法全局探索能力。采用逐维变异方法对个体位置进行扰动,提升算法跳出局部最优的能力。在仿真实验中与4种基本算法和5种改进算法基于10个基准测试函数进行比较并进行Wilcoxon秩和检验,结果表明所提算法具有更好的收敛性和求解精度,全局寻优能力得到大幅提升。     

Optimal design of a distribution-free quality control scheme for cost-efficient monitoring of unknown location

Traditionally, a cost-efficient control chart for monitoring product quality characteristic is designed using prior knowledge regarding the process distribution. In practice, however, the functional form of the underlying process distribution is rarely known a priori. Therefore, the nonparametric (distribution-free) charts have gained more attention in the recent years. These nonparametric schemes are statistically designed either with a fixed in-control average run length or a fixed false alarm rate. Robust and cost-efficient designs of nonparametric control charts especially when the true process location parameter is unknown are not adequately addressed in literature. For this purpose, we develop an economically designed nonparametric control chart for monitoring unknown location parameter. This work is based on the Wilcoxon rank sum (hereafter WRS) statistic. Some exact and approximate procedures for evaluation of the optimal design parameters are extensively discussed. Simulation results show that overall performance of the exact procedure based on bootstrapping is highly encouraging and robust for various continuous distributions. An approximate and simplified procedure may be used in some situations. We offer some illustration and concluding remarks.     

Awardee Selection Procedures,With Special Reference to the Frank Wilcoxon and Jack Youden Prizes

The selection procedures used currently and since 1977 for award of the Frank Wilcoxon and Jack Youden prizes are described. Using real data from the 1976 awards competition, it is shown that different methods of combining judges' ratings would yield different winners, and that which procedure is best is not intuitively obvious. Finally it is shown how the current method was chosen on the basis of probability of correct selection considerations.     

一种求解混载校车路径的启发式算法

为了避免二进制粒子群算法(BPSO)容易陷入局部极值的缺陷,提出了一种改进的二进制粒子群算法(IBPSO)。该算法在运行过程中引入遗传算法的交叉和变异策略,以便增加种群的多样性,避免粒子的早熟收敛;同时采用免疫算法的疫苗机制,通过合理的疫苗提取、疫苗接种、疫苗选择有效地抑制种群退化的可能。首先采用Wilcoxon秩和检验指标来获得对分类起较大作用的预选特征子集,然后利用IBPSO算法对基因的特征子集和支持向量机(SVM)的参数进行寻优,最后采用IBPSO算法对结肠癌检测问题进行了研究。实验结果表明,该方法可以在较少的特征基因下取得较高精度,且所选的特征基因与结肠癌密切相关,进一步验证了方法的可行性和有效性。     

Robust and adaptive tests for the two-sample location problem

In the two-sample location problem the application of thet-test depends on very restrictive assumptions such as normality and equal variances of the two random variablesX andY. If the assumptions of thet-test are not satisfied it is more appropriate to apply a robust version of thet-test, like the Welch test or the trimmedt-test, or a nonparametric test, like the Wilcoxon. But usually we have no information about the underlying distribution of the data. Therefore, an adaptive test should be applied. Some of these tests are discussed and compared with each other and with the classicalt-test under different models of nonnormality and for unequal variances. It is shown that an adaptive test behaves well over a broad class of distribution functions.     

RANK TESTS FOR SERIAL DEPENDENCE

Abstract. A family of linear rank statistics is proposed in order to test the independence of a time series, under the assumption that the random variables involved have symmetric distributions with zero medians, without the standard assumptions of normality or identical distributions. The family considered includes analogues of the sign. Wilcoxon signed-rank and van der Waerden tests for symmetry about zero and tables constructed for these tests remain applicable in the present context. The tests proposed are exact and may be applied to assess serial dependence at lag one or greater. The procedures developed are illustrated by a test of the efficiency of forward exhange rates as predictors of future spot rates during the German hyperinflation.     

A general class of nonparametric control charts

In this article, we introduce a new general class of nonparametric Shewhart‐type control charts using the lengths of runs of test sample observations between successive observations of a reference sample. Several control charts that have appeared in the literature are members of the new family. In addition, 3 new nonparametric control charts that belong to the class are introduced and studied. Numerical results depict that the proposed charts attain competitive in‐control and out‐of‐control performance as compared with existing nonparametric charts.     

An EWMA signed ranks control chart with reliable run length performances

During the design phase of a control chart, the determination of its exact run length properties plays a vital role for its optimal operation. Markov chain or integral equation methods have been extensively applied in the design phase of conventional control charts. However, for distribution-free schemes, due to the discrete nature of the statistics being used (such as the sign or the Wilcoxon signed rank statistics, for instance), it is impossible to accurately compute their run length properties. In this work, a modified distribution-free phase II exponentially weighted moving average (EWMA)-type chart based on the Wilcoxon signed rank statistic is considered and its exact run length properties are discussed. A continuous transformation of the Wilcoxon signed rank statistic, combined with the classical Markov chain method, is used for the determination of the average run length in the in- and out-of control cases. Moreover, its exact performance is derived without any knowledge of the distribution of sample observations. Finally, an illustrative example is provided showing the practical implementation of our proposed chart.     

A new nonparametric double exponentially weighted moving average control chart

There are many practical situations where the underlying distribution of the quality characteristic either deviates from normality or it is unknown. In such cases, practitioners often make use of the nonparametric control charts. In this paper, a new nonparametric double exponentially weighted moving average control chart on the basis of the signed-rank statistic is proposed for monitoring the process location. Monte Carlo simulations are carried out to obtain the run length characteristics of the proposed chart. The performance comparison of the proposed chart with the existing parametric and nonparametric control charts is made by using various performance metrics of the run length distribution. The comparison showed the superiority of the suggested chart over its existing parametric and nonparametric counterparts. An illustrative example for the practical implementation of the proposed chart is also provided by using the industrial data set.     

Robust Wilcoxon‐Type Estimation of Change‐Point Location Under Short‐Range Dependence

We introduce a robust estimator of the location parameter for the change‐point in the mean based on Wilcoxon statistic and establish its consistency for L₁ near‐epoch dependent processes. It is shown that the consistency rate depends on the magnitude of the change. A simulation study is performed to evaluate the finite sample properties of the Wilcoxon‐type estimator under Gaussianity as well as under heavy‐tailed distributions and disturbances by outliers, and to compare it with a CUSUM‐type estimator. It shows that the Wilcoxon‐type estimator is equivalent to the CUSUM‐type estimator under Gaussianity but outperforms it in the presence of heavy tails or outliers in the data.