Bayesian prediction of waiting times in stochastic models

The authors show how saddlepoint techniques lead to highly accurate approximations for Bayesian predictive densities and cumulative distribution functions in stochastic model settings where the prior is tractable, but not necessarily the likelihood or the predictand distribution. They consider more specifically models involving predictions associated with waiting times for semi‐Markov processes whose distributions are indexed by an unknown parameter θ. Bayesian prediction for such processes when they are not stationary is also addressed and the inverse‐Gaussian based saddlepoint approximation of Wood, Booth & Butler (1993) is shown to accurately deal with the nonstationarity whereas the normal‐based Lugannani & Rice (1980) approximation cannot, Their methods are illustrated by predicting various waiting times associated with M/M/q and M/G/1 queues. They also discuss modifications to the matrix renewal theory needed for computing the moment generating functions that are used in the saddlepoint methods.     

从原型理论看法语女性语言的形成

在社会语言学上,女性语言被看作是众多语言变体的一种,人们常常会从各个角度来探讨它形成的原因,而对它具体是如何形成的却很少提及。于是,文章在原型理论的框架下对法语女性语言原型的产生和这一语言变体的形成进行较为系统的描述,并通过对具体实例的分析,近距离地观察原型与范畴内其他成员的相似性并突出其在女性语言形成过程中不可磨灭的功绩。     

论二元户籍制度在中国的生成

我国二元户籍制度的构建过程分为三个阶段,即制度初建阶段、法制建设阶段和制度完善阶段。大量研究成果表明,二元户籍制度在中国的生成是经济、社会、政治及意识形态等因素综合影响的结果,其中政府最高决策层在制度选择过程中起到了决定性作用,并深刻影响了近三十年来的户籍制度改革进程。     

基于工作流的企业业务过程集成建模方法

工作流管理是一种对业务过程进行支持、控制、监视和优化的先进工具. 将生产制造过程 BOM和Petri 网技术应用于企业业务过程,对于相关定义、建模分析以及从BOM到Petri 网的映 射实现算法进行了说明;对基于BOM- Petri 的建模方法进行了扩展优化;最后结合算法进行了 仿真研究.     

局部平稳过程、稳定过程及GARCH模型的比较研究

本文在Granger（2005）[1]研究成果的基础上对局部平稳过程的大样本性质进行了深入探讨,发现了一些颇具实际价值的理论结果,弥补了Granger（2005）仅利用预测效果标准得到金融数据生成过程的不足,进一步给出了适合于实证分析的判断金融数据生成过程的标准,并在此基础上详细讨论了局部平稳过程、稳定过程及GARCH模型在大样本情况下的区别。本文运用研究得到的结果,在非平稳框架下对中国股票市场上证180指数进行了分析,发现上证180指数收益率具有明显的非平稳特性,并在此基础上进一步讨论了中国股票市场的市场有效性问题。     

The predictive distributions of thinning‐based count processes

This paper shows that the term structure of conditional (i.e. predictive) distributions allows for closed form expression in a large family of (possibly higher order or infinite order) thinning‐based count processes such as INAR(p), INARCH(p), NBAR(p), and INGARCH(1,1). Such predictive distributions are currently often deemed intractable by the literature and existing approximation methods are usually time consuming and induce approximation errors. In this paper, we propose a Taylor's expansion algorithm for these predictive distributions, which is both exact and fast. Through extensive simulation exercises, we demonstrate its advantages with respect to existing methods in terms of the computational gain and/or precision.     

Incorporating balance concerns in resource allocation decisions: A bi-criteria modelling approach

We consider resource allocation problems where inputs are allocated to different entities such as activities, projects or departments. In such problems a common goal is achieving a desired balance in the allocation over different categories of the entities. We propose a bi-criteria framework for trading balance off against efficiency. We define and categorise indicators based on balance distribution and propose formulations and solution algorithms which provide insight into the balance-efficiency tradeoff. We illustrate our models by applying them to the data of a portfolio selection problem faced by a science funding agency and to randomly generated large-sized problem instances to demonstrate computational feasibility.     

全过程跟踪审计在高校新校区建设工程项目中的实施

开展高校新校区建设工程项目全过程跟踪审计,是以一整套法律法规为准绳和依据,遵照审计规范和原则,按照审计工作计划,采用合适的审计方式,分步有序地对工程建设项目的全过程进行监督评价,以期有效地控制工程造价,提高资金使用效益,促进学校建设工程目标的实现。     

荷兰战后移民及其影响

战后非殖民化运动导致印度尼西亚和苏里南大量人口移居荷兰;20世纪50年代中期开始到70年代初,荷兰从地中海沿岸国家输入大量劳工,随后劳工移民带来大量家庭移民;80年代中期以后,难民以及寻求庇护者纷纷进入荷兰,成为荷兰移民的重要部分。随着类型多样、来源广泛的移民不断进入,荷兰的人口结构发生重大改变,大量外来移民的存在,尤其大量穆斯林人口的存在,成为荷兰社会面临的重要问题。     

汽车侧围外板尾翼拉延成型工艺改善研究

为解决汽车侧围外板尾翼在拉延成型后出现起皱和开裂的问题，设计了3种造型方案.通过造型设计分析及Autoform模拟，对比3种方案，对原工艺进行整改和优化，得到了抬高造型台阶面的最优造型方案.该方案能改善进料速度、增加材料流动性，有效地消除开裂、起皱的缺陷，对同类和其他类似产品的冲压工艺设计具有参考意义.