随机环境下带有私人信息的单机能力分配策略

本文研究随机环境下考虑私人信息的单机能力分配问题.该问题中各部门的单位产品收益、需求信息及加工设备各时段的能力为私人信息,且各时段中产品的加工时间为随机变量.本文采用设备方与各部门协商的方法对问题进行求解,首先利用随机规划理论将能力分配问题清晰化,然后利用拉格朗日松弛和泰勒级数展开方法进行协商机制设计,接着给出基于偏转次梯度方法的协商参数更新法则,最后综合上述过程给出最终的问题求解算法.数值算例验证了算法的有效性并分析了关键参数对能力分配结果的影响.     

REVERSED RESIDUALS IN AUTOREGRESSIVE TIME SERIES ANALYSIS

Abstract. Both linear and non-linear time series can have directional features which can be used to enhance the modelling and investigation of linear or non-linear autoregressive statistical models. For this purpose, reversed p th-order residuals are introduced. Cross-correlations of residuals and squared reversed residuals allow extensions of current model identification ideas. Quadratic types of partial autocorrelation functions are introduced to assess dependence associated with non-linear models which nevertheless have linear autoregressive correlation structures. The use of these residuals and their cross-correlation functions is exemplified empirically on some deseasonalized river flow data for which a first-order autoregressive model is a satisfactory second-order fit. Parallel theoretical computations are undertaken for the non-linear first-order random coefficient autoregressive model and comparisons are made. While the data are shown to be strongly non-linear, their correlational signatures are found to be convincingly different from those of a first-order autoregressive model with random coefficients.     

SIMOP: Efficient reactive distillation optimization using stochastic optimizers

A methodology to improve the efficiency of stochastic methods applied to the optimization of chemical processes with a large number of equality constraints is presented. The methodology is based on two steps: (a) the optimization of the simulation step, which involves the optimum choice of design variables and subsystems to be simultaneously solved; (b) the optimization of the nonlinear programming (NLP) problem using stochastic methods. For the first step a flexible tool (SIMOP) is used, whereby different numerical procedures can be easily obtained, taking into account the problem formulation and specific characteristics, the need for specific initialization schemes and the efficient solution of systems of nonlinear equations. This methodology was applied to the optimization of a reactive distillation process for the production of ethylene glycol. Due to the complexity of the mathematical model, several different numerical procedures were generated, and their influence on the computational burden and on the reliability and accuracy of the optimization to reach the global optimum were studied. The results obtained suggest that in addition to the choice of design variables, the structure of subsystems associated to numerical procedures has a considerable impact on the performance of the optimizers.     

Optimal linear filter design for systems with correlation in the measurement matrices and noises: recursive algorithm and applications

This paper addresses the optimal least-squares linear estimation problem for a class of discrete-time stochastic systems with random parameter matrices and correlated additive noises. The system presents the following main features: (1) one-step correlated and cross-correlated random parameter matrices in the observation equation are assumed; (2) the process and measurement noises are one-step autocorrelated and two-step cross-correlated. Using an innovation approach and these correlation assumptions, a recursive algorithm with a simple computational procedure is derived for the optimal linear filter. As a significant application of the proposed results, the optimal recursive filtering problem in multi-sensor systems with missing measurements and random delays can be addressed. Numerical simulation examples are used to demonstrate the feasibility of the proposed filtering algorithm, which is also compared with other filters that have been proposed.     

ECOC-DRF: Discriminative random fields based on error correcting output codes

We present ECOC-DRF, a framework where potential functions for Discriminative Random Fields are formulated as an ensemble of classifiers. We introduce the label trick, a technique to express transitions in the pairwise potential as meta-classes. This allows to independently learn any possible transition between labels without assuming any pre-defined model. The Error Correcting Output Codes matrix is used as ensemble framework for the combination of margin classifiers. We apply ECOC-DRF to a large set of classification problems, covering synthetic, natural and medical images for binary and multi-class cases, outperforming state-of-the art in almost all the experiments.     

On solutions to fuzzy stochastic differential equations with local martingales

This paper deals with a class of fuzzy stochastic differential equations (FSDEs) driven by a continuous local martingale under the Lipschitzian condition. Such equations can be useful in modeling hybrid systems, where the phenomena are simultaneously subjected to two kinds of uncertainties: randomness and fuzziness. The solutions of the FSDEs are the fuzzy stochastic processes, and their uniqueness is considered to be in a strong sense. Thus, the existence and uniqueness of solutions to the FSDEs under the Lipschitzian condition is first proven. Moreover, some asymptotic properties of the solutions to the FSDEs are investigated. Finally, an illustrating example on the interest term model is provided.     

用三元共聚改性剂制PVC耐热管材

利用自行研制的三元共聚耐热改性剂与聚氯乙烯（PVC）共混制成耐热管材专用料，考察了共混体系中耐热改性剂、抗冲改性剂、填料及热稳定剂等各组分对材料拉伸强度、冲击强度和维卡软化点等综合性能的影响，同时对氯化聚氯乙烯和自制耐药改性剂的耐药和加工性能进行了比较，所研制的耐热改性剂与PVC混合后耐热效果较好，且易挤出加工。研制的耐热管材的维卡软化点可达100℃，比无规聚丙烯管材的维卡耐热性能要高。     

Markov随机场与Gaussian曲线在MR图像分割中的应用

针对扫描的人脑组织MR图像边缘分辨率低、模糊性大的特点,本文提出了一种基于模糊Markov随机场和Gaussian曲线相结合的MR图像最佳阈值分割方法。该方法通过对图像的像素邻域属性的统计将模糊论引入其中,建立模糊Markov随机场,并利用Gaussian曲线对二维直方图最佳一维投影进行拟合,确定出图像中各脑组织的二维阈值点,在二维直方图上实现对脑组织的分割。通过实验表明,本算法能够有效提高脑组织的分辨率,对噪声的鲁棒性、结果区域的连通性相对于一维Otsu和二维Otsu算法都有了很大的提高。     

基于随机游走模型的维基百科语义关系研究

运用随机游走模型提出了一种基于维基百科的语义相关度的计算方法。维基百科中包含了丰富的链接结构,这些链接结构一定程度上能够反应词条之间概念上的相关性,以内容链接和外部链接关系来计算基于维基百科的语义相关度,并在WS-353数据集上进行了实验,取得了较好的准确性。     

两亲性无规共聚物MAA-SMA-PEGMA的表面活性研究

利用功能性单体甲基丙烯酸(MAA)、甲基丙烯酸十八烷基酯(SMA)和聚乙二醇甲基丙烯酸酯(PEG-MA)通过自由基共聚,合成了两亲性共聚物Poly(MAA-SMA-PEGMA)。研究了其结构、临界胶束浓度(CMC)和表面张力,探讨了由共聚物与低分子表面活性剂组成的复配体系。结果表明高低分子表面活性剂复配体系在质量比为5∶5后,体系的表面张力和临界胶束浓度都有所降低,接近于低分子表面活性剂。