Longitudinal conditional models with intermittent missingness: SAS code and applications

This work provides a set of macros performed with SAS (Statistical Analysis System) for Windows, which can be used to fit conditional models under intermittent missingness in longitudinal data. A formalized transition model, including random effects for individuals and measurement error, is presented. Model fitting is based on the missing completely at random or missing at random assumptions, and the separability condition. The problem translates to maximization of the marginal observed data density only, which for Gaussian data is again Gaussian, meaning that the likelihood can be expressed in terms of the mean and covariance matrix of the observed data vector. A simulation study is presented and misspecification issues are considered. A practical application is also given, where conditional models are fitted to the data from a clinical trial that assessed the effect of a Cuban medicine on a disease of the respiratory system.     

Winding Stairs: A sampling tool to compute sensitivity indices

Sensitivity analysis aims to ascertain how each model input factor influences the variation in the model output. In performing global sensitivity analysis, we often encounter the problem of selecting the required number of runs in order to estimate the first order and/or the total indices accurately at a reasonable computational cost. The Winding Stairs sampling scheme (Jansen M.J.W., Rossing W.A.H., and Daamen R.A. 1994. In: Gasman J. and van Straten G. (Eds.), Predictability and Nonlinear Modelling in Natural Sciences and Economics. pp. 334–343.) is designed to provide an economic way to compute these indices. The main advantage of it is the multiple use of model evaluations, hence reducing the total number of model evaluations by more than half. The scheme is used in three simulation studies to compare its performance with the classic Sobol' LP. Results suggest that the Jansen Winding Stairs method provides better estimates of the Total Sensitivity Indices at small sample sizes.     

2个四维混沌系统的异结构广义同步

针对2个不同的具有复杂动力学行为的新型四维混沌系统的异结构广义同步问题,基于Lyapunov稳定理论,采用自适应控制同步法,通过选择连续可微的非线性广义同步函数,设计自适应控制策略和参数自适应律,实现了2个参数未知的新型四维混沌系统的异结构广义同步以及辨识了未知参数.该方法没有强加在系统的假设条件上,几乎适用于所用的混沌系统.理论推导和数值仿真验证了该方法的有效性.     

频率和语言水平对公式化语言整体加工的作用

研究主要考察公式化语言频率及语言水平是否影响公式化语言在中国英语学习者二语心理词汇的整体表征和提取.文章选取高低水平两组受试,他们先后完成了反应时实验和二语词频检测任务.使用E-Prime软件和Praat(4.3.04版)语音分析软件对数据进行采集和分析,其结果仅显示了公式化语言频率对整体加工的作用,没有发现学习者的语言水平对公式化语言整体加工的影响.     

交织多址接入系统信道容量证明

交织多址接入系统(IDMA)是使用低速率码并利用交织器区分用户的多址接入系统,被认为是码分多址(CDMA)的特例。IDMA省去专门的扩频序列,通过迭代检测提高系统性能,继承了CDMA抗多径衰落和抗多用户干扰等特性,但对于IDMA和CDMA在同样的信道条件下具有相同的信道容量这一基本问题没有给出严格的理论说明。该文在给出交织多址接入系统码定义的基础上,引入了信息论中的平均互信息量作为度量信道容限的标准,研究了K个用户的IDMA系统信道容限问题,得到了与CDMA系统相同的信道容限,并用随机编码和联合典型列的方法对结论进行了证明。由此从信息论的角度证明了IDMA是CDMA的特例,为IDMA的研究工作完成信息论方面的基础证明。     

可变车道的道路交通网络设计优化方法

城市交通流的潮汐性特点造成上、下班高峰期内,道路资源利用的不合理现象:部分道路一个方向交通严重拥挤,而另一个方向几乎没有交通流量。为了合理利用道路资源,缓解交通拥挤,本文提出了双向流量不平衡道路的车道调整方法,并建立了离散双层规划模型,其中处于上层的交管部门通过调整双向道路的车道分配方案,使得整个城市交通网络的系统总阻抗最小。然后本文给出了该双层规划模型的混沌优化方法,最后以经典的SiouxFalls网络为例验证了本文所提方法的有效性。     

Profust reliability of linear and circular type F and G systems having two failure criteria under Markov dependency

In this study, the profust reliabilities of (n, f, k): F(G) and < n, f, k > : F(G) systems for Markov dependent components are investigated. Having two failure criteria are the common features of these four systems. The usage of both fuzzy approach and two failure criteria in the same system provides us more realistic approach to evaluate the reliability of more complex systems. The component configurations are examined for both linear and circular sequences and the working principle of systems are studied for both F and G systems. Under all these assumptions, the profust reliabilities of (n, f, k): F(G) and < n, f, k > : F(G) systems are obtained using the distribution of run statistics. Also a new membership function different from the linear membership function which is generally used in the literature is proposed. Some numerical results which allow the comparison of the systems from various perspectives and various figures for both linear and circular type systems are presented. Some special cases (between Markov – iid assumption, conventional – profust reliability) are also considered.     

Limit distributions of order statistics with random indices in a stationary Gaussian sequence

In this article, we study the limit distributions of the extreme, intermediate, and central order statistics (os) of a stationary Gaussian sequence under equi-correlated setup. When the random sample size is assumed to converge weakly and to be independent of the basic variables, the sufficient (and in some cases the necessary) conditions for the convergence are derived. Finally, we show that the obtained result for the maximum os, with random sample size, is also applicable in the case of the non constant correlation case.