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A modified stochastic model for LS+AR hybrid method and its application in polar motion short-term prediction 被引量:1
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作者 Fei Ye Yunbin Yuan 《Geodesy and Geodynamics》 EI CSCD 2024年第1期100-105,共6页
Short-term(up to 30 days)predictions of Earth Rotation Parameters(ERPs)such as Polar Motion(PM:PMX and PMY)play an essential role in real-time applications related to high-precision reference frame conversion.Currentl... Short-term(up to 30 days)predictions of Earth Rotation Parameters(ERPs)such as Polar Motion(PM:PMX and PMY)play an essential role in real-time applications related to high-precision reference frame conversion.Currently,least squares(LS)+auto-regressive(AR)hybrid method is one of the main techniques of PM prediction.Besides,the weighted LS+AR hybrid method performs well for PM short-term prediction.However,the corresponding covariance information of LS fitting residuals deserves further exploration in the AR model.In this study,we have derived a modified stochastic model for the LS+AR hybrid method,namely the weighted LS+weighted AR hybrid method.By using the PM data products of IERS EOP 14 C04,the numerical results indicate that for PM short-term forecasting,the proposed weighted LS+weighted AR hybrid method shows an advantage over both the LS+AR hybrid method and the weighted LS+AR hybrid method.Compared to the mean absolute errors(MAEs)of PMX/PMY sho rt-term prediction of the LS+AR hybrid method and the weighted LS+AR hybrid method,the weighted LS+weighted AR hybrid method shows average improvements of 6.61%/12.08%and 0.24%/11.65%,respectively.Besides,for the slopes of the linear regression lines fitted to the errors of each method,the growth of the prediction error of the proposed method is slower than that of the other two methods. 展开更多
关键词 Stochastic model LS%pLUS%ar Short-term prediction The earth rotation parameter(ERp) Observation model
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基于MS(2)-AR-TVTP模型的I_(BD)波动周期非对称性和持续性分析
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作者 陈丽芬 谢新连 林嘉俊 《中国航海》 CSCD 北大核心 2024年第2期65-71,共7页
国际干散货运输市场源于国际贸易的衍生需求,受世界经济的影响,是一个典型的周期性市场。选取1999年11月~2021年12月的波罗的海干散货运价指数(I_(BD))月度数据,在检验序列平稳性的基础上,确定最优滞后长度,构建两区制的时变转换概率马... 国际干散货运输市场源于国际贸易的衍生需求,受世界经济的影响,是一个典型的周期性市场。选取1999年11月~2021年12月的波罗的海干散货运价指数(I_(BD))月度数据,在检验序列平稳性的基础上,确定最优滞后长度,构建两区制的时变转换概率马尔科夫转换自回归模型,分析I_(BD)波动周期的持续时间、转换拐点和非对称性等主要特征。研究结果表明:模型能有效拟合I_(BD)波动周期的主要特征,周期平均持续时间为33.7个月,自2008年9月之后呈缩短态势,上升期和下降期交互更频繁;I_(BD)波动周期具有非对称性,周期内上升期持续时间比下降期长,I_(BD)维持上升期更具有稳定性。周期性特征结果可为干散货航运业造船投资和市场经营提供决策依据。 展开更多
关键词 MS(2)-ar-TVTp模型 I_(BD)波动周期 转换拐点 持续时间
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基于时间序列AR(P)模型的边坡变形预测与应用
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作者 陈子江 《测绘与空间地理信息》 2024年第7期203-206,214,共5页
获取边坡的监测数据进行分析,并预测其接下来的变化趋势,具有重要的意义。本文以贵州省福泉市高坪矿区英坪矿段内边坡工程项目为研究对象,对监测数据采用时间序列AR(P)模型方法进行了分析与预测。研究结果表明,模型拟合的结果和预测精... 获取边坡的监测数据进行分析,并预测其接下来的变化趋势,具有重要的意义。本文以贵州省福泉市高坪矿区英坪矿段内边坡工程项目为研究对象,对监测数据采用时间序列AR(P)模型方法进行了分析与预测。研究结果表明,模型拟合的结果和预测精度较好地反映了监测点的变化趋势,可为矿区边坡模型建立和监测数据的预测提供一定的参考。 展开更多
关键词 矿区边坡 变形监测 时间序列ar(p)模型 预测
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基于AR-LSTM-BP的CPI组合预测模型
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作者 孙春 庄科俊 崔培贤 《喀什大学学报》 2024年第3期30-34,共5页
针对居民消费价格指数(CPI)预测准确性的问题,提出一种AR-LSTM-BP组合预测模型.首先分别用回归(AR)、长短时记忆网络(LSTM)和BP神经网络这三种模型对CPI预测,并对预测结果进行比较分析;随后引入诱导有序加权调和平均算子(IOWHA)的概念,... 针对居民消费价格指数(CPI)预测准确性的问题,提出一种AR-LSTM-BP组合预测模型.首先分别用回归(AR)、长短时记忆网络(LSTM)和BP神经网络这三种模型对CPI预测,并对预测结果进行比较分析;随后引入诱导有序加权调和平均算子(IOWHA)的概念,构建AR-LSTM-BP组合预测模型.结果表明,IOWHA组合预测模型的误差均小于单项预测模型,预测结果准确性较高,能够更好地反映CPI的波动走势. 展开更多
关键词 CpI 组合预测模型 自回归模型 IOWHA算子
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耦合优化蚁群算法与P-Median model的选址模型设计
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作者 顾梓程 胡新玲 《现代电子技术》 北大核心 2024年第3期109-114,共6页
为节省城建部门对于公共体育设施的投入成本以及提高城市人民生活质量,以运动场所优化选址为例,提出一种新型设施选址模型。该模型主要基于P-Median model(最小化阻抗模型)根据需求点数量从全部候选设施选址中选择设施空间位置,让用户... 为节省城建部门对于公共体育设施的投入成本以及提高城市人民生活质量,以运动场所优化选址为例,提出一种新型设施选址模型。该模型主要基于P-Median model(最小化阻抗模型)根据需求点数量从全部候选设施选址中选择设施空间位置,让用户达到离自己最近设施距离成本总和最小的目的,对选址的基本原则和实际情况提出要求,构造目标函数用于优化后蚁群算法求解进行选址工作。优化蚁群算法实现基于Python语言模块,通过改进蚁群原始信息素,提升原有算法的收敛速度,求出目标函数最优解,可以很好地模拟对于运动场所的选址。用二者耦合进行优势互补所设计的选址模型来搜寻研究区蚁群信息素浓度残留最大的栅格像元,从而确定未被已有设施点服务半径覆盖的最佳设施点建立位置。实验结果表明,该新型选址模型相较于最小化阻抗模型与最大化覆盖模型,新增优化设施点使整体服务半径覆盖率分别高出10.42%和6.95%,适合求解较为精确且小规模空间下的选址问题。 展开更多
关键词 蚁群算法 p-Median model 选址模型 GIS 运动场所 位置分配 pYTHON
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BIM Improved with RV and AR Technologies
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作者 Alcínia Zita Sampaio Raquel S. Sarmento Augusto M. Gomes 《Journal of Software Engineering and Applications》 2024年第6期508-521,共14页
The study addresses the integration of the Building Information Modelling (BIM) methodology with Virtual Reality (VR) and Augmented Reality (AR) technologies in the context of the development of a multidisciplinary pr... The study addresses the integration of the Building Information Modelling (BIM) methodology with Virtual Reality (VR) and Augmented Reality (AR) technologies in the context of the development of a multidisciplinary project, involving architecture, structures, water network and electrical system components. In order to cover in detail the various design features, the case study was limited to a specific area of a house, the sanitary rooms, as it presents sufficient complexity in modeling and the application of VR and AR software. The VR/AR functionalities applied over the BIM model increase the potential of BIM in the construction sector, contributing to the achievement of a high level of collaboration and control of the project based on an immersive and interactive environment. The elaboration of the different phases of a BIM design requires the transfer of models between BIM and VR/AR systems, allowing us to analyze the main advantages that BIM/VR/AR integration can introduce in the construction industry. The study contributes positively to achieving new knowledge in BIM, being disseminated in an academic research work and illustrated in a practical context. 展开更多
关键词 BIM Multi-Disciplines modeling Virtual Reality Augmented Reality Integration BIM/VR/ar COLLABORATION
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高压管汇材料疲劳性能测试及P-S-N模型曲线的拟合 被引量:1
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作者 黄艳娟 周思柱 李宁 《长江大学学报(自然科学版)》 2024年第3期55-61,共7页
高压管汇作为压裂设备中的主要易损件之一,其失效危害较大。它的失效原因主要是疲劳、冲蚀、腐蚀或者材料缺陷引起的刺漏和爆裂,其中尤以疲劳失效最不可预估。目前,对于高压管汇材料的疲劳性能研究不够深入,为解决高压管汇材料疲劳寿命... 高压管汇作为压裂设备中的主要易损件之一,其失效危害较大。它的失效原因主要是疲劳、冲蚀、腐蚀或者材料缺陷引起的刺漏和爆裂,其中尤以疲劳失效最不可预估。目前,对于高压管汇材料的疲劳性能研究不够深入,为解决高压管汇材料疲劳寿命的准确描述问题,以某国产高压管汇材料为例,进行了一系列疲劳试验,并基于试验数据,采用多种分布模型和不同S-N模型进行拟合分析,得出综合评价拟合能力最强的P-S-N模型。结果表明,该材料在中长疲劳寿命区,Weibull三参数模型在7级应力水平下综合评价能力最好;在存活率分别为50%、90%、99%、99.9%时,指数S-N模型的拟合系数均大于0.98,拟合能力最好。得出的P-S-N模型曲线可以为高压管汇的疲劳寿命以及安全设计提供依据。 展开更多
关键词 高压管汇材料 正态分布模型 Weibull分布模型 p-S-N模型 幂函数S-N模型 指数S-N模型
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P因子介导的C5a/C5aR轴活化在IgA肾病肾脏足细胞损伤中的作用 被引量:2
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作者 丁苗慧 张颖 +2 位作者 李远 周雅丽 邢国兰 《郑州大学学报(医学版)》 CAS 北大核心 2023年第1期82-88,共7页
目的:研究P因子介导的C5a/C5aR轴活化在IgA肾病肾脏足细胞损伤中的作用。方法:选取在郑州大学第一附属医院肾内科住院的少量、中量、大量蛋白尿IgA肾病患者各20例,收集其血液、尿液和肾组织标本;肾脏肿瘤切除术患者(20例)的远离肿瘤组织... 目的:研究P因子介导的C5a/C5aR轴活化在IgA肾病肾脏足细胞损伤中的作用。方法:选取在郑州大学第一附属医院肾内科住院的少量、中量、大量蛋白尿IgA肾病患者各20例,收集其血液、尿液和肾组织标本;肾脏肿瘤切除术患者(20例)的远离肿瘤组织5 cm以上、病理诊断为正常的肾组织为对照1组,20例体检健康的成人血液、尿液标本为对照2组。电镜观察肾脏足细胞损伤程度,行Tunel和Nephrin共染色观察足细胞凋亡情况;免疫荧光法观察肾组织中足细胞P因子或C5aR、C5b-9与Nephrin共表达的情况;采用ELISA法检测IgA肾病组和对照2组血清及尿液中的P因子水平。结果:(1)大量蛋白尿IgA肾病患者肾组织足细胞足突弥漫融合、足细胞凋亡明显增加,Nephrin表达降低。(2)大量蛋白尿IgA肾病组患者足细胞上的P因子、C5aR和C5b-9表达明显增强、Nephrin表达减弱。(3)大量蛋白尿IgA肾病组患者较对照2组血清、尿液P因子水平升高。结论:P因子介导的C5a/C5aR轴过度活化可能参与了IgA肾病肾脏足细胞损伤的发生。 展开更多
关键词 IGA肾病 p因子 C5a/C5ar 足细胞
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Unified Degradation Model in Low Gate Voltage Range During Hot-Carrier Stressing of p-MOS Transistors
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作者 胡靖 穆甫臣 +1 位作者 许铭真 谭长华 《Journal of Semiconductors》 EI CAS CSCD 北大核心 2002年第2期124-130,共7页
Hot carrier effects of p MOSFETs with different oxide thicknesses are studied in low gate voltage range.All electrical parameters follow a power law relationship with stress time,but degradation slope is dependent ... Hot carrier effects of p MOSFETs with different oxide thicknesses are studied in low gate voltage range.All electrical parameters follow a power law relationship with stress time,but degradation slope is dependent on gate voltage.For the devices with thicker oxides,saturated drain current degradation has a close relationship with the product of gate current and electron fluence.For small dimensional devices,saturated drain current degradation has a close relationship with the electron fluence.This degradation model is valid for p MOSFETs with 0 25μm channel length and different gate oxide thicknesses. 展开更多
关键词 hot carrier effects p MOSFET degradation model electron fluence
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水平受荷桩“p-y+M-θ”分析方法
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作者 王立忠 赖踊卿 +1 位作者 洪义 张友虎 《岩土工程学报》 EI CAS CSCD 北大核心 2024年第5期905-918,共14页
中国近海海上风电机组开发建设中,大直径单桩基础形式使用占比超70%。现行p-y曲线设计方法主要适用于小直径柔性桩,对大直径单桩侧向及桩底受荷描述能力不足,导致其严重低估刚柔性桩和刚性桩(分别常用于中国和欧洲的近海风电工程)的变... 中国近海海上风电机组开发建设中,大直径单桩基础形式使用占比超70%。现行p-y曲线设计方法主要适用于小直径柔性桩,对大直径单桩侧向及桩底受荷描述能力不足,导致其严重低估刚柔性桩和刚性桩(分别常用于中国和欧洲的近海风电工程)的变形和承载能力,过于保守的设计给海上风电降本带来挑战。为此建立了能以统一的方式预测柔性、刚柔性和刚性单桩水平单调受荷响应的“p-y+M-θ”模型,并将该模型推广到循环荷载下单桩的响应分析。通过与相关试验结果比对发现,“p-y+M-θ”模型能较为准确地预测桩基水平加载响应。力图为水平受荷单桩工程设计提供简洁而可行的响应分析方法。 展开更多
关键词 软黏土 p-y%pLUS%M-θ”模型 水平受荷桩循环加载 试验结果对比
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基于自适应AR模型巡航飞行参数预测研究
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作者 钱宇 王立新 +1 位作者 张恒 刘瑜 《计算机应用与软件》 北大核心 2024年第4期73-79,共7页
为更准确实现飞行参数趋势预测,提出一种基于自适应自回归(AR)模型的稳定巡航飞行参数预测方法。根据稳定巡航参数筛选条件,获取建模所需飞行参数。利用卡尔曼滤波原理估计AR模型参数,并与飞行参数构建系统方程,利用无迹卡尔曼滤波实时... 为更准确实现飞行参数趋势预测,提出一种基于自适应自回归(AR)模型的稳定巡航飞行参数预测方法。根据稳定巡航参数筛选条件,获取建模所需飞行参数。利用卡尔曼滤波原理估计AR模型参数,并与飞行参数构建系统方程,利用无迹卡尔曼滤波实时更新、修正AR模型参数估计值,将自适应AR模型的预测值与曲线拟合模型和灰色模型的预测值进行对比。以波音B777-300ER飞机的快速存取记录器数据样本进行仿真验证,结果表明:自适应AR模型在数据预测和收敛速率方面均更优,可有效降低预报模型随步数增加导致的精度误差,提高参数预测准确性。研究在飞机维修保障、状态监控与预测等方面具有重要作用。 展开更多
关键词 无迹卡尔曼滤波 自适应ar模型 飞行参数预测 曲线拟合模型 灰色模型
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基于D3AR的半球共形阵低空风切变风速估计方法
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作者 李海 唐芳 李双双 《雷达科学与技术》 北大核心 2024年第1期21-28,共8页
针对半球共形阵体制下进行低空风切变检测时会受到强地杂波信号的干扰,导致风切变信号难以检测的问题,提出了一种基于空时自回归的直接数据域算法(Space-Time Autoregressive Direct Data Domain,D3AR)的低空风切变风速估计方法。该方... 针对半球共形阵体制下进行低空风切变检测时会受到强地杂波信号的干扰,导致风切变信号难以检测的问题,提出了一种基于空时自回归的直接数据域算法(Space-Time Autoregressive Direct Data Domain,D3AR)的低空风切变风速估计方法。该方法首先将待检测距离单元的数据从空域、时域以及空时域进行信号对消处理;然后将处理后的数据矩阵描述为空时自回归(Autoregression,AR)模型并估计模型参数;再通过构造与杂波子空间正交的空间来实现对杂波的抑制,最后通过提取待检测单元的最大多普勒频率来估计风场速度。根据仿真结果显示,该方法有效地实现了地杂波抑制,并且能够精确估计风速。 展开更多
关键词 半球共形阵 低空风切变 ar模型 风速估计
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基于AR-ECM平均差异模型的串联电池组SOC、容量多尺度联合估计方法
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作者 刘芳 余丹 +1 位作者 苏卫星 卜凡涛 《中国电机工程学报》 EI CSCD 北大核心 2024年第10期3937-3948,I0016,共13页
考虑电池单体老化差异所致的电池组不一致性,针对串联电池组荷电状态(state of charge,SOC)、容量估计问题,提出一种基于自回归等效电路模型(autoregression equivalent circuit model,AR-ECM)的平均差异模型(mean-difference model,MDM... 考虑电池单体老化差异所致的电池组不一致性,针对串联电池组荷电状态(state of charge,SOC)、容量估计问题,提出一种基于自回归等效电路模型(autoregression equivalent circuit model,AR-ECM)的平均差异模型(mean-difference model,MDM)。基于此模型,提出串联电池组SOC、容量多尺度联合估计算法。该算法由2个部分组成,一是基于AR-ECM的MDM及差异化模型参数辨识策略:条件辨识策略和定频分组辨识策略;二是基于多时间尺度H无穷滤波(multi-timescale H infinity filter,Mts-HIF)的电池组SOC、容量联合估计算法。通过将所提出MDM中的自回归平均模型(autoregression mean model,AR-MM)与传统MDM中的n阶RC平均模型(nRC mean model,nRC-MM)比较,结果表明所提出的AR-MM在复杂运行工况下具有更优的动态跟随性能。依据最小化信息量准则(akaike information criterion,AIC),AR-MM具有更优的复杂度与精度的权衡。通过与基于多时间尺度扩展卡尔曼滤波(multi-timescale extended Kalman filter,Mts-EKF)联合状态估计算法比较,结果表明所提出的Mts-HIF状态估计算法具有更优的鲁棒性、精度和收敛速度。 展开更多
关键词 串联电池组 自回归等效电路模型 平均差异模型 容量 荷电状态 H无穷滤波
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Perceptual video coding method based on JND and AR model 被引量:1
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作者 王翀 赵力 邹采荣 《Journal of Southeast University(English Edition)》 EI CAS 2010年第3期384-388,共5页
In order to achieve better perceptual coding quality while using fewer bits, a novel perceptual video coding method based on the just-noticeable-distortion (JND) model and the auto-regressive (AR) model is explore... In order to achieve better perceptual coding quality while using fewer bits, a novel perceptual video coding method based on the just-noticeable-distortion (JND) model and the auto-regressive (AR) model is explored. First, a new texture segmentation method exploiting the JND profile is devised to detect and classify texture regions in video scenes. In this step, a spatial-temporal JND model is proposed and the JND energy of every micro-block unit is computed and compared with the threshold. Secondly, in order to effectively remove temporal redundancies while preserving high visual quality, an AR model is applied to synthesize the texture regions. All the parameters of the AR model are obtained by the least-squares method and each pixel in the texture region is generated as a linear combination of pixels taken from the closest forward and backward reference frames. Finally, the proposed method is compared with the H.264/AVC video coding system to demonstrate the performance. Various sequences with different types of texture regions are used in the experiment and the results show that the proposed method can reduce the bit-rate by 15% to 58% while maintaining good perceptual quality. 展开更多
关键词 perceptual video coding texture synthesis just-noticeable-distortion ar model
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基于AR(p)误差随机系数面板数据模型的预测
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作者 张彦芳 鄢然 魏传华 《理论数学》 2023年第1期1-14,共14页
本文研究了模型误差服从AR(p)过程的随机系数面板数据模型的预测问题,得到了最优线性无偏预测表达式。数值模拟结果表明了所提方法的有效性。
关键词 随机系数面板数据模型 ar(p) 最优线性无偏预测
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Empirical Likelihood Inference for AR(p) Model 被引量:3
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作者 陈燕红 赵世舜 宋立新 《Northeastern Mathematical Journal》 CSCD 2008年第5期423-432,共10页
In this article we study the empirical likelihood inference for AR(p) model. We propose the moment restrictions, by which we get the empirical likelihood estimator of the model parametric, and we also propose an emp... In this article we study the empirical likelihood inference for AR(p) model. We propose the moment restrictions, by which we get the empirical likelihood estimator of the model parametric, and we also propose an empirical log-likelihood ratio base on this estimator. Our result shows that the EL estimator is asymptotically normal, and the empirical log-likelihood ratio is proved to be asymptotically standard chi-squared. 展开更多
关键词 arp model empirical likelihood moment construction asymptotic property
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oncausal spatial prediction filtering based on an ARMA model 被引量:8
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作者 Liu Zhipeng Chen Xiaohong Li Jingye 《Applied Geophysics》 SCIE CSCD 2009年第2期122-128,共7页
Conventional f-x prediction filtering methods are based on an autoregressive model. The error section is first computed as a source noise but is removed as additive noise to obtain the signal, which results in an assu... Conventional f-x prediction filtering methods are based on an autoregressive model. The error section is first computed as a source noise but is removed as additive noise to obtain the signal, which results in an assumption inconsistency before and after filtering. In this paper, an autoregressive, moving-average model is employed to avoid the model inconsistency. Based on the ARMA model, a noncasual prediction filter is computed and a self-deconvolved projection filter is used for estimating additive noise in order to suppress random noise. The 1-D ARMA model is also extended to the 2-D spatial domain, which is the basis for noncasual spatial prediction filtering for random noise attenuation on 3-D seismic data. Synthetic and field data processing indicate this method can suppress random noise more effectively and preserve the signal simultaneously and does much better than other conventional prediction filtering methods. 展开更多
关键词 ar model arMA model noncasual random noise self-deconvolved projection filtering
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A Preliminary Study on Dynamics and Models of N,P,K Absorption for High-Yield Cotton 被引量:6
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作者 WANGKe-ru LIShao-kun +3 位作者 CAOLian-pu SONGGuang-jie CHENGang CAOSuan-zhu 《Agricultural Sciences in China》 CAS CSCD 2003年第7期752-759,共8页
The field experiments were carried out to investigate the dynamics and models of N, P and K absorption for the cotton plants with a lint of 3 000 kg ha-1 in Xinjiang. The main results were as follows: The contents of ... The field experiments were carried out to investigate the dynamics and models of N, P and K absorption for the cotton plants with a lint of 3 000 kg ha-1 in Xinjiang. The main results were as follows: The contents of N, P2O5, K2O in cotton leaves, stems, squares and bolls decreased obviously with the time over the whole growth duration and the falling extent was greater in high-yield cotton than in CK. Contents of N in leaves, squares and bolls, in particular in the leaves of fruit-bearing shoot was higher in high-yield cotton than in CK. Contents of P2O5 in squares and bolls and that of K2O in stems were higher in high-yield cotton than in CK during the whole growing period. The accumulations of N, P2O5 and K2O in the cotton plants could be described with a logistic curve equation. There was the fastest nutrient uptake at about 90 d for N, 92 d for P2O5 and 85 d for K2O after emergence, respectively. Total nutrient accumulation of N, P2O5 and K2O was 385.8, 244. 7 and 340.3 kg ha-1, respectively. Approximately 12. 5 kg N, 8. 0 kg P2O5 and 11.1 kg K2O were needed for producing 100 kg lint with the leaves and stems under the super high yield condition of 3 000 kg ha-1 in Xinjiang. 展开更多
关键词 XINJIANG Cultivation of high yield COTTON N p K Absorption dynamics model
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AUTOREGRESSIVE MODEL AND POWER SPECTRUM CHARATERISTICS OF CURRENT SIGNAL IN HIGH FREQUENCY GROUP PULSE MICRO-ELECTROCHEMICAL MACHINING 被引量:3
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作者 TANG Xinglun ZHANG Zhijing +1 位作者 ZHOU Zhaoying YANG Xiaodong 《Chinese Journal of Mechanical Engineering》 SCIE EI CAS CSCD 2006年第2期260-264,共5页
The identification of the inter-electrode gap size in the high frequency group pulse micro-electrochemical machining (HGPECM) is mainly discussed. The auto-regressive(AR) model of group pulse current flowing acros... The identification of the inter-electrode gap size in the high frequency group pulse micro-electrochemical machining (HGPECM) is mainly discussed. The auto-regressive(AR) model of group pulse current flowing across the cathode and the anode are created under different situations with different processing parameters and inter-electrode gap size. The AR model based on the current signals indicates that the order of the AR model is obviously different relating to the different processing conditions and the inter-electrode gap size; Moreover, it is different about the stability of the dynamic system, i.e. the white noise response of the Green's function of the dynamic system is diverse. In addition, power spectrum method is used in the analysis of the dynamic time series about the current signals with different inter-electrode gap size, the results show that there exists a strongest power spectrum peak, characteristic power spectrum(CPS), to the current signals related to the different inter-electrode gap size in the range of 0~5 kHz. Therefore, the CPS of current signals can implement the identification of the inter-electrode gap. 展开更多
关键词 Electrochemical machining Inter-electrode gap Autoregressive(ar model power spectrum
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A COMPARISON OF FORECASTING MODELS OF THE VOLATILITY IN SHENZHEN STOCK MARKET 被引量:1
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作者 庞素琳 邓飞其 王燕鸣 《Acta Mathematica Scientia》 SCIE CSCD 2007年第1期125-136,共12页
Based on the weekly closing price of Shenzhen Integrated Index, this article studies the volatility of Shenzhen Stock Market using three different models: Logistic, AR(1) and AR(2). The time-variable parameters o... Based on the weekly closing price of Shenzhen Integrated Index, this article studies the volatility of Shenzhen Stock Market using three different models: Logistic, AR(1) and AR(2). The time-variable parameters of Logistic regression model is estimated by using both the index smoothing method and the time-variable parameter estimation method. And both the AR(1) model and the AR(2) model of zero-mean series of the weekly dosing price and its zero-mean series of volatility rate are established based on the analysis results of zero-mean series of the weekly closing price, Six common statistical methods for error prediction are used to test the predicting results. These methods are: mean error (ME), mean absolute error (MAE), root mean squared error (RMSE), mean absolute percentage error (MAPE), Akaike's information criterion (AIC), and Bayesian information criterion (BIC). The investigation shows that AR(1) model exhibits the best predicting result, whereas AR(2) model exhibits predicting results that is intermediate between AR(1) model and the Logistic regression model. 展开更多
关键词 Logistic regression model ar(1) model ar(2) model VOLATILITY
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