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Journal of Systems Science & Complexity 2019年第2期32卷 615-633页

作者： ZHANG Xinyu ZHENG Yafei WANG Shouyang Academy of Mathematics and Systems Science Chinese Academy of Sciences Centerfor Forecasting Science Chinese Academy of Sciences Postdoctoral Working Station Shenwan Hongyuan Securities Co. Ltd. Center for Forecasting Science Chinese Academy of Sciences

Demand forecasting is often difficult due to the unobservability of the applicable historical demand series. In this study, the authors propose a demand forecasting method based on stochastic frontier analysis(SFA) models and a model average technique. First, considering model uncertainty,a set of alternative SFA models with various combinations of explanatory variables and distribution assumptions are constructed to estimate demands. Second, an average estimate from the estimated demand values is obtained using a model average technique. Finally, future demand forecasts are achieved, with the average estimates used as historical observations. An empirical application of air travel demand forecasting is implemented. The results of a forecasting performance comparison show that in addition to its ability to estimate demand, the proposed method outperforms other common methods in terms of forecasting passenger traffic.

关键词： Air travel demand demand forecasting model average model uncertainty stochastic frontier analysis

Exact solutions of stochastic fractional Korteweg de–Vries equation with conformable derivatives

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Chinese Physics B 2020年第3期29卷 62-69页

作者： Hossam A.Ghany Abd-Allah Hyder M Zakarya King Khalid University College of ScienceDepartment of MathematicsP.O.Box 900461413AbhaSaudi Arabia Department of Engineering Mathematics and Physics Faculty of EngineeringAl-Azhar University11371CairoEgypt Department of Mathematics Helwan UniversitySawah Street(11282)CairoEgypt Department of Mathematics Faculty of ScienceAl-Azhar University71524AssiutEgypt

We deal with the Wick-type stochastic fractional Korteweg de–Vries(KdV) equation with conformable derivatives.With the aid of the Exp-function method, white noise theory, and Hermite transform, we produce a novel set of exact soliton and periodic wave solutions to the fractional KdV equation with conformable derivatives. With the help of inverse Hermite transform, we get stochastic soliton and periodic wave solutions of the Wick-type stochastic fractional KdV equation with conformable derivatives. Eventually, by an application example, we show how the stochastic solutions can be given as Brownian motion functional solutions.

关键词： Korteweg de–Vries(KdV)equation conformable derivative stochastic Brownian motion Expfunction method

Improved results on passivity analysis of discrete-time stochastic neural networks with time-varying delay

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中南大学学报（自然科学版） 2009年第S1期40卷 63-67页

作者：于建江张侃健费树岷 School of Information Science and Technology Yancheng Teachers University School of Automation Southeast University

The problem of passivity analysis for a class of discrete-time stochastic neural networks (DSNNs) with time-varying interval delay was investigated. The delay-dependent sufficient criteria were derived in terms of linear matrix inequalities (LMIs). The results are shown to be generalization of some previous results and are less conservative than the existing works. Meanwhile, the computational complexity of the obtained stability conditions is reduced because less variables are involved. A numerical example is given to show the effectiveness and the benefits of the proposed method.

关键词： passivity discrete-time stochastic neural networks (DSNNs) interval delay linear matrix inequalities (LMIs)

Nuclear Norm Subspace System Identification and Its Application on a stochastic Model of Plague

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Journal of Systems Science & Complexity 2020年第1期33卷 43-60页

作者： YU Miao LIU Jianchang ZHAO Lichun College of Information Science and Engineering Northeastern UniversityShenyang 110819China State Key Laboratory of Synthetical Automation for Process Industries Northeastern UniversityShenyang 110819China School of Control Engineering Northeastern University at QinhuangdaoQinhuangdao 066004China School of Mathematics and Information Science Anshan Normal UniversityAnshan 114007China

The discrete-time model of plague is deduced by zero-order holder based on the continuoustime model.Due to the existence of stochastic disturbances,the stochastic model is given corresponding to the discrete-time model.The state estimation and noise reduction of the stochastic model are achieved by designing Kalman filter.Nuclear norm minimization is to structure the low-rank matrix approximation instead of the singular value decomposition in the process of subspace system identification.According to the plague data from the World Health Organization,the system matrices and noise intensity of the model are identified.Simulations are carried out to show the higher approximation capability of the proposed method.

关键词： Kalman filter nuclear norm plague stochastic model subspace identification

The stochastic Maximum Principle for a Jump-Diffusion Mean-Field Model Involving Impulse Controls and Applications in Finance

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Journal of Systems Science & Complexity 2020年第1期33卷 26-42页

作者： LI Cailing LIU Zaiming WU Jinbiao HUANG Xiang School of Mathematics and Statistics Central South UniversityChangsha 410083China Research and Development Center Agricultural Bank of ChinaBeijing 100161China

This paper establishes a stochastic maximum principle for a stochastic control of mean-field model which is governed by a Lévy process involving continuous and impulse control.The authors also show the existence and uniqueness of the solution to a jump-diffusion mean-field stochastic differential equation involving impulse control.As for its application,a mean-variance portfolio selection problem has been solved.

关键词： Impulse control jump-diffusion Markowitz’s mean-variance model stochastic maximum principle

Periodic Solution and Ergodic Stationary Distribution of stochastic SIRI Epidemic Systems with Nonlinear Perturbations

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Journal of Systems Science & Complexity 2019年第4期32卷 1104-1124页

作者： ZHANG Weiwei MENG Xinzhu DONG Yulin College of Electrical Engineering and Automation Shandong University of Science and TechnologyQingdao 266590China College of Mathematics and Systems Science Shandong University of Science and TechnologyQingdao 266590China State Key Laboratory of Mining Disaster Prevention and Control Co-founded by Shandong Province and the Ministry of Science and Technology Shandong University of Science and TechnologyQingdao 266590China

This paper formulates two stochastic nonautonomous SIRI epidemic systems with nonlinear perturbations.The main aim of this study is to investigate stochastic dynamics of the two SIRI epidemic systems and obtain their thresholds.For the nonautonomous stochastic SIRI epidemic system with white noise,the authors provide analytic results regarding the stochastic boundedness,stochastic permanence and persistence in mean.Moreover,the authors prove that the system has at least one nontrivial positive T-periodic solution by using Lyapunov function and Hasminskii’s theory.For the system with Markov conversion,the authors establish sufficient conditions for positive recurrence and existence of ergodic stationary distribution.In addition,sufficient conditions for the extinction of disease are obtained.Finally,numerical simulations are introduced to illustrate the main results.

关键词： Extinction and stochastic permanence Markov chain periodic solution stationary distribution and ergodicity stochastic SIRI epidemic model

Mean Square Average Generalized Consensus of Multi-Agent Systems Under Time-Delays and stochastic Disturbances

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Journal of Systems Science & Complexity 2019年第2期32卷 588-599页

作者： QIU Li GUO Liuxiao LIU Jia School of Science Jiangnan University

Compared with the traditional consensus problem, this paper deals with the mean square average generalized consensus(MSAGC) of multi-agent systems under fixed directed topology, where all agents are affected by stochastic disturbances. Distributed protocol depending on delayed time information from neighbors is designed. Based on Lyapunov stability theory, together with results from matrix theory and It o s derivation theory, the linear matrix inequalities approach is used to establish sufficient conditions to ensure MSAGC of multi-agent systems. Finally, numerical simulations are provided to illustrate the theoretical results.

关键词： Mean square average generalized consensus multi-agent systems stochastic disturbances time delays

Mean Square Stability of Impulsive stochastic Delayed Reaction-Diffusion Equations via Comparison Principle with Razumikhin Method

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Journal of Systems Science & Complexity 2020年第4期33卷 1012-1022页

作者： LI Zhao LI Shuyong College of Mathematics Science Sichuan Normal UniversityChengdu 610066China School of Mathematics and Physics Mianyang Teachers’CollegeMianyang 621000China

This paper investigates the mean square stability problem for impulsive stochastic delayed reaction-diffusion equations. By employing stochastic analysis theory, impulsive differential inequality technique and Razumikhin method, comparison principle for impulsive stochastic delayed reactiondiffusion equations is firstly established. Then, by using the comparison principle, some sufficient conditions are derived to ensure the mean square stability, mean square uniform stability, mean square asymptotic stability and mean square exponential stability of such systems. Finally, an example is provided to show the effectiveness of the proposed results.

关键词： equations. stability stochastic

Practical φ_0-stability of stochastic differential equations and corresponding stochastic perturbation theory

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中南大学学报（自然科学版） 2009年第S1期40卷 235-238页

作者：赵平康宇宗西举 School of Control Science and Engineering University of Jinan Department of Automation University of Science and Technology of China

The notions of practical φ0-stability were introduced for stochastic differential equations. Sufficient conditions on such practical properties were obtained by using the comparison principle and the cone-valued Lyapunov function methods. Based on an extended comparison theorem, a perturbation theory of stochastic differential systems was given.

关键词： practical φ 0-stability stochastic differential equation comparison principle perturbation theory

Empirical investigation of stochastic local search for maximum satisfiability

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Frontiers of Computer Science 2019年第1期13卷 86-98页

作者： Yi CHU Chuan LUO Shaowei CAI Haihang YOU State Key Laboratory of Computer Architecture Institute of Computing TechnologyChinese Academy of Sciences Beijing 100190China University of Chinese Academy of Sciences Beijing 100049China State Key Laboratory of Mathematical Engineering and Advanced Computing Wuxi 214125China State Key Laboratory of Computer Science Institute of SoftwareChinese Academy of SciencesBeijing 100190China

The maximum satisfiability (MAX-SAT)problem is an important NP-hard problem in theory,and has a broad range of applications in practice.stochastic local search (SLS)is becoming an increasingly popular method for solving MAX-SAT.Recently,a powerful SLS algorithm called CCLS shows efficiency on solving random and crafted MAX-SAT instances.However,the performance of CCLS on solving industrial MAX-SAT instances lags far behind.In this paper,we focus on experimentally analyzing the performance of SLS algorithms for solving industrial MAXSAT instances.First,we conduct experiments to analyze why CCLS performs poor on industrial instances.Then we propose a new strategy called additive BMS (Best from Multiple Selections)to ease the serious issue.By integrating CCLS and additive BMS,we develop a new SLS algorithm for MAXSAT called CCABMS,and related experiments indicate the efficiency of CCABMS.Also,we experimentally analyze the effectiveness of initialization methods on SLS algorithms for MAX-SAT,and combine an effective initialization method with CCABMS,resulting in an enhanced algorithm.Experimental results show that our enhanced algorithm performs better than its state-of-the-art SLS competitors on a large number of industrial MAX-SAT instances.

关键词： empirical investigation stochastic local search maximum satisfiability industrial instances additive BMS