简介:Chainreactionbankruptcyisregardedascommonphenomenonanditseffectistobetakenintoaccountwhencreditriskportfolioisanalyzed.Butconsiderationandmodelingofitseffectleavemuchroomforimprovement.Thatismainlybecausemethodforgraspingrelationsamongcompanieswithlimiteddataisunderdeveloped.Inthisarticle,chancediscoverymethodisappliedtoestimateindustrialrelationsthataretoincludecompanies'relationsthattransmitchainreactionofbankruptcy.TimeordermethodanddirectedKeyGrapharenewlyintroducedtodistinguishandexpressthetimeorderamongdefaultsthatisessentialinformationfortheanalysisofchainreactionbankruptcy.ThestepsforthedataanalysisareintroducedandresultofexampleanalysiswithdefaultdatainKyushu,Japan,2005ispresented.Thestructureestimatedbythenewmethodiscomparedwiththestructureofactualaccountreceivableholdersofbankruptedcompaniesforevaluation.
简介:Theproblemofconstructingamodelreferenceadaptivecontrollawforanuncertain1-dimensionalparabolicsystemisconsideredinthisarticle.Thecontrollerdesignedhereinvolvesonlytheplantstatebutnoitsderivatives.Aprioriboundsontheplant'suncertainparametersareusedtoproposeswitchinglawswhichserveasanadaptivemechanism.Theexponentialdecaytozeroofthestateerrorwithanyprescribedrateisguaranteedbychoosingacontrollerparametercorrespondingly.Numericalstudiesarealsopresentedtoillustratetheapplicabilityofthecontrollaw.
简介:这份报纸为基于F统计数值在高维的部分线性的模型测试回归系数建议一个测试过程。在部分线性的模型,作者首先由一些nonparametric方法估计未知非线性的部件然后概括F统计数值在一些常规条件下面测试回归系数。在这个过程期间,非线性的部件的评价带许多挑战探索概括F-test的性质。作者在更一般的盒子中获得概括F-test的一些asymptotic性质,包括asymptotic规度和有p/n的这测试的力量(0,1)没有规度假设。asymptotic结果是一般的,由增加一些限制条件,我们能在高维的线性模型获得类似的结论。通过模拟研究,作者与理论结果比较表明建议测试的好有限样品的性能。我们的方法的实际用途被一个真实数据例子说明。
简介:Thetraditionaluser-optimalassignmentmodelassumedthatthetrafficinformationisperfect,howerver,thelinktravelcostisAlwaysuncertainorfuzzyinrealsituations.ThepapergivesamodifiedFrank-Wolfemethodforfuzzyuser-optimalroutechoiceproblem.Theshortest-pathalgorithminF-Wissolvedbyanorderrelation(FSA)methodbetweenfuzzytravelcosts.Theresultsofasimpleexampleshowthatthemethodispractical.
简介:Thepaperestablishedadoublefilteringmethod(DFM)tovisualizetheskeletonindustrialstructure(SIS)ofoneeconomyandfinditsevolutionrule.Differentwiththepreviousresearches,thismethodisfromanewviewofindustrialconjunctionscombinedbyleadingsectorstodepicttheindustrialstructure.ItwasprovedthattheleadingsectorselectedbyDFMmustbekeysectorselectedbyHirschman-Rasmussenmethod.AppliedDFMtoinput-outputtablesofChina,JapanandUSAandMFAtoJapan,andUSA,theresultsanalysisshowedthatDFMcouldovertakethetwomainshortcomingsofminimumflowanalysis(MFA),scratchSISofeacheconomywithitsowncharacteristics,visualizethegeneralevolutionrulesoftheindustrialstructurewithcrisscrossedconjunctionsamongleadingsectors.