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1.
2.
青岛港货运吞吐量的时间序列模型 总被引:2,自引:0,他引:2
运用时间序列分析方法对时间序列建立ARMA,ARIMA模型.搜集了青岛港1999年1月~2003年5月的货运吞吐量数据,对进行分析,建立了青岛港货运吞吐量的模型.通过预留的部分数据对模型进行检验,并对模型的残差进行检验,得出模型比较合理. 相似文献
3.
A room temperature method for the encapsulation of pyrene in SiO2 nanoparticles is described. The relation between alkoxysilane surfactant chain length, reactant molar ratios and the uptake of dye, sample morphology, photophysical properties, and the ability of the silicate matrix to protect the encapsulated dye was examined. The synthesis can easily be adapted for the encapsulation of other hydrophobic and thermolabile substances, and used in the development of nanostructured optically active coatings, films and monoliths. 相似文献
4.
We consider three known bounds for the quadratic assignment problem (QAP): an eigenvalue, a convex quadratic programming (CQP), and a semidefinite programming (SDP) bound. Since the last two bounds were not compared directly before, we prove that the SDP bound is stronger than the CQP bound. We then apply these to improve known bounds on a discrete energy minimization problem, reformulated as a QAP, which aims to minimize the potential energy between repulsive particles on a toric grid. Thus we are able to prove optimality for several configurations of particles and grid sizes, complementing earlier results by Bouman et al. (2013). The semidefinite programs in question are too large to solve without pre-processing, and we use a symmetry reduction method by Permenter and Parrilo (2020) to make computation of the SDP bounds possible. 相似文献
5.
In this article, a novel method is proposed for investigating the set controllability of Markov jump switching Boolean control networks (MJSBCNs). Specifically, the switching signal is described as a discrete-time homogeneous Markov chain. By resorting to the expectation and switching indicator function, an expectation system is constructed. Based on the expectation system, a novel verifiable condition is established for solving the set reachability of MJSBCNs. With the newly obtained results on set reachability, a necessary and sufficient condition is further derived for the set controllability of MJSBCNs. The obtained results are applied to Boolean control networks with Markov jump time delays. Examples are demonstrated to justify the theoretical results. 相似文献
6.
R.?Mitchell C.?M.?CarrEmail author M.?Parfitt J.?C.?Vickerman C.?Jones 《Cellulose (London, England)》2005,12(6):629-639
The surface chemical composition of raw unscoured cotton was successfully investigated by the surface analytical techniques
X-ray Photoelectron Spectroscopy (XPS) and Time of Flight Secondary Ion Mass Spectrometry (ToF-SIMS). The presence of non-cellulosic
material at the fibre surface was established and determined to be a complex mixture of fatty acids, alcohols, alkanes, esters
and glycerides. The effect of scouring and bleaching was to reduce the surface concentration of these materials but even after
aqueous processing some non-cellulosic material residue was still detected at the fibre surface. 相似文献
7.
This paper proposes a new multichannel time reversal focusing (MTRF) method for circumferential Lamb waves which is based on modified time reversal algorithm and applies this method for detecting different kinds of defects in thick-walled pipe with large-diameter. The principle of time reversal of circumferential Lamb waves in pipe is presented along with the influence from multiple guided wave modes and propagation paths. Experimental study is carried out in a thick-walled and large-diameter pipe with three artificial defects, namely two axial notches on its inner and outer surface respectively, and a corrosion-like defect on its outer surface. By using the proposed MTRF method, the multichannel signals focus at the defects, leading to the amplitude improvement of the defect scattered signal. Besides, another energy focus arises in the direct signal due to the partial compensation of dispersion and multimode of circumferential Lamb waves, alongside the multichannel focusing, during MTRF process. By taking the direct focus as a time base, accurate defect localization is implemented. Secondly, a new phenomenon is exhibited in this paper that defect scattered wave packet appears just before the right boundary of truncation window after time reversal, and to which two feasible explanations are given. Moreover, this phenomenon can be used as the theoretical basis in the determination of defect scattered waves in time reversal response signal. At last, in order to detect defects without prior knowing their exact position, a large-range truncation window is used in the proposed method. As a result, the experimental operation of MTRF method is simplified and defect detection and localization are well accomplished. 相似文献
8.
The major goal of this paper is to examine the hypothesis that stock returns and return volatility are asymmetric, threshold nonlinear, functions of change in trading volume. A minor goal is to examine whether return spillover effects also display such asymmetry. Employing a double-threshold GARCH model with trading volume as a threshold variable, we find strong evidence supporting this hypothesis in five international market return series. Asymmetric causality tests lend further support to our trading volume threshold model and conclusions. Specifically, an increase in volume is positively associated, while decreasing volume is negatively associated, with the major price index in four of the five markets. The volatility of each series also displays an asymmetric reaction, four of the markets display higher volatility following increases in trading volume. Using posterior odds ratio, the proposed threshold model is strongly favored in three of the five markets, compared to a US news double threshold GARCH model and a symmetric GARCH model. We also find significant nonlinear asymmetric return spillover effects from the US market. 相似文献
9.
We present a coupled decreasing sequence of random walks on Z that dominate the edge process of oriented bond percolation in two dimensions. Using the concept of random walk in a strip, we describe an algorithm that generates an increasing sequence of lower bounds that converges to the critical probability
of oriented percolation pc. From the 7th term on, these lower bounds improve upon 0.6298, the best rigorous lower bound at present, establishing 0.63328
as a rigorous lower bound for pc. Finally, a Monte Carlo simulation technique is presented; the use thereof establishes 0.64450 as a non-rigorous five-digit-precision (lower) estimate
for pc.
Mathematics Subject Classification (1991): 60K35
Supported by CNPq (grant N.301637/91-1).
Supported by a grant from CNPq. 相似文献
10.
A. Wilmer T. D. Frank P. J. Beek R. Friedrich 《The European Physical Journal B - Condensed Matter and Complex Systems》2007,60(2):203-215
In this work a method is developed for analyzing time series of
periodically driven stochastic systems involving time-delayed feedback.
The proposed data-analysis method yields
dynamical models in terms of stochastic delay differential equations. On
the basis of these dynamical models differential effects of driving
forces and time-delayed feedback forces can be identified. 相似文献