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1.
Thordis L. Thorarinsdottir Michael Scheuerer Christopher Heinz 《Journal of computational and graphical statistics》2016,25(1):105-122
Any decision-making process that relies on a probabilistic forecast of future events necessarily requires a calibrated forecast. This article proposes new methods for empirically assessing forecast calibration in a multivariate setting where the probabilistic forecast is given by an ensemble of equally probable forecast scenarios. Multivariate properties are mapped to a single dimension through a prerank function and the calibration is subsequently assessed visually through a histogram of the ranks of the observation’s preranks. Average ranking assigns a prerank based on the average univariate rank while band depth ranking employs the concept of functional band depth where the centrality of the observation within the forecast ensemble is assessed. Several simulation examples and a case study of temperature forecast trajectories at Berlin Tegel Airport in Germany demonstrate that both multivariate ranking methods can successfully detect various sources of miscalibration and scale efficiently to high-dimensional settings. Supplemental material in form of computer code is available online. 相似文献
2.
本文利用贝叶斯分析方法建立了评估企业诚信度的概率估计模型,并选取了一些有代表性的企业进行实证分析。与现有的同类问题研究相比,本模型的特点是将决策者个人经验和主观判断作为先验信息与样本信息相结合、将财务数据与诚信表现相结合,从而提高了估计的可靠性和准确性。 相似文献
3.
上海股市波动的预测方式和模型 总被引:1,自引:1,他引:0
刘凤芹 《数学的实践与认识》2004,34(10):22-26
探讨基于 SV类模型的上海股市波动的预测方式和模型问题 .比较了 SV( stochastic volatility)类模型 (包括基本 SV模型和 ASV模型 )在两种不同方式下的预测效果 ,并将基本 SV类模型的预测效果与 ASV模型 ,以及其他常用模型做了比较 .结果表明 :SV类模型在两种预测方式下的预测效果存在一定的差异 ;基本 SV模型对于上海股市具有较强的预测能力 ;ASV模型的预测效果不理想 . 相似文献
4.
本文应用周期分析方法对江陵县棉红蜘蛛—朱砂叶螨的预测预报技术作了新的尝试.经对江陵县36年历史资料拟合,符合率高达94.4%.运用这一技术对该县1987—1996年棉红蜘蛛发生程度进行了10年长期预测预报. 相似文献
5.
EXISTENCEOFFORECASTANDDECISIONHORIZONSFOROPTIMALCONTROLPROBLEMSOFNONLINEARSYSTEMS¥ZhangChengyun(张成云)(FudanUniversity,复旦大学,邮编:... 相似文献
6.
An interesting extension of the widely applied Hawkes self-exiting point process, the renewal Hawkes (RHawkes) process, was recently proposed by Wheatley, Filimonov, and Sornette, which has the potential to significantly widen the application domains of the self-exciting point processes. However, they claimed that computation of the likelihood of the RHawkes process requires exponential time and therefore is practically impossible. They proposed two expectation–maximization (EM) type algorithms to compute the maximum likelihood estimator (MLE) of the model parameters. Because of the fundamental role of likelihood in statistical inference, a practically feasible method for likelihood evaluation is highly desirable. In this article, we provide an algorithm that evaluates the likelihood of the RHawkes process in quadratic time, a drastic improvement from the exponential time claimed by Wheatley, Filimonov, and Sornette. We demonstrate the superior performance of the resulting MLEs of the model relative to the EM estimators through simulations. We also present a computationally efficient procedure to calculate the Rosenblatt residuals of the process for goodness-of-fit assessment, and a simple yet efficient procedure for future event prediction. The proposed methodologies were applied on real data from seismology and finance. An R package implementing the proposed methodologies is included in the supplementary materials. 相似文献
7.
本文利用PP回归方法,建立“积累”“消费”回归模型,并与最小二乘法拟合的线性回归模型相比较,说明用PP回归建立的模型预测精度较高. 相似文献
8.
9.
周家斌 《浙江大学学报(理学版)》1985,12(1):119-125
本文将任意不规则格点上的车贝雪夫多项式应用于长江中下游降水分布的预报.这一方法能适应资料分布的复杂变化,因而有更大的实用价值 相似文献
10.
We consider a supply chain in which a manufacturer sells to a procure-to-stock retailer facing a newsvendor problem with a forecast update. Under a wholesale price contract, the retailer waits as long as she can and optimally places her order after observing the forecast update. We show that the retailer’s wait-and-decide strategy, induced by the wholesale price contract, hinders the manufacturer’s ability to (1) set the wholesale price and maximize his profit, (2) hedge against excess inventory risk, and (3) reduce his profit uncertainty. To mitigate the adverse effect of wholesale price contract, we propose the dual purchase contract, through which the manufacturer provides a discount for orders placed before the forecast update. We characterize how and when a dual purchase contract creates strict Pareto improvement over a wholesale price contract. To do so, we establish the retailer’s optimal ordering policy and the manufacturer’s optimal pricing and production policies. We show how the dual purchase contract reduces profit variability and how it can be used as a risk hedging tool for a risk averse manufacturer. Through a numerical study, we provide additional managerial insights and show, for example, that market uncertainty is a key factor that defines when the dual purchase contract provides strict Pareto improvement over the wholesale price contract. 相似文献