基于均方根误差建模的多响应稳健参数设计

针对复杂产品质量设计阶段的静态多响应稳健参数设计中的模型参数不确定性问题,现有的多响应优化方法大都对响应的样本均值与样本方差采用双响应曲面法分别建模以考虑多响应的最优性与稳健性。文章在此基础上分析构建了均方根误差响应这一新的稳健性度量指标,提出了考虑模型参数不确定性的满意度函数方法,结合置信区间思想分析了模型参数不确定性对均方根误差响应的影响,并依据复杂产品质量设计阶段的实例进行分析研究,验证了该方法能够得到多响应系统在模型参数不确定性情况下更为稳健的全局最优解。     

Power properties of the modified CUSUM tests

The CUSUM test has played an important role in theory and applications related to structural change, but its drawback is that it loses power when the break is orthogonal to the mean of the regressors. In this study, we consider two modified CUSUM tests that have been proposed, implicitly or explicitly, in the literature to detect such structural changes and investigate the limiting power properties of these tests under a fixed alternative. We demonstrate that the modified tests are superior to the classic tests in terms of both asymptotic theory and in finite samples when detecting an orthogonal structural shift.     

M-estimation and model identification based on double SCAD penalization

M-estimation is a widely used method for robust statistical inference. In this article, using a B-spline series approximation with a double smoothly clipped absolute deviation penalization, we solve the problem of simultaneous variable selection and parametric component identification in a non parametric additive model. The theoretical properties of the double non concave penalized M-estimation are established. The proposed approach is resistant to heavy-tailed errors or outliers in the responses. Simulation studies for finite-sample cases are conducted and a real dataset is also analyzed for illustration of this new approach.     

Approximate theory of multiway block designs

Optimality properties of multiway block designs are deduced from the general results of J. Kiefer's approximate-design theory. In the model with additive effects these optimality properties solely depend on the two-dimensional marginals of the designs. Uniform designs, and designs whose two-dimensional marginals are products of the one-dimensional marginals, are shown to be optimal. Approximate Youden designs are introduced for the case when the support sets of the two-dimensional marginals are prescribed in advance. They are optimal in a relatively small class of competing designs only.     

Analytic Bayesian Solution of the Two-Stage Poisson-Type Problem in Probabilistic Risk Analysis

The basic purpose of probabilistic risk analysis is to make inferences about the probabilities of various postulated events, with an account of all relevant information such as prior knowledge and operating experience with the specific system under study, as well as experience with other similar systems. Estimation of the failure rate of a Poisson-type system leads to an especially simple Bayesian solution in closed form if the prior probability implied by the invariance properties of the problem is properly taken into account. This basic simplicity persists if a more realistic prior, representing order of magnitude knowledge of the rate parameter, is employed instead. Moreover, the more realistic prior allows direct incorporation of experience gained from other similar systems, without need to postulate a statistical model for an underlying ensemble. The analytic formalism is applied to actual nuclear reactor data.     

BERNOULLI SAMPLING

The concepts of the Bernoulli count process of a point process and Bernoulli sampling of a discrete parameter stochastic process are introduced. The Bernoulli count process determines the stochastic structure of the point process, and a process obtained by thinning a discrete parameter stochastic process by Bernoulli sampling satisfies the same property. Stationarity and the Markov property remain invariant under Bernoulli sampling.     

正态分布基于顺序统计量的一个结果

关于正态分布总体给出了由两顺序统计量构成的一个函数，并讨论了其概率分布。这个结果可用于不完全的样本数据以及样本中可能存在异常值时，正态总体位置参数的区间估计。     

熔盐电化学反应炉温度控制系统研究

设计了适合熔盐电化学钽阳极氧化工艺的电化学反应炉及其温度控制系统,研究了模糊参数自整定PID控制器在电化学反应炉温度控制系统中的应用。对常规PID控制器和模糊参数自整定PID控制器进行了仿真对比,结果表明基于模糊参数在线自整定的PID控制器系统超调量明显减小,控制系统的动静态性能均得到改善。现场实验结果也证明了该设计方案是合理有效的。     

存在δ势时的一维谐振子势的节点解法

探讨了用节点法求解存在δ势时的一维谐振子势，并给出精确可靠的能级及本征波函数．讨论了势参数与能级移动及波函数变化的关系，并说明其物理本质．