基于灰色系统理论的间断性需求备件预测模型

针对间断性需求备件历史需求数据缺乏、含有大量零值,以致难以进行预测的问题,应用灰色系统理论,先后建立了间断性需求备件预测的非等间隔GM(1,1)模型和包络GM(1,1)模型,并得到了需求预测灰区间,最后进行了计算与实例仿真。     

时间间隔测量仪在时延测试中的应用

介绍了用时间间隔测量仪测时延的方法,提出了切实可行的改善时间间隔测量仪测量结果的不确定度的方法,并给出了其在不同测试条件下的测量结果.最后,简单介绍了其在工程测试中的应用.     

Best constants in Chebyshev inequalities with various applications

In this article we describe some ways to significantly improve the Markov-Gauss-Camp-Meidell inequalities and provide specific applications. We also describe how the improved bounds are extendable to the multivariate case. Applications include explicit finite sample construction of confidence intervals for a population mean, upper bounds on a tail probability P(X>k) by using the density at k, approximation of P-values, simple bounds on the Riemann Zeta function, on the series , improvement of Minkowski moment inequalities, and construction of simple bounds on the tail probabilities of asymptotically Poisson random variables. We also describe how a game theoretic argument shows that our improved bounds always approximate tail probabilities to any specified degree of accuracy. Received: April 1999     

On the Pricing of Contingent Claims with Frictions

This paper studies the problem of pricing contingent claims in a market which has frictions in the form of costs, such as penalty functions corresponding to constraints. An arbitrage-free interval is identified, and a fair price based upon utility functions is proposed. It provides a framework to study incomplete markets that is simplier than the one related to constraints on portfolios introduced by Karatzas and Kou.     

Regression Sampling in Statistical Auditing: A Practical Survey and Evaluation

Several confidence intervals for the regression estimator are surveyed. A Monte Carlo experiment, based on the NETER and LOEBBECKE (1975) populations, gives estimated coverages and lengths of the different confidence intervals. One interval is exact under the assumption of multivariate normal distributions; it gives longer intervals (hence better coverages) than the interval based on a popular variance estimator. An interval due to ROBERTS (1970) is much too long. Jackknifing gives robust intervals. Rules of thumb for practitioners are given.     

Further developments in estimation of the largest mean ofK normal populations

We revisit the bounded maximal risk point estimation problem as well as the fixed-width confidence interval estimation problem for the largest mean amongk(≥2) independent normal populations having unknown means and unknown but equal variance. In the point estimation setup, we devise appropriate two-stage and modified two-stage methodologies so that the associatedmaximal risk can bebounded from aboveexactly by a preassigned positive number. Kuo and Mukhopadhyay (1990), however, emphasized only the asymptotics in this context. We have also introduced, in both point and interval estimation problems,accelerated sequential methodologies thereby saving sampling operations tremendously over the purely sequential schemes considered in Kuo and Mukhopadhyay (1990), but enjoying at the same time asymptotic second-order characteristics, fairly similar to those of the purely sequential ones.     

Multi-Mode Resource Constrained Project Scheduling Models for Progress and Equal Time Interval Payments

This study utilizes a time-precedence network technique to construct two models of multi-mode resource constrained project scheduling problem with discounted cash flows （MRCPSPDCF）, individually including the progress payment （PP） and the payment at an equal time interval （ETI）. The objective of each model is to maximize the net present value （NPV） for all cash flows in the project, subject to the related operational constraints. The models are characterized as NP-hard. A heuristic algorithm, coupled with two upper bound solutions, is proposed to efficiently solve the models and evaluate the heuristic algorithm performance which was not performed in past studies. The results show that the performance of proposed models and heuristic algorithm is good.     

基于区间灰度的区域物流配送中心选址实证分析

结合区域物流配送中心选址评价中存在的不确定性和评价信息量获取不充足性,提出采用语言标度和灰度构成的有序对作为评价标度,并利用OWA算子获得评价指标权重和组合权重,给出一种区域物流配送中心选址方法,最后实证分析了该方法的可行性和科学性。     

矿业权取得和流转遇到的法律性问题分析

我国矿业权市场还不发育,矿业权取得和流转从产生到进入市场遇到的问题首先是法律性问题。目前,尽管矿业权取得和流转在市场中得以进行,但仍然受到诸多法律性问题的约束。解决的办法是:①修改现有相关法律法规,处理彼此之间不相衔接的问题或矛盾;②出台新的相关法律法规和制度,促进矿业权顺利取得和自由流转;③纵横照应,将不衔接问题或矛盾消灭在摇篮里;④加强矿业权取得和流转间期的管理,维护正常秩序。