提前还贷及其隐含期权的分析

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．     

Constructions of External Difference Families and Disjoint Difference Families

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.     

上海市电力需求的协整与误差修正分析

本文采用协整与误差修正模型技术研究了上海市电力需求的决定因素,建立了上海电力需求函数,检验了电力需求与国内生产总值、电力价格、经济结构、电力使用效率之间的长期均衡关系及短期波动关系。     

用三个关系式与Mathematica软件求第二类自然数幂和公式

首先介绍三个第二类自然数幂和关系式并对其中的两式给出证明,接着利用这些关系式与数学软件M athem atica4.0,给出求解第二类自然数幂和公式的若干机械计算方法.     

现代优化计算方法在蛋白质结构预测中的应用

现代优化计算方法在蛋白质结构预测中占有重要地位.简要地介绍了模拟退火算法,遗传算法,人工神经网络和图论算法在蛋白质结构预测中的应用.对国内外近年来应用这些算法,特别是在蛋白质构象搜索问题中,解决蛋白质结构预测的研究作了回顾,并分析、比较了这几种算法的效果和特点.     

QRS feature extraction using linear prediction

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.     

A note on model diagnostics in longitudinal data analysis

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.     

GA optimization on multi-segments muffler under space constraints

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.     

湖泊藻类叶绿素-α和悬浮物浓度的高光谱定量遥感模型研究

本文利用地物光谱仪对太湖水体进行了光谱测量和同步采样分析，对获得的数据尝试用光谱分离法进行分析，从中分离出蓝藻和悬浮物的特征波峰，建立波峰高度与同步水质采样得到的叶绿素-α浓度和悬浮物浓度的对应关系，得出其遥感定量反演算法，并实际应用在OMIS成像光谱仪图像上．     

Analysis of CCD moiré pattern for micro-range measurements using the wavelet transform

A new approach based on the moiré theory and wavelet transform (WT) is proposed for measuring the micro-range distance between a charge-couple-device (CCD) camera and a two-dimensional reference grating. The micro-range distance is determined by measuring the pitch of the moiré pattern image, which is digitized by a CCD camera. A one-dimensional WT algorithm is applied to estimate the pitch of the moiré pattern. Experimental results prove that this technique is very efficient and highly accurate. The moiré range finder is an economic technique for measuring a micro-range distance.