The dual random models about the life insurance and social pension insurance have received considerable attention in the recent articles on actuarial theory and applications. This paper discusses a general kind of inc...The dual random models about the life insurance and social pension insurance have received considerable attention in the recent articles on actuarial theory and applications. This paper discusses a general kind of increasing annuity based on its force of interest accumulation function as a general random process. The dual random model of the present value of the benefits of the increasing annuity has been set, and their moments have been calculated under certain conditions.展开更多
Missiles provide long-range precision strike capabilities and have become a cornerstone of modern warfare.The contrail clouds formed by missile during their active flight phase present significant chal-lenges to high-...Missiles provide long-range precision strike capabilities and have become a cornerstone of modern warfare.The contrail clouds formed by missile during their active flight phase present significant chal-lenges to high-altitude environmental observation and target detection and tracking.Existing studies primarily focus on specific airspace regions,leaving critical gaps in understanding the effects of long dispersion times,wide altitude ranges,and variable atmospheric conditions on missile contrail clouds.To address these gaps,this article develops a numerical method based on the Lagrangian random walk model,which incorporates various velocity variation terms,including particle velocity caused by the difference of wind field,by the thermal motion of local gas molecules and by random collisions between contrail cloud particles to capture the influence of environmental wind fields,atmospheric conditions,and particle concentrations on the motion of contrail cloud particles.A general coordinate system aligned with the missile's flight trajectory is employed to represent particle distribution characteristics.The proposed method is in good agreement with the conducted experiments as well as with the available numerical simulations.The results demonstrate that the proposed model effectively simulates the dispersion state of contrail clouds,accurately reflecting the impact of large-scale wind field variations and altitude changes with high computational efficiency.Additionally,simulation results indicate that the increased distance between gas molecules in rarefied environments facilitates enhanced particle dispersion,while larger particles exhibit a faster dispersion rate due to their greater mass.展开更多
Detecting cyber attacks in networks connected to the Internet of Things(IoT)is of utmost importance because of the growing vulnerabilities in the smart environment.Conventional models,such as Naive Bayes and support v...Detecting cyber attacks in networks connected to the Internet of Things(IoT)is of utmost importance because of the growing vulnerabilities in the smart environment.Conventional models,such as Naive Bayes and support vector machine(SVM),as well as ensemble methods,such as Gradient Boosting and eXtreme gradient boosting(XGBoost),are often plagued by high computational costs,which makes it challenging for them to perform real-time detection.In this regard,we suggested an attack detection approach that integrates Visual Geometry Group 16(VGG16),Artificial Rabbits Optimizer(ARO),and Random Forest Model to increase detection accuracy and operational efficiency in Internet of Things(IoT)networks.In the suggested model,the extraction of features from malware pictures was accomplished with the help of VGG16.The prediction process is carried out by the random forest model using the extracted features from the VGG16.Additionally,ARO is used to improve the hyper-parameters of the random forest model of the random forest.With an accuracy of 96.36%,the suggested model outperforms the standard models in terms of accuracy,F1-score,precision,and recall.The comparative research highlights our strategy’s success,which improves performance while maintaining a lower computational cost.This method is ideal for real-time applications,but it is effective.展开更多
The random displacement model(RDM)can efficiently simulate particle transport processes,which are difficult to observe,incorporating stochastic and hydraulic parameters.In recent decades,it has been used in many domai...The random displacement model(RDM)can efficiently simulate particle transport processes,which are difficult to observe,incorporating stochastic and hydraulic parameters.In recent decades,it has been used in many domains,including environments,hydraulics,and ecology.However,the results exhibit significant uncertainties arising from the model resolution,hydrodynamic accuracy,intrinsic characteristics of particles,and boundary conditions.The objective of the present study is to comprehensively interpret the RDM from theory to application,and emphasize essential considerations for users in different domains.The study also provides several application strategies for the model,based on several practical RDM cases.Determining the turbulent diffusivity and velocity profiles in complex flow field is a critical step to precisely simulate particle movement.Furthermore,the physical and biological properties of passive and active particles require fundamental investigation to extend the applicability of the model.Existing studies suggest that flexibly coupling the RDM with other numerical models customized to the characteristics of distinct problems will substantially expand the utility of the RDM and could yield innovative approaches for addressing previously intractable issues.展开更多
Bayes decision rule of variance components for one-way random effects model is derived and empirical Bayes (EB) decision rules are constructed by kernel estimation method. Under suitable conditions, it is shown that t...Bayes decision rule of variance components for one-way random effects model is derived and empirical Bayes (EB) decision rules are constructed by kernel estimation method. Under suitable conditions, it is shown that the proposed EB decision rules are asymptotically optimal with convergence rates near O(n-1/2). Finally, an example concerning the main result is given.展开更多
In this paper, some experimental studies on the impact of effluent from an exhaust tower of an underground tunnel with special construction are reported. By measuring the flow field downstream of the tower in NJU mete...In this paper, some experimental studies on the impact of effluent from an exhaust tower of an underground tunnel with special construction are reported. By measuring the flow field downstream of the tower in NJU meteorological wind tunnel, some flow characteristics in the make area were established. Based on these, an advanced random\|walk dispersion model was set up and applied successfully to the simulation of dispersion in the wake area. The modelling results were in accordance with wind tunnel measurements. The computed maximum of ground surface concentration in the building case was a factor of 3-4 higher than that in the flat case and appeared much closer to the source. The simulation indicated that random walk modelling is an effective and practical tool for the wake stream impact assessment.展开更多
In this article, a law of iterated logarithm for the maximum likelihood estimator in a random censoring model with incomplete information under certain regular conditions is obtained.
In this papert we give an approach for detecting one or more outliers inrandomized linear model.The likelihood ratio test statistic and its distributions underthe null hypothesis and the alternative hypothesis are giv...In this papert we give an approach for detecting one or more outliers inrandomized linear model.The likelihood ratio test statistic and its distributions underthe null hypothesis and the alternative hypothesis are given. Furthermore,the robustnessof the test statistic in a certain sense is proved. Finally,the optimality properties of thetest are derived.展开更多
Potential of the Random Forest Model on mapping of different desertification processes was studied in Muttuma watershed of mid-Murrumbidgee river region of New South Wales,Australia.Desertification vulnerability index...Potential of the Random Forest Model on mapping of different desertification processes was studied in Muttuma watershed of mid-Murrumbidgee river region of New South Wales,Australia.Desertification vulnerability index was developed using climate,terrain,vegetation,soil and land quality indices to identify environmentally sensitive areas for desertification.Random Forest Model(RFM)was used to predict the different desertification processes such as soil erosion,salinization and waterlogging in the watershed and the information needed to train classification algorithms was obtained from satellite imagery interpretation and ground truth data.Climatic factors(evaporation,rainfall,temperature),terrain factors(aspect,slope,slope length,steepness,and wetness index),soil properties(pH,organic carbon,clay and sand content)and vulnerability indices were used as an explanatory variable.Classification accuracy and kappa index were calculated for training and testing datasets.We recorded an overall accuracy rate of 87.7%and 72.1%for training and testing sites,respectively.We found larger discrepancies between overall accuracy rate and kappa index for testing datasets(72.2%and 27.5%,respectively)suggesting that all the classes are not predicted well.The prediction of soil erosion and no desertification process was good and poor for salinization and water-logging process.Overall,the results observed give a new idea of using the knowledge of desertification process in training areas that can be used to predict the desertification processes at unvisited areas.展开更多
To reduce the computation cost of a combined probabilistic graphical model and a deep neural network in semantic segmentation, the local region condition random field (LRCRF) model is investigated which selectively ap...To reduce the computation cost of a combined probabilistic graphical model and a deep neural network in semantic segmentation, the local region condition random field (LRCRF) model is investigated which selectively applies the condition random field (CRF) to the most active region in the image. The full convolutional network structure is optimized with the ResNet-18 structure and dilated convolution to expand the receptive field. The tracking networks are also improved based on SiameseFC by considering the frame relations in consecutive-frame traffic scene maps. Moreover, the segmentation results of the greyscale input data sets are more stable and effective than using the RGB images for deep neural network feature extraction. The experimental results show that the proposed method takes advantage of the image features directly and achieves good real-time performance and high segmentation accuracy.展开更多
Species evolution is essentially a random process of interaction between biological populations and their environ- ments. As a result, some physical parameters in evolution models are subject to statistical fluctuatio...Species evolution is essentially a random process of interaction between biological populations and their environ- ments. As a result, some physical parameters in evolution models are subject to statistical fluctuations. In this work, two important parameters in the Eigen model, the fitness and mutation rate, are treated as Gaassian dis- tributed random variables simultaneously to examine the property of the error threshold. Numerical simulation results show that the error threshold in the fully random model appears as a crossover region instead of a phase transition point, and ＆s the fluctuation strength increases the crossover region becomes smoother and smoother. Furthermore, it is shown that the randomization of the mutation rate plays a dominant role in changing the error threshold in the fully random model, which is consistent with the existing experimental data. The implication of the threshold change due to the randomization for antiviral strategies is discussed.展开更多
Recently, random graphs in which vertices are characterized by hidden variables controlling the establishment of edges between pairs of vertices have attracted much attention. This paper presents a specific realizatio...Recently, random graphs in which vertices are characterized by hidden variables controlling the establishment of edges between pairs of vertices have attracted much attention. This paper presents a specific realization of a class of random network models in which the connection probability between two vertices （i, j） is a specific function of degrees ki and kj. In the framework of the configuration model of random graphsp we find the analytical expressions for the degree correlation and clustering as a function of the variance of the desired degree distribution. The obtained expressions are checked by means of numerical simulations. Possible applications of our model are discussed.展开更多
In the hierarchical random effect linear model, the Bayes estimator of random parameter are not only dependent on specific prior distribution but also it is difficult to calculate in most cases. This paper derives the...In the hierarchical random effect linear model, the Bayes estimator of random parameter are not only dependent on specific prior distribution but also it is difficult to calculate in most cases. This paper derives the distributed-free optimal linear estimator of random parameters in the model by means of the credibility theory method. The estimators the authors derive can be applied in more extensive practical scenarios since they are only dependent on the first two moments of prior parameter rather than on specific prior distribution. Finally, the results are compared with some classical models and a numerical example is given to show the effectiveness of the estimators.展开更多
The optimality of two-stage state estimation with ARMA model random bias is studiedin this paper. Firstly, the optimal augmented state Kalman filter is given; Secondly, the two-stageKalman estimator is designed. Final...The optimality of two-stage state estimation with ARMA model random bias is studiedin this paper. Firstly, the optimal augmented state Kalman filter is given; Secondly, the two-stageKalman estimator is designed. Finally, under an algebraic constraint condition, the equivalencebetween the two-stage Kalman estimator and the optimal augmented state Kalman filter is proved.Thereby, the algebraic constraint conditions of optimal two-stage state estimation in the presence ofARMA model random bias are given.展开更多
The random telegraph signal noise in the pixel source follower MOSFET is the principle component of the noise in the CMOS image sensor under low light. In this paper, the physical and statistical model of the random t...The random telegraph signal noise in the pixel source follower MOSFET is the principle component of the noise in the CMOS image sensor under low light. In this paper, the physical and statistical model of the random telegraph signal noise in the pixel source follower based on the binomial distribution is set up. The number of electrons captured or released by the oxide traps in the unit time is described as the random variables which obey the binomial distribution. As a result,the output states and the corresponding probabilities of the first and the second samples of the correlated double sampling circuit are acquired. The standard deviation of the output states after the correlated double sampling circuit can be obtained accordingly. In the simulation section, one hundred thousand samples of the source follower MOSFET have been simulated,and the simulation results show that the proposed model has the similar statistical characteristics with the existing models under the effect of the channel length and the density of the oxide trap. Moreover, the noise histogram of the proposed model has been evaluated at different environmental temperatures.展开更多
Very recently, we have applied the random walk model to fit the global temperature anomaly, CRUTEM3. With encouraging results, we apply the random walk model to fit the temperature walk that is the conversion of recor...Very recently, we have applied the random walk model to fit the global temperature anomaly, CRUTEM3. With encouraging results, we apply the random walk model to fit the temperature walk that is the conversion of recorded tem-perature and real recorded temperature in 46 gamma world cities from 1901 to 1998 in this study. The results show that the random walk model can fit both temperature walk and real recorded temperature although the fitted results from other climate models are unavailable for comparison in these 46 cities. Therefore, the random walk model can fit not only the global temperature anomaly, but also the real recorded temperatures in various cities around the world.展开更多
Remaining useful life(RUL) prediction is one of the most crucial elements in prognostics and health management(PHM). Aiming at the imperfect prior information, this paper proposes an RUL prediction method based on a n...Remaining useful life(RUL) prediction is one of the most crucial elements in prognostics and health management(PHM). Aiming at the imperfect prior information, this paper proposes an RUL prediction method based on a nonlinear random coefficient regression(RCR) model with fusing failure time data.Firstly, some interesting natures of parameters estimation based on the nonlinear RCR model are given. Based on these natures,the failure time data can be fused as the prior information reasonably. Specifically, the fixed parameters are calculated by the field degradation data of the evaluated equipment and the prior information of random coefficient is estimated with fusing the failure time data of congeneric equipment. Then, the prior information of the random coefficient is updated online under the Bayesian framework, the probability density function(PDF) of the RUL with considering the limitation of the failure threshold is performed. Finally, two case studies are used for experimental verification. Compared with the traditional Bayesian method, the proposed method can effectively reduce the influence of imperfect prior information and improve the accuracy of RUL prediction.展开更多
As one of the basic inventory cost models, the （Q, τ）inventory cost model of dual suppliers with random procurement lead time is mostly formulated by using the concepts of ＂effective lead time＂ and ＂lead time de...As one of the basic inventory cost models, the （Q, τ）inventory cost model of dual suppliers with random procurement lead time is mostly formulated by using the concepts of ＂effective lead time＂ and ＂lead time demand＂, which may lead to an imprecise inventory cost. Through the real-time statistic of the inventory quantities, this paper considers the precise （Q, τ） inventory cost model of dual supplier procurement by using an infinitesimal dividing method. The traditional modeling method of the inventory cost for dual supplier procurement includes complex procedures. To reduce the complexity effectively, the presented method investigates the statistics properties in real-time of the inventory quantities with the application of the infinitesimal dividing method. It is proved that the optimal holding and shortage costs of dual supplier procurement are less than those of single supplier procurement respectively. With the assumption that both suppliers have the same distribution of lead times, the convexity of the cost function per unit time is proved. So the optimal solution can be easily obtained by applying the classical convex optimization methods. The numerical examples are given to verify the main conclusions.展开更多
A numerical model has been developed to simulate the transport and fate of oil spilled at sea. The model combines the transport and fate processes of spilled oil with the random walk technique. Oil movement under th...A numerical model has been developed to simulate the transport and fate of oil spilled at sea. The model combines the transport and fate processes of spilled oil with the random walk technique. Oil movement under the influence of tidal currents, wind driven currents, and turbulent eddies is simulated by the PLUME RW dispersion model developed by HR Wallingford. The weathering processes in the model represent physical and chemical changes of soil slicks with time, and comprise mechanical spreading, dispersion, evaporation and emulsification. Shoreline stranding is determined approximately using a capacity method for different shoreline types. This paper presents details of the model, and describe the results of various sensitivity tests. The model is suitable for oil spill contingency planning.展开更多
文摘The dual random models about the life insurance and social pension insurance have received considerable attention in the recent articles on actuarial theory and applications. This paper discusses a general kind of increasing annuity based on its force of interest accumulation function as a general random process. The dual random model of the present value of the benefits of the increasing annuity has been set, and their moments have been calculated under certain conditions.
文摘Missiles provide long-range precision strike capabilities and have become a cornerstone of modern warfare.The contrail clouds formed by missile during their active flight phase present significant chal-lenges to high-altitude environmental observation and target detection and tracking.Existing studies primarily focus on specific airspace regions,leaving critical gaps in understanding the effects of long dispersion times,wide altitude ranges,and variable atmospheric conditions on missile contrail clouds.To address these gaps,this article develops a numerical method based on the Lagrangian random walk model,which incorporates various velocity variation terms,including particle velocity caused by the difference of wind field,by the thermal motion of local gas molecules and by random collisions between contrail cloud particles to capture the influence of environmental wind fields,atmospheric conditions,and particle concentrations on the motion of contrail cloud particles.A general coordinate system aligned with the missile's flight trajectory is employed to represent particle distribution characteristics.The proposed method is in good agreement with the conducted experiments as well as with the available numerical simulations.The results demonstrate that the proposed model effectively simulates the dispersion state of contrail clouds,accurately reflecting the impact of large-scale wind field variations and altitude changes with high computational efficiency.Additionally,simulation results indicate that the increased distance between gas molecules in rarefied environments facilitates enhanced particle dispersion,while larger particles exhibit a faster dispersion rate due to their greater mass.
基金funded by Institutional Fund Projects under grant no.(IFPDP-261-22)。
文摘Detecting cyber attacks in networks connected to the Internet of Things(IoT)is of utmost importance because of the growing vulnerabilities in the smart environment.Conventional models,such as Naive Bayes and support vector machine(SVM),as well as ensemble methods,such as Gradient Boosting and eXtreme gradient boosting(XGBoost),are often plagued by high computational costs,which makes it challenging for them to perform real-time detection.In this regard,we suggested an attack detection approach that integrates Visual Geometry Group 16(VGG16),Artificial Rabbits Optimizer(ARO),and Random Forest Model to increase detection accuracy and operational efficiency in Internet of Things(IoT)networks.In the suggested model,the extraction of features from malware pictures was accomplished with the help of VGG16.The prediction process is carried out by the random forest model using the extracted features from the VGG16.Additionally,ARO is used to improve the hyper-parameters of the random forest model of the random forest.With an accuracy of 96.36%,the suggested model outperforms the standard models in terms of accuracy,F1-score,precision,and recall.The comparative research highlights our strategy’s success,which improves performance while maintaining a lower computational cost.This method is ideal for real-time applications,but it is effective.
基金Project supported by the National Natural Science Foundation of China(Grant Nos.12402493,U2340216,52020105006 and 12272281)supported by the China Postdoctoral Science Foundation(Grant Nos.2024M752476,2025T180862)the Postdoctoral Project of Hubei Province(Grant No.2024HBBHCXA060).
文摘The random displacement model(RDM)can efficiently simulate particle transport processes,which are difficult to observe,incorporating stochastic and hydraulic parameters.In recent decades,it has been used in many domains,including environments,hydraulics,and ecology.However,the results exhibit significant uncertainties arising from the model resolution,hydrodynamic accuracy,intrinsic characteristics of particles,and boundary conditions.The objective of the present study is to comprehensively interpret the RDM from theory to application,and emphasize essential considerations for users in different domains.The study also provides several application strategies for the model,based on several practical RDM cases.Determining the turbulent diffusivity and velocity profiles in complex flow field is a critical step to precisely simulate particle movement.Furthermore,the physical and biological properties of passive and active particles require fundamental investigation to extend the applicability of the model.Existing studies suggest that flexibly coupling the RDM with other numerical models customized to the characteristics of distinct problems will substantially expand the utility of the RDM and could yield innovative approaches for addressing previously intractable issues.
基金The project is partly supported by NSFC (19971085)the Doctoral Program Foundation of the Institute of High Education and the Special Foundation of Chinese Academy of Sciences.
文摘Bayes decision rule of variance components for one-way random effects model is derived and empirical Bayes (EB) decision rules are constructed by kernel estimation method. Under suitable conditions, it is shown that the proposed EB decision rules are asymptotically optimal with convergence rates near O(n-1/2). Finally, an example concerning the main result is given.
文摘In this paper, some experimental studies on the impact of effluent from an exhaust tower of an underground tunnel with special construction are reported. By measuring the flow field downstream of the tower in NJU meteorological wind tunnel, some flow characteristics in the make area were established. Based on these, an advanced random\|walk dispersion model was set up and applied successfully to the simulation of dispersion in the wake area. The modelling results were in accordance with wind tunnel measurements. The computed maximum of ground surface concentration in the building case was a factor of 3-4 higher than that in the flat case and appeared much closer to the source. The simulation indicated that random walk modelling is an effective and practical tool for the wake stream impact assessment.
文摘In this article, a law of iterated logarithm for the maximum likelihood estimator in a random censoring model with incomplete information under certain regular conditions is obtained.
文摘In this papert we give an approach for detecting one or more outliers inrandomized linear model.The likelihood ratio test statistic and its distributions underthe null hypothesis and the alternative hypothesis are given. Furthermore,the robustnessof the test statistic in a certain sense is proved. Finally,the optimality properties of thetest are derived.
文摘Potential of the Random Forest Model on mapping of different desertification processes was studied in Muttuma watershed of mid-Murrumbidgee river region of New South Wales,Australia.Desertification vulnerability index was developed using climate,terrain,vegetation,soil and land quality indices to identify environmentally sensitive areas for desertification.Random Forest Model(RFM)was used to predict the different desertification processes such as soil erosion,salinization and waterlogging in the watershed and the information needed to train classification algorithms was obtained from satellite imagery interpretation and ground truth data.Climatic factors(evaporation,rainfall,temperature),terrain factors(aspect,slope,slope length,steepness,and wetness index),soil properties(pH,organic carbon,clay and sand content)and vulnerability indices were used as an explanatory variable.Classification accuracy and kappa index were calculated for training and testing datasets.We recorded an overall accuracy rate of 87.7%and 72.1%for training and testing sites,respectively.We found larger discrepancies between overall accuracy rate and kappa index for testing datasets(72.2%and 27.5%,respectively)suggesting that all the classes are not predicted well.The prediction of soil erosion and no desertification process was good and poor for salinization and water-logging process.Overall,the results observed give a new idea of using the knowledge of desertification process in training areas that can be used to predict the desertification processes at unvisited areas.
文摘To reduce the computation cost of a combined probabilistic graphical model and a deep neural network in semantic segmentation, the local region condition random field (LRCRF) model is investigated which selectively applies the condition random field (CRF) to the most active region in the image. The full convolutional network structure is optimized with the ResNet-18 structure and dilated convolution to expand the receptive field. The tracking networks are also improved based on SiameseFC by considering the frame relations in consecutive-frame traffic scene maps. Moreover, the segmentation results of the greyscale input data sets are more stable and effective than using the RGB images for deep neural network feature extraction. The experimental results show that the proposed method takes advantage of the image features directly and achieves good real-time performance and high segmentation accuracy.
基金Supported by the Natural Science Foundation of Hebei Province under Grant No C2013202192
文摘Species evolution is essentially a random process of interaction between biological populations and their environ- ments. As a result, some physical parameters in evolution models are subject to statistical fluctuations. In this work, two important parameters in the Eigen model, the fitness and mutation rate, are treated as Gaassian dis- tributed random variables simultaneously to examine the property of the error threshold. Numerical simulation results show that the error threshold in the fully random model appears as a crossover region instead of a phase transition point, and ＆s the fluctuation strength increases the crossover region becomes smoother and smoother. Furthermore, it is shown that the randomization of the mutation rate plays a dominant role in changing the error threshold in the fully random model, which is consistent with the existing experimental data. The implication of the threshold change due to the randomization for antiviral strategies is discussed.
基金Project supported by the National Natural Science Foundation of China （Grant Nos 10375025 and 10275027） and the Cultivation Fund of the Key Scientific and Technical Innovation Project, Ministry of Education of China （Grant No 704035）
文摘Recently, random graphs in which vertices are characterized by hidden variables controlling the establishment of edges between pairs of vertices have attracted much attention. This paper presents a specific realization of a class of random network models in which the connection probability between two vertices （i, j） is a specific function of degrees ki and kj. In the framework of the configuration model of random graphsp we find the analytical expressions for the degree correlation and clustering as a function of the variance of the desired degree distribution. The obtained expressions are checked by means of numerical simulations. Possible applications of our model are discussed.
基金supported by the National Science Foundation of China under Grant Nos.71361015,71340010,71371074the Jiangxi Provincial Natural Science Foundation under Grant No.20142BAB201013+2 种基金China Postdoctoral Science Foundation under Grant No.2013M540534China Postdoctoral Fund special Project under Grant No.2014T70615Jiangxi Postdoctoral Science Foundation under Grant No.2013KY53
文摘In the hierarchical random effect linear model, the Bayes estimator of random parameter are not only dependent on specific prior distribution but also it is difficult to calculate in most cases. This paper derives the distributed-free optimal linear estimator of random parameters in the model by means of the credibility theory method. The estimators the authors derive can be applied in more extensive practical scenarios since they are only dependent on the first two moments of prior parameter rather than on specific prior distribution. Finally, the results are compared with some classical models and a numerical example is given to show the effectiveness of the estimators.
文摘The optimality of two-stage state estimation with ARMA model random bias is studiedin this paper. Firstly, the optimal augmented state Kalman filter is given; Secondly, the two-stageKalman estimator is designed. Finally, under an algebraic constraint condition, the equivalencebetween the two-stage Kalman estimator and the optimal augmented state Kalman filter is proved.Thereby, the algebraic constraint conditions of optimal two-stage state estimation in the presence ofARMA model random bias are given.
基金Project supported by the National Natural Science Foundation of China(Grant Nos.61372156 and 61405053)the Natural Science Foundation of Zhejiang Province of China(Grant No.LZ13F04001)
文摘The random telegraph signal noise in the pixel source follower MOSFET is the principle component of the noise in the CMOS image sensor under low light. In this paper, the physical and statistical model of the random telegraph signal noise in the pixel source follower based on the binomial distribution is set up. The number of electrons captured or released by the oxide traps in the unit time is described as the random variables which obey the binomial distribution. As a result,the output states and the corresponding probabilities of the first and the second samples of the correlated double sampling circuit are acquired. The standard deviation of the output states after the correlated double sampling circuit can be obtained accordingly. In the simulation section, one hundred thousand samples of the source follower MOSFET have been simulated,and the simulation results show that the proposed model has the similar statistical characteristics with the existing models under the effect of the channel length and the density of the oxide trap. Moreover, the noise histogram of the proposed model has been evaluated at different environmental temperatures.
文摘Very recently, we have applied the random walk model to fit the global temperature anomaly, CRUTEM3. With encouraging results, we apply the random walk model to fit the temperature walk that is the conversion of recorded tem-perature and real recorded temperature in 46 gamma world cities from 1901 to 1998 in this study. The results show that the random walk model can fit both temperature walk and real recorded temperature although the fitted results from other climate models are unavailable for comparison in these 46 cities. Therefore, the random walk model can fit not only the global temperature anomaly, but also the real recorded temperatures in various cities around the world.
基金supported by National Natural Science Foundation of China (61703410,61873175,62073336,61873273,61773386,61922089)。
文摘Remaining useful life(RUL) prediction is one of the most crucial elements in prognostics and health management(PHM). Aiming at the imperfect prior information, this paper proposes an RUL prediction method based on a nonlinear random coefficient regression(RCR) model with fusing failure time data.Firstly, some interesting natures of parameters estimation based on the nonlinear RCR model are given. Based on these natures,the failure time data can be fused as the prior information reasonably. Specifically, the fixed parameters are calculated by the field degradation data of the evaluated equipment and the prior information of random coefficient is estimated with fusing the failure time data of congeneric equipment. Then, the prior information of the random coefficient is updated online under the Bayesian framework, the probability density function(PDF) of the RUL with considering the limitation of the failure threshold is performed. Finally, two case studies are used for experimental verification. Compared with the traditional Bayesian method, the proposed method can effectively reduce the influence of imperfect prior information and improve the accuracy of RUL prediction.
基金supported by the National High Technology Research and Development Program of China(863 Program)(2007AA04Z102)the National Natural Science Foundation of China(6087407160574077).
文摘As one of the basic inventory cost models, the （Q, τ）inventory cost model of dual suppliers with random procurement lead time is mostly formulated by using the concepts of ＂effective lead time＂ and ＂lead time demand＂, which may lead to an imprecise inventory cost. Through the real-time statistic of the inventory quantities, this paper considers the precise （Q, τ） inventory cost model of dual supplier procurement by using an infinitesimal dividing method. The traditional modeling method of the inventory cost for dual supplier procurement includes complex procedures. To reduce the complexity effectively, the presented method investigates the statistics properties in real-time of the inventory quantities with the application of the infinitesimal dividing method. It is proved that the optimal holding and shortage costs of dual supplier procurement are less than those of single supplier procurement respectively. With the assumption that both suppliers have the same distribution of lead times, the convexity of the cost function per unit time is proved. So the optimal solution can be easily obtained by applying the classical convex optimization methods. The numerical examples are given to verify the main conclusions.
文摘A numerical model has been developed to simulate the transport and fate of oil spilled at sea. The model combines the transport and fate processes of spilled oil with the random walk technique. Oil movement under the influence of tidal currents, wind driven currents, and turbulent eddies is simulated by the PLUME RW dispersion model developed by HR Wallingford. The weathering processes in the model represent physical and chemical changes of soil slicks with time, and comprise mechanical spreading, dispersion, evaporation and emulsification. Shoreline stranding is determined approximately using a capacity method for different shoreline types. This paper presents details of the model, and describe the results of various sensitivity tests. The model is suitable for oil spill contingency planning.
