A semi-parametric approach to robust parameter design

Parameter design or robust parameter design (RPD) is an engineering methodology intended as a cost-effective approach for improving the quality of products and processes. The goal of parameter design is to choose the levels of the control variables that optimize a defined quality characteristic. An essential component of RPD involves the assumption of well estimated models for the process mean and variance. Traditionally, the modeling of the mean and variance has been done parametrically. It is often the case, particularly when modeling the variance, that nonparametric techniques are more appropriate due to the nature of the curvature in the underlying function. Most response surface experiments involve sparse data. In sparse data situations with unusual curvature in the underlying function, nonparametric techniques often result in estimates with problematic variation whereas their parametric counterparts may result in estimates with problematic bias. We propose the use of semi-parametric modeling within the robust design setting, combining parametric and nonparametric functions to improve the quality of both mean and variance model estimation. The proposed method will be illustrated with an example and simulations.     

An Examination of the Effect of Continuous Quality Improvements on Optimal Pricing for Durable Goods*

This paper investigates the nature of optimal prices for a durable good in the presence of continuous quality improvements. The analysis of optimal prices is based on a nonlinear dynamic model of sales response that relates price, quality, average life of a product and the persistence of quality perceptions. Numerical solutions to the model are derived by employing the generalized reduced gradient algorithm. The results show that optimal price depends on the persistence of quality perceptions and the average life of a product (an aspect of quality). The analysis of optimal results affirms results based on other models and provides insights on the influence that quality has on optimal pricing. The implications of the results and suggestions for future research are discussed.     

中国黄金期货市场价格发现功能研究

黄金期货在国内上市三年有余,其价格发现功能发挥如何?本文利用上市以来的972个黄金期货和黄金现货样本数据对黄金期货市场功能发挥情况进行了量化研究。分别采用了协整理论、误差修正模型、格兰杰因果分析和脉冲响应函数进行分析。结果显示黄金期货市场已经渐渐发挥其价格发现功能,但并不十分显著,究其原因,与交易制度密切相关。     

我国统一货币政策调控的区域效应非对称性分析

由于人民币升值的压力和我国国际收支的双顺差,外国资产迅速扩张,外汇占款成了我国基础货币的主要投放渠道。由于各区域的经济对外开放程度存在差异,统一的货币政策在不同区域的效应可能存在差异。通过对我国2004年第1季度至2011年第2季度央行统一的货币政策操作在不同区域的政策效应的非对称性进行了理论分析和实证检验,认为对东中西部应分别采用不同的货币政策。     

Bayesian credible intervals for response surface optima

In response surface methodology, one is usually interested in estimating the optimal conditions based on a small number of experimental runs which are designed to optimally sample the experimental space. Typically, regression models are constructed from the experimental data and interrogated in order to provide a point estimate of the independent variable settings predicted to optimize the response. Unfortunately, these point estimates are rarely accompanied with uncertainty intervals. Though classical frequentist confidence intervals can be constructed for unconstrained quadratic models, higher order, constrained or nonlinear models are often encountered in practice. Existing techniques for constructing uncertainty estimates in such situations have not been implemented widely, due in part to the need to set adjustable parameters or because of limited or difficult applicability to constrained or nonlinear problems. To address these limitations a Bayesian method of determining credible intervals for response surface optima was developed. The approach shows good coverage probabilities on two test problems, is straightforward to implement and is readily applicable to the kind of constrained and/or nonlinear problems that frequently appear in practice.     

政府应急处理中的人权保障——以比例原则为视角

作为我国行政应急管理的基本法,《突发事件应对法》通过构建紧急状态下国家和公民活动规则的基本原则与框架,尊重和保持非常时期下的宪法民主制度和公民权利,从而维系宪法保障人权的基本价值。有效处理突发事件要求政府在紧急状态中享有应急特权,而应急权的行使当然应以比例原则来加以规制。我国的《突发事件应对法》对比例原则进行了明确规定,通过其合理适用,比例原则将有力促进政府应急处置权与公民权利之间的平衡,实现法治国家在紧急状态下的人权保障。     

法院如何回应民意:一种法学方法论上的解决方案

围绕司法与民意的讨论,目前各界存在原因认知、概念认知、价值认知上的观点错位,影响民众对司法回应的肯定.作为法律适用机关的法院在回应民意上具有不同于政治机关的特点,必须以一种理性、中立的态度审慎地回应民意,做到有理有节、有所为有所不为.在回应过程中,应当根据民意的特点着重处理法意与民意、社会民意与权力意志之间的矛盾冲突关系,为此,必须在回应民意的时机选择与方法操作上遵循司法活动的基本规律.通过认定疑难案件的程序操作,使得外在的民意得以稳定化,以程序阻隔"舆论暴力";通过法律论证的操作,以普遍化、一致性与融贯性三原则检验与提升民意本身的合理性程度,以方法压缩个人恣意.法院的回应是对成熟且理性的民意的回应,建立在个案基础上的回应能逐步挽回民众对法院的信任.     

Designs for estimating the difference between two responses

In this paper the problem of designing experiments for estimating the difference between responses at two arbitrary points in the region of interest is considered. Under the average mean squared error criterion the design moment conditions have been worked out. The results have been applied to the class of central composite designs.     

缩短供应链多阶响应周期的物流模式研究

为了满足最终客户的多样化、及时化的需求,供应链的物流模式成了缩短供应链多阶响应周期的一个重要的研究领域。对比传统的物流模式,快速响应的供应链物流模式的主要改进点在制造商及其以下的节点企业的物流上。四种物流模式对于缩短供应链最终用户的响应周期有极大的意义和作用,它们是:基于制造商的直销模式、以批发商为改进点的零售支持型批发物流和区域零售支持型综合批发物流,以及以零售商为切入点的产销联盟的物流模式,并且它们各自不同的适用范围取决于供应链的运作特点和行业特征。