A New Maximum Test via the Dependent Samples t-Test and the Wilcoxon Signed-Ranks Test

A maximum test in lieu of forcing a choice between the two dependent samples t-test and Wilcoxon signed-ranks test is proposed. The maximum test, which requires a new table of critical values, maintains nominal α while guaranteeing the maximum power of the two constituent tests. Critical values, obtained via Monte Carlo methods, are uniformly smaller than the Bonferroni-Dunn adjustment, giving it power superiority when testing for treatment alternatives of shift in location parameter when data are sampled from non-normal distributions.

Modified DS np Chart Using Generalized Multiple Dependent State Sampling under Time Truncated Life Test

This study presents the design of a modified attributed control chart based on a double sampling(DS)np chart applied in combination with generalized multiple dependent state(GMDS)sampling to monitor the mean life of the product based on the time truncated life test employing theWeibull distribution.The control chart developed supports the examination of the mean lifespan variation for a particular product in the process of manufacturing.Three control limit levels are used:the warning control limit,inner control limit,and outer control limit.Together,they enhance the capability for variation detection.A genetic algorithm can be used for optimization during the in-control process,whereby the optimal parameters can be established for the proposed control chart.The control chart performance is assessed using the average run length,while the influence of the model parameters upon the control chart solution is assessed via sensitivity analysis based on an orthogonal experimental design withmultiple linear regression.A comparative study was conducted based on the out-of-control average run length,in which the developed control chart offered greater sensitivity in the detection of process shifts while making use of smaller samples on average than is the case for existing control charts.Finally,to exhibit the utility of the developed control chart,this paper presents its application using simulated data with parameters drawn from the real set of data.

Designing Adaptive Multiple Dependent State Sampling Plan for Accelerated Life Tests

A novel adaptive multiple dependent state sampling plan(AMDSSP)was designed to inspect products from a continuous manufacturing process under the accelerated life test(ALT)using both double sampling plan(DSP)and multiple dependent state sampling plan(MDSSP)concepts.Under accelerated conditions,the lifetime of a product follows the Weibull distribution with a known shape parameter,while the scale parameter can be determined using the acceleration factor(AF).The Arrhenius model is used to estimate AF when the damaging process is temperature-sensitive.An economic design of the proposed sampling plan was also considered for the ALT.A genetic algorithm with nonlinear optimization was used to estimate optimal plan parameters to minimize the average sample number(ASN)and total cost of inspection(TC)under both producer’s and consumer’s risks.Numerical results are presented to support the AMDSSP for the ALT,while performance comparisons between the AMDSSP,the MDSSP and a single sampling plan(SSP)for the ALT are discussed.Results indicated that the AMDSSP was more flexible and efficient for ASN and TC than the MDSSP and SSP plans under accelerated conditions.The AMDSSP also had a higher operating characteristic(OC)curve than both the existing sampling plans.Two real datasets of electronic devices for the ALT at high temperatures demonstrated the practicality and usefulness of the proposed sampling plan.

A Novel Multiple Dependent State Sampling Plan Based on Time Truncated Life Tests Using Mean Lifetime

The design of a new adaptive version of the multiple dependent state(AMDS)sampling plan is presented based on the time truncated life test under the Weibull distribution.We achieved the proposed sampling plan by applying the concept of the double sampling plan and existing multiple dependent state sampling plans.A warning sign for acceptance number was proposed to increase the probability of current lot acceptance.The optimal plan parameters were determined simultaneously with nonlinear optimization problems under the producer’s risk and consumer’s risk.A simulation study was presented to support the proposed sampling plan.A comparison between the proposed and existing sampling plans,namely multiple dependent state(MDS)sampling plans and a modified multiple dependent state(MMDS)sampling plan,was considered under the average sampling number and operating characteristic curve values.In addition,the use of two real datasets demonstrated the practicality and usefulness of the proposed sampling plan.The results indicated that the proposed plan is more flexible and efficient in terms of the average sample number compared to the existing MDS and MMDS sampling plans.

Exponential synchronization of complex dynamical networks with Markovian jumping parameters using sampled-data and mode-dependent probabilistic time-varying delays

In this paper, the problem of exponential synchronization of complex dynamical networks with Markovian jumping parameters using sampled-data and Mode-dependent probabilistic time-varying coupling delays is investigated. The sam- pling period is assumed to be time-varying and bounded. The information of probability distribution of the time-varying delay is considered and transformed into parameter matrices of the transferred complex dynamical network model. Based on the condition, the design method of the desired sampled data controller is proposed. By constructing a new Lyapunov functional with triple integral terms, delay-distribution-dependent exponential synchronization criteria are derived in the form of linear matrix inequalities. Finally, two numerical examples are given to illustrate the effectiveness of the proposed methods.

ASYMPTOTICS OF THE RESIDUALS DENSITY ESTIMATION IN NONPARAMETRIC REGRESSION UNDER m(n)-DEPENDENT SAMPLE

Let Y_i=M(X_i)+ei, where M(x)=E(Y|X=x) is an unknown realfunction on B(? R), {(X_1,Y_i)} is a stationary and m(n)-dependent sample from(X, Y), the residuals {e_i} are independent of {X_i} and have unknown common densityf(x). In [2] a nonparametric estimate f_n(x) for f(x) has been proposed on the basisof the residuals estimates. In this paper, we further obtain the asymptotic normalityand the law of the iterated logarithm of f_n(x) under some suitable conditions. Theseresults together with those in [2] bring the asymptotic theory for the residuals densityestimate in nonparametric regression under m(n)-dependent sample to completion.

Exact Distributions of Waiting Time Problems of Mixed Frequencies and Runs in Markov Dependent Trials

We study waiting time problems for first-order Markov dependent trials via conditional probability generating functions. Our models involve α frequency cells and β run cells with prescribed quotas and an additional γ slack cells without quotas. For any given and , in our Model I we determine the waiting time until at least frequency cells and at least run cells reach their quotas. For any given τ ≤ α + β, in our Model II we determine the waiting time until τ cells reach their quotas. Computer algorithms are developed to calculate the distributions, expectations and standard deviations of the waiting time random variables of the two models. Numerical results demonstrate the efficiency of the algorithms.

基于依赖结构和Gibbs Sampling的离散数据聚类

建立了一种新的离散数据聚类方法,该方法结合变量之间的依赖结构和Gibbs sampling进行离散数据聚类,能够显著提高抽样效率,并且避免使用EM算法进行聚类所带来的问题。试验结果表明,该方法能够有效地进行离散数据的聚类。

Asymptotics for partly linear regression with dependent samples and ARCH errors:consistency with rates

Partly linear regression model is useful in practice, but littleis investigated in the literature to adapt it to the real data which are dependent and conditionally heteroscedastic. In this paper, the estimators of the regression components are constructed via local polynomial fitting and the large sample properties are explored. Under certain mild regularities, the conditions are obtained to ensure that the estimators of the nonparametric component and its derivatives are consistent up to the convergence rates which are optimal in the i.i.d. case, and the estimator of the parametric component is root-n consistent with the same rate as for parametric model. The technique adopted in the proof differs from that used and corrects the errors in the reference by Hamilton and Truong under i.i.d. samples.

Novel Stability Criteria for Sampled-Data Systems With Variable Sampling Periods

This paper is concerned with a novel Lyapunovlike functional approach to the stability of sampled-data systems with variable sampling periods. The Lyapunov-like functional has four striking characters compared to usual ones. First, it is time-dependent. Second, it may be discontinuous. Third, not every term of it is required to be positive definite. Fourth, the Lyapunov functional includes not only the state and the sampled state but also the integral of the state. By using a recently reported inequality to estimate the derivative of this Lyapunov functional, a sampled-interval-dependent stability criterion with reduced conservatism is obtained. The stability criterion is further extended to sampled-data systems with polytopic uncertainties. Finally, three examples are given to illustrate the reduced conservatism of the stability criteria.

Statistical inference for dependence competing risks model under middle censoring

Middle censoring is an important censoring scheme,in which the actual failure data of an observation becomes unobservable if it falls into a random interval. This paper considers the statistical analysis of the dependent competing risks model by using the Marshall-Olkin bivariate Weibull(MOBW) distribution.The maximum likelihood estimations(MLEs), midpoint approximation(MPA) estimations and approximate confidence intervals(ACIs) of the unknown parameters are obtained. In addition, the Bayes approach is also considered based on the Gamma-Dirichlet prior of the scale parameters, with the given shape parameter.The acceptance-rejection sampling method is used to obtain the Bayes estimations and construct credible intervals(CIs). Finally,two numerical examples are used to show the performance of the proposed methods.

基于Electra预训练模型并融合依存关系的中文事件检测模型

事件检测是信息提取领域的一个重要研究方向。现存的事件检测模型受到语言模型训练目标的限制,只能被动地获取词与词之间的依赖关系,使得模型在训练的过程中过多地关注与训练目标不相关的成分,从而导致检测结果错误。以往的研究表明,充分理解上下文信息对于基于深度学习的事件检测技术至关重要。因此,在Electra预训练模型的基础上,引入KVMN网络来捕捉单词之间的依赖关系,以增强单词的语义特征,并采用了一种门控机制来加权这些特征。然后,为了解决中文事件检测中模型识别错误决策的问题,在输入中加入负样本,对不同样本加入不同程度的噪声,使模型学习更好的嵌入表示,有效提高了模型对未知样本的泛化能力。最后,在公共数据集LEVEN上的实验结果表明,该方法优于现有方法,取得了93.43%的F1值。

基于更新样本智能识别算法的自适应集成建模

选择表征建模对象特性漂移的新样本对软测量模型进行自适应更新,能够降低模型复杂度和运行消耗,提高模型可解释性和预测精度.针对新样本近似线性依靠程度(Approximate linear dependence,ALD)和预测误差(Prediction error,PE)等指标只能片面反映建模对象的漂移程度,领域专家结合具体工业过程需要依据上述指标和自身积累经验进行更新样本的有效识别等问题,本文提出了基于更新样本智能识别算法的自适应集成建模策略.首先,基于历史数据离线建立基于改进随机向量泛函连接网络(Improved random vector functional-link networks,IRVFL)的选择性集成模型;然后,基于集成子模型对新样本进行预测输出后采用在线自适应加权算法(On-line adaptive weighting fusion,OLAWF)对集成子模型权重进行更新,实现在线测量阶段对建模对象特性变化的动态自适应;接着基于领域专家知识构建模糊推理模型对新样本相对ALD(Relative ALD,RALD)值和相对PE(Relative PE,RPE)值进行融合,实现更新样本智能识别,构建新的建模样本库;最后实现集成模型的在线自适应更新.采用合成数据仿真验证了所提算法的合理性和有效性.

基于主动学习的中文依存句法分析

目前依存句法分析仍主要采用有指导的机器学习方法,即需要大规模高质量的树库作为训练语料,而现阶段中文依存树库资源相对较少,树库标注又是一件费时费力的工作。面对大量未标注语料,该文将主动学习应用到中文依存句法分析,优先选择句法模型预测不准的实例交由人工标注。该文提出并比较了多种衡量依存句法模型预测可信度的准则。实验表明,一方面,与随机选择标注实例相比,当使用相同数目训练实例时,主动学习使中文依存分析性能最高提升0.8%;另一方面,主动学习使依存分析达到相同准确率时只需标注更少量实例,人工标注量最多可减少30%。

摩擦时间依从的地震活动性细胞自动机模型

设计了一个改进的单断层地震孕育过程细胞自动机（ＣＡ）模型，通过设计外界通过 施加应力与模型间进行的能量交换和模型的细胞之间存在的非线性力学作用，试图理解地震 活动特性的力学机制．与早期细胞自动机模型相比，改进了参数的取值方式，将摩擦时间依 从的理论引进模型，使该细胞自动机模型更接近实际的孕震系统．研究表明参数取值方式对 人工地震序列和各细胞破裂事件的非均匀时间特性有重要影响，较小震级和较大震级范围中 的事件分别遵从明显不同的累积频度一震级关系．

基于持续期依赖马尔可夫转换模型的我国股市泡沫研究

使用持续期依赖马尔可夫转换模型,通过Gibbs抽样估计方法,对上海股票市场是否存在泡沫进行研究。结果表明,我国股票市场具有明显的持续期依赖特征。给出上海股票市场在样本期间内各时刻处于有泡沫状态的概率,发现在样本期间内有三个时段存在泡沫的概率超过了50%。

Rasch模型在李克特量表中的应用

阐述传统测量方法在李克特量表分析中的固有缺陷,即测验依赖与样本依赖,项目间以及项目选项间计分方式的不合理性的基础上;通过研究实例说明Rasch模型中处理这些问题的方法,并阐述了所用方法的客观性。通过比较,说明Rasch模型是一种客观等距的测量模型。

相依样本下回归函数分割估计的渐近正态性

在一种相依样本下,利用鞅的理论证明了回归函数基于分割的估计■渐近正态性,其中I_A(x)为集合A的示性函数。给出了相关定理:在一定的假设条件下,X_i具有密度函数f(x),E|Y|^(2+δ)<∞,EV^(2+δ)(X)<∞,x∈R^d为固定点,nv_N^2→∞。

基于样本依赖代价矩阵的小微企业信用评估方法

针对小微企业信用历史数据规模较小,而且类别不平衡问题较为严重,提出基于样本依赖代价矩阵的Smote XGboost-Bayes Minimum Risk(SXG-BMR)模型,对整体样本进行低倍率过采样,以弱化类别不平衡问题,降低模型过拟合的风险;模型将集成学习模型与最小风险贝叶斯决策相结合,以实现代价敏感。同时,模型中引入了样本依赖的代价矩阵,该代价矩阵不仅与类别有关,而且与样本自身属性有关,可以更为准确地表征代价。使用标准信用数据集和上海市小微企业信用数据集,进行多种算法的对比分析,结果表明,该模型性能优良。

现有混凝土桥梁的时变可靠度分析

在研究现有混凝土桥梁抗力和荷载的时变性的基础上,建立了现有桥梁的时变可靠度计算模型,并采用自适应重要抽样法计算时变可靠指标。同时,对变量进行了参数敏感性分析。研究结果对于科学、经济地制定桥梁维修计划和方案具有重要意义。