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Association Journal of CSIAM
Supervised by Ministry of Education of PRC
Sponsored by Xi'an Jiaotong University
ISSN 1005-3085  CN 61-1269/O1

Table of Content

    15 February 2023, Volume 40 Issue 1 Previous Issue   
    ResU-Net Based Three-dimensional Fault Identification Method and Application
    HE Tao, LIU Naihao, WU Bangyu, LI Bo, ZHU Xu, ZHENG Hao
    2023, 40 (1):  1-19.  doi: 10.3969/j.issn.1005-3085.2023.01.001
    Abstract ( 180 )   PDF (8961KB) ( 146 )   Save
    Fault describes the boundary position of the stratum, thus the discontinuity of the reflection layer in seismic image can be used as the main basis for fault interpretation. The strong nonlinear nature of deep neural networks can be used as a powerful tool to express the discontinuous features of seismic data. Fault interpretation can be regarded as a pixel-wise binary classification problem, and deep learning methods are used to model and solve the problem. An end-to-end three-dimensional fault automatic identification method is presented based on a deep learning network. Firstly, multiple sets of 3D seismic volume are synthesized by convolution of wavelets and reflection coefficients for deep network to learn fault characteristics. Then a network is built for training, and applied to field seismic data after the network training is completed. Due to the residual module can improve the generalization performance of the network, the proposed method to incorporates the residual block structure into the U-Net to improve the network model's fault identification performance on field data. The input of the trained network is the post-stack 3D seismic data, and the output is 3D data volume with same dimension, where each output value is the probability of the fault at the corresponding position of the input 3D seismic data. Field data example tests show that this method can effectively identify faults in seismic data, and at the same time further improve the generalization performance on field data.
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    Optimal Investment for Asset Managers Based on Relative Performance with Inflation Risk
    DONG Yinghui, WEI Siyuan, YIN Zihan, WANG Lei
    2023, 40 (1):  20-40.  doi: 10.3969/j.issn.1005-3085.2023.01.002
    Abstract ( 95 )   PDF (781KB) ( 121 )   Save
    An optimal investment problem is investigated under inflation risk and incentive schemes. Consider a continuous-time model of a financial market with inflation risk. Suppose that the financial market consists of three tradable assets: an index bond, a stock and a risk-free bond. The asset manager is remunerated through a scheme based on the performance of the fund with respect to a benchmark. A remuneration scheme is designed as a nonlinear function of the relative performance. The concavification technique and the martingale approach are applied to solve the optimization problem and the closed-form representations of the optimal relative performance and portfolio processes under two different remuneration schemes are derived. Furthermore, sensitivity analysis is presented to analyze the impacts of the two different incentive schemes and inflation risk on the optimal investment strategy of the asset manager. Numerical results reveal that inflation-indexed bonds can effectively help investors to hedge against inflation risk, and the call-put option compensation scheme can improve the risk management in bad economic states.
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    Statistical Monitoring and Inference of Matrix Time Series Based on 2DPCA
    GAO Yuqiao, XIA Zhiming, WANG Dan
    2023, 40 (1):  41-54.  doi: 10.3969/j.issn.1005-3085.2023.01.003
    Abstract ( 130 )   PDF (213KB) ( 406 )   Save
    In the field of multivariate statistical process control, more and more scholars begin to pay attention to the online monitoring of matrix data. Matrix data can usually be reshaped into vector data and then monitored, but the reshape operation destroys the original structure information of matrix data. The 2DPCA method directly extracts the features of the matrix data and can retain the structural features of the matrix. Therefore, it is meaningful to use the 2DPCA method to study the statistically monitoring and inference of the matrix data time series. Based on the 2DPCA method, an orthogonal projection is performed on the matrix data to obtain features, and the monitoring statistics are constructed by using these features. Finally, it is proved that the limit distribution of the monitoring statistics is Chi-square distribution, and the statistical inference is carried out by using this distribution. Simulation experiments show that the method is theoretically correct, and when the sample size is large, the proposed method performs better than similar methods.
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    Statistical Diagnosis of Location Regression Model Based on Pena Distance under Skew Laplace Normal Data
    ZHENG Guifen, WANG Danlu, WU Liucang
    2023, 40 (1):  55-68.  doi: 10.3969/j.issn.1005-3085.2023.01.004
    Abstract ( 109 )   PDF (302KB) ( 112 )   Save
    At present, data with sharp peaks, thick tails and skew appear in medicine, sociology, biology and other fields. For such data, adopting the Skew Laplace normal data to fit will get more accurate results. At the same time, in statistics, abnormal points or strong influence points will have a great impact on the results of statistical diagnosis, and hence the diagnosis of abnormal points or strong influence points is particularly important. Common methods such as Likelihood distance, Cook distance, etc., study the impact of deleting a point (group) on the regression analysis and predicted value. In the reasearch, the influence of Pena distance on the regression value and predicted value of a specific point after the deletion of each point in the sample is studied. Moreover, the influence of Pena distance on the Location regression model in the Skew Laplace normal data is studied, and the EM algorithm is applied to make a statistical diagnosis of the location regression model in the Skew Laplace normal distribution. The expression of the Pena distance and the discrimination method of high-leverage outliers under the location regression model with Skew Laplace normal data are obtained. The comparsion shows the Pena distance is compared with Cook distance and Likelihood distance, and the Pena distance is better than Cook distance and Likelihood distance in some cases. Through Monte Carlo simulation and a real example analysis, the proposed model and the proposed method are shown to be reasonable.
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    Empirical Bayes Prediction of Population Total in a Finite Population with Hierarchical Priors
    HU Guikai, ZHOU Guxin, XIAO Xinhai, GUI Yangming
    2023, 40 (1):  69-82.  doi: 10.3969/j.issn.1005-3085.2023.01.005
    Abstract ( 85 )   PDF (207KB) ( 120 )   Save
    The empirical Bayes prediction of population total in a finite population with normal inverse-Gamma priors is investigated. Firstly, the Bayes prediction for population total is obtained by a new method. On the basis, the empirical Bayes predictions are proposed. Secondly, the performances of empirical Bayes prediction are analyzed by two cases. The result showed that empirical Bayes prediction is asymptotically optimal and can be proved to be the best linear unbiased prediction under the prediction mean squared error. Finally, a simulation study is used to illustrate the proposed results.
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    The Continuous Time Newsvendor with Return and Shortage Cost
    ZHANG Weiwei
    2023, 40 (1):  83-96.  doi: 10.3969/j.issn.1005-3085.2023.01.006
    Abstract ( 117 )   PDF (242KB) ( 132 )   Save
    The equilibrium strategy is considered for a continuous-time newsvendor problem with the return policy and shortage cost. In the continuous-time newsvendor problem, the supplier and the retailer want to find the optimal strategy to maximize the expected terminal profit. An optimization problem is studied which is a continuous-time newsvendor problem with return policy and shortage cost. By using the principle of stochastic maximum, the existence and uniqueness of the equilibrium strategy are proved for this optimization problem and the conditions are obtained, which assure the equilibrium strategy. When the retail price is exogenous, the combined effect of the return policy and the shortage cost are proved to increase a lot the optimal order quantity of the retailer and the optimal whole sale price of the supplier. The numerical analysis shows the sensitive about the optimal wholesale price and the optimal order strategy.
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    Orthogonal Projection Based Estimation for Mixed Effects Models with Incomplete Observations
    ZHAO Peixin, ZHANG Fan, ZHOU Xiaoshuang
    2023, 40 (1):  97-109.  doi: 10.3969/j.issn.1005-3085.2023.01.007
    Abstract ( 91 )   PDF (206KB) ( 274 )   Save
    Based on the QR decomposition technique, estimation method based on an orthogonal projection is proposed for a class of linear mixed effects models with incomplete observations. Under regularity conditions, the proposed estimator for fixed effects is proved to be asymptotically normal distributed, and then the confidence intervals for the fixed effects are constructed. The proposed estimator for fixed effects is not affected by the random effects, and then is more effective and robust compared with existing estimation methods. Some simulations and a real data application are also conducted for further illustrating the performances of the proposed method.
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    A-stability of Waveform Relaxation Methods Based on $\theta$-methods
    FAN Zhencheng
    2023, 40 (1):  110-122.  doi: 10.3969/j.issn.1005-3085.2023.01.008
    Abstract ( 85 )   PDF (237KB) ( 349 )   Save
    The models describing the chip and electric systems are usually differential-algebraic equations of high dimension, and the dimension of the equations is too large to be solved effectively by the classical numerical methods such as linear multistep methods and Runge-Kutta methods. To solve these equations, by referencing the A-stability definition of the classical numerical methods of ordinary differential equations, A-stability (strong A-stability) is proposed for waveform relaxation (WR) methods, and the conditions of A-stability (strong A-stability) and non-A-stability and several numerical examples of supporting theoretical results are presented. The obtained results show that WR methods cannot inherit naturally A-stability of underlying numerical methods and one need use A-stable underlying numerical methods and suitable splitting functions for A-stability of WR methods. All these lay a theoretical foundation for constructing the WR methods of stiff systems. Furthermore, B-stability (strong B-stability) of WR methods is proposed by referencing the B-stability definition of the classical numerical methods, and the conditions of the strong B-stability are given.
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    Applications and Properties of Permutation Matrix for Mixture Experimental Designs
    LI Junpeng, LI Guanghui, ZHANG Chongqi
    2023, 40 (1):  123-134.  doi: 10.3969/j.issn.1005-3085.2023.01.009
    Abstract ( 62 )   PDF (706KB) ( 77 )   Save
    In order to solve the problem of the complex form and complicated calculation of the design matrix for high-dimensional mixture experiments, the definition of the permutation matrix is proposed by using high-order mixture lattice points as the support set. Firstly, the method to construct the design matrix from the permutation matrix is discussed, and the representation of the information matrix and the correlation matrix are derived. Then, the properties of the determinant, trace, and eigenvalue of the permutation matrix are studied. Finally, the effectiveness of the permutation matrix for the analysis of mixture design is verified, and the necessity and feasibility of using the permutation matrix to construct a high-order lattice point set and an optimal design are further analyzed.
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    An Improved Cuckoo Search Algorithm for Solving Constrained Optimization Problem and Engineering Applications
    ZHENG Hongqing, FENG Wenjian
    2023, 40 (1):  135-146.  doi: 10.3969/j.issn.1005-3085.2023.01.010
    Abstract ( 89 )   PDF (313KB) ( 118 )   Save
    An improved cuckoo search algorithm for constrained optimization problem is proposed to improve the convergence accuracy and convergence speed in solving constrained optimization problem. Firstly, the shortcomings of global search and local search in the basic cuckoo search algorithm are analyzed, the global search and local search are redefined, and then the search is carried out in the vicinity of the optimal solution with a certain probability. The 12 standard constraint optimization problems and 4 engineering constraint optimization problems are tested and compared with a variety of algorithms, Experimental results and statistical analysis show that the proposed algorithm is superior in solving constrained optimization problems.
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    The Approximate Solutions to a Class of Weakly Singular Volterra Integral Equations in the Problem of Boundary Layer Flow with Chemical Reaction
    JI Lu, WANG Tongke, GAO Guanghua
    2023, 40 (1):  147-158.  doi: 10.3969/j.issn.1005-3085.2023.01.011
    Abstract ( 211 )   PDF (268KB) ( 112 )   Save
    The approximate solutions are established for a class of weakly singular Volterra integral equations derived from the boundary layer flow with a chemical surface reaction. Taking some orders of chemical reaction as examples, the fractional series expansions about zero and their Pad$\acute{\rm e}$ rational approximations are obtained. By interpreting the divergent integrals as the Hadamard finite part integrals, the asymptotic expansions with higher order logarithmic terms at infinity are derived with the aid of the numerical integration method. Practical calculation shows that the combination of the expansions at zero and infinity can efficiently solve this kind of boundary layer flow problem with chemical surface reaction on the whole half infinity interval.
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    A Real Method Based on Semi-tensor Product for Solving Quaternion Matrix Equation $A^HXA=B$
    LI Ying, DING Wenxu, WANG Dong
    2023, 40 (1):  159-170.  doi: 10.3969/j.issn.1005-3085.2023.01.012
    Abstract ( 106 )   PDF (180KB) ( 96 )   Save
    Quaternion linear systems have wide applications in both the control theory and engineering. Quaternion matrix equations are studied by means of semi-tensor product of matrices. A real vector representation of quaternion matrix is presented and its properties are studied. Combining the real vector representation and the semi-tensor product of matrices, the equivalent conditions for existence of Hermitian solution and the expressions of the minimal norm Hermitian solution of quaternion matrix equation $A^HXA=B$ are proposed, and the corresponding algorithm is given. The effectiveness of the real vector representation method is verified by numerical experiments.
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