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可提前还款的定期贷款是隐含着期权的利率衍生物,本文建立CIR利率模型下可提前还款的定期贷款的数学模型,通过离散偏微分方程,建立了模型的计算方法,讨论了随机利率对提前还贷的影响. 相似文献
85.
External difference families (EDFs) are a type of new combinatorial designs originated from cryptography. In this paper, some
earlier ideas of recursive and cyclotomic constructions of combinatorial designs are extended, and a number of classes of
EDFs and disjoint difference families are presented. A link between a subclass of EDFs and a special type of (almost) difference
sets is set up. 相似文献
86.
陈永静 朱胜江 J.H.Hamilton A.V.Ramayya J.K.Hwang Y.X.Luo J.O.Rasmussen 车兴来 丁怀博 李明亮 《中国物理 C》2006,30(8):740-744
通过测量252Cf自发裂变所产生的瞬发γ射线, 对146Ce核的高自旋结构进行了重新研究, 结果更新了以前报道的能级纲图, 把八级形变集体带扩展到更高的自旋, 并且重新构建了可能的准γ带结构. 此外, 用反射不对称壳模型(RASM)对146Ce核的八级形变带进行了计算, 低自旋处的计算结果与实验数据符合得很好. 相似文献
87.
QRS feature extraction using linear prediction 总被引:10,自引:0,他引:10
This communication proposes a method called linear prediction (a high performant technique in digital speech processing) for analyzing digital ECG signals. There are several significant properties indicating that ECG signals have an important feature in the residual error signal obtained after processing by Durbin's linear prediction algorithm. This communication also indicates that the prediction order need not be more than two for fast arrhythmia detection. The ECG signal classification puts an emphasis on the residual error signal. For each ECG's QRS complex, the feature for recognition is obtained from a nonlinear transformation which transforms every residual error signal to a set of three states pulse-code train relative to the original ECG signal. The pulse-code train has the advantage of easy implementation in digital hardware circuits to achieve automated ECG diagnosis. The algorithm performs very well in feature extraction in arrhythmia detection. Using this method, our studies indicate that the PVC (premature ventricular contraction) detection has at least a 92 percent sensitivity for MIT/BIH arrhythmia database. 相似文献
88.
Longitudinal study has become one of the most commonly adopted designs in medical research. The generalized estimating equations (GEE) method and/or mixed effects models are employed very often in causal inferences. The related model diagnostic procedures are not yet fully formalized, and perhaps never will be. The potential causes of major problems are the high variety of the dependence within subjects and/or the number of repeated measurements. A single testing procedure, e.g., run test, is not possible to resolve all model diagnostics problems in longitudinal data analysis. Multiple quantitative indexes for model diagnostics are needed to take into account this variety. We propose eight testing procedures for randomness accompanied with some conventional and/or non-conventional plots to remedy model diagnostics in longitudinal data analysis. The proposed issue in this paper is well illustrated with four clinical studies in Taiwan. 相似文献
90.
Whilst the space volume of muffler in noise control system is often constrained for maintenance in practical engineering work, the maximization on muffler’s performance becomes important and essential. In this paper, a novel approach genetic algorithms (GAs) based on the principles of natural biological evolution will be used to tackle this optimization of muffler design [M. Mitchell, An Introduction to Genetic Algorithms, The MIT Press, Cambridge, MA, 1996]. Here, the shape optimization of multi-segments muffler coupled with the GA searching technique is presented. The techniques of binary genetic algorithms (BGA) together with the commercial MATLAB package [G. Lindfield, J. Penny, Numerical Method Using Matlab, second ed., Prentice Hall, Englewood Cliffs, NJ, 2000] are applied in GA searching. In addition, a numerical case of pure tone elimination with 2-5 segments on muffler is introduced and fully discussed. To achieve the best optimization in GA, several GA parameters are on trial in various values. Results show that the GA operators, including crossover mutation and elitism, are essential in accuracy. Consequently, results verify that the optimal sound transmission loss at the designed frequency of 500 Hz is exactly maximized. The GA optimization on multi-segments muffler proposed in this study surely provides a quick and correct approach. 相似文献