基于效应的随机灰规划模型和应用

为了解决同时含有随机因素和灰色因素的不确定规划问题,通过结合区间灰数所属区间两个端点的随机性,给出随机区间灰数和随机区间灰函数的定义,提出了随机灰规划模型。通过综合效应函数理论用随机变量期望值和方差综合量化表示灰数所属区间的两个端点值。应用该理论对综合量化后的两个端点值继续进行综合量化,从而将随机灰规划转化为确定型规划问题。应用遗传算法进行求解。通过综合效应函数的理念,综合随机变量的期望和方差,同时综合区间灰数的区间因素,将随机灰规划数学模型转化为确定型规划模型即基于效应的随机灰规划模型。通过选取不同的综合效应函数,得到了关于不同决策意识下的随机灰规划的最优解。这个方法可为决策者进行不确定决策提供参考。     

Combining prediction intervals in the M4 competition

The 2018 M4 Forecasting Competition was the first M Competition to elicit prediction intervals in addition to point estimates. We take a closer look at the twenty valid interval submissions by examining the calibration and accuracy of the prediction intervals and evaluating their performances over different time horizons. Overall, the submissions fail to estimate the uncertainty properly. Importantly, we investigate the benefits of interval combination using six recently-proposed heuristics that can be applied prior to learning about the realizations of the quantities. Our results suggest that interval aggregation offers improvements in terms of both calibration and accuracy. While averaging interval endpoints maintains its practical appeal as being simple to implement and performs quite well when data sets are large, the median and the interior trimmed average are found to be robust aggregators for the prediction interval submissions across all 100,000 time series.     

基于PRI信息的雷达脉冲信号分选技术研究综述

基于脉冲重复间隔（Pulse Repetition Interval，PRI）信息的雷达脉冲信号分选是电子侦察信号处理中的核心关键技术之一。以公开文献资料为来源，从直接搜索判定分选、直方图统计分选、PRI变换分选、平面变换分选、多方法综合应用等多个方面对该技术方向上的各种方法的原理、流程、特点、适用条件等进行了分类对比与归纳总结，指出了其所面临的巨大挑战，展现了其未来的发展趋势，为该方向上技术研究的深入推进与工程应用的优化推广提供了重要参考。     

Credibilistic risk aversion

In the probabilistic risk aversion approach, risks are presumed as random variables with known probability distributions. However, in some practical cases, for example, due to the absence of historical data, the inherent uncertain characteristic of risks or different subject judgements from the decision-makers, risks may be hard or not appropriate to be estimated with probability distributions. Therefore, the traditional probabilistic risk aversion theory is ineffective. Thus, in order to deal with these cases, we suggest measuring these kinds of risks as fuzzy variables, and accordingly to present an alternative risk aversion approach by employing credibility theory. In the present paper, first, the definition of credibilistic risk premium proposed by Georgescu and Kinnunen [Fuzzy Inf. Eng., 2013, 5, 399–416] is revised by taking the initial wealth into consideration, and then a general method to compute the credibilistic risk premium is provided. Secondly, regarding the risks represented with the commonly used LR fuzzy intervals, a simple calculation formula of the local credibilistic risk premium is put forward. Finally, in a global sense, several equivalent propositions for comparative risk aversion under the credibility measurement are provided. Illustrated examples are presented to show the applicability of the theoretical findings.     

铁路项目评价中运营成本的探讨

将《铁路建设项目经济评价方法与参数》与《铁路建设项目经济评价办法》（第二版）中运营成本的确定方法进行比较,指出《方法与参数》的先进之处在于应用了＂有无对比＂原则、引入了作业成本法,并合理地确定成本计算区间;指出《方法与参数》尚存运营成本归集遗漏、＂有无对比＂原则应用不彻底致使成本内部口径不一致的问题;建议在运营成本确定时要完善作业细分,全面贯彻有无对比原则;同时,应及时更新运营成本费率,充分发挥作业成本法的成本管理功能。     

有关过程能力指数基准的若干问题

基准是过程能力指数的一个重要属性，对有关过程能力指数基准的若干问题作出详尽阐述，可为进一步纠正过程能力指数公式错误（诸如Cpk、CpU、CpL等）提供了理论基础。     

基于主客观组合群决策的权重区间确定方法

提出了一种确定权重区间的方法,即将由多位专家确定的主观权重和用多种方法计算的客观权重相结合,形成权重区间,通过分析主客观权重区间的重合关系,计算权重区间的置信度和精确度,据此对权重区间进行循环优化。最后用算例表明了该方法的科学性和可操作性。     

区间时变时滞线性系统稳定性准则的改进

研究了区间时变时滞线性系统的稳定性问题,基于Lyapunov泛函方法,使用新的处理技术估计Lyapunov泛函导数的上界,以线性矩阵不等式形式给出了系统稳定性准则的改进结果。所给稳定性准则比已有结果具有更低的保守性,数值实例表明了结果的有效性。     

Impact of financial/economic crisis on demand for hotel rooms in Hong Kong

The main objectives of this study are (1) to identify the factors that influence the demand for hotel rooms in Hong Kong and (2) to generate quarterly forecasts of that demand to assess the impact of the ongoing financial/economic crisis. The demand for four types of hotel room from the residents of nine major origin countries is considered, and forecasts are generated from the first quarter of 2009 to the fourth quarter of 2015. Econometric approaches are employed to calculate the demand elasticities and their corresponding confidence intervals, which are then used to generate interval demand predictions. The empirical results reveal that the most important factors in determining the demand for hotel rooms in Hong Kong are the economic conditions (measured by income level) in the origin markets, the price of the hotel rooms and the ‘word of mouth’ effect. Demand for High Tariff A and Medium Tariff hotel rooms is estimated to have experienced negative annual growth in 2009 due to the influence of the financial/economic crisis, whereas that for High Tariff B hotel rooms is thought to have grown in 2009 after having decreased in 2008. The demand for tourist guesthouse rooms is expected to be the least affected by the crisis. Overall demand is predicted to recover gradually from 2010 onwards.     

现金持有量决策具有战略效应吗?——基于现金持有量的平均效应与区间效应的研究

文章根据掠夺理论来考察现金持有量是否具有增加产品市场业绩的战略效应。研究结果表明,就平均效应而言,现金持有量能够增加企业的产品市场业绩;就区间效应而言,现金持有量的战略效应呈现出随着现金持有水平的提高而逐渐增加的趋势。进一步地检验结果表明大量持有现金引起的投资是造成现金持有量的区间效应呈增加趋势的主要原因,且最终也增加了企业价值。文章还发现行业的竞争强度以及整体财务状态也会影响现金持有量的战略效应。