This paper discussed an extended model for flexibility analysis of chemical process. Under uncertainty, probability density function is used to describe uncertain parameters instead of hyper-rectangle, and chanceconst...This paper discussed an extended model for flexibility analysis of chemical process. Under uncertainty, probability density function is used to describe uncertain parameters instead of hyper-rectangle, and chanceconstrained programming is a feasible way to deal with the violation of constraints. Because the feasible region of control variables would change along with uncertain parameters, its smallest acceptable size threshold is presented to ensure the controllability condition. By synthesizing the considerations mentioned above, a modified model can describe the flexibility analysis problem more exactly. Then a hybrid algorithm, which integrates stochastic simulation and genetic algorithm, is applied to solve this model and maximize the flexibility region. Both numerical and chemical process examples are presented to demonstrate the effectiveness of the method.展开更多
The authors consider a compound Cox model of insurance risk with the additional economic assumption of a positive interest rate. As the authors note a duality result relating a compound Cox model of insurance risk wit...The authors consider a compound Cox model of insurance risk with the additional economic assumption of a positive interest rate. As the authors note a duality result relating a compound Cox model of insurance risk with a positive interest rate and a double shot noise process, the authors analyze a double shot noise process systematically for its theoretical distributional properties, based on the piecewise deterministic Markov process theory, and the martingale methodology. The authors also obtain the moments of aggregate accumulated/discounted claims where the claim arrival process follows a Cox process with shot noise intensity. Removing the parameters in a double shot noise process gradually, the authors show that it becomes a compound Cox process with shot noise intensity, a single shot noise process and a compound Poisson process. Numerical comparisons are shown between the moments （i.e. means and variances） of a compound Poisson model and their counterparts of a compound Cox model with/without considering a positive interest rate. For that purpose, the authors assume that claim sizes and primary event sizes follow an exponential distribution, respectively.展开更多
Stress ribbon bridges have many advantages and became recently more popular mostly because of their versatile form, slender decks giving a light aesthetic impression and durability assured by post tensioned concrete. ...Stress ribbon bridges have many advantages and became recently more popular mostly because of their versatile form, slender decks giving a light aesthetic impression and durability assured by post tensioned concrete. The paper presents the first in Poland stress Ribbon Bridge constructed last year. A static and dynamic analyse of the model is presented as well as construction solutions which were used to achieve the highest durability. The bridge was checked during static and dynamic load test. The results of this prove test were compared with results obtained from examination and study of other different bridge structures. It confirmed that the bridge has good dynamic resistance and greater stiffness than assumed in the design.展开更多
Teachers and textbooks are two important elements in curriculum implementation.Based on Concerns-Based Adoption Model(CBAM),a curriculum implementation measurement model designed by G.Hall and S.M.Hord,this paper anal...Teachers and textbooks are two important elements in curriculum implementation.Based on Concerns-Based Adoption Model(CBAM),a curriculum implementation measurement model designed by G.Hall and S.M.Hord,this paper analyzes the general process of curriculum implementation in terms of textbook use,establishes a model that gauges the level of textbook use and thus improves TC component check list designed by S.M.Hord.By studying five primary school math teachers,this paper measures their level of textbook use and makes a relevant comparative analysis.The result shows that the level of textbook use model is valid and accurate,and could therefore help improve teacher’s skill of textbook use and their professional development.展开更多
We propose a two-step variable selection procedure for censored quantile regression with high dimensional predictors. To account for censoring data in high dimensional case, we employ effective dimension reduction and...We propose a two-step variable selection procedure for censored quantile regression with high dimensional predictors. To account for censoring data in high dimensional case, we employ effective dimension reduction and the ideas of informative subset idea. Under some regularity conditions, we show that our procedure enjoys the model selection consistency. Simulation study and real data analysis are conducted to evaluate the finite sample performance of the proposed approach.展开更多
Human reliability analysis(HRA) is an expansion of man-machine engineering. It is also a new multidisciplinary based on behavioral science, cognitive science, information processing, system analysis and probability st...Human reliability analysis(HRA) is an expansion of man-machine engineering. It is also a new multidisciplinary based on behavioral science, cognitive science, information processing, system analysis and probability statistics in order to analyze, predict, reduce and prevent human errors. Firstly, the quantitative analysis model of HRA is proposed based on Markov process theory by using human error probability(HEP) and error correction cycle(ECC) as parameters. And human reliability evaluation criterion is built. Then, the HRA process considering error correction is proposed based on cognitive reliability and error analysis method(CREAM). Finally, according to the characteristics of armored vehicle system, common performance condition(CPC) in CREAM is improved.A reliability impact index is characterized by the overall contexts of tasks. Human reliability evaluation criterion of armored vehicle system is formulated. And the result of HRA is obtained based on the method presented in this paper. In addition, the relative weights are estimated by combining scale of 10/10—18/2 and analytical hierarchy process(AHP), and the triangular fuzzy number considering confidence factor and optimism index is adopted in order to reduce the subjectivity. The analysis results show that the method presented in this paper is reasonable and feasible. Meantime, the method can provide guidance for human reliability analysis of other weapon systems.展开更多
Uncertainty analysis and risk analysis are two important areas of modern water resource management,in which accurate variance estimation is required.The traditional runoff model is established under the assumption tha...Uncertainty analysis and risk analysis are two important areas of modern water resource management,in which accurate variance estimation is required.The traditional runoff model is established under the assumption that the variance is a constant or it changes with the seasons.However,hydrological processes in the real world are often heteroscedastic,which can be tested by McLeod-Li test and Engle Lagrange multiplier test.In such cases,the GARCH model of hydrological processes is established in this article.First,the seasonal factors in the sequence are removed.Second,the traditional ARMA model is established.Then,the GARCH model is used to correct the residual.At last,the daily runoff data in 1949-2001 of Yichang Hydrological Station is taken to be an example.The result shows that compared to the traditional ARMA model,the GARCH model has the ability to predict more accurate confidence intervals under the same confidence level.展开更多
This paper proposes an objective Bayesian method to study the degradation model with respect to a Wiener process.The Jeffreys prior and reference prior for the parameters are derived,and the propriety of the posterior...This paper proposes an objective Bayesian method to study the degradation model with respect to a Wiener process.The Jeffreys prior and reference prior for the parameters are derived,and the propriety of the posteriors under these priors is validated.Two sampling algorithms are introduced to compute the posteriors.A simulation study is conducted to investigate the performance of the objective Bayesian procedure.Finally,the authors apply the approach to a degradation data.展开更多
文摘This paper discussed an extended model for flexibility analysis of chemical process. Under uncertainty, probability density function is used to describe uncertain parameters instead of hyper-rectangle, and chanceconstrained programming is a feasible way to deal with the violation of constraints. Because the feasible region of control variables would change along with uncertain parameters, its smallest acceptable size threshold is presented to ensure the controllability condition. By synthesizing the considerations mentioned above, a modified model can describe the flexibility analysis problem more exactly. Then a hybrid algorithm, which integrates stochastic simulation and genetic algorithm, is applied to solve this model and maximize the flexibility region. Both numerical and chemical process examples are presented to demonstrate the effectiveness of the method.
文摘The authors consider a compound Cox model of insurance risk with the additional economic assumption of a positive interest rate. As the authors note a duality result relating a compound Cox model of insurance risk with a positive interest rate and a double shot noise process, the authors analyze a double shot noise process systematically for its theoretical distributional properties, based on the piecewise deterministic Markov process theory, and the martingale methodology. The authors also obtain the moments of aggregate accumulated/discounted claims where the claim arrival process follows a Cox process with shot noise intensity. Removing the parameters in a double shot noise process gradually, the authors show that it becomes a compound Cox process with shot noise intensity, a single shot noise process and a compound Poisson process. Numerical comparisons are shown between the moments （i.e. means and variances） of a compound Poisson model and their counterparts of a compound Cox model with/without considering a positive interest rate. For that purpose, the authors assume that claim sizes and primary event sizes follow an exponential distribution, respectively.
文摘Stress ribbon bridges have many advantages and became recently more popular mostly because of their versatile form, slender decks giving a light aesthetic impression and durability assured by post tensioned concrete. The paper presents the first in Poland stress Ribbon Bridge constructed last year. A static and dynamic analyse of the model is presented as well as construction solutions which were used to achieve the highest durability. The bridge was checked during static and dynamic load test. The results of this prove test were compared with results obtained from examination and study of other different bridge structures. It confirmed that the bridge has good dynamic resistance and greater stiffness than assumed in the design.
文摘Teachers and textbooks are two important elements in curriculum implementation.Based on Concerns-Based Adoption Model(CBAM),a curriculum implementation measurement model designed by G.Hall and S.M.Hord,this paper analyzes the general process of curriculum implementation in terms of textbook use,establishes a model that gauges the level of textbook use and thus improves TC component check list designed by S.M.Hord.By studying five primary school math teachers,this paper measures their level of textbook use and makes a relevant comparative analysis.The result shows that the level of textbook use model is valid and accurate,and could therefore help improve teacher’s skill of textbook use and their professional development.
基金supported by National Natural Science Foundation of China (Grant Nos. 11401383, 11301391 and 11271080)
文摘We propose a two-step variable selection procedure for censored quantile regression with high dimensional predictors. To account for censoring data in high dimensional case, we employ effective dimension reduction and the ideas of informative subset idea. Under some regularity conditions, we show that our procedure enjoys the model selection consistency. Simulation study and real data analysis are conducted to evaluate the finite sample performance of the proposed approach.
基金the Technical Basis Projects of China’s Ministry of Industry and Information Technology(No.ZQ092012B003)
文摘Human reliability analysis(HRA) is an expansion of man-machine engineering. It is also a new multidisciplinary based on behavioral science, cognitive science, information processing, system analysis and probability statistics in order to analyze, predict, reduce and prevent human errors. Firstly, the quantitative analysis model of HRA is proposed based on Markov process theory by using human error probability(HEP) and error correction cycle(ECC) as parameters. And human reliability evaluation criterion is built. Then, the HRA process considering error correction is proposed based on cognitive reliability and error analysis method(CREAM). Finally, according to the characteristics of armored vehicle system, common performance condition(CPC) in CREAM is improved.A reliability impact index is characterized by the overall contexts of tasks. Human reliability evaluation criterion of armored vehicle system is formulated. And the result of HRA is obtained based on the method presented in this paper. In addition, the relative weights are estimated by combining scale of 10/10—18/2 and analytical hierarchy process(AHP), and the triangular fuzzy number considering confidence factor and optimism index is adopted in order to reduce the subjectivity. The analysis results show that the method presented in this paper is reasonable and feasible. Meantime, the method can provide guidance for human reliability analysis of other weapon systems.
基金supported by the National Hi-Tech Research and Development Program of China ("863" Project) (Grant No. 2012BAB02B04)
文摘Uncertainty analysis and risk analysis are two important areas of modern water resource management,in which accurate variance estimation is required.The traditional runoff model is established under the assumption that the variance is a constant or it changes with the seasons.However,hydrological processes in the real world are often heteroscedastic,which can be tested by McLeod-Li test and Engle Lagrange multiplier test.In such cases,the GARCH model of hydrological processes is established in this article.First,the seasonal factors in the sequence are removed.Second,the traditional ARMA model is established.Then,the GARCH model is used to correct the residual.At last,the daily runoff data in 1949-2001 of Yichang Hydrological Station is taken to be an example.The result shows that compared to the traditional ARMA model,the GARCH model has the ability to predict more accurate confidence intervals under the same confidence level.
基金supported by the National Natural Science Foundation of China under Grant Nos.11201005,11526070 and 11601008the Project of National Bureau of Statistics under Grant No.2013LZ17+1 种基金the Project of Anhui Educational Committee under Grant No.gxfx ZD2016015the Natural Science Foundation of Anhui Province under Grant No.1408085MA07
文摘This paper proposes an objective Bayesian method to study the degradation model with respect to a Wiener process.The Jeffreys prior and reference prior for the parameters are derived,and the propriety of the posteriors under these priors is validated.Two sampling algorithms are introduced to compute the posteriors.A simulation study is conducted to investigate the performance of the objective Bayesian procedure.Finally,the authors apply the approach to a degradation data.
