任意细线结构瞬态响应的高效求解

将时域电场积分方程法和普朗尼方法结合,求解了任意细线结构的瞬态电磁响应问题。时域电场积分方程法用以计算早期响应,普朗尼方法从早期响应中提取极点,得到后期响应。避免了传统时域积分方程在后期响应求解的不稳定性,提高了瞬态响应求解的效率。以线天线、环天线为例,计算了在高斯脉冲激励下的电流响应。     

浅议资产的价值

决策有用性的财务会计得到快速发展的背景下,出现的“基于价值”的会计值得研究和探讨。文章认为,价值首先是市场而不是企业个体的效用评价;其次,离开整体谈单项资产的价值没有意义,单项资产的价值只能表达为预期给企业带来“总体经济利益中的贡献额”中的贡献份额。     

Ewma control chart under linear drift

An accurate numerical procedure is presented for computing the average run length (ARL) of an exponentially weighted moving average (EWMA) chart under a linear drift in the process mean. The performance of an EWMA chart is then evaluated under a linear drift in the mean. In processes where gradual linear drifts rather than abrupt changes in the mean model the shifts in the mean more accurately, an evaluation of the performance of an EWMA chart under a linear drift is more appropriate. Tables of optimal smoothing parameters and control chart limits are given which make the design of EWMA charts easy.     

试论中国传统战略文化及其时代价值

中国传统战略文化作为民族的文化瑰宝和价值观念,一直在指导和影响着中国战略的主要实践和基本走向;中国传统战略文化是以特有的地理环境和儒道思想为依托的中华民族的主流战略文化."天人合一"、"正义道德"、"贵柔一统"、"以和为贵"是其基本内容和理论框架,集中体现了中华民族的国家观和战争价值观,充满了丰富的辩证哲理和智慧,对我国在新的国际战略环境下正确处理国家战略利益关系具有十分重要的指导意义.     

关于《中国当代文学史》教材及教学的思考

洪子诚先生的《中国当代文学史》是当代文学史书写的标志性著作,受到学术界极高的赞誉,但在实际教学过程中发现仍存在一些不完备和值得补充的地方,比如关于"当代文学史"命名、关于"潜在写作"的定位和关于文本解读等,都有值得商榷和补充的必要。教师应该以"整体观"和文本细读作为学习的基础,兼容其他专著的优点和有代表性的论点,经过先"由厚到薄"再"从薄变厚"两个阶段,增加大学生学习的兴趣,培养他们发现问题、研究问题和解决问题的能力,真正学好"当代文学史"这门专业基础课。     

Estimation of the shape parameter of a Pareto distribution

We consider the problem of estimating the shape parameter of a Pareto distribution with unknown scale under an arbitrary strictly bowl-shaped loss function. Classes of estimators improving upon minimum risk equivariant estimator are derived by adopting Stein, Brown, and Kubokawa techniques. The classes of estimators are shown to include some known procedures such as Stein-type and Brewster and Zidek-type estimators from literature. We also provide risk plots of proposed estimators for illustration purpose.     

Optimal CUSUM and adaptive CUSUM charts with auxiliary information for process mean

The CUSUM chart is good enough to detect small-to-moderate shifts in the process parameter(s) as it can be optimally designed to detect a particular shift size. The adaptive CUSUM (ACUSUM) chart provides good detection over a range of shift sizes because of its ability to update the reference parameter using the estimated process shift. In this paper, we propose auxiliary-information-based (AIB) optimal CUSUM (OCUSUM) and ACUSUM charts, named AIB-OCUSUM and AIB-ACUSUM charts, using a difference estimator of the process mean. The performance comparisons between existing and proposed charts are made in terms of the average run length (ARL), extra quadratic loss and integral relative ARL measures. It is found that the AIB-OCUSUM and AIB-ACUSUM charts are more sensitive than the AIB-CUSUM and ACUSUM charts, respectively. Moreover, the AIB-ACUSUM chart surpasses the AIB-OCUSUM chart when detecting a range of mean shift sizes. Illustrative examples are given to support the theory.     

Sampling-based Inference of Time Deformation Models with Heavy Tail Distributions

This article focuses on simulation-based inference for the time-deformation models directed by a duration process. In order to better capture the heavy tail property of the time series of financial asset returns, the innovation of the observation equation is subsequently assumed to have a Student-t distribution. Suitable Markov chain Monte Carlo (MCMC) algorithms, which are hybrids of Gibbs and slice samplers, are proposed for estimation of the parameters of these models. In the algorithms, the parameters of the models can be sampled either directly from known distributions or through an efficient slice sampler. The states are simulated one at a time by using a Metropolis-Hastings method, where the proposal distributions are sampled through a slice sampler. Simulation studies conducted in this article suggest that our extended models and accompanying MCMC algorithms work well in terms of parameter estimation and volatility forecast.     

Robust Ordinal Regression and Stochastic Multiobjective Acceptability Analysis in multiple criteria hierarchy process for the Choquet integral preference model

The paper deals with two important issues of Multiple Criteria Decision Aiding: interaction between criteria and hierarchical structure of criteria. To handle interactions, we apply the Choquet integral as a preference model, and to handle the hierarchy of criteria, we apply the recently proposed methodology called Multiple Criteria Hierarchy Process. In addition to dealing with the above issues, we suppose that the preference information provided by the Decision Maker is indirect and has the form of pairwise comparisons of criteria with respect to their importance and pairwise preference comparisons of some pairs of alternatives with respect to some criteria. In consequence, many instances of the Choquet integral are usually compatible with this preference information. These instances are identified and exploited by Robust Ordinal Regression and Stochastic Multiobjective Acceptability Analysis. To illustrate the whole approach, we show its application to a real world decision problem concerning the ranking of universities for a hypothetical Decision Maker.