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131.
本文在文[4]的基础上讨论了双重时序AR(1)-MA(q)模型的相关结构,在不假定白噪声序列为正态的情况下,证明了安鸿志[2]关于模型的相关结构的猜想是正确的,具体地构造了AR(1)-MA(3)模型的相关结构,并与ARMA模型进行了初步的比较,给出了一些抛砖引玉的讨论. 相似文献
132.
133.
AN ESTIMATE ON THE DISTRIBUTION AND MOMENTS OF THE LAST EXIT TIME OF AN ELLIPTIC DIFFUSION PROCESS 总被引:1,自引:0,他引:1
Let LB be the last exit time from a compact set B of an elliptic diffusion process X. A moderate estimate for the distribution of LB is obtained, and the sufficient and necessary condition for Ex(LBk)<∞is proved. 相似文献
134.
Keith Warren Julien C. Sprott Raymond C. Hawkins 《Nonlinear dynamics, psychology, and life sciences》2002,6(1):55-70
In recent years there has been considerable interest in the construction of nonlinear models of the dynamics of human behavior. In this exploratory article we argue that attempts at controlling problematic thoughts, emotions, or behaviors can lead to nonlinearity in mental/behavioral dynamics. We illustrate our model by fitting threshold autoregression models to self-recorded time series of the daily highs in intensity of anxiety and obsessive ruminations, kept by an individual in therapy for this problem. In our discussion, we raise the possibility that bifurcations that occur in this nonlinear model may offer insight into mental control paradoxes. 相似文献
135.
Bruni C. Bruni R. De Santis A. Iacoviello D. Koch G. 《Journal of Optimization Theory and Applications》2002,115(1):67-96
In this paper, a procedure is presented which allows the optimal reconstruction of images from blurred noisy data. The procedure relies on a general Bayesian approach, which makes proper use of all the available information. Special attention is devoted to the informative content of the edges; thus, a preprocessing phase is included, with the aim of estimating the jump sizes in the gray level. The optimization phase follows; existence and uniqueness of the solution is secured. The procedure is tested against simple simulated data and real data. 相似文献
136.
Validation and verification of social processes within agent-based computational organization models 总被引:1,自引:0,他引:1
Levent Yilmaz 《Computational & Mathematical Organization Theory》2006,12(4):283-312
The use of simulation modeling in computational analysis of organizations is becoming a prominent approach in social science
research. However, relying on simulations to gain intuition about social phenomena has significant implications. While simulations
may give rise to interesting macro-level phenomena, and sometimes even mimic empirical data, the underlying micro and macro
level processes may be far from realistic. Yet, this realism may be important to infer results that are relevant to existing
theories of social systems and to policy making. Therefore, it is important to assess not only predictive capability but also
explanation accuracy of formal models in terms of the degree of realism reflected by the embedded processes. This paper presents
a process-centric perspective for the validation and verification (V&V) of agent-based computational organization models.
Following an overview of the role of V&V within the life cycle of a simulation study, emergent issues in agent-based organization
model V&V are outlined. The notion of social contract that facilitates capturing micro level processes among agents is introduced
to enable reasoning about the integrity and consistency of agent-based organization designs. Social contracts are shown to
enable modular compositional verification of interaction dynamics among peer agents. Two types of consistency are introduced:
horizontal and vertical consistency. It is argued that such local consistency analysis is necessary, but insufficient to validate
emergent macro processes within multi-agent organizations. As such, new formal validation metrics are introduced to substantiate
the operational validity of emergent macro-level behavior.
Levent Yilmaz is Assistant Professor of Computer Science and Engineering in the College of Engineering at Auburn University and co-founder
of the Auburn Modeling and Simulation Laboratory of the M&SNet. Dr. Yilmaz received his Ph.D. and M.S. degrees from Virginia
Polytechnic Institute and State University (Virginia Tech). His research interests are on advancing the theory and methodology
of simulation modeling, agent-directed simulation (to explore dynamics of socio-technical systems, organizations, and human/team
behavior), and education in simulation modeling. Dr. Yilmaz is a member of ACM, IEEE Computer Society, Society for Computer
Simulation International, and Upsilon Pi Epsilon. URL: http://www.eng.auburn.edu/~yilmaz 相似文献
137.
慢速饮酒血液中酒精含量的数学模型 总被引:1,自引:0,他引:1
描述的是在一定时间内慢慢地匀速喝完一定数量酒的问题,并建立了相应的数学模型.同时也建立了快速饮酒的数学模型,以及证明了在各次饮酒后的某时刻酒精含量的可叠加性. 相似文献
138.
Enrique Saldívar‐Guerra Jos Bonilla Gregorio Zacahua Martha Albores‐Velasco 《Journal of polymer science. Part A, Polymer chemistry》2006,44(24):6962-6979
Mechanisms and simulations of the induction period and the initial polymerization stages in the nitroxide‐mediated autopolymerization of styrene are discussed. At 120–125 °C and moderate 2,2,4,4‐tetramethyl‐1‐piperidinyloxy (TEMPO) concentrations (0.02–0.08 M), the main source of radicals is the hydrogen abstraction of the Mayo dimer by TEMPO [with the kinetic constant of hydrogen abstraction (kh)]. At higher TEMPO concentrations ([N?] > 0.1 M), this reaction is still dominant, but radical generation by the direct attack against styrene by TEMPO, with kinetic constant of addition kad, also becomes relevant. From previous experimental data and simulations, initial estimates of kh ≈ 1 and kad ≈ 6 × 10?7 L mol?1 s?1 are obtained at 125 °C. From the induction period to the polymerization regime, there is an abrupt change in the dominant mechanism generating radicals because of the sudden decrease in the nitroxide radicals. Under induction‐period conditions, the simulations confirm the validity of the quasi‐steady‐state assumption (QSSA) for the Mayo dimer in this regime; however, after the induction period, the QSSA for the dimer is not valid, and this brings into question the scientific basis of the well‐known expression kth[M]3 (where [M] is the monomer concentration and kth is the kinetic constant of autoinitiation) for the autoinitiation rate in styrene polymerization. © 2006 Wiley Periodicals, Inc. J Polym Sci Part A: Polym Chem 44: 6962‐6979, 2006 相似文献
139.
akir Aydoan Mustafa Salam Abdulmecit Türüt 《Journal of Polymer Science.Polymer Physics》2006,44(11):1572-1579
The polypyrrole/p‐InP structure has been fabricated by the electrochemical polymerization of the organic polypyrrole onto the p‐InP substrate. The current–voltage (I–V), capacitance–voltage (C–V), and capacitance–frequency (C–f) characteristics of the PPy/p‐InP structure have been determined at room temperature. The structure showed nonideal I–V behavior with the ideality factor and the barrier height 1.48 and 0.69 eV respectively. C–f measurements of the structure have been carried out using the Schottky capacitance spectroscopy technique and it has been seen that there is a good agreement between the experimental and theoretical values. Also, it has been seen that capacitance almost show a plateau up to a certain value of frequency, after which, the capacitance decreases. The higher values of capacitance at low frequencies were attributed to the excess capacitance resulting from the interface states in equilibrium with the p‐InP that can follow the a.c. signal. The interface state density Nss and relaxation time τ of the structure were determined from C–f characteristics. © 2006 Wiley Periodicals, Inc. J Polym Sci Part B: Polym Phys 44: 1572–1579, 2006 相似文献
140.
A. Gholami Z. Toffano A. Destrez M. Pez F. Quentel 《Optical and Quantum Electronics》2006,38(4-6):479-493
High-speed Optoelectronic Modules using Vertical Cavity Surface Emitting Lasers (VCSEL) coupled to Multi Mode Fibers (MMF)
are a performing and low-cost solution for 10 Gigabit Ethernet (10 GbE) in short-distance optical links. A complete model
of the spatiotemporal behavior of multimode VCSELs, through static and dynamic response, noise, thermal effects, and its coupling
to MMF has been investigated. Relative Intensity Noise shows modal dependence and can be affected by spatial filtering due
to coupling and fiber propagation. Simulations permit to evaluate critical parameters, such as modulation formats, launching
conditions, and operating temperature for global bandwidth and eye diagram optimization up to 10 Gb/s. Simulation results
are compared to measurements on prototype optoelectronic modules. 相似文献