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121.
Land subsidence risk assessment (LSRA) is a multi‐attribute decision analysis (MADA) problem and is often characterized by both quantitative and qualitative attributes with various types of uncertainty. Therefore, the problem needs to be modeled and analyzed using methods that can handle uncertainty. In this article, we propose an integrated assessment model based on the evidential reasoning (ER) algorithm and fuzzy set theory. The assessment model is structured as a hierarchical framework that regards land subsidence risk as a composite of two key factors: hazard and vulnerability. These factors can be described by a set of basic indicators defined by assessment grades with attributes for transforming both numerical data and subjective judgments into a belief structure. The factor‐level attributes of hazard and vulnerability are combined using the ER algorithm, which is based on the information from a belief structure calculated by the Dempster‐Shafer (D‐S) theory, and a distributed fuzzy belief structure calculated by fuzzy set theory. The results from the combined algorithms yield distributed assessment grade matrices. The application of the model to the Xixi‐Chengnan area, China, illustrates its usefulness and validity for LSRA. The model utilizes a combination of all types of evidence, including all assessment information—quantitative or qualitative, complete or incomplete, and precise or imprecise—to provide assessment grades that define risk assessment on the basis of hazard and vulnerability. The results will enable risk managers to apply different risk prevention measures and mitigation planning based on the calculated risk states. 相似文献
122.
《Omega》2017
Tactical production-distribution planning models have attracted a great deal of attention in the past decades. In these models, production and distribution decisions are considered simultaneously such that the combined plans are more advantageous than the plans resolved in a hierarchical planning process. We consider a two-stage production process, where in the first stage raw materials are transformed into continuous resources that feed the discrete production of end products in the second stage. Moreover, the setup times and costs of resources depend on the sequence in which they are processed in the first stage. The minimum scheduling unit is the product family which consists of products sharing common resources and manufacturing processes. Based on different mathematical modelling approaches to the production in the first stage, we develop a sequence-oriented formulation and a product-oriented formulation, and propose decomposition-based heuristics to solve this problem efficiently. By considering these dependencies arising in practical production processes, our model can be applied to various industrial cases, such as the beverage industry or the steel industry. Computation tests on instances from an industrial application are provided at the end of the paper. 相似文献
123.
《Journal of Statistical Computation and Simulation》2012,82(3-4):205-223
A large-scale study, in which two million random Voronoi polygons (with respect to a homogeneous Poisson point process) were generated and mensurated, is described. The polygon characteristics recorded are number of sides (or vertices), perimeter, area and interior angles. A feature is the efficient “quantile” method of replicating Poisson-type random structures, which it is hoped may find useful application elsewhere. 相似文献
124.
《Journal of Statistical Computation and Simulation》2012,82(2):227-235
Process capability indices have been widely used to evaluate the process performance to the continuous improvement of quality and productivity. The distribution of the estimator of the process capability index C pmk is very complicated and the asymptotic distribution is proposed by Chen and Hsu [The asymptotic distribution of the processes capability index C pmk , Comm. Statist. Theory Methods 24(5) (1995), pp. 1279–1291]. However, we found a critical error for the asymptotic distribution when the population mean is not equal to the midpoint of the specification limits. In this paper, a correct version of the asymptotic distribution is given. An asymptotic confidence interval of C pmk by using the correct version of asymptotic distribution is proposed and the lower bound can be used to test if the process is capable. A simulation study of the coverage probability of the proposed confidence interval is shown to be satisfactory. The relation of six sigma technique and the index C pmk is also discussed in this paper. An asymptotic testing procedure to determine if a process is capable based on the index of C pmk is also given in this paper. 相似文献
125.
《Journal of Statistical Computation and Simulation》2012,82(2):235-250
In this paper, we investigate the selecting performances of a bootstrapped version of the Akaike information criterion for nonlinear self-exciting threshold autoregressive-type data generating processes. Empirical results will be obtained via Monte Carlo simulations. The quality of our method is assessed by comparison with its non-bootstrap counterpart and through a novel procedure based on artificial neural networks. 相似文献
126.
Giovanni Masala 《Journal of applied statistics》2012,39(1):81-96
The estimation of earthquakes’ occurrences prediction in seismic areas is a challenging problem in seismology and earthquake engineering. Indeed, the prevention and the quantification of possible damage provoked by destructive earthquakes are directly linked to this kind of prevision. In our paper, we adopt a parametric semi-Markov approach. This model assumes that a sequence of earthquakes is seen as a Markov process and besides it permits to take into consideration the more realistic assumption of events’ dependence in space and time. The elapsed time between two consecutive events is modeled as a general Weibull distribution. We determine then the transition probabilities and the so-called crossing states probabilities. We conclude then with a Monte Carlo simulation and the model is validated through a large database containing real data. 相似文献
127.
《Journal of Statistical Computation and Simulation》2012,82(7):775-791
In this work, we discuss the class of bilinear GARCH (BL-GARCH) models that are capable of capturing simultaneously two key properties of non-linear time series: volatility clustering and leverage effects. It has often been observed that the marginal distributions of such time series have heavy tails; thus we examine the BL-GARCH model in a general setting under some non-normal distributions. We investigate some probabilistic properties of this model and we conduct a Monte Carlo experiment to evaluate the small-sample performance of the maximum likelihood estimation (MLE) methodology for various models. Finally, within-sample estimation properties were studied using S&P 500 daily returns, when the features of interest manifest as volatility clustering and leverage effects. The main results suggest that the Student-t BL-GARCH seems highly appropriate to describe the S&P 500 daily returns. 相似文献
128.
蒋秀珍 《河北理工大学学报(社会科学版)》2014,(6)
由于语言自身的特点和语境的需要,政治文本中有大量的模糊表达法。如何翻译这些表达法,对于提高译本的可接受性及准确传达说话人的意思、实现交际目的,具有重要意义。本文将模糊语言分为模糊句子、模糊限制语、模糊词语三种类型,分析中央编译局提供的《十八大报告》英文译本,发现每一种类型的模糊语都有多种译法,但总体原则是让译文符合译入语习惯和实现说话人的交际意图。 相似文献
129.
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. 相似文献
130.
Experience ratemaking plays a crucial role in general insurance in determining future premiums of individuals in a portfolio by assessing observed claims from the whole portfolio. This paper investigates this problem in which claims can be modeled by certain parametric family of distributions. The Dirichlet process mixtures are employed to model the distributions of the parameters so as to make two advantages: to produce exact Bayesian experience premiums for a class of premium principles generated from generic error functions and, at the same time, provide robust and flexible ways to avoid possible bias caused by traditionally used priors such as non informative priors or conjugate priors. In this paper, the Bayesian experience ratemaking under Dirichlet process mixture models are investigated and due to the lack of analytical forms of the conditional expectations of the quantities concerned, the Gibbs sampling schemes are designed for the purpose of approximations. 相似文献