SYMMETRIC STABLE SEQUENCES WITH MISSING OBSERVATIONS

Abstract. A procedure for evaluating optimal linear estimates of missing values in the minimum dispersion sense is proposed for stationary symmetric stable processes. Analytical expressions for the estimates are obtained for the autoregressive moving-average process and it is shown that the finite variance setting results are special cases. Cases of one and more than one missing value are considered.     

Recognizing the importance of scale in the ecology and management of riverine fish

Processes affecting fish populations range in scale from local to global. Fish response is also scale‐dependent, with some activities varying locally while others depend on large‐scale connectivity within or between watersheds. These issues are still only partly recognized, with large‐scale research often affected by non‐independent sampling, weak inference, poor model testing or model over‐extrapolation. Available multi‐scale studies can reach different conclusions about factors affecting fishes from local studies, but results vary between examples. Potential explanations are (i) effects on fishes are context‐dependent; (ii) different species or life‐stages are limited in different ways; (iii) multi‐scale studies are too few for generalization. We advocate improved use of geostatistical tools to guide sampling or interpret the spatial extent of management problems, and we illustrate this using brown trout in Welsh streams. Our strongest recommendation is that fish ecologists recognize the importance of interactions across scales in quantifying effects on fishes so that management decisions can be better based on evidence rather than judgement or extrapolation. Copyright © 2006 John Wiley & Sons, Ltd.     

关于约束方差控制器的评估问题的研究

本文研究当系统的性能指标表现为系统输入及输出的方差约束时一类随机控制器的评价问题，给出了系统反馈输入及输出的辨识算法，该算法可用来评价反馈控制器能否使反馈系统满足既定的方差约束，以便在对实际系统实施控制之前及时调整控制器，从而达到设计目的。     

基于红外检测的变电站设备热状态诊断

提出了一种基于红外检测的变电站设备热状态诊断方案。首先基于变电站设备的红外图像,采用局部方差映射函数和遗传算法阈值提取了变电站设备的热状态数据,以用于对异常区域进行分割。然后构建了红外图像灰度数与变电站设备温度两者之间的关系。最后采用改进的相对温差法达到了对设备热状态进行分类和诊断的目标,并捕获定位了变电站设备的热状态异常区域。实验结果表明,该方法提高了异常热区提取的精度和效率,提升了变电站设备热状态诊断的容错能力,进一步保证了变电站和整个电力系统的运行稳定性。     

Maximum principle for mean-field jump–diffusion stochastic delay differential equations and its application to finance

This paper investigates a stochastic optimal control problem with delay and of mean-field type, where the controlled state process is governed by a mean-field jump–diffusion stochastic delay differential equation. Two sufficient maximum principles and one necessary maximum principle are established for the underlying system. As an application, a bicriteria mean–variance portfolio selection problem with delay is studied to demonstrate the effectiveness and potential of the proposed techniques. Under certain conditions, explicit expressions are provided for the efficient portfolio and the efficient frontier, which are as elegant as those in the classical mean–variance problem without delays.     

Variance analysis of identified linear MISO models having spatially correlated inputs,with application to parallel Hammerstein models

This contribution concerns variance analysis of linear multi-input single-output models when the inputs are temporally white but where different inputs may be correlated. An expression is provided for the variance of a linearly parametrized estimate of the frequency response function from one block, i.e. from one input to the output. In particular, this expression reveals that the variance increases in one block when the number of estimated parameters in another block is increased, but levels off when the number of parameters in the other block reaches the number of parameters in the block in question. It also quantifies exactly how correlation between inputs affects the resulting accuracy and a graphical representation is provided for this purpose. The results are applicable to parallel MISO Hammerstein models when the nonlinearities are known and generalize an existing variance expression for this type of model.     

基于FPGA实现AES的侧信道碰撞攻击

为了解决攻击点在能量迹中具体位置的识别问题,在对侧信道碰撞攻击技术研究的基础上,提出了通过计算能量迹中每个采样点的方差来识别攻击点的方差检查技术。并利用基于相关系数的碰撞检测方法,对一种AES的FPGA实现实施了攻击。实验结果表明,方差检查技术可以有效地识别攻击点在能量迹中的具体位置。     

Experimental design in soap manufacturing for optimization of fuzzified process capability index

In manufacturing industries, the quality of a product depends on the combined effect of multiple input variables working singly or together and therefore attention has been given on process capability indices to shift from single to multivariate domain. In case of multivariable domain the capability to incorporate uncertainties at the time of decision making becomes necessary. Fuzzy system is introduced to take care of this requirement. In this article the process parameters of soap manufacturing industries have been analyzed. The process capability is determined using Fuzzy Inference System rule editor based on a set of justified if then statements as applicable for the process. The data has been collected in linguistic form to derive its process capability, using a set of justified rules and the effect of each factor has been determined using Design of Experiments (DoE) and analysis of variance technique (ANOVA) for improving the soap quality from perspective of its softness. This article ventures to propose a new methodology by integrating Fuzzy with DoE providing better result followed by DoE and Fuzzy Inference system in isolation.     

基于中心复合设计的振荡热管传热性能分析

Oscillating heat pipes （OHPs） are very promising cooling devices. Their heat transfer performance is affected by many factors, and the form of the relationship between the performance and the factors is complex and non-linear. In this paper, the effects of charging ratio, inclination angle, and heat input and their interaction effects on heat transfer performance of a looped copper-water OHP are analyzed. First, suppose that the relationship between the response and the variables approximates a second-order model. And use the central composite design to arrange the experiment. Then, the method of least squares is used to estimate the parameters in the second-order model. Finally, multivariate variance analysis is used to analyze the model. The results show that the assumption is right, that is to say, the re- lationship is well modeled by a second-order function. Among the three main effect variables, the effect of inclination angle is the most significant, but their interaction effects are not significant. In the range of the considered factors, both the optimum charging ratio and the optimum inclination angle increase as the heating water flow rate increases.     

Computer Algebra Derivation of the Bias of Linear Estimators of Autoregressive Models

Abstract. A symbolic method which can be used to obtain the asymptotic bias and variance coefficients to order O(1/n) for estimators in stationary time series is discussed. Using this method, the large‐sample bias of the Burg estimator in the AR(p) for p = 1, 2, 3 is shown to be equal to that of the least squares estimators in both the known and unknown mean cases. Previous researchers have only been able to obtain simulation results for the Burg estimator's bias because this problem is too intractable without using computer algebra. The asymptotic bias coefficient to O(1/n) of Yule–Walker as well as least squares estimates is also derived in AR(3) models. Our asymptotic results show that for the AR(3), just as in the AR(2), the Yule–Walker estimates have a large bias when the parameters are near the nonstationary boundary. The least squares and Burg estimates are much better in this situation. Simulation results confirm our findings.