Model-based control charts in phase 1 statistical process control

In this paper, a general method of constructing control charts for preliminary analysis of individual observations is presented, which is based on recursive score residuals. A simulation study shows that certain implementations of these charts are highly effective in detecting assignable causes.     

浅析车削用量与实际生产的联系及车削的发展趋势

阐述了车削用量与实际生产的联系,提供了部分在保证机械产品性能和质量的基础上提高生产率和缩减成本的可靠性解决办法。在仔细分析了当前机加工行业的情况下,预测了车削加工的发展方向。     

Econometrics and equilibrium models

In Rational Econometric Man, Edward Nell and Karim Errouaki present a welcome and timely case for the view that econometrics and econometric model-building may not be the magic tools to solve all empirical questions despite what many seem to have thought they were in the 1960s. Here I examine some possible problems with econometric models that have to do with their usually taking the form of equilibrium models. Some of these problems were recognized by Trygve Haavelmo decades ago. And as Aris Spanos has recently discussed, the problems are often the result of what we say in our textbooks. Some problems have to do with what we mean by econometric parameters and others with how we use probabilities.     

Policy Consequences of Multiple Equilibria and the Indeterminacy of Economic Outcomes in a Boundedly Rational World: Closing the System with Non-Economic Variables1

In the conventional economic wisdom, the notion of unique equilibria that are efficient and Pareto optimal dominates the modeling discourse. Hebert Simon proposed an alternative analytical framework where the notion of multiple and sustainable equilibria is critical. Multiple equilibrium is the crucial stylized fact of economic life that requires better understanding and modeling. Of particular significance, Simon touched on the importance of institutions and differential power relationships in affecting economic outcomes. But this modeling approach was not well developed by Simon. Following from his contributions, further develop the notion of multiple equilibria especially in the realm of production with an emphasis on x-efficiency theory. I bring to bear the importance of institutional parameters (including power relationships), culture, norms, ethics, and moral sentiments to the determination of economic outcomes. In the model developed here, boundedly rational decision-makers’ choices are contextualized and constrained by complex environmental factors. No one choice is either inevitable or economically efficient. A multiplicity of outcomes is possible and sustainable inclusive of those that are suboptimal. Much depends on individual preferences and institutional design. This has significant implication for institutional design and policy.     

Food values and heterogeneous consumer responses to nanotechnology

Agricultural applications of nanotechnology are at a relatively early stage and little is known about consumer responses to the technology. Canadian consumer responses to food nanotechnology are examined through the lens of the Food Value Scale. Data from a survey of Canadian consumers are used to evaluate the relative importance of eleven food values to food purchase decisions. We find that taste, safety, nutrition, and price are among the most important food values to Canadians, however, consumers exhibit considerable heterogeneity with respect to the priority placed on these values. A discrete choice experiment (DCE) explores the effect of food values on choice behavior. The DCE is positioned as a sliced apple product with non-browning and antioxidant-enhanced features introduced through the use of nanocoating or a conventional coating method. Random parameters logit (RPL) and latent class models (LCM) confirm the existence of significant preference heterogeneity. The LCM identifies three classes of consumers: “supporters,” “doubters,” and “opponents” who differ in their reaction to nanotechnology and in the relative importance placed on food values such as naturalness, novelty, and convenience. The analysis shows that food values provide additional insights into consumers’ food choices and their attitudes toward novel food technologies.     

Extreme Value Theory and Statistics of Univariate Extremes: A Review

Statistical issues arising in modelling univariate extremes of a random sample have been successfully used in the most diverse fields, such as biometrics, finance, insurance and risk theory. Statistics of univariate extremes (SUE), the subject to be dealt with in this review paper, has recently faced a huge development, partially because rare events can have catastrophic consequences for human activities, through their impact on the natural and constructed environments. In the last decades, there has been a shift from the area of parametric SUE, based on probabilistic asymptotic results in extreme value theory, towards semi‐parametric approaches. After a brief reference to Gumbel's block methodology and more recent improvements in the parametric framework, we present an overview of the developments on the estimation of parameters of extreme events and on the testing of extreme value conditions under a semi‐parametric framework. We further discuss a few challenging topics in the area of SUE. © 2014 The Authors. International Statistical Review © 2014 International Statistical Institute     

利用逐步判别分析方法识别碳酸盐岩地层岩性的方法探讨——以川东上余家坝构造石炭系地层为例

碳酸盐岩储层岩性组成复杂,仅仅依靠少量的岩心、岩屑和几条常规的测井曲线资料很难准确地展现储层岩性的纵向及横向分布特征,从而影响对储层空间分布的预测。本文以上余家坝石炭系石炭系地层的岩心、岩屑录井资料为分析样本,结合对应的常规测井资料并对其进行数学处理,处理后共有12个参数供逐步判别函数筛选,经过多次的引入与剔除,建立了各类岩石的判别函数。其中灰岩、灰质云岩、云岩选择了9个参数;云质灰岩选择了10个参数。将岩性判别结果与取心井段的岩性对照,每类岩性的判别符合率都在85.39%以上,综合符合率为91.49%。说明本方法对目的层段碳酸盐岩储层岩性的识别是可行的。     

Optimal investment-consumption-insurance with random parameters

This paper discusses an optimal investment, consumption, and life insurance purchase problem for a wage earner in a complete market with Brownian information. Specifically, we assume that the parameters governing the market model and the wage earner, including the interest rate, appreciation rate, volatility, force of mortality, premium-insurance ratio, income and discount rate, are all random processes adapted to the Brownian motion filtration. Our modeling framework is very general, which allows these random parameters to be unbounded, non-Markovian functionals of the underlying Brownian motion. Suppose that the wage earner’s preference is described by a power utility. The wage earner’s problem is then to choose an optimal investment-consumption-insurance strategy so as to maximize the expected, discounted utilities from intertemporal consumption, legacy and terminal wealth over an uncertain lifetime horizon. We use a novel approach, which combines the Hamilton–Jacobi–Bellman equation and backward stochastic differential equation (BSDE) to solve this problem. In general, we give explicit expressions for the optimal investment-consumption-insurance strategy and the value function in terms of the solutions to two BSDEs. To illustrate our results, we provide closed-form solutions to the problem with stochastic income, stochastic mortality, and stochastic appreciation rate, respectively.     

强化质量意识 需从细节做起——从表面形貌特征评定参数的拓展谈起

工件的某些表面形貌特征会对产品的性能和质量产生重大的影响,因此,拓展表面形貌特征的评定参数,以提升产品的质量监控水平已成为必需。文章以工件的回转密封面为例,就螺线纹理这一表面微观结构的形貌特征及其可能引起的产品质量隐患做了详细的说明,并介绍了如何利用精密仪器实施相关的测量。文中透过对这一往往被业内忽略的细节的监控思路,阐明了在企业内,强化质量意识必须从重视每个细节做起的观点。     

大型矿井动力操控员工安全心理参数探究

随着矿产资源不断向地层深部开采,矿井亦不断延伸,尤其是千米深井日渐增多,矿井动力提升速度和提升功能不断加快、增强,矿井数字化水平提高,对矿井动力操控员工的心理反应能力、注意能力、时空判断能力等一系列心理素质水平的要求不断增强。员工的反应准确性、注意集中和分配能力及情绪稳定性和人格状况是构成影响员工操控行为安全稳定的核心心理品质。探究矿井动力提升系统操控员工的各项安全心理阈限值及其安全心理参数标准,建立员工安全心理选拔准入制,是保障矿井人一机和谐安全运行的重要措施。