路口通行规则的元胞自动机模拟

目前采用的路口通行规则是，亮绿灯时处于对向的两条车道上的车辆可以同时通行，由于一条车道的直行车辆和另一条车道的左转车辆存在着冲突，交通效率被降低。在上海的一些交通要道已经实施了一种新的交通规则，即每条车道独立轮换通行，本文采用元胞自动机模型，对新老两种路口通行规则的效用进行了模拟研究。结果表明，当车速提高到一定值后，新的规则要优于老的规则。     

ATM接入网络中非对称性周期传输过程分析

利用嵌入Markov链和概率母函数，对ATM接入网络中离散时间情况下的非对称周期查询门限服务模型进行了数学解析。并进行了计算机模拟，模拟结果与理论分析吻合。     

Time-series forecasting with a novel fuzzy time-series approach: an example for Istanbul stock market

Artificial intelligence procedures such as artificial neural networks (ANNs), genetic algorithms and particle swarm optimization and other procedures such as fuzzy clustering have been successfully used in the various stages of different fuzzy time-series forecasting approaches. Fuzzy clustering, genetic algorithm and particle swarm optimization are generally used in the fuzzification stage, and this simplifies the applicability of this stage and makes the fuzzy time-series approach more systematic. ANNs have also been applied successfully in the fuzzy relationship determination stage. In this study, we propose a new hybrid fuzzy time-series approach in which fuzzy c-means clustering procedure is employed in the fuzzification stage and feed-forward neural networks are used in the fuzzy relationship determination stage. This study also includes an empirical analysis pertaining to the forecasting of Index 100 for the stocks and bonds exchange market of Istanbul.     

Time,Space, and Memories

ABSTRACT

This article traces the ways that gendered and generational family practices were remembered across time in the context of working-class homes in Victorian Britain. Two everyday domestic objects—the father's chair and the grandfather clock—are examined and analyzed, drawing on John Gillis' work on ritualized family spaces and contested notions of time (Gillis 1996). Both these objects resonate with the contested use of domestic space and the layered meanings of family time in working-class lives, not least because both are often remembered in autobiographical accounts of home and family. The special place of the father's chair highlighted the feminizing of the home and accompanying development of rituals to welcome and ensconce the father in his domestic domain each day. The sound of clocks underpinned the bringing together of industrial time, separating leisure and work for those at school or employment away from home, and at the same time conveying the cyclical nature of family life and its everyday routines from day to day, year to year, and generation to generation. Memories of chairs and clocks embedded in autobiographies offer important evidence about the images, sounds, and sensory experiences that resonated most powerfully when remembering and composing the hierarchies and tensions of working-class family life.     

Improved Simulation Techniques for First Exit Time of Neural Diffusion Models

We consider the fixed and exponential time-stepping Euler algorithms, with boundary tests, to calculate the mean first exit times (MFET) of two one-dimensional neural diffusion models, represented by the Ornstein–Uhlenbeck (OU) process and a stochastic space-clamped FitzHugh–Nagumo (FHN) system. The numerical methods are described and the convergence rates for the MFET analyzed. A boundary test improves the rate of convergence from order one-half to order 1. We show how to apply the multi-level Monte Carlo (MLMC) method to an Euler time-stepping method with boundary test and this improves the Monte Carlo computation of the MFET.     

Estimating and Testing Nonlinear Local Dependence Between Two Time Series

ABSTRACT

The most common measure of dependence between two time series is the cross-correlation function. This measure gives a complete characterization of dependence for two linear and jointly Gaussian time series, but it often fails for nonlinear and non-Gaussian time series models, such as the ARCH-type models used in finance. The cross-correlation function is a global measure of dependence. In this article, we apply to bivariate time series the nonlinear local measure of dependence called local Gaussian correlation. It generally works well also for nonlinear models, and it can distinguish between positive and negative local dependence. We construct confidence intervals for the local Gaussian correlation and develop a test based on this measure of dependence. Asymptotic properties are derived for the parameter estimates, for the test functional and for a block bootstrap procedure. For both simulated and financial index data, we construct confidence intervals and we compare the proposed test with one based on the ordinary correlation and with one based on the Brownian distance correlation. Financial indexes are examined over a long time period and their local joint behavior, including tail behavior, is analyzed prior to, during and after the financial crisis. Supplementary material for this article is available online.     

Small domain estimation by empirical bayes and kalman filtering procedures - a case study

An application of empirical Bayes and Kalman filtering tecniques is reported, using live data from Indian Statistical Institute (ISI), Calcutta . to illustrate how initial small domain estimators may be vastly improved upon. A stratified two stage sampling procedure is adopted, allowing selection of first stage units with unequal probabilities but of second stage units with equal probabilities. Standard design-based estimators for domain totals are initialized based on domain specific survey data alone. Strength is then borrowed across domains and from past surveys. The resulting gains in efficacy are numlerically demonstrated, through replicated sampling from official records.     

非在业群体闲暇生活质量考察

本项研究运用时间预算研究法具体考察了因缺失职业劳动轴心时间而导致的非在业群体生活时间结构的变化 ,分析了非在业群体的闲暇生活质量及其构成该群体“闲暇活动能力”的社会资源供给状况 ,并运用生命周期和人力资源理论深入分析了离退休群体和下岗失业者群体在闲暇领域反映出的突出社会问题 ,在此基础上对一些闲暇理论和实践问题进行了讨论。     

Minimally changed run sequences in factorial experiments

Randomization of run sequences in factorial experiments may result in large number of changes in factor levels which will make the experimentation expensive, time-consuming and difficult. Experiments in which it is difficult to change the levels of factor(s) use of minimally changed run sequences may often be preferable to a random run sequence. In the present paper, we have developed method for obtaining minimally changed run sequences for factorial experiments. The general expression of factor-wise number of level changes for the developed minimally changed run sequences has also been obtained. A relationship has been established between the time count effect of a lower order factorial with minimally changed run sequences and that of a higher order factorial with minimally changed run sequences obtained through the lower order minimally changed run sequences. For providing a readymade solution to the end users, a SAS macro has also been developed for generating these minimally changed run sequences along with its parameters.     

The Cucconi Test for Location-scale Alternatives in Application to Asymmetric Hydrological Variables

To identify location-scale trends, which environmental data often exhibit, location-scale tests have to be addressed. The aim of this article was to estimate size and power of the Cucconi rank-based test when applied to various skewed distributions, typical in hydrology. Results of the Monte Carlo simulation revealed great power for series with low coefficient of variation, time of change close to the middle, not very heavy tail, and with length of at least 60. Comparison to the Lepage test discovered larger usefulness of the Cucconi test for short series and change close to the middle. Several practical applications were presented.