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Optimized Lagged Multiple Linear Regression Model for MJO Prediction:Considering the Surface and Subsurface Oceanic Processes over the Maritime Continent
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作者 LU Kecheng LI Yiran +1 位作者 HU Haibo WANG Ziyi 《Journal of Ocean University of China》 2025年第4期840-850,共11页
The Madden-Julian Oscillation(MJO)is a key atmospheric component connecting global weather and climate.It func-tions as a primary source for subseasonal forecasts.Previous studies have highlighted the vital impact of ... The Madden-Julian Oscillation(MJO)is a key atmospheric component connecting global weather and climate.It func-tions as a primary source for subseasonal forecasts.Previous studies have highlighted the vital impact of oceanic processes on MJO propagation.However,few existing MJO prediction approaches adequately consider these factors.This study determines the critical region for the oceanic processes affecting MJO propagation by utilizing 22-year Climate Forecast System Reanalysis data.By intro-ducing surface and subsurface oceanic temperature within this critical region into a lagged multiple linear regression model,the MJO forecasting skill is considerably optimized.This optimization leads to a 12 h enhancement in the forecasting skill of the first principal component and efficiently decreases prediction errors for the total predictions.Further analysis suggests that,during the years in which MJO events propagate across the Maritime Continent over a more southerly path,the optimized statistical forecasting model obtains better improvements in MJO prediction. 展开更多
关键词 Madden-Julian Oscillation statistical forecasting Maritime Continent oceanic processes lagged multiple linear re-gression model
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Convergent Molecular Landscapes of COVID-19 and Multiple Sclerosis:Neutrophil Infiltration and the S100A8 Axis(English)
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作者 MA Keqiang CAI Yisheng +6 位作者 HUANG Shaobin CAI Yaxuan DU Hong ZENG Yong TAN Lijun QU Xiaochao CHEN Xiangding 《生命科学研究》 2025年第4期350-363,376,共15页
Despite suggested shared pathophysiological mechanisms between coronavirus disease 2019(COVID-19)and multiple sclerosis(MS),the molecular pathways underlying their relationship remain unclear.Herein,gene expression pr... Despite suggested shared pathophysiological mechanisms between coronavirus disease 2019(COVID-19)and multiple sclerosis(MS),the molecular pathways underlying their relationship remain unclear.Herein,gene expression profiles of COVID-19(GSE171110,GSE152641)and MS(GSE66573,GSE159225)datasets were analyzed using Gene Ontology(GO)enrichment analysis,Kyoto Encyclopedia of Genes and Genomes(KEGG)pathway enrichment analysis,and protein-protein interaction(PPI)network construction.A two-acsample Mendelian randomization(MR)study was performed to establish potential causal relationships.A total of 165 shared differentially expressed genes(DEGs)were identified,with significant enrichment in pathways related to humoral immune response,neutrophil migration,and cytokine-receptor interactions in both conditions.Validation by receiver operating characteristic(ROC)curve analysis demonstrated that the hub genes S100A8,S100A9,S100A12,and ALOX5AP achieved area under the curve(AUC)values above 0.7 for both diseases.Increased neutrophil infiltration was positively correlated with upregulated expression of these genes,particularly demonstrating significant associations between the hub gene expression and neutrophil activity pathways.MR analysis suggested a causal relationship between S100A8 expression and susceptibility to both conditions and neutrophil counts,while ALOX5AP was indicated as a potential MS risk factor.These findings suggest that COVID-19 and MS co-occurrence is associated with neutrophil infiltration,highlighting S100A8 as both a promising biomarker and therapeutic target. 展开更多
关键词 coronavirus disease 2019(COVID-19) multiple sclerosis(MS) NEUTROPHIL immune process multi-omics Mendelian randomization(MR)
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Mechanical Properties and Microstructure of Bionic Non-Smooth Stainless Steel Surface by Laser Multiple Processing 被引量:7
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作者 Jin-zhong Lu~(1,2) ,Chao-jun Yang~(1,2) ,Lei Zhang~(1,2),Ai-xin Feng ~(1,2) ,Yin-fang Jiang~(1,2)1.School of Mechanical Engineering,Jiangsu University,Zhenjiang 212013,P.R.China2.Jiangsu Provincial Key Laboratory for Science and Technology of Photon Manufacturing,Zhenjiang 212013,P.R.China 《Journal of Bionic Engineering》 SCIE EI CSCD 2009年第2期180-185,共6页
Laser multiple processing, i.e. laser surface texturing and then Laser Shock Processing (LSP), is a new surface processing technology for the preparation of bionic non-smooth surfaces. Based on engineering bionics, sa... Laser multiple processing, i.e. laser surface texturing and then Laser Shock Processing (LSP), is a new surface processing technology for the preparation of bionic non-smooth surfaces. Based on engineering bionics, samples of bionic non-smooth surfaces of stainless steel 0Crl 8Ni9 were manufactured in the form of reseau structure by laser multiple processing. The mechanical properties (including microhardness, residual stress, surface roughness) and microstructure of the samples treated by laser multiple processing were compared with those of the samples without LSP The results show that the mechanical properties of these samples by laser multiple processing were clearly improved in comparison with those of the samples without LSP The mechanisms underlying the improved surface microhardness and surface residual stress were analyzed, and the relations between hardness, comnressive residual stress and roughness were also presented. 展开更多
关键词 laser multiple processing laser surface texturing laser shock processing stainless steel 0Cr18Ni9 MICROHARDNESS residual stress roughness
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Multiple Model Soft Sensor Based on Affinity Propagation, Gaussian Process and Bayesian Committee Machine 被引量:32
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作者 李修亮 苏宏业 褚健 《Chinese Journal of Chemical Engineering》 SCIE EI CAS CSCD 2009年第1期95-99,共5页
Presented is a multiple model soft sensing method based on Affinity Propagation (AP), Gaussian process (GP) and Bayesian committee machine (BCM). AP clustering arithmetic is used to cluster training samples acco... Presented is a multiple model soft sensing method based on Affinity Propagation (AP), Gaussian process (GP) and Bayesian committee machine (BCM). AP clustering arithmetic is used to cluster training samples according to their operating points. Then, the sub-models are estimated by Gaussian Process Regression (GPR). Finally, in order to get a global probabilistic prediction, Bayesian committee mactnne is used to combine the outputs of the sub-estimators. The proposed method has been applied to predict the light naphtha end point in hydrocracker fractionators. Practical applications indicate that it is useful for the online prediction of quality monitoring in chemical processes. 展开更多
关键词 multiple model soft sensor affinity propagation Gaussian process Bayesian committee machine
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Unique microstructure and property of a 2024 aluminum alloy subjected to upsetting extrusion multiple processing 被引量:2
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作者 LIXiaoqiang LIYuanyuan +3 位作者 CHENWeiping LONGYan HULianxi WANGErde 《Rare Metals》 SCIE EI CAS CSCD 2004年第1期74-78,共5页
The microstructure and hardness of a 2024 aluminum alloy subjected tomulti-pass upsetting extrusion at ambient temperature were studied. Experimental results indicatedthat with the number of upsetting extrusion passes... The microstructure and hardness of a 2024 aluminum alloy subjected tomulti-pass upsetting extrusion at ambient temperature were studied. Experimental results indicatedthat with the number of upsetting extrusion passes increasing, the grains of the alloy are graduallyrefined and the hardness increases correspondingly. After ten passes of upsetting extrusionprocessing, the grain size decreases to less than 200 nm in diameter and the sample maintains itsoriginal shape, while the hardness is double owing to equal-axial ultrafine grains and workhardening effect caused by large plastic deformation. 展开更多
关键词 metal microstructure upsetting extrusion multiple processing PROPERTY
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CHANNEL ERROR CORRECTION FOR WIDEBAND SAR-A JOINT MULTIPLE SUBPULSES PROCESSING METHOD 被引量:3
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作者 Chen Shuxuan Jiang Limin Xiang Maosheng 《Journal of Electronics(China)》 2011年第1期134-140,共7页
A novel method,referred to as joint multiple subpulses processing,is developed to calibrate the nonideal transfer function of radio frequency front-end and I/Q imbalance in quadrature modulate/demodulate systems simul... A novel method,referred to as joint multiple subpulses processing,is developed to calibrate the nonideal transfer function of radio frequency front-end and I/Q imbalance in quadrature modulate/demodulate systems simultaneously,which frequently occur in wideband Synthetic Aperture Radar(SAR) systems.Based on the time-frequency relation of the chirp signal and the analyses of the channel errors in wideband SAR,joint multiple subpulses processing method is adopted to separate the image frequency component due to the I/Q channel error.Then,the complete description of the channel error is acquired for building the correction function,which is used to correct the radar raw echo in frequency domain.The validity and capability of this method are demonstrated by the experiments of the channel error correction on the high resolution SAR system with the effective bandwidth of 500 MHz. 展开更多
关键词 Wideband Synthetic Aperture Radar(SAR) Channel error Joint multiple subpulses processing Weighted least squares Correction function
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Multiple-response optimization for melting process of aluminum melting furnace based on response surface methodology with desirability function 被引量:3
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作者 周孑民 王计敏 +2 位作者 闫红杰 李世轩 贵广臣 《Journal of Central South University》 SCIE EI CAS 2012年第10期2875-2885,共11页
To reduce the fuel consumption and emissions and also enhance the molten aluminum quality, a mathematical model with user-developed melting model and burning capacity model, were established according to the features ... To reduce the fuel consumption and emissions and also enhance the molten aluminum quality, a mathematical model with user-developed melting model and burning capacity model, were established according to the features of melting process of regenerative aluminum melting furnaces. Based on validating results by heat balance test for an aluminum melting furnace, CFD (computational fluid dynamics) technique, in association with statistical experimental design were used to optimize the melting process of the aluminum melting furnace. Four important factors influencing the melting time, such as horizontal angle between burners, height-to-radius ratio, natural gas mass flow and air preheated temperature, were identified by PLACKETT-BURMAN design. A steepest descent method was undertaken to determine the optimal regions of these factors. Response surface methodology with BOX-BEHNKEN design was adopted to further investigate the mutual interactions between these variables on RSD (relative standard deviation) of aluminum temperature, RSD of furnace temperature and melting time. Multiple-response optimization by desirability function approach was used to determine the optimum melting process parameters. The results indicate that the interaction between the height-to-radius ratio and horizontal angle between burners affects the response variables significantly. The predicted results show that the minimum RSD of aluminum temperature (12.13%), RSD of furnace temperature (18.50%) and melting time (3.9 h) could be obtained under the optimum conditions of horizontal angle between burners as 64°, height-to-radius ratio as 0.3, natural gas mass flow as 599 m3/h, and air preheated temperature as 639 ℃. These predicted values were further verified by validation experiments. The excellent correlation between the predicted and experimental values confirms the validity and practicability of this statistical optimum strategy. 展开更多
关键词 aluminum melting furnace melting process response surface methodology desirability function multiple response parameter optimization numerical simulation PLACKETT-BURMAN design BOX-BEHNKEN design
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Stochastic Model for Multiple Classes and Subclasses Simple Documents Processing 被引量:1
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作者 Pierre Moukeli Mbindzoukou Arsène Roland Moukoukou Marius Massala 《Intelligent Information Management》 2021年第2期124-140,共17页
The issue of document management has been raised for a long time, especially with the appearance of office automation in the 1980s, which led to dematerialization and Electronic Document Management (EDM). In the same ... The issue of document management has been raised for a long time, especially with the appearance of office automation in the 1980s, which led to dematerialization and Electronic Document Management (EDM). In the same period, workflow management has experienced significant development, but has become more focused on the industry. However, it seems to us that document workflows have not had the same interest for the scientific community. But nowadays, the emergence and supremacy of the Internet in electronic exchanges are leading to a massive dematerialization of documents;which requires a conceptual reconsideration of the organizational framework for the processing of said documents in both public and private administrations. This problem seems open to us and deserves the interest of the scientific community. Indeed, EDM has mainly focused on the storage (referencing) and circulation of documents (traceability). It paid little attention to the overall behavior of the system in processing documents. The purpose of our researches is to model document processing systems. In the previous works, we proposed a general model and its specialization in the case of small documents (any document processed by a single person at a time during its processing life cycle), which represent 70% of documents processed by administrations, according to our study. In this contribution, we extend the model for processing small documents to the case where they are managed in a system comprising document classes organized in subclasses;which is the case for most administrations. We have thus observed that this model is a Markovian <i>M<sup>L×K</sup>/M<sup>L×K</sup>/</i>1 queues network. We have analyzed the constraints of this model and deduced certain characteristics and metrics. <span style="white-space:normal;"><i></i></span><i>In fine<span style="white-space:normal;"></span></i>, the ultimate objective of our work is to design a document workflow management system, integrating a component of global behavior prediction. 展开更多
关键词 Document processing WORKFLOW Hierarchic Chart Counting processes Stochastic Models Waiting Lines Markov processes Priority Queues multiple Class and Subclass Queues
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Direct Observation of Carrier Transportation Process in InGaAs/GaAs Multiple Quantum Wells Used for Solar Cells and Photodetectors 被引量:1
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作者 孙庆灵 王禄 +7 位作者 江洋 马紫光 王文奇 孙令 王文新 贾海强 周均铭 陈弘 《Chinese Physics Letters》 SCIE CAS CSCD 2016年第10期103-106,共4页
The resonant excitation is used to generate photo-excited carriers in quantum wells to observe the process of the carriers transportation by comparing the photoluminescence results between quantum wells with and witho... The resonant excitation is used to generate photo-excited carriers in quantum wells to observe the process of the carriers transportation by comparing the photoluminescence results between quantum wells with and without a p-n junction. It is observed directly in experiment that most of the photo-excited carriers in quantum wells with a p-n junction escape from quantum wells and form photoeurrent rather than relax to the ground state of the quantum wells. The photo absorption coei^cient of multiple quantum wells is also enhanced by a p-n junction. The results pave a novel way for solar cells and photodetectors making use of low-dimensional structure. 展开更多
关键词 INGAAS on of Direct Observation of Carrier Transportation process in InGaAs/GaAs multiple Quantum Wells Used for Solar Cells and Photodetectors in for
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On Optimal Sparse-Control Problems Governed by Jump-Diffusion Processes 被引量:1
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作者 Beatrice Gaviraghi Andreas Schindele +1 位作者 Mario Annunziato Alfio Borzì 《Applied Mathematics》 2016年第16期1978-2004,共27页
A framework for the optimal sparse-control of the probability density function of a jump-diffusion process is presented. This framework is based on the partial integro-differential Fokker-Planck (FP) equation that gov... A framework for the optimal sparse-control of the probability density function of a jump-diffusion process is presented. This framework is based on the partial integro-differential Fokker-Planck (FP) equation that governs the time evolution of the probability density function of this process. In the stochastic process and, correspondingly, in the FP model the control function enters as a time-dependent coefficient. The objectives of the control are to minimize a discrete-in-time, resp. continuous-in-time, tracking functionals and its L2- and L1-costs, where the latter is considered to promote control sparsity. An efficient proximal scheme for solving these optimal control problems is considered. Results of numerical experiments are presented to validate the theoretical results and the computational effectiveness of the proposed control framework. 展开更多
关键词 jump-diffusion processes Partial Integro-Differential Fokker-Planck Equation Optimal Control Theory Nonsmooth Optimization Proximal Methods
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Achieving Large-area Bulk Ultrafine Grained Cu via Submerged Multiple-pass Friction Stir Processing 被引量:2
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《Journal of Materials Science & Technology》 SCIE EI CAS CSCD 2013年第12期1111-1115,共5页
Large-area bulk ultrafine grained (UFG) pure Cu was successfully prepared by multiple-pass overlapping friction stir processing (FSP) under additional rapid cooling. Overlapping FSP did not exert a significant eff... Large-area bulk ultrafine grained (UFG) pure Cu was successfully prepared by multiple-pass overlapping friction stir processing (FSP) under additional rapid cooling. Overlapping FSP did not exert a significant effect on the microstructure and mechanical properties of the FSP UFG Cu. Similar average grain size was achieved in the transitional zone (TZ) of the multiple-pass FSP sample compared to that in the nugget zone of the single-pass FSP sample, and the TZ exhibited a strong {111}(112) type A fiber shear texture, Very weak softening occurred in the TZ of the multiple-pass FSP UFG Cu, resulting in a relatively uniform hardness distribution throughout the whole processed zone. A high yield strength of - 310 MPa and a uniform elongation of - 13% were achieved in the bulk FSP UFG Cu. This study provides an effective strategy to prepare large-area bulk IUFG materials. 展开更多
关键词 Friction stir processing multiple-pass Ultrafine grains Microstructure Mechanical properties
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The Distribution of Multiple Shot Noise Process and Its Integral
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作者 Jiwook Jang 《Applied Mathematics》 2014年第3期478-489,共12页
In this paper, we study multiple shot noise process and its integral. We analyse these two processes systematically for their theoretical distributions, based on the piecewise deterministic Markov process theory devel... In this paper, we study multiple shot noise process and its integral. We analyse these two processes systematically for their theoretical distributions, based on the piecewise deterministic Markov process theory developed by Davis [1] and the martingale methodology used by Dassios and Jang [2]. The analytic expressions of the Laplace transforms of these two processes are presented. We also obtain the multivariate probability generating function for the number of jumps, for which we use a multivariate Cox process. To derive these, we assume that the Cox processes jumps, intensity jumps and primary event jumps are independent of each other. Using the Laplace transform of the integral of multiple shot noise process, we obtain the tail of multivariate distributions of the first jump times of the Cox processes, i.e. the multivariate survival functions. Their numerical calculations and other relevant joint distributions’ numerical values are also presented. 展开更多
关键词 multiple Shot Noise process and ITS INTEGRAL MULTIVARIATE Cox process Piecewise Deterministic Markov process MARTINGALE Methodology MULTIVARIATE Survival Functions
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Comparison of Sensory Processing and Semantic Differentiation in Peoples with Schizophrenia, Multiple Sclerosis and Alzheimer’s Disease
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作者 Jahan Sadat Asadi Bijaeyeh Hosein Ghamari Givi Ali Sheykholeslami 《International Journal of Clinical Medicine》 2017年第4期257-264,共8页
Aim: The purpose of this study was comparison of sensory processing and semantic differentiation in patients with schizophrenia, multiple sclerosis (MS) and Alzheimer’s disease. Method: Our research method was causal... Aim: The purpose of this study was comparison of sensory processing and semantic differentiation in patients with schizophrenia, multiple sclerosis (MS) and Alzheimer’s disease. Method: Our research method was causal-comparative. Statistical population were patients with schizophrenia and patients with multiple sclerosis and Alzheimer’s disease that are kept by formal caregivers in welfare centers in Guilan or by informal caregivers in families in Rasht city of Guilan province in Iran. 45 persons with MS, Alzheimer’s disease and schizophrenia (in each group 15 persons) were randomly selected by accessible sampling method in 2014. Then, subjects were asked to response to sensory profile questionnaires to measure of sensory processing and ozgood semantic differentiation questionnaires to measure of semantic differentiation, then raw data were analyzed by multiple analyses of variance with using of spss16 software. Results: P value less than 0.05, namely p 0.05), had the maximum mean in three groups. Discussion and Conclusion: Because sensory processing and semantic differentiation aren’t in a desirable condition in patients with schizophrenia, so it is necessary that the people who are at high risk of developing the disease or the initial stages of the disease, must be acted to improve their sensory processing and semantic differentiation. 展开更多
关键词 SCHIZOPHRENIA multiple SCLEROSIS ALZHEIMER SENSORY processing Semantic DIFFERENTIATION
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Multiple time scales of fluvial processes—theory and applications
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作者 G.Pender 《Theoretical & Applied Mechanics Letters》 CAS 2011年第5期1-7,共7页
Fluvial processes comprise water flow,sediment transport and bed evolution,which normally feature distinct time scales.The time scales of sediment transport and bed deformation relative to the flow essentially measure... Fluvial processes comprise water flow,sediment transport and bed evolution,which normally feature distinct time scales.The time scales of sediment transport and bed deformation relative to the flow essentially measure how fast sediment transport adapts to capacity region in line with local flow scenario and the bed deforms in comparison with the flow,which literally dictates if a capacity based and/or decoupled model is justified.This paper synthesizes the recently developed multiscale theory for sediment-laden flows over erodible bed,with bed load and suspended load transport,respectively.It is unravelled that bed load transport can adapt to capacity sufficiently rapidly even under highly unsteady flows and thus a capacity model is mostly applicable,whereas a non-capacity model is critical for suspended sediment because of the lower rate of adaptation to capacity.Physically coupled modelling is critical for fluvial processes characterized by rapid bed variation.Applications are outlined on very active bed load sediment transported by flash floods and landslide dam break floods. 展开更多
关键词 sediment-laden flow fluvial processes capacity/non-capacity model coupled/decoupled model multiple time scales FLOODING
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Cadmium-containing Wastewater Induced by SRB:Effect of Multiple Ions and Mineralization Process
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作者 WANG Jiyong ZHOU Jie +1 位作者 HE Wei HUANG Pinyuan 《Journal of Wuhan University of Technology(Materials Science)》 SCIE EI CAS 2021年第6期927-933,共7页
The effects of various general and heavy metal ions in acidic cadmium-containing wastewater on SBR desulfurization and cadmium removal under different concentrations were studied.CrO_(4)^(2-) and S^(2-) inhibited SRB ... The effects of various general and heavy metal ions in acidic cadmium-containing wastewater on SBR desulfurization and cadmium removal under different concentrations were studied.CrO_(4)^(2-) and S^(2-) inhibited SRB mineralization,and Mg^(2+),Ca^(2+),Fe^(2+),and Fe^(3+) promoted SRB mineralization at low concentration(<50 mg/L).The inhibitory concentrations of Cu^(2+),Mn^(2+),Co^(2+),Zn^(2+),Pb^(2+),Hg^(2+),Cr^(3+),and Ni^(2+) were 10,30,2,20,25,5,30 mg/L,respectively.The inhibition order was Co^(2+)>Hg^(2+)>Cu^(2+)>Ni^(2+)>Zn^(2+)>Pb^(2+)>Mn^(2+)>Cr^(3+).Furthermore,the inverted microscopy and scanning electron microscopy(SEM)were used to observe the sediment crystallization process from macroscopic and microscopic viewpoints in the optimized ion environment.The experimental results show that under the mineralization of SRB,cadmium sediment crystallization is mainly divided into the rapid growth of bacteria,crystal nucleus production,block formation,and crystallization occuration.At the same time,X-ray diffraction(XRD)and energy-dispersive spectra(EDS)have also confirmed the sediment and crystallization. 展开更多
关键词 SRB mineralization process CADMIUM multiple ions
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Carbazole-based Multiple Resonance Dendrimers with Narrowband Blue Emission for Solution-Processed OLEDs
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作者 Jia-Peng Liu Liang Chen +4 位作者 Lei Zhao Cui-Yan Tong Shu-Meng Wang Shi-Yang Shao Li-Xiang Wang 《Chinese Journal of Polymer Science》 SCIE EI CAS CSCD 2023年第5期802-810,I0011,共10页
Three carbazole-based multiple resonance dendrimers namely D1-BNN,D2-BNN and D3-BNN,are developed for solution-processed narrowband blue organic light-emitting diodes(OLEDs)by introducing the first-,second-,and third-... Three carbazole-based multiple resonance dendrimers namely D1-BNN,D2-BNN and D3-BNN,are developed for solution-processed narrowband blue organic light-emitting diodes(OLEDs)by introducing the first-,second-,and third-generation carbazole dendrons in periphery of boron,nitrogen-doped polycyclic aromatic hydrocarbon skeleton.Different from D1-BNN containing first-generation carbazole dendron showing moderate photoluminescent quantum efficiency(PLQY)of 68%in solid state and broadened emission bands with full-width at half maximum(FWHM)increasing from 26 nm to 34 nm upon doping concentration growing from 10 wt%to 40 wt%,D3-BNN with the third-generation carbazole dendron exhibits high PLQY of 92%and weak dependence of photoluminescent spectra on doping concentration,which can remain narrowband emissions with unchanged FWHM of 24 nm at same doping concentration range.Solution-processed OLEDs employing D3-BNN as emitter reveal blue electroluminescence at 477 nm with FWHM of 24 nm,and maximum external quantum efficiency(EQE)of 17.3%which is kept at 14.4%at doping concentration of 40 wt%,much superior than the D1-BNN devices showing maximum EQE of 13.0%that drops to 3.7%at 40 wt%doping concentration. 展开更多
关键词 multiple resonance DENDRIMER NARROWBAND Blue emission Solution process
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THE JOINT DISTRIBUTIONS OF SOME ACTUARIAL DIAGNOSTICS FOR THE JUMP-DIFFUSION RISK PROCESS
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作者 吕玉华 吴荣 徐润 《Acta Mathematica Scientia》 SCIE CSCD 2010年第3期664-676,共13页
In this article, the joint distributions of several actuarial diagnostics which are important to insurers' running for the jump-diffusion risk process are examined. They include the ruin time, the time of the surplus... In this article, the joint distributions of several actuarial diagnostics which are important to insurers' running for the jump-diffusion risk process are examined. They include the ruin time, the time of the surplus process leaving zero ultimately (simply, the ultimately leaving-time), the surplus immediately prior to ruin, the supreme profits before ruin, the supreme profits and deficit until it leaves zero ultimately and so on. The explicit expressions for their distributions are obtained mainly by the various properties of Levy process, such as the homogeneous strong Markov property and the spatial homogeneity property etc, moveover, the many properties for Brownian motion. 展开更多
关键词 jump-diffusion risk process Brownian motion time of ruin ultimately leaving-time homogeneous strong Markov property
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RATE OF CONVERGENCE FOR MULTIPLE CHANGEPOINTS ESTIMATION OF MOVING-AVERAGE PROCESSES
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作者 Li Yunxia Zhang Lixin 《Applied Mathematics(A Journal of Chinese Universities)》 SCIE CSCD 2005年第4期416-422,共7页
In this paper, the least square estimator in the problem of multiple change points estimation is studied. Here, the moving-average processes of ALNQD sequence in the mean shifts are discussed. When the number of chang... In this paper, the least square estimator in the problem of multiple change points estimation is studied. Here, the moving-average processes of ALNQD sequence in the mean shifts are discussed. When the number of change points is known, the rate of convergence of change-points estimation is derived. The result is also true for p-mixing, φ-mixing, a-mixing, associated and negatively associated sequences under suitable conditions. 展开更多
关键词 mean shift multiple change points moving-average process ALNQD least square.
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Optimal Control for Insurers with a Jump-diffusion Risk Process
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作者 吴锟 肖建武 罗荣华 《Chinese Quarterly Journal of Mathematics》 2015年第4期562-569,共8页
In this paper, the optimal XL-reinsurance of an insurer with jump-diffusion risk process is studied. With the assumptions that the risk process is a compound Possion process perturbed by a standard Brownian motion and... In this paper, the optimal XL-reinsurance of an insurer with jump-diffusion risk process is studied. With the assumptions that the risk process is a compound Possion process perturbed by a standard Brownian motion and the reinsurance premium is calculated according to the variance principle, the implicit expression of the priority and corresponding value function when the utility function is exponential are obtained. At last, the value function is argued, the properties of the priority about parameters are discussed and numerical results of the priority for various claim-size distributions are shown. 展开更多
关键词 HJB equation variance principle jump-diffusion process
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A Genetic Algorithm for Single Machine Scheduling with Fuzzy Processing Time and Multiple Objectives
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作者 吴超超 顾幸生 《Journal of Donghua University(English Edition)》 EI CAS 2004年第3期185-189,共5页
In this paper, by considering the fuzzy nature of the data in real-life problems, single machine scheduling problems with fuzzy processing time and multiple objectives are formulated and an efficient genetic algorithm... In this paper, by considering the fuzzy nature of the data in real-life problems, single machine scheduling problems with fuzzy processing time and multiple objectives are formulated and an efficient genetic algorithm which is suitable for solving these problems is proposed. As illustrative numerical examples, twenty jobs processing on a machine is considered. The feasibility and effectiveness of the proposed method have been demonstrated in the simulation. 展开更多
关键词 SCHEDULING single machine genetic algorithms fuzzy processing time multiple objectives
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