中国证券市场股指波动的条件异方差特性分析

股指的波动具有持续性、集聚性 ,如何进行判别 ?本文用 Garch模型理论探讨沪深股指的这种条件异方差特征 ,进一步分析波动是否影响股指未来变化 ,以及股市对利好、利空的消息是否存在不对称的反映。同时 ,比较不同类型的股指的共性及差异 ,并对上述现象作了解释和说明。     

差分吸收光谱法测量大气污染的测量误差分析

差分吸收光谱技术被广泛地应用于测量大气中微量元素的浓度，尽管该技术利用最小二乘法来反演待测气体的浓度，能够得到很高的测量精度。但是，由于仪器本身的噪声以及测量波段其它气体的干扰等，使得仪器的测量有一定的误差，而且上述因素还决定着仪器的测量下限。对差分吸收光谱方法的测量误差以及引起误差的原因作了详细的分析。     

一种新型可调谐锁模光纤激光器

利用法布里-珀罗腔的激光二极管作为调制器件，实现环形腔光纤激光器的主动锁模。并利用法布里-珀罗腔的激光二极管的多纵模特性，把激光二极管当作一梳状滤波器，通过偏振控制器来调整入射到激光二极管内光的偏振态，同时均衡腔内增益，得到波长大范围可调谐的锁模激光，其脉冲宽度约为48ps，脉冲重复速率2GHz。     

Analysis of two-sample truncated data using generalized logistic models

Parallel to Cox's [JRSS B34 (1972) 187-230] proportional hazards model, generalized logistic models have been discussed by Anderson [Bull. Int. Statist. Inst. 48 (1979) 35-53] and others. The essential assumption is that the two densities ratio has a known parametric form. A nice property of this model is that it naturally relates to the logistic regression model for categorical data. In astronomic, demographic, epidemiological, and other studies the variable of interest is often truncated by an associated variable. This paper studies generalized logistic models for the two-sample truncated data problem, where the two lifetime densities ratio is assumed to have the form exp{α+φ(x;β)}. Here φ is a known function of x and β, and the baseline density is unspecified. We develop a semiparametric maximum likelihood method for the case where the two samples have a common truncation distribution. It is shown that inferences for β do not depend the nonparametric components. We also derive an iterative algorithm to maximize the semiparametric likelihood for the general case where different truncation distributions are allowed. We further discuss how to check goodness of fit of the generalized logistic model. The developed methods are illustrated and evaluated using both simulated and real data.     

饮酒驾车模型

据统计,我国每天困饮酒过量而产生的车祸竟达交通事故伤亡总人数的50%-60%,酒后驾车的问题已经引起了社会各界的高度重视.为此本文建立了酒后血液中酒精含量的房室数学模型,从而为司机饮酒驾车提供合理的忠告和建议.     

两种方法制备ITO薄膜的红外特性分析

比较了用电束加热蒸发法和直流磁控溅射法制备的氧化锡铟(ITO)薄膜在红外波段的光学特性实验发现,通过直流磁控溅射在常温下制备的ITO薄膜在红外波段折射率稳定、消光系数小,比电子束加热蒸发制备的膜有较高的透过率在波长1550nm附近的透过率可达86%以上,消光系数约为004,方电阻最低为100Ω/□.     

模糊对向传播网络数据融合目标识别方法

重点研究了模糊对向传播网络 (FCPN)模型。针对数据融合和目标识别的特点 ,提出了基于模糊对向传播网络的融合目标识别方法和改进的模糊对向传播网络 (MFCPN)融合结构。利用仿真数据对网络的训练算法和融合结构进行了实验研究。结果表明 ,模糊对向传播网络较误差后向传播网络 (BPN)能够有效地实现融合识别 ;改进的模糊对向传播网络融合结构是可行的。同时还对FCPN和MFCPN应用于前视红外 (FLIR)和可见光摄像机目标跟踪系统进行了应用研究。     

Soliton interaction under the influence of higher-order effects

In this paper, we present exact N-soliton solution by employing simple, straightforward Darboux transformation based on the Lax pair for Hirota equation, a higher-order nonlinear Schrödinger (HNLS) equation. As examples, one- and two-soliton solutions in explicit forms are given and their properties are also analyzed. A bound solution without interaction will be theoretically predicted if one can adjust frequency shift for each soliton appropriately. Further, we obtain the approximate eigenvalues by employing two-soliton solution and discuss analytically the interaction between neighboring solitons under the influence of the higher-order effects. It is shown that the combined effects of the higher-order effects can restrain the interaction between neighboring solitons to some extent. The results are proved by directly solving HNLS equation numerically.     

具连续时滞Liénard方程概周期解的存在唯一性

结合Liapunov泛函，研究了具连续时滞Lienard方程概周期解的存在唯一性和安全一致渐进稳定性。     

Existence and Uniqueness of Endemic States for the Age-structured MSEIR Epidemic Model

The existence and uniqueness of positive steady states for the age-structured MSEIR epidemic model with age-dependent transmission coefficient is considered. Threshold results for the existence of endemic states are established; under certain conditions, uniqueness is also shown.