An alternative estimator for multiple characteristics in PPS sampling

The problem considered relates to large-scale sample surveys. A new estimator of population total for the characteristics that are poorly correlated with the selection probabilities has been developed for the PPSWR sampling scheme. The relative efficiency of the proposed estimator has been studied under a super-population model. A numerical investigation into the performance of the estimator has also been made.     

COVARIANCE MODELS FOR LATTICE DATA

Given observations on an m × n lattice, approximate maximum likelihood estimates are derived for a family of models including direct covariance, spatial moving average, conditional autoregressive and simultaneous autoregressive models. The approach involves expressing the (approximate) covariance matrix of the observed variables in terms of a linear combination of neighbour relationship matrices, raised to a power. The structure is such that the eigenvectors of the covariance matrix are independent of the parameters of interest. This result leads to a simple Fisher scoring type algorithm for estimating the parameters. The ideas are illustrated by fitting models to some remotely sensed data.     

CONDITIONAL INFERENCE ABOUT AN EQUICORRELATION COEFFICIENT

SenGupta (1987) proposed a locally most powerful test which is globally (one sided) unbiased, and an estimator of p, the equicorrelation coefficient of a standard symmetric multivariate normal (SSMN) distribution. Here we use the idea in Williams (1984) to illustrate the construction and use of ancillary statistics to make inference about p. The test and confidence intervals based on this construction are conditionally optimal.     

阵列通道误差校正算法及DSP实现

阵列通道幅相不一致性严重影响测向性能。基于辅助源的相关校正理论,研究了通过在天线馈电口输入辅助信号,再对信号求相关来实现对阵列通道不一致性的校正;并分析了基于多基线数字干涉仪体制的测向原理,利用五元圆形天线阵列估计出了地面目标的到达角。此外,还讨论了所有算法的DSP实现,计算机模拟证实了方法的有效性。     

Newsvendor Problems with Demand Shocks and Unknown Demand Distributions

In today's competitive market, demand volume and even the underlying demand distribution can change quickly for a newsvendor seller. We refer to sudden changes in demand distribution as demand shocks. When a newsvendor seller has limited demand distribution information and also experiences underlying demand shocks, the majority of existing methods for newsvendor problems may not work well since they either require demand distribution information or assume stationary demand distribution. We present a new, robust, and effective machine learning algorithm for newsvendor problems with demand shocks but without any demand distribution information. The algorithm needs only an approximate estimate of the lower and upper bounds of demand range; no other knowledge such as demand mean, variance, or distribution type is necessary. We establish the theoretical bounds that determine this machine learning algorithm's performance in handling demand shocks. Computational experiments show that this algorithm outperforms the traditional approaches in a variety of situations including large and frequent shocks of the demand mean. The method can also be used as a meta‐algorithm by incorporating other traditional approaches as experts. Working together, the original algorithm and the extended meta‐algorithm can help manufacturers and retailers better adapt their production and inventory control decisions in dynamic environments where demand information is limited and demand shocks are frequent      

文化差异、地理距离对我国各省分国别(地区）出口贸易的影响——基于空间面板数据的实证研究

利用2001-2009年中国30个省分分国别（地区）的出口贸易数据,采用空间探索性数据分析方法分析了各国及地区在我国的出口贸易空间格局,发现各国（地区）在我国的出口贸易中表现出较为显著的空间相关性。进一步,本文构建了考虑空间滞后因子的引力模型实证分析了文化差异和运输距离对我国各省分国别（地区）出口贸易的影响。研究结果表明：我国邻省出口对本省的空间溢出效应随着时间的推移不断增强;而邻省与本省在出口伙伴国选择上的“竞争效应”并不明显;文化差异在各国及地区在我国各省的出口贸易中所起的限制性作用表现突出;而陆运距离对各省分国别（地区）出口贸易的负向影响要明显大于海运距离,且随着时间的推移有不断扩大的迹象。     

非财务信息披露、管控能力和企业业绩

以主板市场上市的非金融、非ST且具有控股子公司的企业集团作为研究样本,借助管理控制系统相关研究的概念和思想,基于样本公司2011-2013年公开披露的各种管理会计相关信息,利用包括监督式机器学习等大数据技术,对会计信息进行量化分析,结合现有的治理和内控指数构建方法的思想,编制出一套反映企业管控能力的指数,并利用公司的财务绩效相关性对其进行效度检验.实证结果发现,该指数不仅具有当期的财务业绩相关性,也具有未来业绩的相关性,比较好地反映了企业的管控能力.     

石家庄市大气颗粒物与能见度相关性研究

运用计量地理学相关分析的方法,以石家庄市2009年12月~2011年1月数据为例,研究大气颗粒物与能见度变化的相关性.研究结果显示:相对湿度与大气能见度呈显著负相关,与颗粒物质量浓度相关性较差;大气颗粒物质量浓度与能见度之间呈负相关,[0.43,0.65)μm粒径范围内二者相关性较显著.     

Managing stochastic demand in an Inventory Routing Problem with transportation procurement

We study an Inventory Routing Problem in which the supplier has a limited production capacity and the stochastic demand of the retailers is satisfied with procurement of transportation services. The aim is to minimize the total expected cost over a planning horizon, given by the sum of the inventory cost at the supplier, the inventory cost at the retailers, the penalty cost for stock-out at the retailers and the transportation cost. First, we show that a policy based just on the average demand can have a total expected cost infinitely worse than the one obtained by taking into account the overall probability distribution of the demand in the decision process. Therefore, we introduce a stochastic dynamic programming formulation of the problem that allows us to find an optimal policy in small size instances. Finally, we design and implement a matheuristic approach, integrating a rollout algorithm and an optimal solution of mixed-integer linear programming models, which is able to solve realistic size problem instances. Computational results allow us to provide managerial insights concerning the management of stochastic demand.     

惠州凹陷典型油气聚集带成藏模式

基于地质、地震、地化等资料,采用流体包裹体分析测试技术,研究惠州凹陷典型油气聚集带的油气富集规律,建立相应的成藏模式。结果表明,文昌组烃源岩是研究区油气的主要贡献者,恩平组烃源岩之油源供给仅限于凹陷内局部区域,油气沿断层短距离垂向运移或沿复合输导体系垂向—侧向长距离运移,经历了两次大规模成藏,据此将惠西—流花油气聚集带的油气成藏模式划分为4 种类型：单源—近距离—垂向运移—多期成藏模式、混源—近距离—垂向运移—多期成藏模式、混源—近距离—垂向—侧向运移—多期成藏模式、单源—远距离—垂向—侧向运移—一期成藏模式;惠陆油气聚集带油气成藏模式为单源—近距离—垂向运移—多期幕式快速成藏模式。