A lagrange expansion for the parameters of johnson's Su

A series, based on Lagrange's formula, is given for the kurtosis in terms of the skewness and the ω-parameter of S_u. Also a Maclaunn expansion for a function of ω in terms of the skewness and kurtosis is described.     

Constructing Efficient Experimental Designs for Generalized Linear Models

Exchange algorithms are popular for finding optimal or efficient designs for linear models, but there are few discussions of this type of algorithm for generalized linear models (GLMs) in literature. A new algorithm, generalized Coordinate Exchange Algorithm (gCEA), is developed in this article to construct efficient designs for GLMs. We compare the performance of the proposed algorithm with other optimization algorithms, including point exchange algorithm, columnwise-pairwise algorithm, simulated annealing and generic algorithm, and demonstrate the superior performance of this new algorithm.     

Bayesian Estimation of Stochastic Discount Factors

This article provides a Bayesian method of estimating the marginal posterior distributions for stochastic discount factors associated with observed asset returns. These estimates can be used to provide measures of fit for asset-pricing models and to identify broad features of the characteristics that should be explained. These measures of fit can be used to supplement model-evaluation exercises based on Hansen–Jagannathan bounds     

大城市流动人口非居民化居住特征研究——以上海浦东新区为例

本文主要采用第五次人口普查数据,对上海浦东新区流动人口的居住状况进行分析和研究。研究表明流动人口在大城市具有明显的非居民化的居住特征,表现在居住场所集中于城市边缘,居住地更换频繁,居住质量差和居民身份认同感缺乏。为了保障流动人口在大城市的居住健康和大城市整体的健康发展,促进流动人口在城市的居住和谐,有必要采取措施,宏观调控城市的人口规模,适当建造流动人口公寓,制定流动人口的居住标准,增强流动人口的居民身份认同,增进本地人口与外来人口的居住融合。     

建设银川都市圈的几个问题

本文提出“大银川”的新概念———银川都市圈 ,并以全球背景、国家方针为依据 ,论述了建设银川都市圈的指导思想和关键问题 ,提出了都市圈发展的若干具体建议。     

价格敏感型供应链网络规划模型及其混合遗传算法

针对价格敏感型供应链中,供应价格与批量之间通常具有非线性的函数关系,建立了采购、需求和物流服务环节均具有价格敏感性的多供应商、多配送中心和多零售商的供应链网络规划整数非线性规划INLP模型,设计解决此NP-hard问题的混合遗传算法,以启发式算法修复进化过程中出现的非法染色体,提高算法寻优速度,通过算例及与SAS/OR模块运行结果的比较,验证该算法具有很强的稳定性和高效性。     

煤炭产业国际竞争力的遗传—投影寻踪评价

结合煤炭产业发展实际,提出了煤炭产业竞争力评价的指标体系。采用探索性数据分析方法——投影寻踪法,结合遗传算法,建立了遗传—投影寻踪综合评价模型。以全球11个主要产煤国作为研究样本,根据投影方向参数计算得出了各国的煤炭产业竞争力评价分类特征值和总体综合特征值,并对我国煤炭产业竞争力进行了分析,对于认清我国煤炭竞争力与国外主要产煤国之间的差距与不足,进而提升我国煤炭产业的国际竞争力具有重要的现实意义。     

Development of an algorithm for the application of Group Technology in the design of Manufacturing Systems

The Group Technology theory identifies and groups similar parts into families and machines into cells, advantages being in the similarity of the parts made in each cell, and designing and manufacturing. The benefits are: simple material flow, cost reduction in material handling, reduction in work in progress, reduction in the cycle time and set-up time, increased manufacturing flexibility, increased quality, and increased job satisfaction. The objective of the work presented in this paper was to develop a Group Technology (GT) algorithm by means of cell analysis for the design of the productive system to batch production, e.g. water heater manufacturing, system manufacturing, lathes manufacturing, etc. The TGIP algorithm allows the definition of technical and economical parameters for the application of Group Technology, also taking into account the demand for the performance of the algoof heating gasrithm. The benefits of the algorithm developed are the focus on solving the case of multiple machines and the assignment of the parts to the groups related to the load of the machines; also it allows the definition of technical and economical parameters to differentiate the machines that do the same operation or even the consideration of the demand for a certain period of time.     

Metropolis–Hastings algorithms with adaptive proposals

Different strategies have been proposed to improve mixing and convergence properties of Markov Chain Monte Carlo algorithms. These are mainly concerned with customizing the proposal density in the Metropolis–Hastings algorithm to the specific target density and require a detailed exploratory analysis of the stationary distribution and/or some preliminary experiments to determine an efficient proposal. Various Metropolis–Hastings algorithms have been suggested that make use of previously sampled states in defining an adaptive proposal density. Here we propose a general class of adaptive Metropolis–Hastings algorithms based on Metropolis–Hastings-within-Gibbs sampling. For the case of a one-dimensional target distribution, we present two novel algorithms using mixtures of triangular and trapezoidal densities. These can also be seen as improved versions of the all-purpose adaptive rejection Metropolis sampling (ARMS) algorithm to sample from non-logconcave univariate densities. Using various different examples, we demonstrate their properties and efficiencies and point out their advantages over ARMS and other adaptive alternatives such as the Normal Kernel Coupler.     

电力系统二级电压控制中枢节点的选择

二级电压控制根据中枢节点电压预设值调节控制装置的控制方案。二级电压控制的目标是将负荷节点电压偏离降至最小,从而增强电力系统的安全性。因而中枢节点的选择是二级电压控制的关键。本文提出了中枢节点选择的新方法——K-优化贪婪算法,并以ieee-30节点系统为例进行了案例研究。