基于Moldflow的带金属嵌件打印机板浇口优化设计

针对带金属嵌件打印机板使用传统注塑模具设计方法时,存在开发周期长、成本高且质量不易保证等缺点,采用 计算机辅助设计软件Pro/E和有限元分析软件Moldflow相结合的方法对制品进行不同浇口位置方案下的“填充+保压 +翘曲”模拟分析,从充填时间、流动前沿温度、气穴、熔接痕和翘曲变形等方面进行了综合比较和评测,确定了最佳浇口 设计方案。结果表明,应用Moldflow软件进行模拟仿真,找出了制件在不同浇口设置环境下缺陷产生的原因,从而为避 免或消除制件上的缺陷,进一步优化模具设计、降低生产成本,为指导实际生产提供合理的依据。     

Weighted bivariate logarithmic series distributions

In this paper, we are interested in the weighted distributions of a bivariate three parameter logarithmic series distribution studied by Kocherlakota and Kocherlakota (1990). The weighted versions of the model are derived with weight W(x,y) = x^[r] y^[s]. Explicit expressions for the probability mass function and probability generating functions are derived in the case r = s = l. The marginal and conditional distributions are derived in the general case. The maximum likelihood estimation of the parameters, in both two parameter and three parameter cases, is studied. A procedure for computer generation of bivariate data from a discrete distribution is described. This enables us to present two examples, in order to illustrate the methods developed, for finding the maximum likelihood estimates.     

势能模式与内江市区位优势研究

运用潜能模式建立了城市区位优势比较的定量化模型，并对内江与绵阳、乐山的区位势能值进行了计算与比较．结果表明，内江的区位势能值明显高于划入成都平原经济圈的绵阳、乐山．由此得出结论：内江市具备四川省优先开发的区位优势条件．     

城市仓储型物流企业区位选择——以嘉里大通物流广州分公司为例

城市仓储型物流企业区位选择是一个复杂问题，是内部因素和外部因素共同作用的结果。为提高选址的科学性与实用性，需要综合考虑地理位置、自然条件、交通、基础设施等多种因素。本文以嘉里大通物流有限公司广州分公司的仓库选址为例，从宏观和微观的不同尺度，以案例分析为主线，在梳理企业发展现状的基础上，通过宏观层面的仓库定位分析和微观层次的仓库选址分析，运用加权评分法，最终确定符合企业和市场需求的最佳仓库区位，旨在为相关仓储企业选址提供参考和借鉴。     

Smoothing a Time Series by Segments of the Data Range

We consider the problem of estimating a trend with different amounts of smoothness for segments of a time series subjected to different variability regimes. We propose using an unobserved components model to consider the existence of at least two data segments. We first fix some desired percentages of smoothness for the trend segments and deduce the corresponding smoothing parameters involved. Once the size of each segment is chosen, the smoothing formulas here derived produce trend estimates for all segments with the desired smoothness as well as their corresponding estimated variances. Empirical examples from demography and economics illustrate our proposal.     

Combined estimate of a location parameter

In this paper, we revisit the problem of combining estimates of location considered by Cohen (1976). Our results unify and strengthen the results of Cohen (1976), Bhattacharya (1981) and Akai (1982).     

Equivariant prediction in finite populations

A theory of equivariant prediction is developed for predicting the population total in finite populations. Minimum risk equivariant predictors (MREP) are derived under the location, scale and locationscale superpopulation models. Under the general linear model, it is shown that the best(linear) unbiased predictor (B(L)UP) is an MREP.     

On Locating and Characterizing Parameter Variation by the Mosumsq Test Statistic

In modelling a system structure it is often important to test the constancy of the structural parameters. If the hypothesis of constant parameters is rejected we wish to characterize the parameter variation. In this paper we examine the usefulness of the MOSUMSQ test statistics for locating and characterizing the parameter variation in linear regression models. The means and the variances of the test statistics are given for non-random parameter variation. The observed path of the MOSUMSQ test statistics provides valuable knowledge about the time of the onset of the parameter change and whether it is instantaneous or gradual.     

Bayesian estimation of multidimensional item response theory model using gibbs sampling

We propose Bayesian parameter estimation in a multidimensional item response theory model using the Gibbs sampling algorithm. We apply this approach to dichotomous responses to a questionnaire on sleep quality. The analysis helps determine the underlying dimensions.     

Improved likelihood-based inference for the stationary AR(2) model

An improved likelihood-based method based on Fraser et al. (1999) is proposed in this paper to test the significance of the second lag of the stationary AR(2) model. Compared with the test proposed by Fan and Yao (2003) and the signed log-likelihood ratio test, the proposed method has remarkable accuracy. Simulation studies are performed to illustrate the accuracy of the proposed method. Application of the proposed method on historical data is presented to demonstrate the implementation of this method. Furthermore, the method can be extended to the general AR(p) model.