HL-RF(Hasofer-Lind and Rackwitz-Fiessler)法在处理高非线性结构功能函数时会出现振荡、不收敛的问题。可变容差法能够有效解决上述问题,但该方法的反射点选取缺乏方向引导性。针对此,该论文提出基于权重分析改进反射基点的可变容差...HL-RF(Hasofer-Lind and Rackwitz-Fiessler)法在处理高非线性结构功能函数时会出现振荡、不收敛的问题。可变容差法能够有效解决上述问题,但该方法的反射点选取缺乏方向引导性。针对此,该论文提出基于权重分析改进反射基点的可变容差法。该方法先计算非最差点到标准正态空间原点的距离,并增大距离原点更近的点的权重,由此增强反射基点的方向引导性,促使迭代点能更快靠近失效点。通过数值算例验证,本研究提出的方法能够有效解决反射点缺乏方向引导性问题,并且在求解速度上具有显著优势。展开更多
在过程监控中,使用现代工业系统中的变量进行准确有效的监控诊断仍然是一个具有挑战性的任务.本文以多元指数加权移动平均(MEWMA)策略结合一种有监督分类器(“one plus epsilon”,简称OPE分类器),提出OPE-MEWMA控制图.在考虑不同模型、...在过程监控中,使用现代工业系统中的变量进行准确有效的监控诊断仍然是一个具有挑战性的任务.本文以多元指数加权移动平均(MEWMA)策略结合一种有监督分类器(“one plus epsilon”,简称OPE分类器),提出OPE-MEWMA控制图.在考虑不同模型、偏移模式和偏移大小的情况下,探究了控制图对均值偏移的检测能力,通过比较平均运行长度等多个指标衡量控制图的性能表现.仿真结果表明,所开发的OPE-MEWMA控制图能够快速检测到均值偏移,灵敏度较高.展开更多
A Receiver Operating Characteristic(ROC)analysis of a power is important and useful in clinical trials.A Classical Conditional Power(CCP)is a probability of a classical rejection region given values of true treatment ...A Receiver Operating Characteristic(ROC)analysis of a power is important and useful in clinical trials.A Classical Conditional Power(CCP)is a probability of a classical rejection region given values of true treatment effect and interim result.For hypotheses and reversed hypotheses under normal models,we obtain analytical expressions of the ROC curves of the CCP,find optimal ROC curves of the CCP,investigate the superiority of the ROC curves of the CCP,calculate critical values of the False Positive Rate(FPR),True Positive Rate(TPR),and cutoff of the optimal CCP,and give go/no go decisions at the interim of the optimal CCP.In addition,extensive numerical experiments are carried out to exemplify our theoretical results.Finally,a real data example is performed to illustrate the go/no go decisions of the optimal CCP.展开更多
文摘HL-RF(Hasofer-Lind and Rackwitz-Fiessler)法在处理高非线性结构功能函数时会出现振荡、不收敛的问题。可变容差法能够有效解决上述问题,但该方法的反射点选取缺乏方向引导性。针对此,该论文提出基于权重分析改进反射基点的可变容差法。该方法先计算非最差点到标准正态空间原点的距离,并增大距离原点更近的点的权重,由此增强反射基点的方向引导性,促使迭代点能更快靠近失效点。通过数值算例验证,本研究提出的方法能够有效解决反射点缺乏方向引导性问题,并且在求解速度上具有显著优势。
文摘在过程监控中,使用现代工业系统中的变量进行准确有效的监控诊断仍然是一个具有挑战性的任务.本文以多元指数加权移动平均(MEWMA)策略结合一种有监督分类器(“one plus epsilon”,简称OPE分类器),提出OPE-MEWMA控制图.在考虑不同模型、偏移模式和偏移大小的情况下,探究了控制图对均值偏移的检测能力,通过比较平均运行长度等多个指标衡量控制图的性能表现.仿真结果表明,所开发的OPE-MEWMA控制图能够快速检测到均值偏移,灵敏度较高.
基金supported by the National Social Science Fund of China(Grand No.21XTJ001).
文摘A Receiver Operating Characteristic(ROC)analysis of a power is important and useful in clinical trials.A Classical Conditional Power(CCP)is a probability of a classical rejection region given values of true treatment effect and interim result.For hypotheses and reversed hypotheses under normal models,we obtain analytical expressions of the ROC curves of the CCP,find optimal ROC curves of the CCP,investigate the superiority of the ROC curves of the CCP,calculate critical values of the False Positive Rate(FPR),True Positive Rate(TPR),and cutoff of the optimal CCP,and give go/no go decisions at the interim of the optimal CCP.In addition,extensive numerical experiments are carried out to exemplify our theoretical results.Finally,a real data example is performed to illustrate the go/no go decisions of the optimal CCP.
