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
With the rapid development of global information and the increasing dependence on network for people, network security problems are becoming more and more serious. By analyzing the existing security assessment methods...With the rapid development of global information and the increasing dependence on network for people, network security problems are becoming more and more serious. By analyzing the existing security assessment methods, we propose a network security situation evaluation system based on modified D-S evidence theory is proposed. Firstly, we give a modified D-S evidence theory to improve the reliability and rationality of the fusion result and apply the theory to correlation analysis. Secondly, the attack successful support is accurately calculated by matching internal factors with external threats. Multi-module evaluation is established to comprehensively evaluate the situation of network security. Finally we use an example of actual network datasets to validate the network security situation evaluation system. The simulation result shows that the system can not only reduce the rate of false positives and false alarms, but also effectively help analysts comprehensively to understand the situation of network security.展开更多
Testability plays an important role in improving the readiness and decreasing the lifecycle cost of equipment. Testability demonstration and evaluation is of significance in measuring such testability indexes as fault...Testability plays an important role in improving the readiness and decreasing the lifecycle cost of equipment. Testability demonstration and evaluation is of significance in measuring such testability indexes as fault detection rate(FDR) and fault isolation rate(FIR), which is useful to the producer in mastering the testability level and improving the testability design, and helpful to the consumer in making purchase decisions. Aiming at the problems with a small sample of testability demonstration test data(TDTD) such as low evaluation confidence and inaccurate result, a testability evaluation method is proposed based on the prior information of multiple sources and Bayes theory. Firstly, the types of prior information are analyzed. The maximum entropy method is applied to the prior information with the mean and interval estimate forms on the testability index to obtain the parameters of prior probability density function(PDF), and the empirical Bayesian method is used to get the parameters for the prior information with a success-fail form. Then, a parametrical data consistency check method is used to check the compatibility between all the sources of prior information and TDTD. For the prior information to pass the check, the prior credibility is calculated. A mixed prior distribution is formed based on the prior PDFs and the corresponding credibility. The Bayesian posterior distribution model is acquired with the mixed prior distribution and TDTD, based on which the point and interval estimates are calculated.Finally, examples of a flying control system are used to verify the proposed method. The results show that the proposed method is feasible and effective.展开更多
Using theory of Bayesian Dynamic Models and Forecasting , this paper mainly deals with the problem on state estimation for singular discrete time stochastic linear system. And a new method of state estimation l...Using theory of Bayesian Dynamic Models and Forecasting , this paper mainly deals with the problem on state estimation for singular discrete time stochastic linear system. And a new method of state estimation linear Bayes estimation (LBE for short) has been proposed.展开更多
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.
基金Supported by the Foundation of Tianjin for Science and Technology Innovation(10FDZDGX00400,11ZCKFGX00900)Key Project of Educational Reform Foundation of Tianjin Municipal Education Commission(C03-0809)
文摘With the rapid development of global information and the increasing dependence on network for people, network security problems are becoming more and more serious. By analyzing the existing security assessment methods, we propose a network security situation evaluation system based on modified D-S evidence theory is proposed. Firstly, we give a modified D-S evidence theory to improve the reliability and rationality of the fusion result and apply the theory to correlation analysis. Secondly, the attack successful support is accurately calculated by matching internal factors with external threats. Multi-module evaluation is established to comprehensively evaluate the situation of network security. Finally we use an example of actual network datasets to validate the network security situation evaluation system. The simulation result shows that the system can not only reduce the rate of false positives and false alarms, but also effectively help analysts comprehensively to understand the situation of network security.
基金co-supported by the National Natural Science Foundation of China(No.51105369)Shanghai Aerospace Science and Technology Foundation(No.SAST201313)
文摘Testability plays an important role in improving the readiness and decreasing the lifecycle cost of equipment. Testability demonstration and evaluation is of significance in measuring such testability indexes as fault detection rate(FDR) and fault isolation rate(FIR), which is useful to the producer in mastering the testability level and improving the testability design, and helpful to the consumer in making purchase decisions. Aiming at the problems with a small sample of testability demonstration test data(TDTD) such as low evaluation confidence and inaccurate result, a testability evaluation method is proposed based on the prior information of multiple sources and Bayes theory. Firstly, the types of prior information are analyzed. The maximum entropy method is applied to the prior information with the mean and interval estimate forms on the testability index to obtain the parameters of prior probability density function(PDF), and the empirical Bayesian method is used to get the parameters for the prior information with a success-fail form. Then, a parametrical data consistency check method is used to check the compatibility between all the sources of prior information and TDTD. For the prior information to pass the check, the prior credibility is calculated. A mixed prior distribution is formed based on the prior PDFs and the corresponding credibility. The Bayesian posterior distribution model is acquired with the mixed prior distribution and TDTD, based on which the point and interval estimates are calculated.Finally, examples of a flying control system are used to verify the proposed method. The results show that the proposed method is feasible and effective.
文摘Using theory of Bayesian Dynamic Models and Forecasting , this paper mainly deals with the problem on state estimation for singular discrete time stochastic linear system. And a new method of state estimation linear Bayes estimation (LBE for short) has been proposed.