大整数分解的多个多项式二次筛法及其微机实现

通过讨论Silverman提出的多个多项式二次筛法（MPOS），提出了MPQS的计算步骤，并在486微机上实现了MPQS．     

Local likelihood with time-varying additive hazards model

The authors propose the local likelihood method for the time-varying coefficient additive hazards model. They use the Newton-Raphson algorithm to maximize the likelihood into which a local polynomial expansion has been incorporated. They establish the asymptotic properties for the time-varying coefficient estimators and derive explicit expressions for the variance and bias. The authors present simulation results describing the performance of their approach for finite sample sizes. Their numerical comparisons show the stability and efficiency of the local maximum likelihood estimator. They finally illustrate their proposal with data from a laryngeal cancer clinical study.     

A Note on Trend Decomposition: The 'Classical' Approach Revisited with an Application to Surface Temperature Trends

This note reconsiders the 'classical' approach to trend estimation and presents a modern treatment of this technique that enables trend filters which incorporate end-effects to be constructed easily and efficiently. The approach is illustrated by estimating recent Northern Hemispheric temperature trends. In so doing, it shows how classical trend models may be selected in empirical applications and indicates how this choice determines the properties of the latest trend estimates.     

广义预测控制性质研究

研究了带有纯滞后系统的广义预测控制的deadbeat性质,通过系数映射关系,分析闭环系统特征多项式系数为零的条件,给出了带有纯滞后的GPC闭环系统具有deadbeat性质所要满足的条件,为研究有纯滞后的GPC的性质提供了一种基于系数空间映射的新思路.     

Approximate solution of a profit maximization constrained virtual business planning problem

A virtual business problem is studied, in which a company-contractor outsources production to specialized subcontractors. Finances of the contractor and resource capacities of subcontractors are limited. The objective is to select subcontractors and distribute a part of the demanded production among them so that the profit of the contractor is maximized. A generalization of the knapsack problem, called Knapsack-of-Knapsacks (K-of-K), is used to model this situation, in which items have to be packed into small knapsacks and small knapsacks have to be packed into a large knapsack. A fully polynomial time approximation scheme is developed to solve the problem K-of-K.     

ISAR运动参数估计和补偿改进方法

在使用FFT距离多普勒算法进行ISAR成像处理时,回波相关性的减弱将加大运动补偿难度,带来较大的误差。该文在常规相邻相关法基础上,提出了一种改进的运动补偿方法。在距离向上,利用基准回波相关法与曲线拟合,克服了低回波相关性下包络对齐时出现的包络漂移、包络跳变等缺陷;在方位向上,利用DCFT变换,对目标的运动参数进行精确估计并加以补偿,减小了回波相关性降低对相位补偿的影响。仿真验证了该方法的有效性。     

Inverse Problems of Matroid Intersection

In this paper we study the inverse problem of matroid intersection: Two matroids M ₁ = (E, ₁) and M ₂ = (E, ₂), their intersection B, and a weight function w on E are given. We try to modify weight w, optimally and with bounds, such that B becomes a maximum weight intersection under the modified weight. It is shown in this paper that the problem can be formulated as a combinatorial linear program and can be further transformed into a minimum cost circulation problem. Hence it can be solved by strongly polynomial time algorithms. We also give a necessary and sufficient condition for the feasibility of the problem. Finally we extend the discussion to the version of the problem with Multiple Intersections.     

Parametrically Guided Non-parametric Regression

We present a new approach to regression function estimation in which a non-parametric regression estimator is guided by a parametric pilot estimate with the aim of reducing the bias. New classes of parametrically guided kernel weighted local polynomial estimators are introduced and formulae for asymptotic expectation and variance, hence approximated mean squared error and mean integrated squared error, are derived. It is shown that the new classes of estimators have the very same large sample variance as the estimators in the standard non-parametric setting, while there is substantial room for reducing the bias if the chosen parametric pilot function belongs to a wide neighbourhood around the true regression line. Bias reduction is discussed in light of examples and simulations.     

An empirical analysis of the volatility of the Japanese stock price index: a non-parametric approach

This paper presents an empirical analysis of stochastic features of volatility in the Japanese stock price index, or TOPIX, using high-frequency data sampled every 5 min. The process of TOPIX is modeled by a stochastic differential equation with the time-homogeneous drift and diffusion coefficients. To avoid the risk of misspecification for the volatility function, which is defined by the squared diffusion coefficient, the local polynomial model is applied to the data, and then produced the estimates of the volatility function together with their confidence intervals. The result of the estimation suggests that the volatility function shows similar patterns for one period, but drastically changes for another.     

Mixture experiments with mixing errors

In mixture experiments the properties of mixtures are usually studied by mixing the amounts of the mixture components that are required to obtain the necessary proportions. This paper considers the impact of inaccuracies in discharging the required amounts of the mixture components on the statistical analysis of the data. It shows how the regression calibration approach can be used to minimize the resulting bias in the model and in the estimates of the model parameters, as well as to find correct estimates of the corresponding variances. Its application is made difficult by the complex structure of these errors. We also show how knowledge of the form of the model bias allows for choosing a manufacturing setting for a mixture product that is not biased and has smaller signal to noise ratio.