基于最大似然估计的分集信号中频合成方法

为了降低分集信号合成时输入信号的信噪比要求,提出了一种分集信号的中频合成方法 。该方法利用最大似然估计和迭代算法,通过计算输出合成信号和输入分集信号的相关值获 得合成权值,在中频实现信号合成。仿真和实验结果表明,该方法放宽了输入信号信噪比要 高于解调捕获门限这一要求,能自动实现最大合成增益。     

A network approach to modeling the multi-echelon spare-part inventory system with backorders and interval-valued demand

A multi-echelon inventory system implies the existence of a hierarchy of stocking locations, and the dependence and interaction between them. We consider a multi-echelon, spare-part inventory management problem with outsourcing and backordering. The problem is characterized by deterministic repair time/cost, and supply and demand that lie within prescribed intervals and that vary over time. The objective is to minimize the total inventory and transportation costs. We develop a network model for problem analysis and present a network flow algorithm for solving the problem. We prove that the Wagner-Whitin property, known for the lot-sizing problem, can be extended to the spare-part inventory management problem under study.     

基于两层架构协调的应急物资分配与车辆调度集成优化方法

针对突发事件下的应急物资调运问题，考虑了多个地区同时受灾以及多个出救点需要对其进行救灾并且各出救点的运力有限的情况，以最小化总的车辆运输费用，最大化救灾效率、各受灾点的救灾满意度，以及各受灾点得到救助的公平性为目标，建立了该问题的多目标混合整数非线性规划模型，并提出了一个基于两层架构协调的迭代式遗传算法进行求解。基于仿真数据的实验结果证明了所提出的模型和算法的有效性。     

A fuzzy comprehensive evaluation algorithm for analyzing electronic word-of-mouth

This study evaluates tourism experiences shared through electronic word-of-mouth (eWOM) across four Chinese attractions. The objective is to develop a framework for evaluating eWOM by constructing an indicator system and implementing an analytic hierarchy process with the use of a fuzzy comprehensive evaluation algorithm. This framework is achieved by mapping more than 6000 websites related to Chinese tourism attractions and filtering over 200,000 useful reviews to measure service performance. Results indicate that ecological–biological attractions failed to make tourists feel “very satisfied” in various aspects, such as overall evaluation, infrastructure, traffic, natural environment, and social environment. Overall, the study contributes by presenting a framework that can be adopted by tourism researchers and industry practitioners to understand tourist preferences and evaluate service performance to improve service quality.     

Multivariate Cox Hidden Markov models with an application to operational risk

ABSTRACT

Modeling multivariate time-series aggregate losses is an important actuarial topic that is very challenging due to the fact that losses can be serially dependent with heterogeneous dependence structures across loss types and business lines. In this paper, we investigate a flexible class of multivariate Cox Hidden Markov Models for the joint arrival process of loss events. Some of the nice properties possessed by this class of models, such as closed-form expressions, thinning properties and model versatility are discussed in details. We provide the expectation-maximization (EM) algorithm for efficient model calibration. Applying the proposed model to an operational risk dataset, we demonstrate that the model offers sufficient flexibility to capture most characteristics of the observed loss frequencies. By modeling the log-transformed loss severities through mixture of Erlang distributions, we can model the aggregate losses. Finally, out-of-sample testing shows that the proposed model is adequate to predict short-term future operational risk losses.     

公开密钥算法RSA策略及程序实现

随着通信的飞速发展，信息安全显得越来越重要，计算机密码体制的基本思想就是将要保护的信息变成伪装信息，在公开密钥算法提出之前，所有密码系统的解密密钥和加密密钥彼此有着直接的联系，这也是秘密密钥的缺陷所在。为此公开密钥算法RSA算法就顺应而生。这种叫加密算法可用VB程序编程实现。     

基于无交叉遗传算法的物流车辆路径问题研究

设计并实现了一种求解基本车辆路径问题的无交叉遗传算法,阐述了无交叉遗传算法求解物流车辆路径问题的关键技术,包括编码方案、初始种群生成方案、适应度函数、种群选择方案和变异操作等;并对比了使用目标函数倒数法和目标函数做差法构造适应度函数时的求解效果。实验结果表明,给出的无交叉遗传算法在求解车辆路径问题上具有良好的性能。     

A monotonically converging algorithm for the severity of ruin in a discrete semi-markov risk model

This paper deals with the severity of ruin in a discrete semi-Markov risk model. It is shown that the work of Reinhard and Snoussi (Stochastic Models, 18) can be extended to cover the case where the premium is an integer value and no restriction on the annual result is imposed. In particular, it is shown that the severity of ruin without initial surplus is solution of a system of equations. It can be obtained by a monotonically converging algorithm when the claims are bounded.     

A hybrid parallel genetic algorithm for yard crane scheduling

This paper aims at postulating a novel strategy in terms of yard crane scheduling. In this study, a dynamic scheduling model using objective programming for yard cranes is initially developed based on rolling-horizon approach. To resolve the NP-complete problem regarding the yard crane scheduling, a hybrid algorithm, which employs heuristic rules and parallel genetic algorithm (PGA), is then employed. Then a simulation model is developed for evaluating this approach. Finally, numerical experiments on a specific container terminal yard are used for system illustration. Computational results suggest that the proposed method is able to solve the problem efficiently.     

基于改进的BP-LM在中国人口老龄化预测中的应用

由于人口老龄化率的预测具有高度非线性特征，这与BP神经网络能够处理非线性问题的特征相符合，但BP神经网络算法易使解陷入局部极小。基于L-M算法的改进BP神经网络可以有效克服这一问题，而且收敛速度快。通过具体的仿真及实践结果验证了改进BP的有效性，并对未来五年的中国老龄化率进行了预测。