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.     

随机模糊神经网络模型预测铁水硅含量

该文在考虑了具有模糊化和非模糊化的模糊逻辑系统用于高炉铁水含硅量[Si]时各种噪声干扰的同时,把模糊数学理论和随机系统理论结合在一起,建立了一种新的高炉铁水含硅量[Si]的智能预报模型,该模型是由非单值模糊化、模糊规则库、模糊推理机、特殊非模糊化构成的随机模糊神经网络逻辑系统.通过结合莱钢1号高炉实时在线采集的生产数据,进行仿真研究,结果表明,该套模型能够很好地预测高炉铁水含硅量[Si].     

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.     

高压风式清扫器在洗煤厂中的应用

邢台煤矿洗煤厂用风量较大,风源较多,而传统清扫器自身重量较大,使用时聚氨酯板磨损快,不易安装和进行日常维护,且维护成本较高。本文对传统清扫器进行改造升级,介绍一种利用高压风去除皮带运输机返程皮带上的残余物料的清扫装置,解决了传统清扫器的问题,大幅度节省了运行成本,效果上有明显的优点。     

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.