Combined Shewhart–EWMA control charts with estimated parameters

Shewhart and EWMA control charts can be suitably combined to obtain a simple monitoring scheme sensitive to both large and small shifts in the process mean. So far, the performance of the combined Shewhart–EWMA (CSEWMA) has been investigated under the assumption that the process parameters are known. However, parameters are often estimated from reference Phase I samples. Since chart performances may be even largely affected by estimation errors, we study the behaviour of the CSEWMA with estimated parameters in both in- and out-of-control situations. Comparisons with standard Shewhart and EWMA charts are presented. Recommendations are given for Phase I sample size requirements necessary to achieve desired in-control performance.     

Combining analytical hierarchy process and Choquet integral within non-additive robust ordinal regression

We consider multiple criteria decision aiding in the case of interaction between criteria. In this case the usual weighted sum cannot be used to aggregate evaluations on different criteria and other value functions with a more complex formulation have to be considered. The Choquet integral is the most used technique and also the most widespread in the literature. However, the application of the Choquet integral presents two main problems being the necessity to determine the capacity, which is the function that assigns a weight not only to all single criteria but also to all subset of criteria, and the necessity to express on the same scale evaluations on different criteria. While with respect to the first problem we adopt the recently introduced Non-Additive Robust Ordinal Regression (NAROR) taking into account all the capacities compatible with the preference information provided by the DM, with respect to the second one we build the common scale for the considered criteria using the Analytic Hierarchy Process (AHP). We propose to use AHP on a set of reference points in the scale of each criterion and to use an interpolation to obtain the other values. This permits to reduce considerably the number of pairwise comparisons usually required by the DM when applying AHP. An illustrative example details the application of the proposed methodology.     

On Determining the Dimension of Real-Time Stock-Price Data

We estimate the dimension of high-frequency stock-price data using the correlation integral of Grassberger and Procaccia. The data, even after filtering, appear to be of low dimension. To control for dependence in higher moments, we use a new technique known as the method of delays in our reconstruction. Delaying the data leads dimension estimates similar to random processes. We conclude that the data are either of low dimension with high entropy or nonlinear but of high dimension.     

关于τ（α）函数在概率积分计算中的应用

本文通过τ（α）函数性质及τ（α）函数与B（P,q）函数的关系,得出了τ（α）函数的一系列特殊值,结合概率积分的特点,应用τ（α）函数与B（P,q）函数计算一些概率积分．     

参数型Marcinkiewicz积分交换子的端点估计

得到了函数 b(x)∈BMO , Ω 满足 Dini 条件时参数型 Marcinkiewicz 积分交换子μ^ρ_Ω,b (f) (x)的端点估计 其中ρ＞1且      

一个-4μ齐次新的半离散Hilbert型不等式

应用权函数,给出一个-4μ齐次新的有最佳常数因子的半离散Hilbert型不等式,同时给出其等价式.     

形如1＋p^2 （x（x＋1））/2的平方数

设p是素数,fp（x）=1＋p2x（x＋1）/2.该文运用二元二次Diophantine方程的性质讨论形如fp（x）的平方数,其中x是正整数.证明了：对于任何素数p,都存在无穷多个正整数x可使fp（x）是平方数.     

非对角占优三对角方程组的一类解法及其数值实验

针对非对角占优三对角方程组,通过矩阵变换,可将其化为五对角方程组,证明该系数矩阵对称正定,并给出了一组对角占优的充分条件,从而可用多种方法有效地求解。本文用数值实验验证了该算法的有效性。     

一个新的非齐次核的Hilbert型积分不等式

给出了一个新的非齐次核的Hilbert型积分不等式及其等价形式,同时证明了常数因子的最佳性.     

《战国纵横家书》与《战国策》中的否定副词“不”

据《战国纵横家书》语言的稳定性和《战国策》语言的动态性进行对比分析,可知随着语言的发展,否定副词“不”使用频率在不断提升,使用范围也日趋普遍、广泛。