IT项目工期估算方法的研究

目前,面对1T项目建设需求的快速膨胀,缺乏有效的IT项目管理理论是IT项目建设中面临的最大难题。研究如何有效地估算IT项目的工期。根据IT项目的特点,设计了一种以Delphi法为框架,融合三点法的工期估算方法。该方法一方面适应了在新技术、新资源层出不穷的条件下,IT项目面对新需求、新目标时对工期估算的要求;另一方也有效地缓解了由于IT项目开发过程中的不确定性造成的延期风险。所以,立足于IT项目的特点。该方法的设计提高了IT项目工期估算的效率。     

Proper Bayes minimax estimators of the normal mean matrix with common unknown variances

This paper addresses the problem of estimating a matrix of the normal means, where the variances are unknown but common. The approach to this problem is provided by a hierarchical Bayes modeling for which the first stage prior for the means is matrix-variate normal distribution with mean zero matrix and a covariance structure and the second stage prior for the covariance is similar to Jeffreys’ rule. The resulting hierarchical Bayes estimators relative to the quadratic loss function belong to a class of matricial shrinkage estimators. Certain conditions are obtained for admissibility and minimaxity of the hierarchical Bayes estimators.     

高考填报志愿的综合决策模型

本文对高考填报志愿系统进行定量分析,采用模糊AHP方法设计了评价模型、灰色预测方法给出了预测模型,结合实例论述了模糊AHP以及灰色预测的基本过程,对填报高考志愿这个主客观信息综合集成的复杂过程具有一定的指导意义。     

高频数据驱动的连续时间模型估计

现代金融经济学中连续时间模型能够更方便地描述重要经济变量的动态过程如股价、汇率和利率等。为连续时间模型提出了一种高频数据驱动的二阶段估计方法,增强了连续时间扩展模型的弹性和可操作性。以Vasicek模型为例给出了该方法的应用实例,首先在第一阶段使用实现波动率方法估计出模型的扩散项参数,然后使用实际数据的稳态分布的前向方程估计漂移项参数。此方法对模型初始设定和优化算法依赖程度低,结果较为稳定可靠。     

Transmuted generalized exponential distribution: A generalization of the exponential distribution with applications to survival data

In this article, we investigate the potential usefulness of the three-parameter transmuted generalized exponential distribution for analyzing lifetime data. We compare it with various generalizations of the two-parameter exponential distribution using maximum likelihood estimation. Some mathematical properties of the new extended model including expressions for the quantile and moments are investigated. We propose a location-scale regression model, based on the log-transmuted generalized exponential distribution. Two applications with real data are given to illustrate the proposed family of lifetime distributions.     

Slashed generalized exponential distribution

In this paper, we introduce an extension of the generalized exponential (GE) distribution, making it more robust against possible influential observations. The new model is defined as the quotient between a GE random variable and a beta-distributed random variable with one unknown parameter. The resulting distribution is a distribution with greater kurtosis than the GE distribution. Probability properties of the distribution such as moments and asymmetry and kurtosis are studied. Likewise, statistical properties are investigated using the method of moments and the maximum likelihood approach. Two real data analyses are reported illustrating better performance of the new model over the GE model.     

Empirical Uncertain Bayes Methods in Area‐level Models

Random effects model can account for the lack of fitting a regression model and increase precision of estimating area‐level means. However, in case that the synthetic mean provides accurate estimates, the prior distribution may inflate an estimation error. Thus, it is desirable to consider the uncertain prior distribution, which is expressed as the mixture of a one‐point distribution and a proper prior distribution. In this paper, we develop an empirical Bayes approach for estimating area‐level means, using the uncertain prior distribution in the context of a natural exponential family, which we call the empirical uncertain Bayes (EUB) method. The regression model considered in this paper includes the Poisson‐gamma and the binomial‐beta, and the normal‐normal (Fay–Herriot) model, which are typically used in small area estimation. We obtain the estimators of hyperparameters based on the marginal likelihood by using a well‐known expectation‐maximization algorithm and propose the EUB estimators of area means. For risk evaluation of the EUB estimator, we derive a second‐order unbiased estimator of a conditional mean squared error by using some techniques of numerical calculation. Through simulation studies and real data applications, we evaluate a performance of the EUB estimator and compare it with the usual empirical Bayes estimator.     

Estimation of flood frequencies from data sets with outliers using mixed distribution functions

In this paper the estimation of high return period quantiles of the flood peak and volume in the Kolubara River basin are carried out. Estimation of flood frequencies is carried out on a data set containing high outliers which are identified by the Rosner’s test. Simultaneously, low outliers are determined by the multiple Grubbs–Beck. The next step involved the usage of the mixed distribution functions applied to a data set from three populations: floods with low outliers, normal floods and floods with high outliers. The contribution of the data set with low outliers is neglected, since it should underestimate the flood quantiles with large return periods. Consequently, the best fitted mixed distribution from the applied types (EV1, GEV, P3 and LP3) was determined by using the minimum standard error of fit.     

MUSIC法的有限域单向快速频率搜索

快速傅里叶变换(FFT)算法在应用中速度快,精度较低,而MUSIC法精度高,实时性差。该文通过分析两者联合谐波频率估计的可能性,提出利用FFT算法对谐波频率进行预估计,用二分法将频域划分为有限个细小的频率区间,根据可能的有效频率选取有效区间,再通过MUSIC方法在有限的搜索区间进行频率细化,并在细化的过程中采用趋向谱幅值增大的单向搜索。通过仿真研究,该方法能有效提高信号的处理速度,加强MUSIC算法的应用。     

KS,χ~2检验方法的K分布杂波参数估计研究

提出了一种基于矩估计的KS,χ2检验方法,用于对K分布杂波进行参数估计。该方法从拟合最优的角度进行参数估计,结合矩估计将二维优化转化为一维优化问题。仿真结果表明,该参数估计方法相比于二四阶矩估计方法有明显的改善,KS与分数阶矩法相比,仿真效果较好。χ2法在小v值时与分数阶矩法相当,当v增大时,性能下降。