受控平面五杆机构杆件几何参数的确定

通过合理确定受控平面五杆机构杆件的几何参数，以保证受控平面五杆机构实验台能够正常工作。介绍受控平面五杆机构杆件几何参数的确定。     

中学与大学物理实验教学的衔接问题探讨

分析了我国的大学和中学物理实验教学衔接中存在的问题,从教育学角度探讨了产生这些问题的原因,并在此基础上提出了解决这些问题的建议.     

无机化学实验课教学改革探索

基于无机化学实验课程的特点,探讨了在无机化学实验课程的教学中实施教学改革的措施和方法,并结合具体的教学实践,就全面提高无机化学实验课程教学质量,培养学生的综合素质和严谨务实的科学探索能力等方面进行了讨论.     

用LabVIEW实现PC与自制信号发生器的串行通信

利用图形化的编程环境LabVIEW6．1及VISA标准，编程实现了PC与自制信号发生器的串行通信．通过操作完全仿真的虚拟面板，PC发出各种指令，控制信号发生器产生不同频率和信噪比的波形，并实时获取和显示其运行参数，从而完成信号发生器单机操作的所有功能．     

浅论"十五"期间中央民族大学实验室的建设及管理

面对21世纪高素质人才培养,实验室建设和实验教学改革也要不断创新和发展.实验室不仅要成为一个实验场地,同时还要成为知识创新、人才培养的重要课堂.本文就今后我校实验室建设,实验教学改革提出改革意见.     

分布参数系统参数辨识的最佳测量位置

许多有关集中参数系统参数辨识的方法经改造后可推广到分布参数系统中,但其涉及的问题复杂,其中传感器的测量位置则是分布参数系统参数辨识过程的特有问题,它对分布参数系统的参数辨识精度有着很大的影响.从受噪声干扰的不同位置传感器检测值出发,构造了分布参数系统的信息矩阵,提出了一种基于信息矩阵行列式的优化算法,并采用D-最优试验设计准则优化传感器的位置配置,得到了分布参数系统检测传感器的最佳测量位置,同时保证了系统的参数辨识精度.仿真结果表明,该方法对于分布参数系统的输出和状态检测传感器位置的选择具有参考价值.     

高电压与绝缘技术课程实验教学改革与实践

高电压与绝缘技术课程是电气工程及其自动化专业核心基础课程之一.但该门课程在本科教学过程中存在实验课程结构分配不合理、教学内容体系不健全、教学方式多样性缺乏等核心问题.研究试从教学内容改革、教学设备系统化及教学方式改革等方面入手,完善该课程教育体系,提升本科生的实验动手能力、团队协作能力以及在研究领域的适应能力,提高该课程的实验教学质量,培养新型高素质人才.     

基于开关控制的兴趣实验设计

设计了开关控制实验,专门对常见的开关特点及使用进行探讨,根据开关特点搭建相应的控制电路,用近似于工程项目的形式锻炼学生对开关的灵活应用,激发了学生实验的兴趣和积极性.     

Identification of metabolites in WZS‐miniature pig urine after oral administration of Danshen decoction by HPLC coupled with diode array detection with electrospray ionization tandem ion trap and time‐of‐flight mass spectrometry

Danshen (DS) is a widely used traditional Chinese medicine for treating cardiovascular and cerebrovascular diseases. A simple, rapid and sensitive method was developed for identification of the in vivo metabolites in urine of WZS‐miniature pigs after oral administration of DS decoction by HPLC coupled with diode array detection with electrospray ionization tandem ion trap and time‐of‐flight mass spectrometry. This method has been successfully applied to simultaneous identification of 50 compounds (including 11 new ones) in pig urine. In addition, one new compound, (3‐hydroxyphenyl) crylic acid glycine methyl ester (C1), along with eight known ones were first isolated by column chromatography and identified by spectroscopic means, including 1D/2DNMR and mass spectrometry, as reference substances. Ten phenolic compounds (protocatechuic aldehyde, protocatechuic acid, caffeic acid, danshensu, ferulic acid, isoferulic acid, rosmarinic acid and salvianolic acid A/B/D) were found to be the main absorbed original constituents of DS decoction, which underwent the metabolic reactions of glucuronidation, sulfation, methylation, hydrogenation and glycine conjugation in vivo. In conclusion, the developed method is applicable to the analysis and identification of constituents in biological matrices after administration of DS decoction. Copyright © 2012 John Wiley & Sons, Ltd.     

Statistical inference and modelling of momentum in stock prices

The following results are obtained, (i) It is possible to obtain a time series of market data {y(t)} in which the fluctuations in fundamental value have been compensated for. An objective test of the efficient market hypothesis (EMH), which would predict random correlations about a constant value, is thereby possible, (ii) A time series procedure can be used to determine the extent to which the differences in the data and the moving averages are significant. This provides a model of the form y(t)-y(t-l)=0.5{y(t- l)-y(t-2)}+ε(t)+0.8ε(r-1) where ε(t) is the error at time t, and the coefficients 0.5 and 0.8 are determined from the data. One concludes that today's price is not a random perturbation from yesterday's; rather, yesterday's rate of change is a significant predictor of today's rate of change. This confirms the concept of momentum that is crucial to market participants. (iii) The model provides out-of-sample predictions that can be tested statistically. (iv) The model and coefficients obtained in this way can be used to make predictions on laboratory experiments to establish an objective and quantitative link between the experiments and the market data. These methods circumvent the central difficulty in testing market data, namely, that changes in fundamentals obscure intrinsic trends and autocorrelations. This procedure is implemented by considering the ratio of two similar funds (Germany and Future Germany) with the same manager and performing a set of statistical tests that have excluded fluctuations in fundamental factors. For the entire data of the first 1149 days beginning with the introduction of the latter fund, a standard runs test indicates that the data is 29 standard deviations away from that which would be expected under a hypothesis of random fluctuations about the fundamental value. This and other tests provide strong evidence against the efficient market hypothesis and in favour of autocorrelations in the data. An ARIMA time series finds strong evidence (9.6 and 21.6 standard deviations in the two coefficients) that the data is described by a model that involves the first difference, indicating that momentum is the significant factor. The first quarter's data is used to make out-of-sample predictions for the second quarter with results that are significant to 3 standard deviations. Finally, the ARIMA model and coefficients are used to make predictions on laboratory experiments of Porter and Smith in which the intrinsic value is clear. The model's forecasts are decidedly more accurate than that of the null hypothesis of random fluctuations about the fundamental value.