Currently, some fault prognosis technology occasionally has relatively unsatisfied performance especially for in- cipient faults in nonlinear processes duo to their large time delay and complex internal connection. To...Currently, some fault prognosis technology occasionally has relatively unsatisfied performance especially for in- cipient faults in nonlinear processes duo to their large time delay and complex internal connection. To overcome this deficiency, multivariate time delay analysis is incorporated into the high sensitive local kernel principal component analysis. In this approach, mutual information estimation and Bayesian information criterion (BIC) are separately used to acquire the correlation degree and time delay of the process variables. Moreover, in order to achieve prediction, time series prediction by back propagation (BP) network is applied whose input is multivar- iate correlated time series other than the original time series. Then the multivariate time delayed series and future values obtained by time series prediction are combined to construct the input of local kernel principal component analysis (LKPCA) model for incipient fault prognosis. The new method has been exemplified in a sim- ple nonlinear process and the complicated Tennessee Eastman (TE) benchmark process. The results indicate that the new method has suoerioritv in the fault prognosis sensitivity over other traditional fault prognosis methods.展开更多
In this study, surface air temperature from 75 meteorological stations above 3000 m on the Tibetan Plateau are applied for evaluation of the European Centre for Medium-Range Weather Forecasts(ECMWF) third-generation r...In this study, surface air temperature from 75 meteorological stations above 3000 m on the Tibetan Plateau are applied for evaluation of the European Centre for Medium-Range Weather Forecasts(ECMWF) third-generation reanalysis product ERA-Interim in the period of 1979-2010. High correlations ranging from 0.973 to 0.999 indicate that ERA-Interim could capture the annual cycle very well. However, an average root-meansquare error(rmse) of 3.7°C for all stations reveals that ERA-Interim could not be applied directly for the individual sites. The biases can be mainly attributed to the altitude differences between ERA-Interim grid points and stations. An elevation correction method based on monthly lapse rates is limited to reduce the bias for all stations. Generally, ERA-Interim captured the Plateau-Wide annual and seasonal climatologies very well. The spatial variance is highly related to the topographic features of the TP. The temperature increases significantly(10°C- 15°C) from the western to the eastern Tibetan Plateau for all seasons, in particular during winter and summer. A significant warming trend(0.49°C/decade) is found over the entire Tibetan Plateau using station time series from 1979-2010. ERA-Interim captures the annual warming trend with an increase rate of 0.33°C /decade very well. The observation data and ERA-Interim data both showed the largest warming trends in winter with values of 0.67°C/decade and 0.41°C/decade, respectively. We conclude that in general ERA-Interim captures the temperature trends very well and ERA-Interim is reliable for climate change investigation over the Tibetan Plateau under the premise of cautious interpretation.展开更多
In order to effectively avoid the defects of a traditional discounted cash flow method, a trinomial tree pricing model of the real option is improved and used to forecast the investment price of mining. Taking Molybde...In order to effectively avoid the defects of a traditional discounted cash flow method, a trinomial tree pricing model of the real option is improved and used to forecast the investment price of mining. Taking Molybdenum ore as an example, a theoretical model for the hurdle price under the optimal investment timing is constructed. Based on the example data, the op- tion price model is simulated. By the model, mine investment price can be computed and forecast effectively. According to the characteristics of mine investment, cut-off grade, reserve estimation and mine life in different price also can be quantified. The result shows that it is reliable and practical to enhance the accuracy for mining investment decision.展开更多
The measurement of customer assets value has become a significant task in the field of marketing. Although a series of achievements have been formed, the deeper research is still needed in the following aspects: how ...The measurement of customer assets value has become a significant task in the field of marketing. Although a series of achievements have been formed, the deeper research is still needed in the following aspects: how to build parameter estimation model of various variables based on the interaction among customer assets elements and how to get the scientific and available measured data. In order to solve these problems, this paper, based on the characteristics of customer relationship in Business to Business (B to B) enterprise and the analysis of the variable factors in the interactive models will systematically and practically use the seemingly unrelated regression method to construct three main parameters estimation models in the customer assets measurement model, and prove the feasibility of the model through a case study. Research results show that measurement model system constructed by this method solves the problem of interaction and germination among parameters influencing factors. At the same time, factors concentration simplifies data sources to ensure the reliability and objectivity of the data, and thus improve the accuracy and feasibility of the estimation of customer assets value.展开更多
This paper investigates a risk-averse inventory model by balancing the expected profit and conditional value-at-risk (CVaR) in a newsvendor model setting. We find out that: i) The optimal order quantity is increas...This paper investigates a risk-averse inventory model by balancing the expected profit and conditional value-at-risk (CVaR) in a newsvendor model setting. We find out that: i) The optimal order quantity is increasing in the shortage cost for both the CVaR only criterion and the tradeoff objective, ii) For the case of zero shortage cost, the optimal order quantity to the CVaR criterion or tradeoff objective is increasing in the selling price, respectively. However, it may not be monotonic in the selling price when incorporating a substantial shortage cost. Moreover, it may be larger or less than the risk-neutral solution, iii) Under the tradeoff objective function, although the optimal order quantity for the model without shortage cost is increasing in the weight put on the expected profit, this property may not be true in general for the model with a substantial shortage cost. Some numerical examples are conducted to verify our results and observations.展开更多
基金Supported by the National Natural Science Foundation of China(61573051,61472021)the Natural Science Foundation of Beijing(4142039)+1 种基金Open Fund of the State Key Laboratory of Software Development Environment(SKLSDE-2015KF-01)Fundamental Research Funds for the Central Universities(PT1613-05)
文摘Currently, some fault prognosis technology occasionally has relatively unsatisfied performance especially for in- cipient faults in nonlinear processes duo to their large time delay and complex internal connection. To overcome this deficiency, multivariate time delay analysis is incorporated into the high sensitive local kernel principal component analysis. In this approach, mutual information estimation and Bayesian information criterion (BIC) are separately used to acquire the correlation degree and time delay of the process variables. Moreover, in order to achieve prediction, time series prediction by back propagation (BP) network is applied whose input is multivar- iate correlated time series other than the original time series. Then the multivariate time delayed series and future values obtained by time series prediction are combined to construct the input of local kernel principal component analysis (LKPCA) model for incipient fault prognosis. The new method has been exemplified in a sim- ple nonlinear process and the complicated Tennessee Eastman (TE) benchmark process. The results indicate that the new method has suoerioritv in the fault prognosis sensitivity over other traditional fault prognosis methods.
基金funded by Fujian Bureau of Surveying,Mapping and Geoinformation(Grant No.2013S17)Natural Science Foundation of China(Grant No.71373130)+2 种基金Non-Profit Research Projects of Fujian Province,China(Grant No2013R04)Key Project of the Department of Science and Technology of Fujian Province,China(Grant No.2012Y4001)supported by the ECMWF’s public web server(http://apps.ecmwf.int/datasets/)
文摘In this study, surface air temperature from 75 meteorological stations above 3000 m on the Tibetan Plateau are applied for evaluation of the European Centre for Medium-Range Weather Forecasts(ECMWF) third-generation reanalysis product ERA-Interim in the period of 1979-2010. High correlations ranging from 0.973 to 0.999 indicate that ERA-Interim could capture the annual cycle very well. However, an average root-meansquare error(rmse) of 3.7°C for all stations reveals that ERA-Interim could not be applied directly for the individual sites. The biases can be mainly attributed to the altitude differences between ERA-Interim grid points and stations. An elevation correction method based on monthly lapse rates is limited to reduce the bias for all stations. Generally, ERA-Interim captured the Plateau-Wide annual and seasonal climatologies very well. The spatial variance is highly related to the topographic features of the TP. The temperature increases significantly(10°C- 15°C) from the western to the eastern Tibetan Plateau for all seasons, in particular during winter and summer. A significant warming trend(0.49°C/decade) is found over the entire Tibetan Plateau using station time series from 1979-2010. ERA-Interim captures the annual warming trend with an increase rate of 0.33°C /decade very well. The observation data and ERA-Interim data both showed the largest warming trends in winter with values of 0.67°C/decade and 0.41°C/decade, respectively. We conclude that in general ERA-Interim captures the temperature trends very well and ERA-Interim is reliable for climate change investigation over the Tibetan Plateau under the premise of cautious interpretation.
文摘In order to effectively avoid the defects of a traditional discounted cash flow method, a trinomial tree pricing model of the real option is improved and used to forecast the investment price of mining. Taking Molybdenum ore as an example, a theoretical model for the hurdle price under the optimal investment timing is constructed. Based on the example data, the op- tion price model is simulated. By the model, mine investment price can be computed and forecast effectively. According to the characteristics of mine investment, cut-off grade, reserve estimation and mine life in different price also can be quantified. The result shows that it is reliable and practical to enhance the accuracy for mining investment decision.
文摘The measurement of customer assets value has become a significant task in the field of marketing. Although a series of achievements have been formed, the deeper research is still needed in the following aspects: how to build parameter estimation model of various variables based on the interaction among customer assets elements and how to get the scientific and available measured data. In order to solve these problems, this paper, based on the characteristics of customer relationship in Business to Business (B to B) enterprise and the analysis of the variable factors in the interactive models will systematically and practically use the seemingly unrelated regression method to construct three main parameters estimation models in the customer assets measurement model, and prove the feasibility of the model through a case study. Research results show that measurement model system constructed by this method solves the problem of interaction and germination among parameters influencing factors. At the same time, factors concentration simplifies data sources to ensure the reliability and objectivity of the data, and thus improve the accuracy and feasibility of the estimation of customer assets value.
基金This research was supported by the Social Science Foundation of the Ministry of Education of China under Grant No. 07JA630015, the National Natural Science Foundation of China under Grant Nos. 70901059 and 70901029, and the Fundamental Research Funds for the Central Universities under Grant No. 105-275171.
文摘This paper investigates a risk-averse inventory model by balancing the expected profit and conditional value-at-risk (CVaR) in a newsvendor model setting. We find out that: i) The optimal order quantity is increasing in the shortage cost for both the CVaR only criterion and the tradeoff objective, ii) For the case of zero shortage cost, the optimal order quantity to the CVaR criterion or tradeoff objective is increasing in the selling price, respectively. However, it may not be monotonic in the selling price when incorporating a substantial shortage cost. Moreover, it may be larger or less than the risk-neutral solution, iii) Under the tradeoff objective function, although the optimal order quantity for the model without shortage cost is increasing in the weight put on the expected profit, this property may not be true in general for the model with a substantial shortage cost. Some numerical examples are conducted to verify our results and observations.