An immune algorithm with stochastic aging and kullback entropy for the chromatic number problem

We present a new Immune Algorithm, IMMALG, that incorporates a Stochastic Aging operator and a simple local search procedure to improve the overall performances in tackling the chromatic number problem (CNP) instances. We characterize the algorithm and set its parameters in terms of Kullback Entropy. Experiments will show that the IA we propose is very competitive with the state-of-art evolutionary algorithms.     

A Bias–Reduced Log–Periodogram Regression Estimator for the Long–Memory Parameter

In this paper, we propose a simple bias–reduced log–periodogram regression estimator, ^d_r, of the long–memory parameter, d, that eliminates the first– and higher–order biases of the Geweke and Porter–Hudak (1983) (GPH) estimator. The bias–reduced estimator is the same as the GPH estimator except that one includes frequencies to the power 2k for k=1,…,r, for some positive integer r, as additional regressors in the pseudo–regression model that yields the GPH estimator. The reduction in bias is obtained using assumptions on the spectrum only in a neighborhood of the zero frequency. Following the work of Robinson (1995b) and Hurvich, Deo, and Brodsky (1998), we establish the asymptotic bias, variance, and mean–squared error (MSE) of ^d_r, determine the asymptotic MSE optimal choice of the number of frequencies, m, to include in the regression, and establish the asymptotic normality of ^d_r. These results show that the bias of ^d_r goes to zero at a faster rate than that of the GPH estimator when the normalized spectrum at zero is sufficiently smooth, but that its variance only is increased by a multiplicative constant. We show that the bias–reduced estimator ^d_r attains the optimal rate of convergence for a class of spectral densities that includes those that are smooth of order s≥1 at zero when r≥(s−2)/2 and m is chosen appropriately. For s>2, the GPH estimator does not attain this rate. The proof uses results of Giraitis, Robinson, and Samarov (1997). We specify a data–dependent plug–in method for selecting the number of frequencies m to minimize asymptotic MSE for a given value of r. Some Monte Carlo simulation results for stationary Gaussian ARFIMA (1, d, 1) and (2, d, 0) models show that the bias–reduced estimators perform well relative to the standard log–periodogram regression estimator.     

兼并效应与产品覆盖策略

在行业寡头垄断竞争中, 引入产品覆盖策略竞争的变量, 把企业兼并时的竞争假定为两 个阶段两种变量: 先是产品覆盖策略竞争, 后是产品产量竞争, 并设计了一个描述这种兼并竞 争的模型. 在此基础上, 分析了参与和未参与兼并的企业的产品覆盖策略变化对各企业利润和 价格的影响, 在一定程度上解释了兼并悖论. 我们赞成适度的兼并控制政策, 但在经济萧条时 期可适当放宽.     

Computing and approximating multivariate chi-square probabilities

We consider computational methods for evaluating and approximating multivariate chi-square probabilities in cases where the pertaining correlation matrix or blocks thereof have a low factorial representation. To this end, techniques from matrix factorization and probability theory are applied. We outline a variety of statistical applications of multivariate chi-square distributions and provide a system of MATLAB programs implementing the proposed algorithms. Computer simulations demonstrate the accuracy and the computational efficiency of our methods in comparison with Monte Carlo approximations, and a real data example from statistical genetics illustrates their usage in practice.     

A statistical analysis of the screening measure of multiple recursive random number generators of orders one and two

This paper presents the results of a comprehensive empirical analysis of the screening measure of multiple recursive generators (MRGs) of orders one and two. Two kinds of screening measures are distinguished: spectral test and lattice test. With regard to these screening measures, two exhaustive searches of the twenty best MRGs of orders one and two are conducted. Some empirical comparisons reveal that the screening procedure with maximum spectral value criterion is preferred in terms of efficiency and thus, is a good way of obtaining ideal MRGs of higher orders. Several extensively tested second-order MRGs are also presented and are therefore recommended.     

Robustness to non-normality and autocorrelation of individuals control charts

This paper studies the effects of non-normality and autocorrelation on the performances of various individuals control charts for monitoring the process mean and/or variance. The traditional Shewhart X chart and moving range (MR) chart are investigated as well as several types of exponentially weighted moving average (EWMA) charts and combinations of control charts involving these EWMA charts. It is shown that the combination of the X and MR charts will not detect small and moderate parameter shifts as fast as combinations involving the EWMA charts, and that the performana of the X and MR charts is very sensitive to the normality assumption. It is also shown that certain combinations of EWMA charts can be designed to be robust to non-normality and very effective at detecting small and moderate shifts in the process mean and/or variance. Although autocorrelation can have a significant effect on the in-control performances of these combinations of EWMA charts, their relative out-of-control performances under independence are generally maintained for low to moderate levels of autocorrelation.     

基于组合评价的合肥经济圈界定分析

安徽省撤销了地级市巢湖,扩大了合肥市辖区的范围,势必会影响合肥经济圈的发展。基于组合评级构建一个城市综合实力指标体系,以合肥及其周边8个城市近几年数据为样本．运用层次一主成分组合评价法得出各城市经济发展质量,然后运用引力模型和断裂点模型测算出合肥经济圈的实际范围。结果表明,合肥经济圈应进一步扩容,包括合肥、淮南、六安、桐城、定远和全椒。最后针对合肥经济圈内经济一体化发展提出了相关政策建议。