Evaluation of dimension of fractal time series with the least square method

Properties of fractional Brownian motions （fBms） have been investigated by researchers in different fields, e.g. statistics, hydrology, biology, finance, and public transportation, which has helped us better understand many complex time series observed in nature [1-4]. The Hurst exponent H （0 〈 H 〈 1） is the most important parameter characterizing any given time series F（t）, where t represents the time steps, and the fractal dimension D is determined via the relation D = 2 - H.

REAL-TIME FLOOD FORECASTING METHOD WITH 1-D UNSTEADY FLOW MODEL

A real-time forecasting method coupled with the I-D unsteady flow model with the recursive least-square method was developed. The 1-D unsteady flow model was modified by using the time-variant parameter and revising it dynamically through introducing a variable weighted forgetting factor, such that the output of the model could be adjusted for the real time forecasting of floods. The application of the new real time forecasting model in the reach from Yichang to Luoshan of the Yangtze River was demonstrated. Computational result shows that the forecasting accuracy of the new model is much higher than that of the original 1-D unsteady flow model. The method developed is effective for flood forecasting, and can be used for practical operation in the flood forecasting.

Single machine stochastic JIT scheduling problem subject to machine breakdowns

In this paper we research the single machine stochastic JIT scheduling problem subject to the machine breakdowns for preemptive-resume and preemptive-repeat.The objective function of the problem is the sum of squared deviations of the job-expected completion times from the due date.For preemptive-resume,we show that the optimal sequence of the SSDE problem is V-shaped with respect to expected processing times.And a dynamic programming algorithm with the pseudopolynomial time complexity is given.We discuss the difference between the SSDE problem and the ESSD problem and show that the optimal solution of the SSDE problem is a good approximate optimal solution of the ESSD problem,and the optimal solution of the SSDE problem is an optimal solution of the ESSD problem under some conditions.For preemptive-repeat,the stochastic JIT scheduling problem has not been solved since the variances of the completion times cannot be computed.We replace the ESSD problem by the SSDE problem.We show that the optimal sequence of the SSDE problem is V-shaped with respect to the expected occupying times.And a dynamic programming algorithm with the pseudopolynomial time complexity is given.A new thought is advanced for the research of the preemptive-repeat stochastic JIT scheduling problem.

Moving scanning emitter tracking by a single observer using time of interception:Observability analysis and algorithm

The target motion analysis（TMA） for a moving scanning emitter with known fixed scan rate by a single observer using the time of interception（TOI） measurements only is investigated in this paper.By transforming the TOI of multiple scan cycles into the direction difference of arrival（DDOA） model,the observability analysis for the TMA problem is performed.Some necessary conditions for uniquely identifying the scanning emitter trajectory are obtained.This paper also proposes a weighted instrumental variable（WIV） estimator for the scanning emitter TMA,which does not require any initial solution guess and is closed-form and computationally attractive.More importantly,simulations show that the proposed algorithm can provide estimation mean square error close to the Cramer-Rao lower bound（CRLB） at moderate noise levels with significantly lower estimation bias than the conventional pseudo-linear least square（PLS） estimator.