This paper studies a maintenance model for an one-unit degenerative system with multiple failure states based on the proportional hazards and proportional reversed hazards models. The authors investigate how the varia...This paper studies a maintenance model for an one-unit degenerative system with multiple failure states based on the proportional hazards and proportional reversed hazards models. The authors investigate how the variation of system configuration parameters have an impact on both operating and repair times and hence the system performance. Furthermore, the authors also derive the explicit expression for the long-run average cost per unit time. An algorithm to locate the optimal number of repairs in a renewal cycle is discussed as well.展开更多
针对金融危机预警,FR、STV、KLR和DCSD 4种模型对数据有特殊要求,造成应用上的困难,预测能力不足的问题。在Cox and Oakes基于存活分析提出的等比例危险模型(PHM)的基础上,利用31个样本国家的年度数据资料,采用13个相关预警变量,构建金...针对金融危机预警,FR、STV、KLR和DCSD 4种模型对数据有特殊要求,造成应用上的困难,预测能力不足的问题。在Cox and Oakes基于存活分析提出的等比例危险模型(PHM)的基础上,利用31个样本国家的年度数据资料,采用13个相关预警变量,构建金融危机前一年的PHM预警模型,并进行实证分析,提出一种的金融危机预警模型。通过对预测期间17个测试国进行的模型预警效果检验,认为该模型预警能力较佳。展开更多
基金supported by the National Natural Science Foundation of China under Grant No.11422109
文摘This paper studies a maintenance model for an one-unit degenerative system with multiple failure states based on the proportional hazards and proportional reversed hazards models. The authors investigate how the variation of system configuration parameters have an impact on both operating and repair times and hence the system performance. Furthermore, the authors also derive the explicit expression for the long-run average cost per unit time. An algorithm to locate the optimal number of repairs in a renewal cycle is discussed as well.
文摘针对金融危机预警,FR、STV、KLR和DCSD 4种模型对数据有特殊要求,造成应用上的困难,预测能力不足的问题。在Cox and Oakes基于存活分析提出的等比例危险模型(PHM)的基础上,利用31个样本国家的年度数据资料,采用13个相关预警变量,构建金融危机前一年的PHM预警模型,并进行实证分析,提出一种的金融危机预警模型。通过对预测期间17个测试国进行的模型预警效果检验,认为该模型预警能力较佳。
