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非均匀的建筑热环境评价研究进展 被引量:1
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作者 程远达 林成楷 +4 位作者 王昊博 魏进 秦智胜 吴璠 杨晋明 《太原理工大学学报》 CAS 北大核心 2021年第4期614-619,共6页
非均匀建筑热环境评价一直是现行热舒适研究的热点问题,与经典热舒适评价的先决条件不同,非均匀建筑热环境一般伴有各类环境参数的时间变化性和空间分布不均匀性,这决定了其评价方式或评价指标和经典热舒适评价方式有较大不同。通过介... 非均匀建筑热环境评价一直是现行热舒适研究的热点问题,与经典热舒适评价的先决条件不同,非均匀建筑热环境一般伴有各类环境参数的时间变化性和空间分布不均匀性,这决定了其评价方式或评价指标和经典热舒适评价方式有较大不同。通过介绍现行的几类非均匀建筑热环境的评价思路,揭示了非均匀建筑热环境评价的主要考虑角度和要点,为其进一步的准确评价提供整体性的参考。 展开更多
关键词 非均匀建筑热环境评价 经典热舒适评价 时间变化性 空间分布不均匀
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Airborne Pollen Grains Of Afyon, Turkey 被引量:3
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作者 Adem BICAKCI 1, Süheyla ERGUN 2, Sevcan TATLIDIL 1, Hulusi MALYER 1, Sabri ?ZYURT 2, Ahmet AKKAYA 3, Nihat SAPAN 5 Department of Biology, Faculty of Science, University of Uludag, Bursa, Turkey 2. Department of Biology, Faculty of Science, University of Afyon Kocatepe, Afyon Turkey +1 位作者 3. Department of Pulmonology, Faculty of Medicine, University of Süleyman Demirel, Isparta, Turkey 4. Division of Pediatric Allergy, Faculty of Medicine, University of Uludag, Bursa, Turkey) 《Acta Botanica Sinica》 CSCD 2002年第11期1371-1375,共5页
The airborne pollen grains of Afyon have been studied for a two_year period (1999-2000) with a Durham sampler. A total of 14 367 pollen grains belonging to 40 taxa have been identified and recorded with some unidentif... The airborne pollen grains of Afyon have been studied for a two_year period (1999-2000) with a Durham sampler. A total of 14 367 pollen grains belonging to 40 taxa have been identified and recorded with some unidentified ones. Of them, 6 732 were identified in 1999 and 7 635 in 2000. Of the total pollen grains, 69.67% were arboreal, 26.64% non_arboreal and 3.68 % unidentified. The majority of the investigated pollen grains were from Pinus, Gramineae, Cupressaceae, Platanus , Chenopodiaceae/Amaranthaceae, Quercus, Ailanthus, Moraceae, Juglans , Salix, Cedrus and Rosaceae. The highest level of pollen grains was in May. 展开更多
关键词 TURKEY Afyon pollen calendar pollen grains
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Exponential stability for networked control systems based on the model of nonlinear discrete-time system with time-varying delay 被引量:1
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作者 HUANGJian GUANZhihong WANGZhongdong 《Journal of Chongqing University》 CAS 2004年第1期30-33,共4页
An uncertain nonlinear discrete-time system model with time-varying input delays for networked control systems (NCSs) is presented. The problem of exponential stability for the system is considered and some new criter... An uncertain nonlinear discrete-time system model with time-varying input delays for networked control systems (NCSs) is presented. The problem of exponential stability for the system is considered and some new criteria of exponential stability are obtained based on norm inequality methods. A numerical example is given todemonstrate that those criteria are useful to analyzing the stability of nonlinear NCSs. 展开更多
关键词 networked control systems nonlinear discrete-time system time-varying delay exponential stability
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Heat center of the western Pacific warm pool 被引量:4
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作者 HU Shijian Hu Dunxin 《Chinese Journal of Oceanology and Limnology》 SCIE CAS CSCD 2012年第1期169-176,共8页
A heat center (HC) of the western Pacific warm pool (WPWP) is defined, its variability is examined, and a possible mechanism is discussed. Analysis and calculation of a temperature dataset from 1945-2006 show that... A heat center (HC) of the western Pacific warm pool (WPWP) is defined, its variability is examined, and a possible mechanism is discussed. Analysis and calculation of a temperature dataset from 1945-2006 show that the mean position of the HC during this period was near 0.4°S/169.0°E, at 38.0 m depth. From a time series of the HC, remarkable seasonal variability was found, mainly in the meridional and vertical directions. Interannual variabilities were dominant in the zonal and vertical directions. In addition, semiannual variation in the HC depth was discovered. The longitude of the HC varies with ENSO events, and its latitude is weakly related to ENSO on time scales shorter than a decade. The variation of the HC longitude leads the Nifio-3 index by about 3-4 months, and its depth lags the index for approximately 3 months. It is concluded that the HC depth results from a combination of its longitudinal and latitudinal variations. Low-pass-filtered time series reveal that the HC has moved eastward since the mid 1980s. 展开更多
关键词 western Pacific warm pool heat center VARIABILITY
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Viscosity of Sea Surface Microlayer in Jiaozhou Bay and Adjacent Sea Area 被引量:2
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作者 张正斌 张安慧 +3 位作者 刘莲生 刘春颖 任春艳 邢磊 《Chinese Journal of Oceanology and Limnology》 SCIE CAS CSCD 2003年第4期351-357,共7页
This study on the temporal and spatial variability of the viscosity and some chemical parameters in the sea surface microlayer (SML), the relationship between the viscosity and chemical parameters, and the influence o... This study on the temporal and spatial variability of the viscosity and some chemical parameters in the sea surface microlayer (SML), the relationship between the viscosity and chemical parameters, and the influence of the viscosity on the mass transfer coefficient ( K ) in the flux of materials through the air sea interface revealed that: The values of viscosity and some chemical parameters in the SML are higher than those in the sub surface layer (SSL), and at daytime are higher than those at night. The viscosity has positive corelation with chemical oxygen demand (COD), dissolved organic carbon (DOC) and salinity. The "SML effect" on K need not be considered because the SML effect on materials concentration is so small. 展开更多
关键词 VISCOSITY sea surface microlayer Jiaozhou Bay
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Time-Dependent Nonlinear Forcing Singular Vector-Type Tendency Error of the Zebiak-Cane Model 被引量:1
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作者 ZHAO Peng DUAN Wan-Suo 《Atmospheric and Oceanic Science Letters》 CSCD 2014年第5期395-399,共5页
Based on the Zebiak-Cane model, the timedependent nonlinear forcing singular vector (NFSV)-type tendency errors with components of 4 and 12 (denoted by NFSV-4 and NFSV-12) are calculated for predetermined El Nifio... Based on the Zebiak-Cane model, the timedependent nonlinear forcing singular vector (NFSV)-type tendency errors with components of 4 and 12 (denoted by NFSV-4 and NFSV-12) are calculated for predetermined El Nifio events and compared with the constant NFSV (denoted by NFSV-1) from their patterns and resultant prediction errors. Specifically, NFSV-1 has a zonal dipolar sea surface temperature anomaly (SSTA) pattern with negative anomalies in the equatorial eastern Pacific and positive anomalies in the equatorial central-western Pa- cific. Although the first few components in NFSV-4 and NFSV-12 present patterns similar to NFSV-1, they tend to extend their dipoles farther westward; meanwhile, the positive anomalies gradually cover much smaller regions with the lag times. In addition, the authors calculate the predic- tion errors caused by the three kinds of NFSVs, and the results indicate that the prediction error induced by NFSV-12 is the largest, followed by the NFSV-4. However, when compared with the prediction errors caused by random tendency errors, the NFSVs generate significantly larger prediction errors. It is therefore shown that the spatial structure of tendency errors is important for producing large prediction errors. Furthermore, in exploring the tendency errors that cause the largest prediction error for E1 Nifio events, the timedependent NFSV should be evaluated. 展开更多
关键词 PREDICTABILITY model error optimal perturbation
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Dependencies between price duration, volatility, volume and return on the Warsaw Stock Exchange
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作者 Malgorzata Doman Ryszard Doman 《Journal of Modern Accounting and Auditing》 2010年第10期27-38,共12页
The successive changes of asset prices are the most visible manifestation of financial markets dynamics. There exist different views about factors generating these changes, but many researchers and practitioners agree... The successive changes of asset prices are the most visible manifestation of financial markets dynamics. There exist different views about factors generating these changes, but many researchers and practitioners agree that the most important among them is the impact of information flow. According to the market microstructure theories, it depends mainly on the behavior of informed and uniformed traders. In the paper, we investigate dependencies between the possible proxies of information process: price duration and corresponding to it volume change and return. Our main objective is to answer the question about the most important factor in the process of discovering information by uniformed traders. We apply a set of models for volatility, volume and duration data. Our analysis is performed for selected equities listed on the Warsaw Stock Exchange and uses tick-by-tick data. The obtained results show that the stock liquidity on this leading stock market in Central and Eastern Europe is the most important factor influencing the process of discovering information by uninformed traders. 展开更多
关键词 market microstructure VOLUME VOLATILITY price duration dynamics stock returns ACD models ACV models
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An adaptive routing protocol based on relative positions in VANETs
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作者 Wang Lei Yang Yang +2 位作者 Wang Xiaobo Ibrahima Kalil Toure Mi Zhenqiang 《High Technology Letters》 EI CAS 2012年第1期13-19,共7页
After presenting weaknesses of several classic routing protocols applied in vehicular ad hoc networks (VANETs) by a qualitative comparison, this paper proposes a novel self-adaptive routing protocol, named ARPP. Wit... After presenting weaknesses of several classic routing protocols applied in vehicular ad hoc networks (VANETs) by a qualitative comparison, this paper proposes a novel self-adaptive routing protocol, named ARPP. With respect to the specific characteristics of VANETs, the proposed routing protocol adopts a dynamic topology establishment and time-varying control message sending mechanism. A direction-based forwarding strategy and a specific warning solution enhance the routing performance in ARPP. Simulation results show that the ARPP protocol outperforms the classic AODV in urban vehicle environment. 展开更多
关键词 vehicular ad hoc networks(VANETs) routing protocol relative positions self-adaptivemechanism
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Spatiotemporal features and possible mechanisms of seasonal changes in sea surface height south of Japan
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作者 马利斌 《Chinese Journal of Oceanology and Limnology》 SCIE CAS CSCD 2014年第4期933-945,共13页
Variations of sea surface height (SSH) in the Kuroshio south of Japan are addressed by analyzing 19-year (1993-2011) altimetry data from AVISO. Regionally averaged time series of observed SSH had a rising linear t... Variations of sea surface height (SSH) in the Kuroshio south of Japan are addressed by analyzing 19-year (1993-2011) altimetry data from AVISO. Regionally averaged time series of observed SSH had a rising linear trend at 2.64+0.72 mrn/a in this period. By analyzing the power spectra, several periods were recognized in temporal SSH variations, including those around 90 and 360 days. The seasonal cycle of SSH was minimum in winter (February) and maximum in summer (August), with peak-to-peak amplitude about 20.0 cm. The spatial distribution of linear trends was inhomogeneous, with a rising linear trend along the coastline and a tripole structure offshore. Spatial distributions of standard deviation of seasonal SSH show very dynamic activities in the southeast of Kyushu and south of Honshu. Seasonal variations of observed SSH are partially explained by surface buoyancy forcing, local wind forcing and the steric component related to subsurface water beneath the mixed layer. Results show different spatial distributions of correlation coefficient and estimation skill between seasonally observed and modeled SSH, which are calculated from surface buoyancy flux, local wind forcing and the steric component related to subsurface water. Of those three, the surface buoyancy flux has a greater contribution to variations of observed SSH on the seasonal time scale south of Japan. 展开更多
关键词 spatiotemporal variation net surface heat flux wind stress subsurface water
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Stabilization of a class of nonlinear discrete time systems with time varying delay
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作者 Maryam Fattahi Nastaran Vasegh Hamid Reza Momeni 《Journal of Central South University》 SCIE EI CAS 2014年第10期3769-3776,共8页
The stability and stabilization of a class of nonlinear discrete time delayed systems(NDTDS) with time-varying delay and norm-bounded nonlinearity are investigated. Based on discrete time Lyapunov–Krasovskii function... The stability and stabilization of a class of nonlinear discrete time delayed systems(NDTDS) with time-varying delay and norm-bounded nonlinearity are investigated. Based on discrete time Lyapunov–Krasovskii functional method, a sufficient delaydependent condition for asymptotic stability of nonlinear systems is offered. Then, this condition is used to design a new efficient delayed state feedback controller(DSFC) for stabilization of such systems. These conditions are in the linear matrix inequality(LMI) framework. Illustrative examples confirm the improvement of the proposed approach over the similar cases. Furthermore, the obtained stability and stabilization conditions will be extended to uncertain discrete time delayed systems(UDTDS) with polytopic parameter uncertainties and also with norm-bounded parameter uncertainties. 展开更多
关键词 nonlinear discrete time delayed systems Lyapunov–Krasovskii functional delayed state feedback linear matrix inequality(LMI) polytopic parameter uncertainties norm bounded parameter uncertainties
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Characteristics of User Redesign Process: A Study of Changes Made by Users in Architect-Designed Housing
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《Journal of Civil Engineering and Architecture》 2012年第4期496-503,共8页
Housing is dynamic. It changes with time. A sample of 60 houses in the Shagari Low Cost housing scheme in Kanra Namoda was studied in order to find out the characteristics of changes made by the users. Physical observ... Housing is dynamic. It changes with time. A sample of 60 houses in the Shagari Low Cost housing scheme in Kanra Namoda was studied in order to find out the characteristics of changes made by the users. Physical observations and questionnaires were used as the major instruments of data collection. The results show that 91% of occupants have made various changes to the original designs without the help of professional designers, and some of the changes have completely transformed the outlook of the houses in locational planning, materials and form. This implies that a post architectural design phase exists, suggesting that the design process can be divided into two phases; the initial design by the architect and the subsequent redesign by the user. The paper presents preliminary findings on the general characteristics of user redesign and concludes that a clear process can be established. The architectural design process can, therefore, be expanded to include the user redesign process in order to reflect the entire lifespan of the building. 展开更多
关键词 Architectural design process CHANGES expanded design process HOUSING user redesign
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Fortified Financial Forecasting Models Based on Non-Linear Searching Approaches
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作者 Mohammad R. Hamidizadeh Mohammad E. Fadaeinejad 《Journal of Modern Accounting and Auditing》 2012年第2期232-240,共9页
The paper's aim is how to forecast data with variations involving at times series data to get the best forecasting model. When researchers are going to forecast data with variations involving at times series data (i... The paper's aim is how to forecast data with variations involving at times series data to get the best forecasting model. When researchers are going to forecast data with variations involving at times series data (i.e., secular trends, cyclical variations, seasonal effects, and stochastic variations), they believe the best forecasting model is the one which realistically considers the underlying causal factors in a situational relationship and therefore has the best "track records" in generating data. Paper's models can be adjusted for variations in related a time series which processes a great deal of randomness, to improve the accuracy of the financial forecasts. Because of Na'fve forecasting models are based on an extrapolation of past values for future. These models may be adjusted for seasonal, secular, and cyclical trends in related data. When a data series processes a great deal of randomness, smoothing techniques, such as moving averages and exponential smoothing, may improve the accuracy of the financial forecasts. But neither Na'fve models nor smoothing techniques are capable of identifying major future changes in the direction of a situational data series. Hereby, nonlinear techniques, like direct and sequential search approaches, overcome those shortcomings can be used. The methodology which we have used is based on inferential analysis. To build the models to identify the major future changes in the direction of a situational data series, a comparative model building is applied. Hereby, the paper suggests using some of the nonlinear techniques, like direct and sequential search approaches, to reduce the technical shortcomings. The final result of the paper is to manipulate, to prepare, and to integrate heuristic non-linear searching methods to serve calculating adjusted factors to produce the best forecast data. 展开更多
关键词 Naive forecasting models smoothing techniques Fibonacci and Golden section search line search bycurve fit
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The Project Siberian High in CMIP5 Models
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作者 LI Fei GAO Yong-Qi 《Atmospheric and Oceanic Science Letters》 CSCD 2015年第4期179-184,共6页
The Siberian high(SH)experienced a decline from the 1970s to 1990s and a recovery in recent years.The evolution of the SH under global warming is unclear.In this study,41 Coupled Model Intercomparison Project Phase 5(... The Siberian high(SH)experienced a decline from the 1970s to 1990s and a recovery in recent years.The evolution of the SH under global warming is unclear.In this study,41 Coupled Model Intercomparison Project Phase 5(CMIP5)climate models are evaluated in terms of their ability to simulate the temporal evolution of the SH in the 19th and 20th centuries and the spatial pattern of the SH during 1981–2005.The results show that 12models can capture the temporal evolution of the SH center intensity(SHCI)for 1872–2005.The linear correlation coefficient between the SHCI from the Twentieth Century Reanalysis and the simulated SHCI from the multi-model ensemble(MME)of the 12 models is 0.3 on annual and inter-annual scales(above the 99%confidence level).On decadal and multi-decadal time scales,the MME also captures the pronounced reduction(between 1981–2000and 1881–1900 period)and the recovery(during1991–2005)of the SH intensity.Finally,the future evolution of the SH is investigated using the MME of the 12models under the+4.5 and+8.5 W m-2 Representative Concentration Pathway(RCP)scenarios(RCP4.5 and RCP8.5).It is shown that the SHCI,similar to the SHCI in the 20th century,has no significant long-term trend in the 21st century under global warming(RCP8.5 scenario).At the end of 21st century(2081–2100),the SH shows stronger interannual variability than the SH at the end of20th century(1981–2000).The increased interannual variability likely favors the increased interannual variability in winter air temperature over midlatitude Eurasia at the end of 21st century. 展开更多
关键词 Siberian high global warming CLIMATOLOGY interannual variability CMIP5
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Seismic safety of arch dams with aging effects 被引量:7
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作者 WANG JinTing JIN Feng ZHANG ChuHan 《Science China(Technological Sciences)》 SCIE EI CAS 2011年第3期522-530,共9页
Arch dams suffer time-varying external loadings and harsh environment that harm their physical properties. With the aging of such dams, damage accumulates and concrete degradation inevitably appears. In this paper, a ... Arch dams suffer time-varying external loadings and harsh environment that harm their physical properties. With the aging of such dams, damage accumulates and concrete degradation inevitably appears. In this paper, a model is proposed for simulating concrete degradation with aging because of chemo-mechanical damage. The seismic response of an arch dam with aging effects is analyzed using the proposed model. The results show that the damage caused by the aging of arch dams may result in an increase in tensile cantilever stresses during earthquakes. Meanwhile, the dynamic displacement and joint opening also clearly increase in comparison with those without damage. Thus, the seismic safety of arch dams is reduced by aging effects. 展开更多
关键词 arch dams seismic safety AGING DAMAGE joint opening
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On the Stability Analysis of Switched Nonlinear Systems with Time Varying Delay Under Arbitrary Switching 被引量:2
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作者 KERMANI Marwen SAKLY Anis 《Journal of Systems Science & Complexity》 SCIE EI CSCD 2017年第2期329-346,共18页
This paper addresses the stability problem for a class of switched nonlinear time varying delay systems modeled by delay differential equations. By transforming the system representation under the arrow form and using... This paper addresses the stability problem for a class of switched nonlinear time varying delay systems modeled by delay differential equations. By transforming the system representation under the arrow form and using a new constructed Lyapunov function,the aggregation techniques,the Borne-Gentina practical stability criterion associated with the properties, new delay-independent stability conditions of the considered systems are established. Compared with the existing results in this area, the obtained result is explicit, simple to use and allows us to avoid the problem of searching a common Lyapunov function. Finally, an example is provided, with numerical simulations,to demonstrate the effectiveness of the proposed method. 展开更多
关键词 Arbitrary switching arrow form statepunov function continuous-time switched nonlinearstability.matrix Borne-Gentina criterion common Lya-time varying delay systems global asymptotic
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Urban Expansion and Spatiotemporal Relationships with Driving Factors Revealed by Geographically Weighted Logistic Regression 被引量:3
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作者 DONG Guanglong XU Erqi ZHANG Hongqi 《Journal of Resources and Ecology》 CSCD 2017年第3期277-286,共10页
Urbanization improves our lives but also threatens human health and sustainable development. Revealing the spatiotemporal pattern of urban expansion and spatiotemporal relationships with driving forces, especially in ... Urbanization improves our lives but also threatens human health and sustainable development. Revealing the spatiotemporal pattern of urban expansion and spatiotemporal relationships with driving forces, especially in terms of the ubiquitous and fast growing small city, is a crucial prerequisite to solving these problems and realizing sustainable development. Kunshan, China was used as a case study here. Eleven variables from four aspects covering physical, socioeconomic, accessibility and neighborhood were selected, and logistic regression and geographically weighted logistic regression modeling were employed to explore spatiotemporal relationships from 1991-2014. Results reveal that urban expansion in Kunshan shows an accelerating tendency with annual expansion from 2000-2014 four times higher than for 1991-2000. More importantly, the annual expansion rate of Kunshan of 28.42% in 2000-2014 is higher than that of a large city. Urban expansion and related factors have spatiotemporal varying relationships. From a global perspective, the closer to a city, town, main road and the higher the GDP, the more likely a region will undergo urbanization. Interestingly, the effect of population on urban expansion is decreasing, especially in developed areas, and the effect of distance to lake is enhanced. From a local perspective, the magnitude and even the sign of the coefficients vary across the study area. However, the range of the coefficient of GWLR is around that of the corresponding variable in LR, and the sign of most variables in GWLR is consistent with that of corresponding variables in LR. GWLR surpasses LR with the same explanatory variables in revealing regional differences and improving model reliability. Based on these findings, more attention should be given to small cities in China. Promoting the connotation of city culture and public services to realize New-type Urbanization and regional diversity policy in order to manage urban expansion scientifically are also recommended. 展开更多
关键词 urban expansion spatiotemporal variation spatial heterogeneity geographically weighted logistic regression China
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缓解评估与心境问卷在门诊抑郁症患者中的信度和效度评价 被引量:2
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作者 曾庆枝 徐一峰 方贻儒 《中华精神科杂志》 CAS CSCD 北大核心 2016年第4期235-240,共6页
目的评估中文版缓解评估与心境问卷(RemissionEvaluationandMoodInventoryT001.REMIT)的信度和效度。方法对9948例门诊抑郁症患者在基线、第2周和第4周时进行REMIT评估,509例患者在基线评估后1周内进行重测。采用克朗巴赫仅系数、... 目的评估中文版缓解评估与心境问卷(RemissionEvaluationandMoodInventoryT001.REMIT)的信度和效度。方法对9948例门诊抑郁症患者在基线、第2周和第4周时进行REMIT评估,509例患者在基线评估后1周内进行重测。采用克朗巴赫仅系数、内部一致性相关系数评估信度;以HAMD一,评估结果,检验平行效度和区分效度;进行探索性和验证性因子分析确定结构效度;并根据3个时点的随访数据评估量表对变化的敏感性。结果REMIT量表的克朗巴赫d系数为0.82,条目和总分的相关系数为0.49-0.67(均P〈0.01),重测信度较高(内部一致性相关系数为0.56~0.79);呈两因子结构;量表的总分和减分与HAMD17的相关系数为0.52~0.73(均P〈0.01);3个时间点不同抑郁严重程度患者间的REMIT评分差异有统计学意义(F=452.7-1468.4,均P〈0.01)。REMIT各条目评分及总分【基线:(12.5±2.8)分、第2周:(8.5±2.3)分、第4周(5.2±2.5)分1随治疗时间变化而降低(F=11282.8~32445.1,均P〈0.01),治疗前后标准化均差值为1.6~2.7。结论REMIT量表中文版具有较高的信度和效度以及对变化的敏感性,可作为抑郁治疗效果评估的补充工具。 展开更多
关键词 抑郁症 信度 效度 时间变化的敏感 缓解评估与心境问卷
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DYNAMIC PORTFOLIO CHOICE UNDER THE TIME-VARYING,JUMPS,AND KNIGHT UNCERTAINTY OF ASSET RETURN PROCESS 被引量:4
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作者 Chaolin HE Weidong MENG 《Journal of Systems Science & Complexity》 SCIE EI CSCD 2012年第5期896-908,共13页
By introducing a stochastic element to the double-jump diffusion framework to measure the Knight uncertainty of asset return process, this paper builds the model of dynamic portfolio choice, which maximizes the expect... By introducing a stochastic element to the double-jump diffusion framework to measure the Knight uncertainty of asset return process, this paper builds the model of dynamic portfolio choice, which maximizes the expected utility of terminal portfolio wealth. Through specifying the state function of uncertainty-aversion, it utilizes the max-min method to derive the analytical solution of the model to study the effect of the time-varying, jumps, and Knight uncertainty of asset return process on dynamic portfolio choice and their interactions. Results of comparative analysis show: The time-varying results in positive or negative intertemporal hedging demand of portfolio, which depends on the coefficient of investor's risk aversion and the correlation coefficient between return shift and volatility shift; the jumps in asset return overall reduce investor's demand for the risky asset, which can be enhanced or weakened by the jumps in volatility; due to the existing of the Knight uncertainty, the investor avoids taking large position on risky asset, and the resulting is the improving of portfolio's steady and immunity. At last, an empirical study is done based on the samples of Shanghai Exchange Composite Index monthly return data from January 1997 to December 2009, which not only tests the theoretical analysis but also demonstrates that the proposed method in the paper is useful from the aspect of portfotio's equivalent utility. 展开更多
关键词 Conditional characteristic function dynamic portfolio JUMPS Knight uncertainty spec-tral generalized method of moments time-varying.
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Viscoelastic deformation behavior of cement and emulsified asphalt mortar in China railway track system I prefabricated slab track 被引量:6
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作者 Juan-juan REN Hao-lan LI +3 位作者 Xiao-pei CAI Shi-jie DENG Ji WANG Wei DU 《Journal of Zhejiang University-Science A(Applied Physics & Engineering)》 SCIE EI CAS CSCD 2020年第4期304-316,共13页
Under repeated train-induced loads, cement and emulsified asphalt mortar(CA mortar) as a viscoelastic material has a time-dependent deformation, part of which is irreversible. This could lead to debonding between the ... Under repeated train-induced loads, cement and emulsified asphalt mortar(CA mortar) as a viscoelastic material has a time-dependent deformation, part of which is irreversible. This could lead to debonding between the mortar layer and the track slab. Based on the theory of viscoelasticity and the analytical method of the time hardening law(THL), the viscoelastic deformation behavior of CA mortar was studied. Using ABAQUS, we established a solid model of China railway track system(CRTS) Ⅰ prefabricated slab track, with CA mortar at different initial Young’s moduli under cyclic loading corresponding to the influence of actual train loads. The results reveal that the fitted parameters of the THL for CA mortar are suitable for describing its viscoelastic deformation. As the initial Young’s modulus increases, the strain difference before and after cyclic loading gradually decreases, and the displacement difference increases from 0.2 mm to 0.6 mm. The deformation mainly occurs at the end of a mortar layer with longitudinal distribution of about 2.5 times the fasteners’ spacing. It follows that the viscoelastic performance of CA mortar is one of the most important reasons that cause debonding underneath the track slab. Therefore, we suggest that the adverse effects of viscoelastic behavior of CA mortar should be considered when researching such deformation and damage. 展开更多
关键词 China railway track system(CRTS) prefabricated slab track Cement and emulsified asphalt mortar(CA mortar) Initial Young’s modulus Viscoelastic deformation Time hardening law(THL)
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Analysis of seasonal signals and long-term trends in the height time series of IGS sites in China 被引量:12
20
作者 MING Feng YANG YuanXi +1 位作者 ZENG AnMin JING YiFan 《Science China Earth Sciences》 SCIE EI CAS CSCD 2016年第6期1283-1291,共9页
The seasonal signal and long-term trend in the height time series of 10 IGS sites in China are investigated in this paper. The offset detection and outlier removal as well as the removal of common mode error are perfo... The seasonal signal and long-term trend in the height time series of 10 IGS sites in China are investigated in this paper. The offset detection and outlier removal as well as the removal of common mode error are performed on the raw GPS time-series data developed by the Scripps Orbit and Permanent Array Center(SOPAC). The seasonal-trend decomposition procedure based on LOESS(STL) is utilized to extract precise seasonal signals, followed by an estimation of the long-term trend with the application of maximum likelihood estimation(MLE) to the seasonally adjusted time series. The Up-compo- nents of all sites are featured by obvious seasonal variations, with significant phase and amplitude modulation on some sites. After Kendall's tau test, a significant trend(99% confidence interval) for all sites is achieved. Furthermore, the trends at sites TCMS and TNML have significant changes at epochs 2009.5384 and 2009.1493(95% confidence interval), respectively, using the Breaks For Additive Seasonal and Trend test. Finally, the velocities and their uncertainties for all sites are estimated using MLE with the white noise plus flicker noise model. And the results are analyzed and compared with those announced by SOPAC. The results obtained in this paper have a higher precision than the SOPAC results. 展开更多
关键词 GPS Height time series Seasonal signal Long-term trend STL filter Colored noise
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