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ESMO2023:恩扎卢胺联合雄激素剥夺治疗对比安慰剂联合雄激素剥夺治疗在中国转移性激素敏感性前列腺癌患者中的疗效和安全性(中国ARCHES)
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作者 李永红 《现代泌尿外科杂志》 2024年第1期81-82,共2页
2019年发表的全球ARCHES试验(NCT02677896)结果显示,与安慰剂(placebo,PBO)+雄激素剥夺治疗(androgen deprivation therapy,ADT)相比,恩扎卢胺+ADT延长了转移性激素敏感性前列腺癌(metastatic hormone-sensitive prostate cancer,mHSPC... 2019年发表的全球ARCHES试验(NCT02677896)结果显示,与安慰剂(placebo,PBO)+雄激素剥夺治疗(androgen deprivation therapy,ADT)相比,恩扎卢胺+ADT延长了转移性激素敏感性前列腺癌(metastatic hormone-sensitive prostate cancer,mHSPC)患者的总生存期和放射影像学无进展生存期(radiographic progression-free survival,rPFS)^([1])。然而,该试验无中国患者入组。欧洲肿瘤内科学会(European Society for Medical Oncology,ESMO)2023年会议报道了中国ARCHES研究(NCT04076059)的初步结果,这是一项评估恩扎卢胺+ADTvs.PBO+ADT在中国m HSPC患者中的疗效和安全性的多中心、随机、双盲、PBO对照的Ⅲ期试验^([2])。 展开更多
关键词 转移性激素敏感性前列腺癌 恩扎卢胺 雄激素剥夺治疗 安慰剂 中国患者 archES
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我国股市波动的ARCH类模型分析 被引量:6
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作者 温素彬 《淮海工学院学报(自然科学版)》 CAS 2002年第2期64-67,共4页
股票价格的频繁波动是股票市场最明显的特征之一。 ARCH类模型可以成功地预测金融资产收益率的方差。通过对我国股价指数的统计描述 ,表明我国金融资产收益率存在自回归条件异方差特征 ,并表现出非正态性。利用 ARCH类模型对深圳成份指... 股票价格的频繁波动是股票市场最明显的特征之一。 ARCH类模型可以成功地预测金融资产收益率的方差。通过对我国股价指数的统计描述 ,表明我国金融资产收益率存在自回归条件异方差特征 ,并表现出非正态性。利用 ARCH类模型对深圳成份指数的波动进行拟合 ,结果表明 。 展开更多
关键词 股市波动 arch类模型分析 arch模型 Garch模型 Tarch模型 EGarch模型
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Persistent left superior vena cava in right hemiarch replacement under deep hypothermic circulatory arrest:A case report
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作者 Ze-Yu Mi Gang He +1 位作者 Hong-Li Gao Chao Li 《World Journal of Clinical Cases》 SCIE 2023年第32期7858-7864,共7页
BACKGROUND Persistent left superior vena cava(PLSVC),a relatively rare thoracic vascular malformation,can inconvenience perfusionists and operators when encountered during deep hypothermic circulatory arrest(DHCA).CAS... BACKGROUND Persistent left superior vena cava(PLSVC),a relatively rare thoracic vascular malformation,can inconvenience perfusionists and operators when encountered during deep hypothermic circulatory arrest(DHCA).CASE SUMMARY Herein,we describe the case of a patient with concurrent giant aortic arch aneurysm,aortic stenosis,and PLSVC.To treat these conditions,we performed right hemiarch and aortic valve replacements under DHCA.Notably,we applied“bilateral superior vena cava retrograde cerebral perfusion(RCP)”for cerebral protection,which significantly optimized the surgical procedure and reduced the risk of postoperative complications.The patient was discharged 14 d after surgery with no complications.CONCLUSION Surgical intervention for PLSVC under DHCA can be performed using the bilateral superior vena cava RCP approach. 展开更多
关键词 Persistent left superior vena cava Aortic arch aneurysm Hemiarch replacement Deep hypothermic circulatory arrest Retrograde cerebral perfusion Case report
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基于GARCH族模型人民币离岸价格收益率波动预测分析
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作者 耿春燕 《统计学与应用》 2023年第6期1667-1674,共8页
我国是个外贸依存度很高的国家,汇率的较大波动会对我国经济造成重大影响,准确预测汇率波动性能够为降低中国企业的外贸、投资的汇率风险规避提供一定的参考价值。因此,本文选取了2022年1月3日~2023年7月15日香港美元人民币市场的每日... 我国是个外贸依存度很高的国家,汇率的较大波动会对我国经济造成重大影响,准确预测汇率波动性能够为降低中国企业的外贸、投资的汇率风险规避提供一定的参考价值。因此,本文选取了2022年1月3日~2023年7月15日香港美元人民币市场的每日收盘价格,用2022年1月3日至2022年6月30日的样本内数据建模,并用模型进行2023年7月3日至2023年7月21日的样本外预测以评价模型的预测能力。研究结果显示,IGARCH模型是数据拟合模型最优的,反映了人民币离岸价格收益波动率受冲击影响持久。 展开更多
关键词 收益率波动 arch效应 Garch族模型 预测能力
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基于ARMA-EGARCH-M模型的沪深股市波动性分析 被引量:7
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作者 何帮强 惠军 《合肥工业大学学报(自然科学版)》 CAS CSCD 北大核心 2007年第7期864-868,共5页
文章讨论了ARCH模型族的拟合波动性的优缺点,建立ARMA-EGARCH-M模型,简要说明了此模型的优点;以2000年1月11日-2006年3月15日上证综指和深证成指收盘价为样本,对我国沪深股市收益率分布用ARMA-EGARCH-M模型进行拟合分析,结果表明该模型... 文章讨论了ARCH模型族的拟合波动性的优缺点,建立ARMA-EGARCH-M模型,简要说明了此模型的优点;以2000年1月11日-2006年3月15日上证综指和深证成指收盘价为样本,对我国沪深股市收益率分布用ARMA-EGARCH-M模型进行拟合分析,结果表明该模型能更有效地拟合我国沪深股市的波动性;最后解释实证结果和分析了我国股市的行为。 展开更多
关键词 arch模型 Garch模型 EGarch模型 ARMA—EGAURCH—M模型 异方差
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Comparison and Selection of Arch-Rib Construction Schemes for Continuous Beam arch Composite Bridge of High Speed Railway
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作者 ZHOU Weiming ZHENG Mingda(Translated) 《Chinese Railways》 2023年第2期35-43,共9页
The paper summarizes the four different construction schemes based on engineering cases for the arch rib construction of continuous beam-arch composite bridges for high-speed railways.These methods include in-situ ass... The paper summarizes the four different construction schemes based on engineering cases for the arch rib construction of continuous beam-arch composite bridges for high-speed railways.These methods include in-situ assembly,segmental lifting,incremental launching and longitudinal moving,and vertical rotation.The temporary structural designs,process methods,and technological equipment for each construction scheme are described in detail.The advantages and disadvantages of each scheme and its application scope under various conditions are analyzed,and opinions and suggestions for guiding the application of each scheme are proposed.The comparison and selection analyses show that the four arch rib construction schemes have certain applicability under different conditions such as bridge site status,bridge span,and construction environment.With the continuous increase of bridge span and progress of construction technological equipment,the arch rib construction technology is developing towards the overall erection direction.This leads to more obvious technical advantages of the segmental lifting method,incremental launching and longitudinal moving method,and vertical rotation method.Therefore,it is necessary to select the best construction scheme according to the construction status and technical conditions during application. 展开更多
关键词 high-speed railway(HSR) continuous beam-arch composite bridge arch rib in-situ assembly segmental lifting incremental launching and longitudinal moving vertical rotation
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ARCH类模型研究及其在沪市A股中的应用 被引量:33
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作者 陈健 《数理统计与管理》 CSSCI 北大核心 2003年第3期10-13,26,共5页
本文主要介绍ARCH(AutoregressiveConditionalHeteroskedasticity)模型、GARCH模型和E GARCH模型 ,分析这些模型的特点和适用范围 ,并在模型中引入t分布取代正态分布假设 ,最后利用这些模型对上证指数进行了实证分析。
关键词 arch模型 沪市A股 Garch模型 EGarch模型 T分布 正态分布 上证指数 方差 误差 波动 集群性
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基于比较视角的我国股票市场波动ARCH效应研究 被引量:5
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作者 耿庆峰 黄志刚 《福州大学学报(哲学社会科学版)》 CSSCI 北大核心 2013年第2期45-51,共7页
我国同期的主板市场不存在ARCH效应,中小板市场存在弱势ARCH效应,创业板市场存在明显的ARCH效应;GARCH(1,2)模型能较好地刻画中小板指数,GARCH(1,1)模型能较好地刻画创业板指数;EGARCH(1,2)能较好地刻画中小板市场波动的非对称性,EGARCH... 我国同期的主板市场不存在ARCH效应,中小板市场存在弱势ARCH效应,创业板市场存在明显的ARCH效应;GARCH(1,2)模型能较好地刻画中小板指数,GARCH(1,1)模型能较好地刻画创业板指数;EGARCH(1,2)能较好地刻画中小板市场波动的非对称性,EGARCH(1,1)模型能较好地刻画创业板市场波动的非对称性;GARCH(1,2)-M模型不能有效刻画中小板指数,GARCH(1,1)-M也不能有效刻画创业板指数,表明中小板市场及创业板市场日收益序列对风险溢价的敏感性不强。 展开更多
关键词 创业板市场 arch模型 Garch模型 EGarch模型
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我国创业板市场波动的ARCH效应研究 被引量:5
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作者 耿庆峰 《南京财经大学学报》 2012年第5期58-65,共8页
相对于主板市场而言,创业板上市公司具有明显的高科技、高成长、波动性大等特点。ARCH类模型较好地拟合了资本市场中资产收益的"尖峰厚尾"、"波动率集聚"等一系列的特征,广泛应用于资产收益与波动率的分析。选取201... 相对于主板市场而言,创业板上市公司具有明显的高科技、高成长、波动性大等特点。ARCH类模型较好地拟合了资本市场中资产收益的"尖峰厚尾"、"波动率集聚"等一系列的特征,广泛应用于资产收益与波动率的分析。选取2010/6/1—2012/5/31的创业板指数日收盘价,运用GARCH族模型对我国创业板指数的日收益及波动率进行研究的结果表明,我国创业板市场存在明显的ARCH效应,且GARCH(1,1)、EGARCH(1,1)模型都能较好地拟合,而GARCH(1,1)-M在验证指数波动对收益影响却不显著,表明创业板市场收益与波动关联性不强。 展开更多
关键词 创业板市场 arch模型 Garch模型 EGarch模型
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Mechanical properties and influence mechanism of confined concrete arches in high-stress tunnels 被引量:3
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作者 Bei Jiang Zhongxin Xin +4 位作者 Xiufeng Zhang Yusong Deng Mingzi Wang Shidong Li Wentao Ren 《International Journal of Mining Science and Technology》 SCIE EI CAS CSCD 2023年第7期829-841,共13页
Deep underground projects(e.g., coal mines), are often faced with complex conditions such as high stress and extremely soft rock. The strength and rigidity of the traditional support system are often insufficient,whic... Deep underground projects(e.g., coal mines), are often faced with complex conditions such as high stress and extremely soft rock. The strength and rigidity of the traditional support system are often insufficient,which makes it difficult to meet the requirements of ground control under complex conditions. As a new support form with high strength and rigidity, the confined concrete arch plays an important role in controlling the rock deformation under complex conditions. The section shape of the tunnel has an important impact on the mechanical properties and design of the support system. However, studies on the mechanical properties and influence mechanism of the new confined concrete arch are rarely reported. To this end, the mechanical properties of traditional U-shaped steel and new confined concrete arches are compared and comparative tests on arches of circular and straight-leg semicircular shapes in deep tunnels are conducted. A large mechanical testing system for underground engineering support structure is developed. The mechanical properties and influence mechanism of confined concrete arches with different section shapes under different loading modes and cross-section parameters are systematically studied. Test results show that the bearing capacity of the confined concrete arch is 2.10 times that of the U-shaped steel arch, and the bearing capacity of the circular confined concrete arch is 2.27 times that of the straight-leg semicircular arch. Among the various influencing factors and their engineering parameters,the lateral stress coefficient has the greatest impact on the bearing capacity of the confined concrete arch,followed by the steel pipe wall thickness, steel strength, and core concrete strength. Subsequently, the economic index of bearing capacity and cost is established, and the optimization design method for the confined concrete arch is proposed. Finally, this design method is applied to a high-stress tunnel under complex conditions, and the deformation of the surrounding rock is effectively controlled. 展开更多
关键词 High-stress tunnel Confined concrete arch Section shape Mechanical properties Design method
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ARCH模型在预测股价变动中的应用 被引量:1
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作者 王立凤 《统计与决策》 CSSCI 北大核心 2006年第7期142-142,共1页
关键词 arch模型 合理应用 股价变动 预测 自回归条件异方差 arch类模型 时间序列数据 Garch 通货膨胀率 统计特性
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Structural Damage Identification System Suitable for Old Arch Bridge in Rural Regions: Random Forest Approach 被引量:1
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作者 Yu Zhang Zhihua Xiong +2 位作者 Zhuoxi Liang Jiachen She Chicheng Ma 《Computer Modeling in Engineering & Sciences》 SCIE EI 2023年第7期447-469,共23页
A huge number of old arch bridges located in rural regions are at the peak of maintenance.The health monitoring technology of the long-span bridge is hardly applicable to the small-span bridge,owing to the absence of ... A huge number of old arch bridges located in rural regions are at the peak of maintenance.The health monitoring technology of the long-span bridge is hardly applicable to the small-span bridge,owing to the absence of technical resources and sufficient funds in rural regions.There is an urgent need for an economical,fast,and accurate damage identification solution.The authors proposed a damage identification system of an old arch bridge implemented with amachine learning algorithm,which took the vehicle-induced response as the excitation.A damage index was defined based on wavelet packet theory,and a machine learning sample database collecting the denoised response was constructed.Through comparing three machine learning algorithms:Back-Propagation Neural Network(BPNN),Support Vector Machine(SVM),and Random Forest(R.F.),the R.F.damage identification model were found to have a better recognition ability.Finally,the Particle Swarm Optimization(PSO)algorithm was used to optimize the number of subtrees and split features of the R.F.model.The PSO optimized R.F.model was capable of the identification of different damage levels of old arch bridges with sensitive damage index.The proposed framework is practical and promising for the old bridge’s structural damage identification in rural regions. 展开更多
关键词 Old arch bridge damage identification machine learning random forest particle swarm optimization
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深证成指周收益率波动及预测实证研究——基于ARCH模型
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作者 林雨 幸伟 刘堂发 《会计之友》 北大核心 2013年第34期80-83,共4页
文章以1996—2012年深证成指(399001)周收盘价为对象,就我国股市波动情况进行实证研究。研究结果表明,我国深成指周收益率序列不存在自相关;对比GARCH(1,1)模型和GARCH-M(1,1)模型,不含常数项的GARCH-M(1,1)模型优于捕捉深成指周收益率... 文章以1996—2012年深证成指(399001)周收盘价为对象,就我国股市波动情况进行实证研究。研究结果表明,我国深成指周收益率序列不存在自相关;对比GARCH(1,1)模型和GARCH-M(1,1)模型,不含常数项的GARCH-M(1,1)模型优于捕捉深成指周收益率的波动性。文章最后对其波动性进行了预测分析。 展开更多
关键词 深证成分指数 arch效用 Garch模型 Garch—M模型
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基于ARCH族模型的石油价格波动性分析
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作者 晁玉 王传会 《国际会计前沿》 2023年第2期235-244,共10页
随着中国成为世界第二大经济实体,能源在经济发展方面的重要地位也与日俱增,石油价格的波动牵动着全球经济的“神经”,会对经济发展产生极大的影响,因此降低石油价格波动所产生风险非常必要。本文以1987~2021年WTI原油价格为原始数据,利... 随着中国成为世界第二大经济实体,能源在经济发展方面的重要地位也与日俱增,石油价格的波动牵动着全球经济的“神经”,会对经济发展产生极大的影响,因此降低石油价格波动所产生风险非常必要。本文以1987~2021年WTI原油价格为原始数据,利用ARCH族模型对油价波动进行实证分析,研究表明石油价格波动具有肥尾分布和波动率聚类的特征且具有均值回归的倾向,当面对“黑天鹅事件”时能够以较快的速度减小危机带来的冲击,从而得出石油价格波动在突发情形下具有较大弹性的一般结论,并基于此提出完善市场机制作为主要政策实施方向和发展石油期货期权等衍生产品的政策建议,从而减小经济发展的不确定性风险。 展开更多
关键词 arch模型 油价波动 不确定性风险 异方差 能源安全
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汇率波动非对称效应的计量检验—基于非对称ARCH类模型 被引量:1
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作者 朱新玲 黎鹏 《统计教育》 2008年第7期31-33,共3页
本文利用非对称ARCH类模型对1994年1月1日至2007年8月24日的人民币/美元的日汇率序列的波动特性进行了计量检验,检验结果表明在此期间汇率序列的波动存在显著的条件异方差性和波动过程的非对称性,利空消息引起的汇率波动大于利好消息引... 本文利用非对称ARCH类模型对1994年1月1日至2007年8月24日的人民币/美元的日汇率序列的波动特性进行了计量检验,检验结果表明在此期间汇率序列的波动存在显著的条件异方差性和波动过程的非对称性,利空消息引起的汇率波动大于利好消息引起的汇率波动。 展开更多
关键词 非对称性 Tarch EGarch 非对称C-arch
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一类双函数系数ARCH-M模型的经验似然估计
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作者 姜茜 赵培信 《重庆工商大学学报(自然科学版)》 2023年第2期106-112,共7页
针对一类双函数系数自回归条件异方差-均值(ARCH-M)模型的估计问题,提出一种基于经验似然的估计方法;在该估计方法中,所提出的模型允许金融时间序列的风险效应和收益效应同时为某一变量的函数结构,可以有效地刻画金融时间序列的风险和... 针对一类双函数系数自回归条件异方差-均值(ARCH-M)模型的估计问题,提出一种基于经验似然的估计方法;在该估计方法中,所提出的模型允许金融时间序列的风险效应和收益效应同时为某一变量的函数结构,可以有效地刻画金融时间序列的风险和平均收益之间的关系,具有较广的适应性;同时,与经典矩估计法和极大似然估计法相比,基于经验似然的估计方法具有独特的优势,可以充分考虑金融序列的异方差性,并且所构造的置信区间不涉及任何渐近方差的估计,因此具有较好的稳健性和有效性;在一些正则条件下,对所构造的经验对数似然比统计量及函数系数估计量的渐近分布进行了理论分析;结果表明:关于风险效应函数系数和收益效应函数系数的经验对数似然比统计量均渐近收敛于中心卡方分布,同时函数系数估计量渐近收敛于正态分布;进而对风险效应函数系数和收益效应函数系数分别构造了相应函数系数的逐点置信区间。 展开更多
关键词 函数系数模型 arch-M模型 经验似然 置信区间
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Deformation critical threshold estimation of Xiaowan ultrahigh arch dam with time-varying grey model
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作者 Er-feng Zhao Bo Li +1 位作者 Hao Chen Bing-bing Nie 《Water Science and Engineering》 EI CAS CSCD 2023年第3期302-312,共11页
The structural behavior of the Xiaowan ultrahigh arch dam is primarily influenced by external loads and time-varying characteristics of dam concrete and foundation rock mass during long-term operation. According to ov... The structural behavior of the Xiaowan ultrahigh arch dam is primarily influenced by external loads and time-varying characteristics of dam concrete and foundation rock mass during long-term operation. According to overload testing with a geological model and the measured time series of installed perpendicular lines, the space and time evolution characteristics of the arch dam structure were analyzed, and its mechanical performance was evaluated. Subsequently, the deformation centroid of the deflective curve was suggested to indicate the magnitude and unique distribution rules for a typical dam section using the measured deformation values at multi-monitoring points. The ellipse equations of the critical ellipsoid for the centroid were derived from the historical measured time series. Hydrostatic and seasonal components were extracted from the measured deformation values with a traditional statistical model, and residuals were adopted as a grey component. A time-varying grey model was developed to accurately predict the evolution of the deformation behavior of the ultrahigh arch dam during future operation. In the developed model, constant coefficients were modified so as to be time-dependent functions, and the prediction accuracy was significantly improved through introduction of a forgetting factor. Finally, the critical threshold was estimated, and predicted ellipsoids were derived for the Xiaowan arch dam. The findings of this study can provide technical support for safety evaluation of the actual operation of ultrahigh arch dams and help to provide early warning of abnormal changes. 展开更多
关键词 arch dam Deformation behavior EVOLUTION Critical threshold Grey model
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基于马尔科夫转换ARCH模型的房地产市场波动研究——以房地产市场景气指数为例 被引量:1
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作者 顾稚平 《现代商业》 2023年第2期49-52,共4页
近年来,我国房价波动较大,房地产投机现象时有发生。因此,研究房地产市场的运行规律,对于预测房价、防范房地产泡沫具有重要意义。本文研究了中国住房市场的波动状态。使用ARCH和GARCH模型来寻找房地产市场景气指数随时间变化的证据。... 近年来,我国房价波动较大,房地产投机现象时有发生。因此,研究房地产市场的运行规律,对于预测房价、防范房地产泡沫具有重要意义。本文研究了中国住房市场的波动状态。使用ARCH和GARCH模型来寻找房地产市场景气指数随时间变化的证据。然后利用马尔科夫转移模型(MS模型)连续分析2000年~2021年中国住房市场波动状态的动态。结果表明,中国住房市场存在低波动性、中波动性和高波动性三种状态。实证分析发现,2002年之前,房地产市场一直处于低波动状态,2002年以后,房地产市场在中波动状态和高波动状态来回转换,针对每一个波动拐点,也可以找到当年政府发布的与房地产市场相关的政策,这在一定程度也说明政府行为对房地产市场常起导向作用。本文以房地产市场景气指数为数据,运用EViews和MATLAB进行实践操作,对研究问题进行求解,目的是了解中国房地产市场的波动情况,判断房地产市场的稳定性,为相关房地产企业经营决策和政府部门的规范管理提供参考。 展开更多
关键词 国房景气指数 波动性 arch族模型 马尔科夫转移模型
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Dynamic soil arching in piled embankment under train load of high-speed railways
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作者 Niu Tingting Yang Yule +2 位作者 Ma Qianli Zou Jiuqun Lin Bin 《Earthquake Engineering and Engineering Vibration》 SCIE EI CSCD 2023年第3期719-730,共12页
Piled embankments have many advantages that have been applied in high-speed railway construction engineering.However,the load transfer mechanism of piled embankments,such as soil arching and tension membranes,is still... Piled embankments have many advantages that have been applied in high-speed railway construction engineering.However,the load transfer mechanism of piled embankments,such as soil arching and tension membranes,is still unclear,especially under dynamic loads.To investigate the soil arching and tension membrane under dynamic train loads on high-speed railways,a large-scale piled embankment model test with X-shaped piles as vertical reinforcement was performed,in which twenty-eight earth pressure cells were installed in the piled embankment and an M-shaped wave was adopted to simulate the high-speed railway train load.The results show that dynamic soil arching only occurs when two bogies of a carriage pass by and disappears at other times.The dynamic soil arching and membrane effect are the most significant under the concrete base.The arching height,stress concentration ratio and pile-soil load sharing ratio have a minimal value at 25 Hz.The dynamic soil arching degrades severely at 25 Hz,whose height at 25 Hz is only 0.35 times that at 5 Hz.The arching height fluctuates over a narrow range with increasing loading amplitude.The stress concentration ratio and the pile-soil load sharing ratio increase monotonically as the loading amplitude increases. 展开更多
关键词 dynamic soil arching membrane effect piled embankment train load model test
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The Comparison of Different Degree of Convexity and 3D Modeling of Involute Hyperbolic Arch Dam 被引量:3
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作者 DU Qi-lu DU Ting-na ZHAO Hai-feng 《Computer Aided Drafting,Design and Manufacturing》 2011年第2期7-12,共6页
Because of good quality of compressive resistance,the hyperbolic arch dam is being increasingly applied to engineering projects.In order to satisfy the needs of compressive resistance under the conditions of high wate... Because of good quality of compressive resistance,the hyperbolic arch dam is being increasingly applied to engineering projects.In order to satisfy the needs of compressive resistance under the conditions of high water pressure,a stress analysis is required for the dam.During the stress analysis process however,due to the complexity of the three-dimensional modeling,it is very hard to form a model.Therefore,the stress analysis process is a barrier for the arch dam.In this article,based on the research of the new line-type arch dam,a mathematical model in different degree of convexity conditions of the dam is established;using the C++ language program,a computer three-dimensional model simulation is realized on AutoCAD.The accurate three-dimensional model is providing a finite element optimization design of the involute hyperbolic arch dam for the next step. 展开更多
关键词 the involute hyperbolic arch dam arch axis upstream arch arc downstream arch arc 3D modelling C++ program design
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