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Piero Barone 《时间序列分析杂志》1987,8(2):125-130
Abstract. A method for generating finite independent realizations of a normal multivariate stationary ARMA( p, q ) process is proposed. It is based on an AR (1) representation of an ARMA( p, q ) process allowing for an exact generation of the initial values of the simulation algorithm. Input facilities are supplied in order to assure stationarity and invertibility of the considered process. 相似文献
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ARIMA is seldom used in supply chains in practice. There are several reasons, not the least of which is the small sample size of available data, which restricts the usage of the model. Keeping in mind this restriction, we discuss in this paper a state-space ARIMA model with a single source of error and show how it can be efficiently used in the supply-chain context, especially in cases when only two seasonal cycles of data are available. We propose a new order selection algorithm for the model and compare its performance with the conventional ARIMA on real data. We show that the proposed model performs well in terms of both accuracy and computational time in comparison with other ARIMA implementations, which makes it efficient in the supply-chain context. 相似文献
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悬浮控制技术是磁悬浮技术中的核心和关键,其性能的好坏,将直接影响到磁浮系统的稳定性、安全性。在一般线性控制方法的基础上进行了改进。利用简化的混合单电磁铁的动态模型得出数学模型,而后在一般控制方法基础上得出以电流作为控制输入变量的控制模型。通过对2种控制模型的仿真分析,进一步验证了改进后的控制策略的优越性。 相似文献
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The M/G/1 model is the fundamental basis of the queueing system in many network systems. Usually, the study of the M/G/1 is limited by the assumption of single queue and infinite capacity. In practice, however, these postulations may not be valid, particularly when dealing with many real-world problems. In this paper, a two-stage state-space approach is devoted to solving the state probabilities for the multi-queue finite-capacity M/G/1 model, i.e. q-M/G/1/Ki with Ki buffers in the ith queue. The state probabilities at departure instants are determined by solving a set of state transition equations. Afterward, an embedded Markov chain analysis is applied to derive the state probabilities with another set of state balance equations at arbitrary time instants. The closed forms of the state probabilities are also presented with theorems for reference. Applications of Little's theorem further present the corresponding results for queue lengths and average waiting times. Simulation experiments have demonstrated the correctness of the proposed approaches. 相似文献
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In this article, the non-inverting buck–boost converter and its operation modes are scrutinized. The closed-loop stability of the converter in buck and boost modes is analyzed, and the necessity of using an appropriated controller is demonstrated. Then the application of an adapted ant colony optimization to design a feedback controller is proposed, and a controller based on its existing model is tuned. Simulation and experimental results obtained from the ant colony optimization designed controller are then compared with a controller designed with the classic method. Although the simulation and experimental results prove the efficiency of the proposed control approach, a significant difference between controller behavior in practice and simulation is obvious. Finding these differences, more detailed models, including all parasitic elements, in the buck and boost modes are derived. Applying the proposed model in controller design illustrates that the desired performance of the converter can be guaranteed with a simple proportional-integral (PI) controller. The suggested ant colony-based controller is again tuned based on the more detailed model, which improves the performance of the converter system even more. Furthermore, good agreement between analytical and experimental outputs validates the accuracy of the modeling and simulation. 相似文献
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