A play-the-winner-type urn design with reduced variability

We propose a new adaptive allocation rule, the drop-the-loser, that randomizes subjects in the course of a trial comparing treatments with dichotomous outcomes. The rule tends to assign more patients to better treatments with the same limiting proportion as the randomized play-the-winner rule. The new design has significantly less variable allocation proportion than the randomized play-the-winner rule. Decrease in variability translates into a gain in statistical power. For some values of success probabilities the drop-the-loser rule has a double advantage over conventional equal allocation in that it has better power and assigns more subjects to the better treatment. Acknowledgments. I thank Stephen Durham, the associate editor, and the referees for their helpful suggestions.     

凝结水泵高压变频器控制在国电永福发电有限公司的应用

文章阐述了针对国电永福发电有限公司3号、4号机组凝结水泵工频控制的情况,利用变频器对凝结水泵控制系统进行改造的方案,并总结了凝结水泵电机控制采用变频装置节能和工艺控制性能的优点。     

Modified efficient importance sampling for partially non‐Gaussian state space models

The construction of an importance density for partially non‐Gaussian state space models is crucial when simulation methods are used for likelihood evaluation, signal extraction, and forecasting. The method of efficient importance sampling is successful in this respect, but we show that it can be implemented in a computationally more efficient manner using standard Kalman filter and smoothing methods. Efficient importance sampling is generally applicable for a wide range of models, but it is typically a custom‐built procedure. For the class of partially non‐Gaussian state space models, we present a general method for efficient importance sampling. Our novel method makes the efficient importance sampling methodology more accessible because it does not require the computation of a (possibly) complicated density kernel that needs to be tracked for each time period. The new method is illustrated for a stochastic volatility model with a Student's t distribution.     

Stochastic model specification search for Gaussian and partial non-Gaussian state space models

Model specification for state space models is a difficult task as one has to decide which components to include in the model and to specify whether these components are fixed or time-varying. To this aim a new model space MCMC method is developed in this paper. It is based on extending the Bayesian variable selection approach which is usually applied to variable selection in regression models to state space models. For non-Gaussian state space models stochastic model search MCMC makes use of auxiliary mixture sampling. We focus on structural time series models including seasonal components, trend or intervention. The method is applied to various well-known time series.     

Optimal foreign debt for Egypt: A stochastic control approach

This study assesses the foreign debt policy in Egypt and contrasts it versus the optimal policy during the period 1985–2008. It also presents a forecast of the optimal debt during the period 2009–2014. The optimal debt policy was derived using an open economy model for Egypt. The uncertainties in the model stem from the uncertainties in the interest or debt service payments and the uncertainties in the rate of return on investments. The stochastic control approach was used to find the optimal debt policy. It was found that Egypt could borrow externally as long as the trend in the rate of return on investments exceeds the trend in the real interest rate or the trend in the rate of the debt service payments. The analysis finds that Egypt's foreign debt was higher than the optimal level before 1997. After 1997, foreign debt seems to converge to the optimal level. However, Egypt's foreign debt is still below its optimal level which results in an opportunity cost for the economy to grow, otherwise, GDP could have recorded a favorable increase.     

矿井地面变电所智能无线实时温度在线监测系统

介绍了智能无线实时温度在线监测系统的原理、结构、功能、特点。该系统对电力设备接触部位温度进行实时追踪监测,可以有效防止设备超负荷运行引发的电气事故,确保了矿井安全供电。     

浅谈高压变频调速系统特点与应用

本文以对某钢铁企业2×360m2烧结机主抽风机电机高压变频调速系统调试为例,阐述了高压变频速系统的分类、特点和应用。     

A quantitative analysis of optimal sustainable monetary policies

This study examines the quantitative properties of optimal sustainable monetary policies using a monetary model with a stabilization bias. As in Kurozumi (2008), the optimal sustainable policy is a strategy considered in the absence of commitment technologies; however it is implemented following an optimal quasi-sustainable policy derived by assuming that the commitment technologies are present. This study finds that solving for the policy function of the optimal quasi-sustainable policy yields a result basically identical to the Ramsey-optimal commitment policy under a set of parameters commonly used in the literature. The simulation shows two further results: policymakers have incentive to deviate from the Ramsey-optimal commitment policy when the lagged output gap is large and the optimal quasi-sustainable policy endogenously diminishes the steadfastness of policymakers׳ commitment.     

基于RFID技术的信息流和物资流的同步融合架构的研究

RFID技术是一种非接触式的自动识别技术．它具有使用寿命长、读取距离大、标签上数据可以加密、存储数据容量大、存储信息更改自如等优点．也是一种市场前景和应用规模巨大的高新技术。本文分析了物流中实物流与信息流同步融合的迫切性．应用RFID技术构建了实物流与信息流同步融合模型，设计了生产物流RFID化和RFID仓库的信息融合架构。     

RFID在物流管理中的战略价值与挑战

射频识别是物流行业中的数据采集技术之一．能为物流和供应链管理提供大量准确和实时数据．为提高供应链敏捷性、透明度提供潜在的解决方案。但RFID技术的大规模应用取决于RFID系统能否与企业内外物流信息系统有效集成,企业能否分析数量巨大的数据,以及是否顺利实施和RFID技术采纳相关的组织流程和文化的重新设计。