利用非参数方法对上海股市周末效应的研究

本文首先利用基本统计分析和Kolmogorov -Smirnov检验发现沪市指数收益率不服从正态分布 ,随后利用了K -W检验考察周末效应的存在性 ,利用M -W检验考察周末效应的模式 ,最后利用了Levene检验来对收益率序列的方差进行分析 ,得出上海股市存在“二、五”效应的结论。并从结算制度、信息流的影响、信息披露制度等方面分析了成因。     

交通流非参数回归模型

交通流宏观参数流量、速度和占有率在交通工程和管理中具有非常重要的作用 ,对这三者关系的刻划反映了道路本身特性和交通流的规律。到目前为止 ,基本上采用线性或非线性的参数模型来描述 ,此类模型在应用中具有一定的局限性 ,并交通变量时间序列进行预测 ,数据拟合表明 ,选择适当的核函数或邻近数以及窗宽 ,可以达到比较满意的效果     

综合性、设计性实验教学的探讨

综合性、设计性实验是培养学生的创新意识、创新精神和创新能力的有效措施;本文就开设综合性、设计性实验的意义、内涵、与基础实验的关系以及如何设计项目内容进行了初步的探讨。     

An optical scheme for conditional generation of W state and photon-added coherent state

We propose a simple scheme to generate an arbitrary photon-added coherent state of a travelling optical field by combining an array of degenerate parametric amplifiers and corresponding single-photon detectors. Particularly, when the single-photon-added coherent state is observed by developing the novel technique of Zavatta et al （2004 Science 306 660）, we can simultar/eously obtain the generalized N-qubit W state.     

四元数在刚体与多刚体系统力学中的应用

本文简要地介绍了四元数在刚体与多刚体系统力学中的应用.主要有下列内容:四元数(欧拉参数)的简单介绍;在刚体有限转动理论方面的应用;四元数形式的刚体定点运动的运动学方程与动力学方程;多刚体系统四元数关联矩阵的构造;四元数形式的多刚体系统运动学方程与动力学方程.     

人颅骨结构的动力参数

为了深入探讨人头部受撞击时颅脑损伤的力学计算模型,本文对颅骨结构的功力参数连行了测试和有限元分析。结果表明,人颅骨结构属于小阻尼结构,进行动力分析时可以抽象成弹性阻尼薄壳结构。     

临界空穴扩张比准则的适用性

用新研制成的DE36平台钢制的轴对称和平面应变试样,进一步考察了临界空穴扩张比V_(Gi)准则[1]、[2]、[3]的适用性。实验和大应变有限元理论计算结果表明,V_(Gi)准则适用于所研究材料。文中指出,按V_(Gi)准则可根据试样或构件材料中V_G的发展变化来预起裂位置。     

Adaptive control of bifurcation and chaos in a time-delayed system

In this paper, the stabilization of a continuous time-delayed system is considered. To control the bifurcation and chaos in a time-delayed system, a parameter perturbation control and a hybrid control are proposed. Then, to ensure the asymptotic stability of the system in the presence of unexpected system parameter changes, the adaptive control idea is introduced, i.e., the perturbation control parameter and the hybrid control parameter are automatically tuned according to the adaptation laws, respectively. The adaptation algorithms are constructed based on the Lyapunov-Krasovskii stability theorem. The adaptive parameter perturbation control and the adaptive hybrid control methods improve the corresponding constant control methods. They have the advantages of increased stability, adaptability to the changes of the system parameters, control cost saving, and simplicity. Numerical simulations for a well-known chaotic time-delayed system are performed to demonstrate the feasibility and superiority of the proposed control methods. Besides, comparison of the two adaptive control methods are made in an experimental study.     

New initial condition of the new agegraphic dark energy model

The initial condition Ω_de(z_ini)=n²(1+z_ini)^-2/4 at z_ini=2000 widely used to solve the differential equation of the density of the new agegraphic dark energy (NADE) Ω_de, makes the NADE model be a single-parameter dark-energy cosmological model. However, we find that this initial condition is only applicable in a flat universe with only dark energy and pressureless matter. In fact, in order to obtain more information from current observational data, such as the cosmic microwave background (CMB) and the baryon acoustic oscillations (BAO), we need to consider the contribution of radiation. For this situation, the initial condition mentioned above becomes invalid. To overcome this shortage, we investigate the evolutions of dark energy in the matter-dominated and the radiation-dominated epochs, and obtain a new initial condition Ω_de(z_ini)=n²(1+z_ini)^-2(1+√F(z_ini)²/4 at z_ini=2000, where F(z)≡Ω_r0(1+z)/[Ω_m0+Ω_r0(1+z)] with Ω_r0 and Ω_m0 being the current density parameters of radiation and pressureless matter, respectively. This revised initial condition is applicable for the differential equation of Ω_de obtained in the standard Friedmann-Robertson-Walker (FRW) universe with dark energy, pressureless matter, radiation, and even spatial curvature, and can still keep the NADE model being a single-parameter model. With the revised initial condition and the observational data of type Ia supernova (SNIa), CMB, and BAO, we finally constrain the NADE model. The results show that the single free parameter n of the NADE model can be constrained tightly.     

复杂网络时空混沌同步的Backstepping设计

利用Backstepping设计进行了复杂网络时空混沌的同步研究.首先将实现两个混沌系统同步的Backstepping设计推广到由m个时空混沌系统构成任意结构的复杂网络的同步研究中.进一步依据稳定性理论确定了网络同步时配置系数和控制增益满足的关系.整个网络实现同步仅需要在网络中的一个节点施加控制输入即可.进一步通过仿真实验验证了同步机理的有效性.