数据归并与连续自变量虚拟化

 本文基于数据双侧归并的一般化设定探讨了回归方程中包含归并数据时的参数估计问题。对于某些变量存在数据归并的线性模型,由于样本似然函数非常复杂,普通的一阶优化条件没有解析解,Newton-Raphson迭代也难以收敛。我们基于EM算法来计算参数的ML估计,推导了对应的参数迭代方程,给出了参数的一个闭式解。特别是,当数据双侧归并比例达到100%时,被归并的连续变量退化为虚拟变量的形式,对此,我们建议使用AIC或SC来识别回归方程中的虚拟变量是否为结构变化抑或是变量归并。     

基于自组织算法的改进型GAANN预测模型

在传统的基于GA算法人工神经网络的基础上作了改进,将训练集分为两部分,在前一训练集训练后获得的网络基础上使用后一训练集进行进一步的训练获得更为优化的网络结构。针对复杂系统建模输入节点难以确定的问题,提出将其与自组织理论相结合,首先使用GMDH方法获得神经网络的初始化节点,然后使用训练好的神经网络模型进行预测。最后,将由此建立的预测模型应用于国家粮食产量预测,取得了令人满意的效果。     

基于卓越绩效模式的供应链质量成本优化研究

本文以供应链质量成本为主要研究对象,分析归纳供应链质量成本研究现状,结合卓越绩效模式方法,提出质量成本核算体系,建立基于卓越绩效模式的供应链质量成本模型。通过一个应用案例,采用遗传算法求解,证明该方法使供应链成本得到了优化。     

面板数据的可加分位回归模型研究与应用

本文在贝叶斯分析的框架下讨论了面板数据的可加模型分位回归建模方法。首先通过低秩薄板惩罚样条展开和个体效应虚拟变量的引进将非参数模型转换为参数模型,然后在假定随机误差项服从非对称Laplace分布的基础上建立了贝叶斯分层分位回归模型。通过对非对称Laplace分布的分解,论文给出了所有待估参数的条件后验分布,并构造了待估参数的 Gibbs抽样估计算法。计算机模拟仿真结果显示,新提出的方法相比于传统的可加模型均值回归方法在估计稳健性上明显占优。最后以消费支出面板数据为例研究了我国农村居民收入结构对消费支出的影响,发现对于农村居民来说,无论是高、中、低消费群体,工资性收入与经营净收入的增加对其消费支出的正向刺激作用更为明显。进一步,相比于高消费农村居民人群,低消费农村居民人群随着收入的增加消费支出上升速度较为缓慢。     

A method for consideration of conditional dependencies in the Fellegi and Sunter model of record linkage

An objective of Record Linkage is to link two data files by identifying common elements. A popular model for doing the separation is the probabilistic one from Fellegi and Sunter. To estimate the parameters needed for the model usually a mixture model is constructed and the EM algorithm is applied. For simplification, the assumption of conditional independence is often made. This assumption says that if several attributes of elements in the data are compared, then the results of the comparisons regarding the several attributes are independent within the mixture classes. A mixture model constructed with this assumption has been often used. Within this article a straightforward extension of the model is introduced which allows for conditional dependencies but is heavily dependent on the choice of the starting value. Therefore also an estimation procedure for the EM algorithm starting value is proposed. The two models are compared empirically in a simulation study based on telephone book entries. Particularly the effect of different starting values and conditional dependencies on the matching results is investigated.     

Maximum likelihood estimation using the empirical fisher information matrix

In this paper the use of the empirical Fisher information matrix as an estimator of the information matrix is considered in the context of response models and incomplete data problems. The introduction of an additional stochastic component into such models is shown to greatly increase the range of situations in which the estimator can be employed. In particular the conditions for its use in incomplete data problems are shown to be the same as those needed to justify the use of the EM algorithm.     

带时间窗装卸货问题的改进多策略分组编码遗传算法

通过研究求解PDPTW的分组编码遗传算法（GGA）及多策略分组编码遗传算法（MSGGA），改进了GGA中的交叉算子及MSGGA中的路径调整策略，提出了易位组合交叉算子、单车路径重排策略及需求对换策略。求解了400个客户点的标准算例集，其中4个算例lc2_4_3、lrc1_4_1、lrc2_4_2和lrc2_4_3的行驶总路程有所减少。     

Two-sided assembly line balancing: A genetic algorithm approach

A two-sided assembly line balancing problem is typically found in plants producing large-sized high-volume products, e.g. buses and trucks. The features specific to the assembly line are described in this paper, which are associated with those of: (i) two-sided assembly lines; (ii) positional constraints; and (iii) balancing at the operational time. There exists a large amount of literature in the area of line balancing, whereby it has mostly dealt with one-sided assembly lines. A new genetic algorithm is developed to solve the problem, and its applicability and extensibility are discussed. A genetic encoding and decoding scheme, and genetic operators suitable for the problem are devised. This is particularly emphasized using problem-specific information to enhance the performance of the genetic algorithm (GA). The proposed GA has a strength that it is flexible in solving various types of assembly line balancing problems. An experiment is carried out to verify the performance of the GA, and the results are reported.     

An evolutionary algorithm for A-optimal incomplete block designs

Evolutionary algorithms are heuristic stochastic search and optimization techniques with principles taken from natural genetics. They are procedures mimicking the evolution process of an initial population through genetic transformations. This paper is concerned with the problem of finding A-optimal incomplete block designs for multiple treatment comparisons represented by a matrix of contrasts. An evolutionary algorithm for searching optimal, or nearly optimal, incomplete block designs is described in detail. Various examples regarding the application of the algorithm to some well-known problems illustrate the good performance of the algorithm     

中国城市规模分布实证研究————基于微观空间数据和城市聚类算法的探索

齐普夫定律反映了城市规模与其位序之间简单而准确的关系,也是研究判别城市集聚和城市体系合理性的重要原则。关于齐普夫定律中城市的定义一直颇有争议,由于传统的空间研究尺度过于宏观,不能反映出真实的城市规模,学术界逐渐开始将眼光转向微观空间尺度,突破传统的行政区划界限,研究真正起到城市功能的微观城市组团。引入国外研究用于划分城市界限的新方法--城市聚类算法,对中国微观空间数据进行处理,以得到的功能性城市组团作为研究对象,根据齐普夫定律对中国城市规模分布进行分析,结果表明中国城市规模分布基本上服从齐普夫定律。此外,将基于城市聚类算法的城市规模分布研究结果与中国地级、区县级和乡镇街道级空间层面的研究结果进行比较,证实了城市聚类算法是研究城市规模分布的一种较好的新方法,它成功架设了宏观层面和微观层面研究之间的桥梁。