中国科学院数学与系统科学研究院期刊网

15 December 2025, Volume 45 Issue 12
    

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  • DOU Xiaoliang, XUE Wei, GE Xin, CAI Renjie, MU Biqiang, XUE Wenchao
    Journal of Systems Science and Mathematical Sciences. 2025, 45(12): 3715-3727. https://doi.org/10.12341/jssms250492
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    Hydraulic actuators are widely used in industrial control systems, where precise displacement control is critical to system performance. Traditional physical modeling methods struggle to accurately capture the nonlinear and time-series characteristics of hydraulic actuators, limiting their application in complex environments. This paper proposes a displacement modeling method for hydraulic actuators based on a long short-term memory (LSTM) neural network. By collecting time-series data of voltage input and displacement output, an LSTM network is employed to characterize the dynamic behavior of hydraulic actuators. The LSTM network effectively captures long-term dependencies in the data, adapting to the nonlinear time-series properties of hydraulic systems. During model training, the mean squared error is used as the optimization objective, and the effectiveness of the model is validated through experiments. The experimental results demonstrate that, compared to traditional methods, the LSTM network achieves lower prediction errors on the validation set, exhibiting stronger modeling capabilities and higher accuracy.
  • LUO Weiwei, ZHOU Bin
    Journal of Systems Science and Mathematical Sciences. 2025, 45(12): 3728-3742. https://doi.org/10.12341/jssms250322
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    In this paper, the three-axis attitude stabilization of the axisymmetric spacecraft with actuator saturation is investigated. The linearized attitude motion equation is firstly transformed into its Luenberger canonical form, and then the open-loop system is decomposed into a cascade of neutral stable linear systems. Based on the absolute stability theory, bounded linear state feedback controllers for subsystems are proposed respectively. The global stability of the closed-loop system is proven by providing explicit conditions on the parameters in the feedback gains. Optimal feedback gains such that the convergence rate of the closed-loop system is maximized are also obtained. Numerical simulations are given to show the effectiveness of the presented approaches.
  • JIANG Xueyan, JI Zhijian
    Journal of Systems Science and Mathematical Sciences. 2025, 45(12): 3743-3756. https://doi.org/10.12341/jssms240545
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    Directed, undirected and signed graphs are systematically compared and analyzed in terms of distributed controllability performance under the consensus protocol. The influence of edge direction and weight on performance realization is explored, providing a new perspective on the relationship between complex network structure and dynamic behavior. With the same number of nodes, the number of topological structures of directed graphs increases exponentially compared to undirected graphs due to the three possible edge directions and the diversity in the number and position of superimposed pilots. This difference in topological complexity between directed and undirected graphs evaluates the performance of directed graphs different from that of undirected graphs. A new equivalent partition method $\pi^\ast$ is proposed to fully describe the performance of four-node directed graphs, addressing the limitations in performance determination of four-node undirected graphs. For digraphs with more than four nodes, a large class of uncontrollable digraphs with arbitrary node counts has been constructed. It is demonstrated that the $PBH$ criterion can determine the performance of directed graphs under certain conditions, and a new method to influence system controllability is identified. The study extends the directed path graph to more general graphs, applying the $\pi^\ast$ division to complex graphs to establish its relationship with the zero-forced set. Numerous controllable and stabilizable general graphs have been identified, and the accuracy of the results has been verified through numerical simulations.
  • HU Xiang, XIONG Yu, ZHANG Zufan
    Journal of Systems Science and Mathematical Sciences. 2025, 45(12): 3757-3773. https://doi.org/10.12341/jssms240245
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    This paper investigates the consensus control problem for a nonlinear multi-agent system with dynamic merging function. Firstly, a dynamic model that satisfies the dynamic merging function is established for the system. Secondly, by introducing the principle of node similarity measurement, a heuristic network topology generation strategy with strong interpretability is designed to provide a communication scheme for agents during the dynamic merging process. Thirdly, combining the impulse mechanism with the saturation effect, a saturation impulse control protocol that satisfies power constraints is designed for the system. Furthermore, some sufficient conditions for achieving constraint consensus of the system are obtained by using the Lyapunov stability and matrix measure theories. Finally, through a series of simulation experiments and comparative analysis with relevant literature, the validity, practicality, and superiority of the proposed theories are verified.
  • ZHANG Wanli, YANG Degang, LIN Wenting
    Journal of Systems Science and Mathematical Sciences. 2025, 45(12): 3774-3786. https://doi.org/10.12341/jssms240934
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    This paper investigates finite-time control and bipartite synchronization of complex networks with quantized delayed couplings. The connections of networks are described by using signed graph and couplings. The parameters are introduced to characterize the different rates of the states for the nodes. The discontinuity of activation function and proportional delay coupling are also considered. Via 1-norm, non-delay-dependent controllers are designed. Those controllers don't include sign function and they can be used to overcome the chattering of control signals. Based on the fact that the classical finite-time stability theorem is invalid to deal with delayed systems, the 1-norm analytical method is developed to realize finite-time synchronization of the considered networks. Moreover, the influences of proportional delays are overcome by using 1-norm Lyapunov functions. Some useful results of finite-time synchronization are also obtained by considering the simple forms of complex networks. Finally, numerical simulations are given to present the effectiveness of the theoretical results.
  • LI Meng, WANG Zhengqi, GAO Haoyu
    Journal of Systems Science and Mathematical Sciences. 2025, 45(12): 3787-3809. https://doi.org/10.12341/jssms240597
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    The national independent innovation demonstration zone (NIIDZ), as an important engine leading innovative development, takes institutional and policy reforms as a starting point to radiate and drive the coordinated development of surrounding regions. The gradual improvement of the high-speed rail (HSR) network has opened up a new pattern for the “ual circulation” and expanded the scope of the NIIDZ's innovation spillover effects. Based on data of HSR city pairs from 2008 to 2019 in China, this paper examines the impacts and mechanisms of the improvement in innovation levels of ordinary cities after the opening of HSR connected to NIIDZs by applying a staggered DID model. The empirical results are as follows. Firstly, the opening of HSR connected to NIDDZs significantly improves the innovation levels of ordinary cities. Secondly, the innovation spillover effects are more pronounced for cities in the eastern region, cities with a better innovation environment, and large-scale cities. Thirdly, the innovation spillover effects are realized by utilizing innovation endowment, government-guided innovation and demonstration driving effects. This paper provides empirical evidence and policy insights for innovation-driven development in the context of HSR network. It optimizes the spatial allocation of innovation resources and accelerates the development of new quality productive forces, achieving high-quality economic development.
  • LI Xiao, CHEN Sihan
    Journal of Systems Science and Mathematical Sciences. 2025, 45(12): 3810-3833. https://doi.org/10.12341/jssms240332
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    This research examines the dynamics between investor attention, subsequent stock returns, and the extent of mispricing, based on the theory of limited investor attention. The findings indicate that heightened investor attention places upward pressure on stock prices in the short term, primarily driven by increased trading activity, which enables investors to capture abnormal returns. The sustainability of these abnormal returns, however, is contingent on the existing degree of mispricing. Overvalued stocks, when subjected to heightened investor attention, tend to experience an exacerbation of their overvaluation, resulting in abnormally low future returns. Constraints in short-selling mechanisms further hinder external investors who recognize this mispricing from acting on their insights. Consequently, it takes time for attention-driven investors to realize the discrepancy between stock prices and fundamental values, leading to a prolonged phase of overvaluation that gradually diminishes. For undervalued stocks, slight price increases may preserve the undervaluation, whereas substantial price increases may lead to overvaluation. This asymmetry in arbitrage dynamics contributes to varying trends in future returns, with no significant abnormal returns observed for undervalued stocks overall. Additional analysis, adjusting for market capitalization and liquidity, reveals that stocks with smaller market capitalization and lower liquidity are particularly prone to overvaluation when subject to increased investor attention. These results suggest that investor attention may contribute to market inefficiencies, particularly under arbitrage constraints, by intensifying valuation disparities across stocks with differing characteristics.
  • CHEN Cong, WANG Fanxin, ZHAO Sisi, PAN Jiayin, XU Yinfeng
    Journal of Systems Science and Mathematical Sciences. 2025, 45(12): 3834-3854. https://doi.org/10.12341/jssms250402
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    In cloud computing environments, user-driven resource selection is increasingly prevalent, as users tend to choose servers based on their own needs (such as latency and cost) to execute multiprocessor tasks. However, this decentralized and self-interested decision-making can lead to imbalanced resource utilization, thereby prolonging the maximum completion time of all tasks (Makespan) and impairing overall system efficiency. To address this challenge, this paper investigates the scheduling game model for tasks occupying consecutive multiple servers and designs a ‘Widest First' (WF) coordination mechanism. The mechanism guides user decisions through a simple local policy: Servers prioritize processing tasks with a larger width (i.e., those requiring more servers). Theoretical analysis shows that the WF mechanism limits the price of anarchy (PoA) to a constant upper bound of $4-3/m$, and when the number of servers m is sufficiently large, establishes a lower bound of 3.793, a significant improvement on the worst-case performance guarantee compared to the unbounded PoA in uncoordinated scenarios. Further numerical experiments validate the mechanism's excellent average-case performance: With an improved tie-breaking rule, the efficiency loss of the resulting equilibrium can be controlled to around 5% (PoA $\approx$ 1.05), far outperforming the theoretical worst-case bound. This research offers a practical strategy for cloud platform managers to balance user autonomy with system efficiency, holding significant theoretical and practical value.
  • LI Meijuan, YANG Wei, SU Dongfeng
    Journal of Systems Science and Mathematical Sciences. 2025, 45(12): 3855-3869. https://doi.org/10.12341/jssms240781
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    Most of the existing cost compensation mechanisms are proposed based on the traditional cross-efficiency methods, which are all in the range of 0 and 1, resulting in the cost compensation mechanism not being able to realise two-way incentives, which is not conducive to the improvement of enterprises' performance. The self-evaluation may result in an overestimation of one's own efficiency because the evaluated DMU is allowed to freely choose weights. In the process of cross-efficiency aggregation, although the decision-making unit considers the optimal weights between self-evaluation and peer-evaluation at the same time, the self-evaluation efficiency is overly diluted in the final efficiency aggregation, resulting in the value of self-evaluation can not be fully reflected. In order to address this problem, this paper firstly proposes to improve the cross-efficiency model by considering the peer-evaluation as a whole called the comprehensive peer-evaluation, and correcting the proportion of self-evaluation and the comprehensive peer-evaluation by Criteria Importance Though Intercrieria Correlation(CRITIC) weighting method, so as to solve the problem of over-dilution of self-evaluation. Secondly, it introduces the co-operative game, considers the competition and co-operation relationship between DMUs, and uses Shapley value for cross-efficiency aggregation, and proposes a method to improve the cross-efficiency of the co-operative game. Finally, taking 135 listed enterprises with specialized, refined, differentiated, innovative(SRDI) characteristics in China as an example, the proposed model in this paper compared with the traditional model, and the results show that the proposed model in this paper has a wider range of positive incentive effects, takes into account the efficiency of self-evaluation and comprehensive peer-evaluation, and solves the problem of over-dilution of the efficiency of self-evaluation, so as to make the cost-compensation incentive mechanism have a certain degree of fairness and practicability.
  • SU Yanyuan, CHENG Simin, ZHANG Xiaoyue, ZHANG Yaming
    Journal of Systems Science and Mathematical Sciences. 2025, 45(12): 3870-3902. https://doi.org/10.12341/jssms240046
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    Individual selection preferences and the abuse of recommendation algorithms have trapped the public in an information cocoon dilemma. It would trigger differentiated collective behavior, exacerbate the formation of opinion polarization, and even have a serious impact on social public order. In this paper, we systematically analyze the effects of differences in public behavior within the information cocoon on the interaction between heterogeneous opinion groups, including the intra-group homogeneity restriction weakening-strengthening effect and the inter-group inhibition-promotion combination interaction effect. Then, based on the Lotka-Volterra modeling approach, the opinion polarization dynamic model with the interaction of heterogeneous opinions is constructed. Besides, the equilibrium points and their stabilities are estimated, too. Moreover, we also explore the law of opinion polarization through numerical simulations and empirical analysis. The results show that under the influence of the information cocoon, the weaker the intra-group homogeneity restriction and the stronger the inter-group promotion effect, the faster and the larger the expansion of the two groups, and the more likely to generate binary polarization situation. What's more, when the inter-group inhibition effect is stronger and the intra-group homogeneous restriction of heterogeneous opinion is weaker, the expansion rate of the group would slow down and the size would decrease and even disappear after reaching the peak, and generate single polarization situation. In addition, the potential diffusion range positively affects the expansion rate and final size of the group itself. Furthermore, the potential diffusion range would also slow down the expansion of the heterogeneous group under the inter-group promotion effect, but does not affect its final size.
  • GUO Zixue, ZHU Xiaoliang, YANG Guoqing
    Journal of Systems Science and Mathematical Sciences. 2025, 45(12): 3903-3919. https://doi.org/10.12341/jssms240408
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    In supply chains where retailers, as small and microenterprises, face capital limitations and information asymmetry, manufacturers, as core enterprises, often aim to enhance overall performance by implementing financing assistance and conveying demand information. Due to several unfavorable factors, manufactures may experience guarantee capacity deficiencies. In this context, they can choose to offer trade credit financing (TCF) or together with guarantee companies to provide credit coguarantee buyback financing (CCB) as signaling mechanisms, but the effectiveness of these strategies remains unclear. To address this gap, this paper establishes an analytical model through the signaling game to compare and examine the signaling role and profit improvement of these financing strategies. Our findings indicate that manufacturers can credibly signal the demand state through both financing contracts, with enhancing signal efficiency through CCB for the manufacturer and TCF for the retailer. In addition, a Pareto improvement can be achieved by adopting CCB at low guarantee fee rates, while through implementing TCF at high ones. These insights shed light on the advantages of CCB and TCF, offering valuable guidance for managers when selecting suitable financing strategies.
  • LI Zhenpeng, CHI Simin, YANG Jian
    Journal of Systems Science and Mathematical Sciences. 2025, 45(12): 3920-3936. https://doi.org/10.12341/jssms250430
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    Multimodal data (image, speech, video) is a common form of data in the field of information science. Based on multimodal sentiment analysis techniques, the recognition algorithm can more accurately refine sentimental tendencies and attitudes, thereby greatly improving the user experience of artificial intelligence (AI) products. Therefore, it has important potential application value in the fields of economics, management, and sociology. Multimodal sentiment analysis techniques in its ascendant, how to effectively integrate multimodal information for sentiment analysis is being an important topic in the field of artificial intelligence. This paper implements facial emotional recognition based on Efficientnet-V2 and BiLSTM, speech emotional recognition based on CNN architecture, text emotional recognition based on BiLSTM architecture, and word bag model integration. By optimizing the model parameters and using four multimodal fusion strategies, such as early fusion, late fusion, semantic fusion, and stage fusion, we construct a multimodal sentimental recognition algorithm. The experimental results show that the accuracy of the fused audio-visual bimodal algorithm reaches 73.86%, compared with Reference(Zhang, et al., 2019), the accuracy of the classification has been improved by 3.1%. Multimodal recognition algorithm under different fusion strategies can significantly improve recognition accuracy compared to single modal or bimodal recognition methods. Meanwhile, testing on simulated datasets shows that the semantic fusion method has the best effect in the fusion strategy, and the late fusion strategy is better than the early fusion. We also find that when the influence factor of stage fusion is 0.84, the multimodal classification effect is the best.
  • YANG Gang, CHEN Zhu, CAO Xianjie
    Journal of Systems Science and Mathematical Sciences. 2025, 45(12): 3937-3954. https://doi.org/10.12341/jssms240360
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    In the context of global climate warming, China is experiencing increasingly frequent extreme high-temperature events, which leads to a rising trend towards climate risks and severe losses of crops. In this paper, the deep learning algorithm N-BEATS model is used to iteratively forecast the future evolution trend of temperatures. Based on the intensity and duration of extreme high temperatures during a day, a novel extreme heat index and corresponding weather derivatives contracts are constructed. These contracts are used to hedge the extreme weather risks faced by crops. The results demonstrate that the proposed model significantly improves the prediction accuracy of future temperature changes, and the newly developed weather derivatives provide an effective hedging tool for extreme high-temperature risks.
  • PAN Haifeng, LI Chenchen, CHEN Junhao, FEI Weiyin
    Journal of Systems Science and Mathematical Sciences. 2025, 45(12): 3955-3971. https://doi.org/10.12341/jssms250311
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    By integrating the time-varying parameter vector autoregression (TVP-VAR) model with the Diebold-Yilmaz (DY) spillover index model, this paper explores the dynamic relationships among climate policy uncertainty (CPU), global stock markets, bond markets, and commodity markets. It measures the intensity of cross-market risk spillovers, analyzes the time-varying characteristics of risk linkages and spillovers among these markets, particularly their dynamic fluctuation characteristics under the influence of major events. Furthermore, optimal portfolio weights are constructed under different objectives, such as minimum variance, minimum correlation, and minimum connectedness. Their performance is evaluated in terms of hedging effectiveness and Sharpe ratios. The results indicate that the spillovers across financial markets under CPU exhibit significant time-variation and dynamics, which are strongly influenced by major events and policy uncertainties. Heterogeneity exists in the dynamic net connectedness of different assets. The S&P 500 and the STOXX 50 act as key systemic risk transmission nodes in global financial markets. U.S. Treasuries show a net spillover effect, while German and Chinese Treasuries demonstrate a net spill-in effect. In the commodity market, copper and crude oil display large fluctuations in net connectedness. The dynamic paths of portfolio returns are broadly aligned across strategies, but structural differences exist, requiring dynamic adjustments in allocation to optimize portfolio performance. CPU plays an important role in portfolio optimization strategies. Incorporating CPU into cross-market portfolios can effectively improve both mean returns and Sharpe ratios of the portfolios.
  • TANG Huiyun, LI Yang, WANG Feifei
    Journal of Systems Science and Mathematical Sciences. 2025, 45(12): 3972-3987. https://doi.org/10.12341/jssms240383
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    Multi-source data are commonly encountered nowadays. The analysis of multi-source data is important for unleashing the data potential and realizing data value. However, many multi-source data still exist in the form of “ata silos”. Interconnection between data remains extremely challenging. Meanwhile, the data security issue is a significant concern, making it crucial to achieve secure development of multi-source data while protecting data privacy. To address these challenges, we propose a privacy-protected paradigm for multi-source data analysis. This method is based on the federated learning framework, enabling different data sources to collaborate on data analysis tasks without exposing their raw data. Meanwhile, to further prevent malicious attacks on data, we incorporate differential privacy into federated learning by adding noise to the transmitted data to protect individual-level information. Finally, we demonstrates the practical application of the proposed paradigm using the example of predicting violation risks of enterprises. By combining data from various departments, the prediction accuracy can be well enhanced.
  • ZHAO Hui, ZHANG Yu, SHAO Mingyuan
    Journal of Systems Science and Mathematical Sciences. 2025, 45(12): 3988-4003. https://doi.org/10.12341/jssms240770
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    Decentralized learning has gained increasing attention within the realm of big data distributed computing, owing to its merits in computational efficiency, data privacy protection and system stability. In the context of decentralized distributed learning, this paper proposes a sparse estimation method for expectile regression, leveraging the the asymmetric least squares loss and $\ell_1$ penalty. An ADMM-LAMM algorithm with a linear convergence rate is also outlined. Moreover, this paper establishes that the proposed estimator attains an approximately Oracle convergence rate and presents theoretical findings related to the recovery of the sparse support set. Lastly, numerical simulations and real data analysis are conducted to showcase the robustness and efficacy of the proposed methodology in handling heavy-tailed, heterogeneous high-dimensional data.
  • XIONG Zikang, QIN Hong, NING Jianhui, HUANG Yuning
    Journal of Systems Science and Mathematical Sciences. 2025, 45(12): 4004-4015. https://doi.org/10.12341/jssms240678
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    Design of experiments with mixtures has been widely used in food industry manufacturing, mixed drug research and development, investment portfolio optimization and other fields. In order to ensure that the design is robust to the changes of the model, many scholars have proposed uniform designs for experiments with mixtures under different criteria. However, the methods of constructing mixture designs based on the acceptance-rejection algorithm or inverse transformation method become inefficient and complex when the number of mixture compositions is large and the constraints are complex. In this paper, we propose an efficient construction method with representative points method for uniform mixture design on a general restricted region. The main idea is to generate uniform training samples on the experimental region based on the Gibbs sampling algorithm, and then compress them into the optimal representative point set under the energy distance criterion by the optimization algorithm. Through numerical example analysis, the design generated by the new construction method has good uniformity and model robustness.
  • YE Xiaji, YU Lichao
    Journal of Systems Science and Mathematical Sciences. 2025, 45(12): 4016-4034. https://doi.org/10.12341/jssms240258
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    This paper focuses on the situation where the response variable in sampling surveys does not obey the normal distribution as required by traditional small area estimation models. It investigates the small area estimation method for the target parameters of the Fay-Herriot model (FH model) based on the transformed response variable, proposing an empirical best predictor (EBP) for the target parameters and its mean square error (MSE) estimator. When inversely transforming the transformed EBP, a conditional expectation bias correction term is added to correct the bias introduced by the inverse transformation. A second-order approximate MSE estimator is introduced that is not restricted by the estimation method of the model parameters. Through numerical simulation, the MSE estimation method presented in this paper is compared with existing methods, revealing that the method enhances the adaptability of small area estimation models to data with response variables that have a skewed distribution and improves the precision of target parameter estimation, with the added benefit of having a simple estimator form. Finally, the research method of this paper is used to measure the per capita financial assets of urban and rural residents in some provinces and counties of China, and the effectiveness of the method is verified through the measurement results.
  • CHEN Jiapeng, XU Aiting, XU Shenyi
    Journal of Systems Science and Mathematical Sciences. 2025, 45(12): 4035-4052. https://doi.org/10.12341/jssms240213
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    Automated forward-looking prediction based on large-scale patent data and feature indicators has gradually become the research focus of potential high-value patent discrimination. Aiming at the classification bias caused by imbalance data distribution and cost difference of misclassification in the identification of potentially high-value patents using universal machine learning methods, this study optimizes the classification strategy at both algorithmic and evaluation levels, proposes a multi-scenario optimization framework for the identification of potentially high-value patents, and conducts an empirical study on the example of the second-classification scenario of predicting whether patents in the field of microchips are potentially high-value patents. The specific improvements are as follows: 1) The algorithm level adopts the idea of imbalance problem solving, and constructs a combination of the improved dynamic integrated selection algorithm and the multi-objective dung beetle optimisation algorithm; 2) The evaluation level introduces the concept of misclassification cost, and explores the influence of the cost matrix on the prediction effect of classification based on the multi-application scenarios. The results show that the method in this paper can reduce the overall misclassification cost while controlling the distribution of different classification errors more accurately, improve the recognition accuracy of the model, and better achieve the rapid, accurate and scientific identification of potential high-value patents from a large number of patents. This paper puts forward optimisation and improvement strategies from the aspects of algorithm and evaluation, which provides a new idea to improve the identification method of potential high-value patents, and provides a new reference for relevant innovation subjects to quickly lock the potential high-value patents and carry out targeted cultivation work.
  • HUANG Yanhua, LÓPEZ-CARR David, HU Guihua
    Journal of Systems Science and Mathematical Sciences. 2025, 45(12): 4053-4072. https://doi.org/10.12341/jssms23783
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    Despite a recurrent problem of omission in China’s household registration system, government agencies have yet to carry out a robust estimation of omission error in the household registration system. The single omission estimator, recommended by the United Nations Statistics Division, fails to cover all omissions and therefore underestimate omission rate. This paper proposes using the synthetic omission estimator instead of the single omission estimator, and compares the synthetic omission estimator with the single omission estimator through case studies. The results of the empirical study demonstrates that the omission rates estimated by the four synthetic omission estimators are higher than that of the single omission estimator. The sampling standard deviation of the omission rate estimated by one of the synthetic omission estimators is slightly higher than that of the single omission estimator, while the sampling standard deviation of the estimated results of the other three synthetic omission estimators are smaller than that of the single omission estimator. Results provide important guidance for the statistics bureau and the Ministry of Public Security to correct for omissions in the household registration. The proposed estimation procedure is also pertinent to academic, government, and non-governmental globally confronted with the challenge of controlling for omission bias in their estimation techniques.