阶梯电价背景下基于贝叶斯分析的用电需求模型

阶梯电价不仅引导居民合理、节约用电,而且减少了用户之间的电价交叉补贴,但在实际应用中存在多种不确定因素,如居民用电需求变动以及各档电量的确定范围等。针对居民用电需求变动,本文提出了基于贝叶斯估计方法的阶梯电价用电需求模型。首先提出基于阶梯电价的需求函数;其次对阶梯电价用电需求函数进行贝叶斯分析,分别从统计模型、似然函数、后验分布以及加速收敛四个方面分析;最后,对1250个用户的用电数据进行估计,将影响因素带入模型得出各用户的用电需求,确定了贝叶斯估计对用电需求模型构建的适用性。     

On Myopic Stability Concepts for Hedonic Games

We present a unified look at myopic stability concepts for hedonic games, and discuss the status of the existence problems of stable coalition structures. In particular, we show that contractual strictly core stable coalition structures always exist, and present a sufficient condition for the existence of contractually Nash stable coalition structures on the class of separable games. We gratefully acknowledge financial support from the Alexander von Humboldt Foundation (D. Dimitrov)“by “D. Dimitrov gratefully acknowledges financial support from the Alexander von Humboldt Foundation.     

A Class of Convolution‐Based Models for Spatio‐Temporal Processes with Non‐Separable Covariance Structure

Abstract. In this article, we propose a new parametric family of models for real‐valued spatio‐temporal stochastic processes S ( x , t ) and show how low‐rank approximations can be used to overcome the computational problems that arise in fitting the proposed class of models to large datasets. Separable covariance models, in which the spatio‐temporal covariance function of S ( x , t ) factorizes into a product of purely spatial and purely temporal functions, are often used as a convenient working assumption but are too inflexible to cover the range of covariance structures encountered in applications. We define positive and negative non‐separability and show that in our proposed family we can capture positive, zero and negative non‐separability by varying the value of a single parameter.     

代理关系中仲裁条款的独立性

通过代理人签订合同是一种普遍的商业行为,在代理人为被代理人签订的包含有仲裁条款的合同中,当事人对代理行为的效力产生争议时,合同中仲裁条款的效力如何认定是一个值得探讨的问题。单纯用代理理论去认定通过代理的仲裁条款的效力会得出违背仲裁制度的结论。从仲裁条款独立性的基本价值理念分析代理关系中仲裁条款的效力可以对该问题有一个合理的解答,不同类型越权代理行为中的仲裁条款对被代理人及相对人应当有不同的效力。     

Nonparametric Matching and Efficient Estimators of Homothetically Separable Functions

For vectors z and w and scalar v, let r(v, z, w) be a function that can be nonparametrically estimated consistently and asymptotically normally, such as a distribution, density, or conditional mean regression function. We provide consistent, asymptotically normal nonparametric estimators for the functions G and H, where r(v, z, w) = H[vG(z), w], and some related models. This framework encompasses homothetic and homothetically separable functions, and transformed partly additive models r(v, z, w) = h[v + g(z), w] for unknown functions gand h Such models reduce the curse of dimensionality, provide a natural generalization of linear index models, and are widely used in utility, production, and cost function applications. We also provide an estimator of Gthat is oracle efficient, achieving the same performance as an estimator based on local least squares when H is known.     

多传感器系统的灵敏度、选择性与精度

对多传感器系统预处理部分的灵敏度、选择性、精度及分离性作了全面分析，并引用矩阵范数证明了估计精度和分离性的上界。这些上界揭示了精度和分离性与设计阵的条件数［Ｃｏｎｄ（Ｂ）］以及设计阵偏离值δＢ和随机变量ε之间的关系。这表明，欲提高多传感器系统的估计精度，可通过控制Ｃｏｎｄ（Ｂ）、δＢ和ε来实现     

Monopolistic competition,as you like it

We explore monopolistic competition with asymmetric preferences over a variety of goods provided by heterogeneous firms, and compute equilibria (approximating Cournot and Bertrand equilibria when market shares are negligible) through average Morishima elasticities of substitution. Further results concerning pricing and entry emerge under homotheticity and when demands depend on a common aggregator, as with Generalized Additively Separable preferences. Under additivity we can determine which goods are going to be provided under free entry, as well as the selection effects associated with changes in market size, consumers' income, aggregate productivity, and preference parameters.     

Foundations of Intrinsic Habit Formation

We provide theoretical foundations for several common (nested) representations of intrinsic linear habit formation. Our axiomatization introduces an intertemporal theory of weaning a decision‐maker from her habits using the device of compensation. We clarify differences across specifications of the model, provide measures of habit‐forming tendencies, and suggest methods for axiomatizing time‐nonseparable preferences.     

L－Fuzzy可数性的可加性

在Ｌ－ｆｕｚｚｙ拓扑和空间的基础上，讨论了Ｌ－ｆｕｚｚｙ第一可数性、第二可数性及可分性的可加性。     

The Bias in Price Elasticity Estimates Under Homothetic Separability: Implications for Analysis of Peak-Load Electricity Pricing

This article demonstrates that the assumption of a homothetically separable utility function places a priori restrictions on the parameters of the demand system. If these restrictions are unwarranted, an open question if they are not explicitly tested, they will lead to biased price elasticity estimates. In particular, we show that the uncompensated own-price elasticities must be smaller than the negative of the expenditure shares; that is, the price elasticity of peak electricity demand must be less than the negative of the share of expenditure devoted to peak electricity. This finding is probably not new to economists familiar with consumer demand analysis. Nevertheless, many recent studies of consumer demand for electricity under time-of-day rates explicitly impose this restriction. The resulting price elasticity estimates are usually quite large in absolute value (.5 to .8); but they are the product of restrictive a priori assumptions as well as information embodied in the sample data. The results of two analyses of time-of-day experiments, where the researchers imposed the untested assumption of homothetic separability, are examined more closely. We find that the reported price elasticities are strongly influenced by that a priori assumption. A Monte Carlo experiment demonstrates that using this model will lead to the reported price elasticities even if the consumption data are perfectly random with respect to price.