Semiparametric time series models driven by latent factor

We introduce a class of semiparametric time series models (SemiParTS) driven by a latent factor process. The proposed SemiParTS class is flexible because, given the latent process, only the conditional mean and variance of the time series are specified. These are the primary features of SemiParTS: (i) no parametric form is assumed for the conditional distribution of the time series given the latent process; (ii) it is suitable for a wide range of data: non-negative, count, bounded, binary, and real-valued time series; (iii) it does not constrain the dispersion parameter to be known. The quasi-likelihood inference is employed in order to estimate the parameters in the mean function. Here, we derive explicit expressions for the marginal moments and for the autocorrelation function of the time series process so that a method of moments can be employed to estimate the dispersion parameter and also the parameters related to the latent process. Simulated results that aim to check the proposed estimation procedure are presented. Forecasting procedures are proposed and evaluated in simulated and real data. Analyses of the number of admissions in a hospital due to asthma and a total insolation time series illustrate the potential for practical situations that involve the proposed models.     

浅析工业设备支撑体系方案优化的思路

设备承重支撑体系是一种特殊的结构形式,在我国工业项目中的应用范围越来越广,设备支撑结构体系类似于民建钢框架结构、钢框架-支撑结构体系。重型设备的支撑点主要集中在结构体系的局部楼层,导致上下楼层质量、刚度比例偏差较大,设备布置偏心,不满足抗震设防要求[1]。随着传统工业的工艺技术不断革新、新型工艺技术的发展、重型设备的出现,优化钢结构承重支撑体系势在必行。在满足承载能力和使用要求的前提下,可打破常规规则与相对不规则结构形式间的界限。依据结构专业设计条件[2]、操作楼层和承重楼层分别设计的优化思路,对降低钢材用量、节约项目成本具有现实意义。鉴于此,论文主要对现阶段工业承重体系的优缺点进行分析,提出其承重钢结构体系优化的构想和措施。     

基于AHP-FCE模型的复杂产品系统项目风险评估研究

针对复杂产品系统(CoPS)的特点,在对CoPS项目风险识别的基础上,利用层次分析(AHP)法建立了CoPS项目风险的评价指标体系,确定了风险因素的权重;并引入模糊综合评价(FCE)的基本思想和方法,构建了CoPS项目风险的模糊综合评价模型。并且结合案例介绍了该模型的应用过程。     

高速列车用铝合金焊丝的生产工艺

目前我国高速列车铝合金车体主要采用MIG自动焊接,为实现自动焊接,要求焊丝尺寸精,且具有一定的刚度。国内生产的铝合金焊丝存在严重的质量不稳定问题,高速列车的铝合金焊丝尚依靠进口。为实现高速列车用铝合金焊丝的国产化,本论文针对目前高速列车使用的ER5356及ER5183铝合金焊丝,开发了铝合金光亮焊丝生产工艺。     

浅谈三轴搅拌桩施工技术

三轴水泥土搅拌桩是多轴搅拌机就地钻进切削土体,同时在钻头端部将水泥浆液注入土体,经充分搅拌混合后,再将H型钢或其他型材插入搅拌桩体内,形成地下连续墙体的一种施工工艺。特点是构造简单,挡土止水性能好,材料还可循环利用。     

基于工作过程的高职院校《平面设计》课程学习情境设计探讨

文章以对基于工作过程的《平面设计》课程学习情境进行分析,论述了《平面设计》课程学习情境设计的重要性及具体的学习情境设计,并提出了实施建议和今后任务,充分展现教学过程的实践性、开放性和职业性,努力实现理论和实践的有机结合。     

Cox Point Processes: Why One Realisation Is Not Enough

We review a rich class of point process models, Cox point processes, and illustrate the necessity of more than one observation (point patterns) in performing parameter estimation. Furthermore, we introduce a new Cox point process model by treating the intensity function of the underlying Poisson point process as a random mixture of normal components. The behaviour and performance of the new model are compared with those of popular Cox point process models. The new model is exemplified with an application that involves a single point pattern corresponding to earthquake events in California, USA.     

A context-based service matching approach towards functional reliability for industrial systems

ABSTRACT

As service-oriented computing is commonly used in industrial systems to deal with the continually changing business environment, matching processes with existing services becomes one of the most important phases in constructing, integrating and optimizing information systems. The precision of semantic service matching becomes a critical factor in ensuring the correctness of functionalities in system processes. However, the dependability of semantic service matching cannot be warranted in complex contexts. To improve semantic service matching for industrial systems, a context-based semantic service matching approach named ‘Process-Based service MatchMaker’(PBMM) is proposed in this paper. It selects the suitable services for the process from candidate services through taking the dependencies of related services process into consideration.     

The impact of sourcing enterprise system use and work process interdependence on sourcing professionals’ job outcomes

We examine sourcing professionals’ work context to conceptualize how they use sourcing enterprise systems (SESs) and to understand when SES use results in positive/negative job outcomes. We differentiate between SES use for supplier selection and supplier governance, identify sourcing professionals’ work process interdependence as a moderator for the impacts of SES use on job satisfaction, and suggest job satisfaction mediates the impacts of SES use on job performance. We conducted a field study of sourcing professionals’ SES use at one of the largest consumer product companies in the United States, which has implemented an SES to innovate its sourcing professionals’ work processes. Based on our analysis of the survey and qualitative data we collected, we found the impacts of both types of SES use (1) to be negative on job satisfaction when work process interdependence was high, (2) to be positive on job satisfaction when work process interdependence was low, and (3) to be mediated by job satisfaction for job performance. We discuss the implications of our findings for the literature at the intersection of information systems and operations management as well as for the information technology enabled innovation of sourcing processes and, more generally, complex business processes.     

Filtration enlargement-based time series forecast in view of insider trading

This survey reviews filtration enlargement models in view of insider trading. Although filtration enlargement aptly models insiders' informational advantage, the theoretical results have not attracted the attention of the empiricists, owing mainly to the lack of a bridge transforming the results to testable hypotheses, and/or the absence of econometrics method linking the hypotheses and the data. This survey provides a feasible avenue to estimate insider information and to detect trading from a relatively sophisticated theoretical model, where the dynamics of publicly available data (e.g., stock price) implies insider information before the information is completely digested. We complete the survey with an empirical illustration based on simulated data.