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Time-variant fragility analysis of the bridge system considering time-varying dependence among typical component seismic demands 被引量:6
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作者 Song Shuai Qian Yongjiu +2 位作者 Liu Jing Xie Xiaorui Wu Gang 《Earthquake Engineering and Engineering Vibration》 SCIE EI CSCD 2019年第2期363-377,共15页
This paper presents a copula technique to develop time-variant seismic fragility curves for corroded bridges at the system level and considers the realistic time-varying dependence among component seismic demands. Bas... This paper presents a copula technique to develop time-variant seismic fragility curves for corroded bridges at the system level and considers the realistic time-varying dependence among component seismic demands. Based on material deterioration mechanisms and incremental dynamic analysis, the time-evolving seismic demands of components were obtained in the form of marginal probability distributions. The time-varying dependences among bridge components were then captured with the best fitting copula function, which was selected from the commonly used copula classes by the empirical distribution based analysis method. The system time-variant fragility curves at different damage states were developed and the effects of time-varying dependences among components on the bridge system fragility were investigated. The results indicate the time-varying dependence among components significantly affects the time-variant fragility of the bridge system. The copula technique captures the nonlinear dependence among component seismic demands accurately and easily by separating the marginal distributions and the dependence among them. 展开更多
关键词 system FRAGILITY CHLORIDE corrosion time-varying DEPENDENCE COPULA function probabilistic seismic demand
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基于Hurst指数的严重段塞流多尺度分形特性
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作者 李乃良 刘常松 +2 位作者 杜雪平 张一帆 韩东太 《化工学报》 EI CSCD 北大核心 2024年第2期484-492,F0001,共10页
基于多尺度方法和Hurst分析方法,分析了严重段塞流的多尺度结构及其非线性特征。以空气、水两相混合物作为实验介质,利用高速数据采集板获得了集输立管内气液两相严重段塞流的压差波动信号。使用db4小波在1~8尺度下对压差信号进行分解... 基于多尺度方法和Hurst分析方法,分析了严重段塞流的多尺度结构及其非线性特征。以空气、水两相混合物作为实验介质,利用高速数据采集板获得了集输立管内气液两相严重段塞流的压差波动信号。使用db4小波在1~8尺度下对压差信号进行分解和重构,提取不同尺度的系统动力学特征,发现严重段塞流气液喷发和液体回落的瞬态过程主要体现在d5~d8尺度的细节信号上。通过对压差波动信号不同尺度下的分解信号进行Hurst指数分析,发现严重段塞流存在显著的双分形特征,同时受正持久性和反持久性两种动力学因素的制约,但概貌分量和细节分量表现出截然相反的分形结构,概貌分量具有正持久性,而细节分量具有反持久性。d1尺度下的细节分量描述了微尺度的气泡与气泡之间的相互作用;d2~d5尺度下的细节分量描述了微尺度的液体与气泡之间的相互作用;d6~d8尺度下的细节分量描述了宏尺度的气液两相与管壁之间的相互作用。压差波动信号的能量主要分布于宏尺度上。 展开更多
关键词 严重段塞流 压差 多尺度 分形 气液两相流 hurst指数
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基于广义Hurst指数和蚁群优化算法的配对交易策略研究 被引量:1
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作者 孙景云 马小雯 《兰州财经大学学报》 2024年第1期88-100,共13页
以上海期货交易所的8种金属类期货为研究对象,首先结合传统协整理论和一阶矩广义Hurst指数方法筛选出具有较强均值回复特性的期货对作为最优配对组合,然后对选出的最优配对组合设计交易策略,利用蚁群智能优化算法确定多空交易的最优开... 以上海期货交易所的8种金属类期货为研究对象,首先结合传统协整理论和一阶矩广义Hurst指数方法筛选出具有较强均值回复特性的期货对作为最优配对组合,然后对选出的最优配对组合设计交易策略,利用蚁群智能优化算法确定多空交易的最优开仓阈值。在实证回测阶段,对历史数据采用滑动窗口方法进行多次样本内及样本外回测,并与基于均值和标准差的传统固定阈值策略进行对比。结果发现,螺纹钢-热卷、热卷-铝期货配对为不同样本期下的最佳配对组合。从交易效果看,采用蚁群智能优化算法所确定的上、下开仓阈值策略相比于传统阈值策略,在多空交易中获得了更高的年化收益率和夏普比率。 展开更多
关键词 协整理论 广义hurst指数 蚁群优化算法 多空交易
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Finite-time Prescribed Performance Time-Varying Formation Control for Second-Order Multi-Agent Systems With Non-Strict Feedback Based on a Neural Network Observer 被引量:1
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作者 Chi Ma Dianbiao Dong 《IEEE/CAA Journal of Automatica Sinica》 SCIE EI CSCD 2024年第4期1039-1050,共12页
This paper studies the problem of time-varying formation control with finite-time prescribed performance for nonstrict feedback second-order multi-agent systems with unmeasured states and unknown nonlinearities.To eli... This paper studies the problem of time-varying formation control with finite-time prescribed performance for nonstrict feedback second-order multi-agent systems with unmeasured states and unknown nonlinearities.To eliminate nonlinearities,neural networks are applied to approximate the inherent dynamics of the system.In addition,due to the limitations of the actual working conditions,each follower agent can only obtain the locally measurable partial state information of the leader agent.To address this problem,a neural network state observer based on the leader state information is designed.Then,a finite-time prescribed performance adaptive output feedback control strategy is proposed by restricting the sliding mode surface to a prescribed region,which ensures that the closed-loop system has practical finite-time stability and that formation errors of the multi-agent systems converge to the prescribed performance bound in finite time.Finally,a numerical simulation is provided to demonstrate the practicality and effectiveness of the developed algorithm. 展开更多
关键词 Finite-time control multi-agent systems neural network prescribed performance control time-varying formation control
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基于SSA-Hurst-ARIMA组合模型的船舶柴油发电机组故障特征短期预测
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作者 梁清政 王浩 +2 位作者 程垠钟 杨天诣 姚钦博 《现代制造技术与装备》 2024年第2期51-54,共4页
为提高船舶柴油发电机组故障特征短期预测精度,建立基于奇异谱分析(Singular Spectrum Analysis,SSA)、Hurst指数、自回归移动平均(Auto-Regressive Integrated Moving Average,ARIMA)的组合预测模型。以某试验中船舶柴油发电机组运行... 为提高船舶柴油发电机组故障特征短期预测精度,建立基于奇异谱分析(Singular Spectrum Analysis,SSA)、Hurst指数、自回归移动平均(Auto-Regressive Integrated Moving Average,ARIMA)的组合预测模型。以某试验中船舶柴油发电机组运行数据为基础,选取增压器滑油压强数据,对比分析单一ARIMA模型、SSA主成分-ARIMA组合模型和SSA-Hurst-ARIMA组合模型的预测效果。结果表明,SSA-Hurst-ARIMA组合模型的预测效果优于单一ARIMA模型和SSA主成分-ARIMA组合模型,更适合应用于船舶柴油发电机组故障特征的短期预测。 展开更多
关键词 船舶柴油发电机组 故障特征 短期预测 奇异谱分析(SSA) hurst指数 自回归移动平均(ARIMA)模型
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Complementary-Label Adversarial Domain Adaptation Fault Diagnosis Network under Time-Varying Rotational Speed and Weakly-Supervised Conditions
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作者 Siyuan Liu Jinying Huang +2 位作者 Jiancheng Ma Licheng Jing Yuxuan Wang 《Computers, Materials & Continua》 SCIE EI 2024年第4期761-777,共17页
Recent research in cross-domain intelligence fault diagnosis of machinery still has some problems,such as relatively ideal speed conditions and sample conditions.In engineering practice,the rotational speed of the mac... Recent research in cross-domain intelligence fault diagnosis of machinery still has some problems,such as relatively ideal speed conditions and sample conditions.In engineering practice,the rotational speed of the machine is often transient and time-varying,which makes the sample annotation increasingly expensive.Meanwhile,the number of samples collected from different health states is often unbalanced.To deal with the above challenges,a complementary-label(CL)adversarial domain adaptation fault diagnosis network(CLADAN)is proposed under time-varying rotational speed and weakly-supervised conditions.In the weakly supervised learning condition,machine prior information is used for sample annotation via cost-friendly complementary label learning.A diagnosticmodel learning strategywith discretized category probabilities is designed to avoidmulti-peak distribution of prediction results.In adversarial training process,we developed virtual adversarial regularization(VAR)strategy,which further enhances the robustness of the model by adding adversarial perturbations in the target domain.Comparative experiments on two case studies validated the superior performance of the proposed method. 展开更多
关键词 time-varying rotational speed weakly-supervised fault diagnosis domain adaptation
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On the Application of Mixed Models of Probability and Convex Set for Time-Variant Reliability Analysis
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作者 Fangyi Li Dachang Zhu Huimin Shi 《Computer Modeling in Engineering & Sciences》 SCIE EI 2024年第5期1981-1999,共19页
In time-variant reliability problems,there are a lot of uncertain variables from different sources.Therefore,it is important to consider these uncertainties in engineering.In addition,time-variant reliability problems... In time-variant reliability problems,there are a lot of uncertain variables from different sources.Therefore,it is important to consider these uncertainties in engineering.In addition,time-variant reliability problems typically involve a complexmultilevel nested optimization problem,which can result in an enormous amount of computation.To this end,this paper studies the time-variant reliability evaluation of structures with stochastic and bounded uncertainties using a mixed probability and convex set model.In this method,the stochastic process of a limit-state function with mixed uncertain parameters is first discretized and then converted into a timeindependent reliability problem.Further,to solve the double nested optimization problem in hybrid reliability calculation,an efficient iterative scheme is designed in standard uncertainty space to determine the most probable point(MPP).The limit state function is linearized at these points,and an innovative random variable is defined to solve the equivalent static reliability analysis model.The effectiveness of the proposed method is verified by two benchmark numerical examples and a practical engineering problem. 展开更多
关键词 Mixed uncertainty probability model convex model time-variant reliability analysis
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Semi-supervised learning based hybrid beamforming under time-varying propagation environments
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作者 Yin Long Hang Ding Simon Murphy 《Digital Communications and Networks》 SCIE CSCD 2024年第4期1168-1177,共10页
Hybrid precoding is considered as a promising low-cost technique for millimeter wave(mm-wave)massive Multi-Input Multi-Output(MIMO)systems.In this work,referring to the time-varying propagation circumstances,with semi... Hybrid precoding is considered as a promising low-cost technique for millimeter wave(mm-wave)massive Multi-Input Multi-Output(MIMO)systems.In this work,referring to the time-varying propagation circumstances,with semi-supervised Incremental Learning(IL),we propose an online hybrid beamforming scheme.Firstly,given the constraint of constant modulus on analog beamformer and combiner,we propose a new broadnetwork-based structure for the design model of hybrid beamforming.Compared with the existing network structure,the proposed network structure can achieve better transmission performance and lower complexity.Moreover,to enhance the efficiency of IL further,by combining the semi-supervised graph with IL,we propose a hybrid beamforming scheme based on chunk-by-chunk semi-supervised learning,where only few transmissions are required to calculate the label and all other unlabelled transmissions would also be put into a training data chunk.Unlike the existing single-by-single approach where transmissions during the model update are not taken into the consideration of model update,all transmissions,even the ones during the model update,would make contributions to model update in the proposed method.During the model update,the amount of unlabelled transmissions is very large and they also carry some information,the prediction performance can be enhanced to some extent by these unlabelled channel data.Simulation results demonstrate the spectral efficiency of the proposed method outperforms that of the existing single-by-single approach.Besides,we prove the general complexity of the proposed method is lower than that of the existing approach and give the condition under which its absolute complexity outperforms that of the existing approach. 展开更多
关键词 Hybrid beamforming time-varying environments Broad network Semi-supervised learning Online learning
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基于地理交互网络聚集系数及Hurst指数的城市活力度量
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作者 陈金鑫 罗红祥 +3 位作者 徐小伟 黄孔 谭曜堃 刘晋源 《微型电脑应用》 2024年第10期14-18,共5页
综合考虑城市空间结构及相关因素度量城市活力,可为城市规划发展提供一定的参考价值。传统的城市活力度量方法主要使用局部地区的静态数据,无法反映城市全局的、动态的活力变化。提出一种基于地理交互网络聚集系数及Hurst指数的城市活... 综合考虑城市空间结构及相关因素度量城市活力,可为城市规划发展提供一定的参考价值。传统的城市活力度量方法主要使用局部地区的静态数据,无法反映城市全局的、动态的活力变化。提出一种基于地理交互网络聚集系数及Hurst指数的城市活力度量方法。实验以意大利的米兰和特伦托两市以及周边地区为实验区域进行方法验证,结果发现:米兰市和特伦托市在相同的时间尺度下Freeman聚集系数的变化趋势基本相同,但米兰市Freeman聚集系数及Hurst指数均低于特伦托市,表明米兰市及周边地区的城市活力高于特伦托市及其周边地区,从而验证了方法的有效性。 展开更多
关键词 城市活力 地理交互网络 Freeman聚集系数 hurst指数
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Time-dependent model for two-phase flow in ultra-high water-cut reservoirs:Time-varying permeability and relative permeability
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作者 Shao-Chun Wang Na Zhang +3 位作者 Zhi-Hao Tang Xue-Fei Zou Qian Sun Wei Liu 《Petroleum Science》 SCIE EI CAS CSCD 2024年第4期2536-2553,共18页
For the ultra-high water-cut reservoirs,after long-term water injection exploitation,the physical properties of the reservoir change and the heterogeneity of the reservoir becomes increasingly severe,which further agg... For the ultra-high water-cut reservoirs,after long-term water injection exploitation,the physical properties of the reservoir change and the heterogeneity of the reservoir becomes increasingly severe,which further aggravates the spatial difference of the flow field.In this study,the displacement experiments were employed to investigate the variations in core permeability,porosity,and relative permeability after a large amount of water injection.A relative permeability endpoint model was proposed by utilizing the alternating conditional expectation(ACE)transformation to describe the variation in relative permeability based on the experimental data.Based on the time dependent models for permeability and relative permeability,the traditional oil-water two-phase model was improved and discretized using the mimetic finite difference method(MFD).The two cases were launched to confirm the validation of the proposed model.The impact of time-varying physical features on reservoir production performance was studied in a real water flooding reservoir.The experimental results indicate that the overall relative permeability curve shifts to the right as water injection increases.This shift corresponds to a transition towards a more hydrophilic wettability and a decrease in residual oil saturation.The endpoint model demonstrates excellent accuracy and can be applied to time-varying simulations of reservoir physics.The impact of variations in permeability and relative permeability on the reservoir production performance yields two distinct outcomes.The time-varying permeability of the reservoir results in intensified water channeling and poor development effects.On the other hand,the time-varying relative permeability enhances the oil phase seepage capacity,facilitating oil displacement.The comprehensive time-varying behavior is the result of the combined influence of these two parameters,which closely resemble the actual conditions observed in oil field exploitation.The time-varying simulation technique of reservoir physical properties proposed in this paper can continuously and stably characterize the dynamic changes of reservoir physical properties during water drive development.This approach ensures the reliability of the simulation results regarding residual oil distribution. 展开更多
关键词 Mimetic finite difference Water flooding reservoir time-varying physical properties Numerical simulation
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Nuclear magnetic resonance experiments on the time-varying law of oil viscosity and wettability in high-multiple waterflooding sandstone cores
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作者 JIA Hu ZHANG Rui +2 位作者 LUO Xianbo ZHOU Zili YANG Lu 《Petroleum Exploration and Development》 SCIE 2024年第2期394-402,共9页
A simulated oil viscosity prediction model is established according to the relationship between simulated oil viscosity and geometric mean value of T2spectrum,and the time-varying law of simulated oil viscosity in por... A simulated oil viscosity prediction model is established according to the relationship between simulated oil viscosity and geometric mean value of T2spectrum,and the time-varying law of simulated oil viscosity in porous media is quantitatively characterized by nuclear magnetic resonance(NMR)experiments of high multiple waterflooding.A new NMR wettability index formula is derived based on NMR relaxation theory to quantitatively characterize the time-varying law of rock wettability during waterflooding combined with high-multiple waterflooding experiment in sandstone cores.The remaining oil viscosity in the core is positively correlated with the displacing water multiple.The remaining oil viscosity increases rapidly when the displacing water multiple is low,and increases slowly when the displacing water multiple is high.The variation of remaining oil viscosity is related to the reservoir heterogeneity.The stronger the reservoir homogeneity,the higher the content of heavy components in the remaining oil and the higher the viscosity.The reservoir wettability changes after water injection:the oil-wet reservoir changes into water-wet reservoir,while the water-wet reservoir becomes more hydrophilic;the degree of change enhances with the increase of displacing water multiple.There is a high correlation between the time-varying oil viscosity and the time-varying wettability,and the change of oil viscosity cannot be ignored.The NMR wettability index calculated by considering the change of oil viscosity is more consistent with the tested Amott(spontaneous imbibition)wettability index,which agrees more with the time-varying law of reservoir wettability. 展开更多
关键词 SANDSTONE high-multiple waterflooding nuclear magnetic resonance oil viscosity rock wettability time-varying law
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Numerical Simulation of Slurry Diffusion in Fractured Rocks Considering a Time-Varying Viscosity
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作者 Lei Zhu Bin Liu +3 位作者 Xuewei Liu Wei Deng Wenjie Yao Ying Fan 《Fluid Dynamics & Materials Processing》 EI 2024年第2期401-427,共27页
To analyze the effects of a time-varying viscosity on the penetration length of grouting,in this study cement slur-ries with varying water-cement ratios have been investigated using the Bingham’sfluidflow equation and ... To analyze the effects of a time-varying viscosity on the penetration length of grouting,in this study cement slur-ries with varying water-cement ratios have been investigated using the Bingham’sfluidflow equation and a dis-crete element method.Afluid-solid coupling numerical model has been introduced accordingly,and its accuracy has been validated through comparison of theoretical and numerical solutions.For different fracture forms(a single fracture,a branch fracture,and a fracture network),the influence of the time-varying viscosity on the slurry length range has been investigated,considering the change in the fracture aperture.The results show that under different fracture forms and the same grouting process conditions,the influence of the time-varying viscosity on the seepage length is 0.350 m. 展开更多
关键词 time-varying viscosity binghamfluids UDEC numerical simulation grout penetration length aperture
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Adaptive Event-Triggered Time-Varying Output Group Formation Containment Control of Heterogeneous Multiagent Systems
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作者 Lihong Feng Bonan Huang +2 位作者 Jiayue Sun Qiuye Sun Xiangpeng Xie 《IEEE/CAA Journal of Automatica Sinica》 SCIE EI CSCD 2024年第6期1398-1409,共12页
In this paper,a class of time-varying output group formation containment control problem of general linear hetero-geneous multiagent systems(MASs)is investigated under directed topology.The MAS is composed of a number... In this paper,a class of time-varying output group formation containment control problem of general linear hetero-geneous multiagent systems(MASs)is investigated under directed topology.The MAS is composed of a number of tracking leaders,formation leaders and followers,where two different types of leaders are used to provide reference trajectories for movement and to achieve certain formations,respectively.Firstly,compen-sators are designed whose states are estimations of tracking lead-ers,based on which,a controller is developed for each formation leader to accomplish the expected formation.Secondly,two event-triggered compensators are proposed for each follower to evalu-ate the state and formation information of the formation leaders in the same group,respectively.Subsequently,a control protocol is designed for each follower,utilizing the output information,to guide the output towards the convex hull generated by the forma-tion leaders within the group.Next,the triggering sequence in this paper is decomposed into two sequences,and the inter-event intervals of these two triggering conditions are provided to rule out the Zeno behavior.Finally,a numerical simulation is intro-duced to confirm the validity of the proposed results. 展开更多
关键词 Adaptive control event-triggered mechanisms for-mation containment(FC) heterogeneous multiagent systems time-varying group formation.
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Set-Membership Filtering Approach to Dynamic Event-Triggered Fault Estimation for a Class of Nonlinear Time-Varying Complex Networks
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作者 Xiaoting Du Lei Zou Maiying Zhong 《IEEE/CAA Journal of Automatica Sinica》 SCIE EI CSCD 2024年第3期638-648,共11页
The present study addresses the problem of fault estimation for a specific class of nonlinear time-varying complex networks,utilizing an unknown-input-observer approach within the framework of dynamic event-triggered ... The present study addresses the problem of fault estimation for a specific class of nonlinear time-varying complex networks,utilizing an unknown-input-observer approach within the framework of dynamic event-triggered mechanism(DETM).In order to optimize communication resource utilization,the DETM is employed to determine whether the current measurement data should be transmitted to the estimator or not.To guarantee a satisfactory estimation performance for the fault signal,an unknown-input-observer-based estimator is constructed to decouple the estimation error dynamics from the influence of fault signals.The aim of this paper is to find the suitable estimator parameters under the effects of DETM such that both the state estimates and fault estimates are confined within two sets of closed ellipsoid domains.The techniques of recursive matrix inequality are applied to derive sufficient conditions for the existence of the desired estimator,ensuring that the specified performance requirements are met under certain conditions.Then,the estimator gains are derived by minimizing the ellipsoid domain in the sense of trace and a recursive estimator parameter design algorithm is then provided.Finally,a numerical example is conducted to demonstrate the effectiveness of the designed estimator. 展开更多
关键词 Dynamic event-triggered mechanism(DETM) fault estimation nonlinear time-varying complex networks set-member-ship filtering unknown input observer
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Identification of time-varying system and energy-based optimization of adaptive control in seismically excited structure
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作者 Elham Aghabarari Fereidoun Amini Pedram Ghaderi 《Earthquake Engineering and Engineering Vibration》 SCIE EI CSCD 2024年第1期227-240,共14页
The combination of structural health monitoring and vibration control is of great importance to provide components of smart structures.While synthetic algorithms have been proposed,adaptive control that is compatible ... The combination of structural health monitoring and vibration control is of great importance to provide components of smart structures.While synthetic algorithms have been proposed,adaptive control that is compatible with changing conditions still needs to be used,and time-varying systems are required to be simultaneously estimated with the application of adaptive control.In this research,the identification of structural time-varying dynamic characteristics and optimized simple adaptive control are integrated.First,reduced variations of physical parameters are estimated online using the multiple forgetting factor recursive least squares(MFRLS)method.Then,the energy from the structural vibration is simultaneously specified to optimize the control force with the identified parameters to be operational.Optimization is also performed based on the probability density function of the energy under the seismic excitation at any time.Finally,the optimal control force is obtained by the simple adaptive control(SAC)algorithm and energy coefficient.A numerical example and benchmark structure are employed to investigate the efficiency of the proposed approach.The simulation results revealed the effectiveness of the integrated online identification and optimal adaptive control in systems. 展开更多
关键词 integrated online identification time-varying systems structural energy multiple forgetting factor recursive least squares optimal simple adaptive control algorithm
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Time-varying parameters estimation with adaptive neural network EKF for missile-dual control system
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作者 YUAN Yuqi ZHOU Di +1 位作者 LI Junlong LOU Chaofei 《Journal of Systems Engineering and Electronics》 SCIE CSCD 2024年第2期451-462,共12页
In this paper, a filtering method is presented to estimate time-varying parameters of a missile dual control system with tail fins and reaction jets as control variables. In this method, the long-short-term memory(LST... In this paper, a filtering method is presented to estimate time-varying parameters of a missile dual control system with tail fins and reaction jets as control variables. In this method, the long-short-term memory(LSTM) neural network is nested into the extended Kalman filter(EKF) to modify the Kalman gain such that the filtering performance is improved in the presence of large model uncertainties. To avoid the unstable network output caused by the abrupt changes of system states,an adaptive correction factor is introduced to correct the network output online. In the process of training the network, a multi-gradient descent learning mode is proposed to better fit the internal state of the system, and a rolling training is used to implement an online prediction logic. Based on the Lyapunov second method, we discuss the stability of the system, the result shows that when the training error of neural network is sufficiently small, the system is asymptotically stable. With its application to the estimation of time-varying parameters of a missile dual control system, the LSTM-EKF shows better filtering performance than the EKF and adaptive EKF(AEKF) when there exist large uncertainties in the system model. 展开更多
关键词 long-short-term memory(LSTM)neural network extended Kalman filter(EKF) rolling training time-varying parameters estimation missile dual control system
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中国碳市场与能源市场间风险传染研究——基于Hurst指数与TVP-VAR模型分析
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作者 孙盈颖 武泽玮 邓琼澜 《中文科技期刊数据库(全文版)经济管理》 2024年第7期0115-0118,共4页
本文基于2个市场的4个基础原始变量,利用Hurst指数作为风险频度、累积性的度量指标,运用TVP-VAR模型研究各金融市场的时变特征。研究发现:第一,通过Hurst指数研究的2个市场中,碳市场的频度风险最高,累积性风险最低;能源市场的频度风险较... 本文基于2个市场的4个基础原始变量,利用Hurst指数作为风险频度、累积性的度量指标,运用TVP-VAR模型研究各金融市场的时变特征。研究发现:第一,通过Hurst指数研究的2个市场中,碳市场的频度风险最高,累积性风险最低;能源市场的频度风险较低,累积性风险较高;同时得到了两大市场具有明显的非线性混沌特征。第二,TVP-VAR模型的实证分析表明,碳市场对能源市场的风险传染冲击显著,而能源市场对碳市场的短期风险传染冲击影响较小,中长期较大,即碳市场对能源市场的传染是时变的。 展开更多
关键词 碳市场 能源市场 hurst指数 TVP-VAR模型 风险传染
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Time-Varying Mesh Stiffness Calculation and Dynamic Modeling of Spiral Bevel Gear with Spalling Defects
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作者 Keyuan Li Baijie Qiao +2 位作者 Heng Fang Xiuyue Yang Xuefeng Chen 《Journal of Dynamics, Monitoring and Diagnostics》 2024年第2期143-155,共13页
Time-varying mesh stiffness(TVMS)is a vital internal excitation source for the spiral bevel gear(SBG)transmission system.Spalling defect often causes decrease in gear mesh stiffness and changes the dynamic characteris... Time-varying mesh stiffness(TVMS)is a vital internal excitation source for the spiral bevel gear(SBG)transmission system.Spalling defect often causes decrease in gear mesh stiffness and changes the dynamic characteristics of the gear system,which further increases noise and vibration.This paper aims to calculate the TVMS and establish dynamic model of SBG with spalling defect.In this study,a novel analytical model based on slice method is proposed to calculate the TVMS of SBG considering spalling defect.Subsequently,the influence of spalling defect on the TVMS is studied through a numerical simulation,and the proposed analytical model is verified by a finite element model.Besides,an 8-degrees-of-freedom dynamic model is established for SBG transmission system.Incorporating the spalling defect into TVMS,the dynamic responses of spalled SBG are analyzed.The numerical results indicate that spalling defect would cause periodic impact in time domain.Finally,an experiment is designed to verify the proposed dynamic model.The experimental results show that the spalling defect makes the response characterized by periodic impact with the rotating frequency of spalled pinion. 展开更多
关键词 dynamic modeling slice method SPALLING spiral bevel gear time-varying mesh stiffness(TVMS)
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青藏高原冷暖气候变化趋势的R/S分析及Hurst指数试验研究 被引量:84
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作者 冯新灵 冯自立 +2 位作者 罗隆诚 邱丽丽 刘鹏 《干旱区地理》 CSCD 北大核心 2008年第2期175-181,共7页
利用青藏高原1953—2002年77个气象台站的常规地面观测资料,选择不同类型变化趋势的部分台站。选取年平均气温(T^-)、年平均最低气温(tmin^-)、年平均最高气温(Tmax^-)、年极端最低气温(tmin)、年极端最高气温(Tmax)5项气候... 利用青藏高原1953—2002年77个气象台站的常规地面观测资料,选择不同类型变化趋势的部分台站。选取年平均气温(T^-)、年平均最低气温(tmin^-)、年平均最高气温(Tmax^-)、年极端最低气温(tmin)、年极端最高气温(Tmax)5项气候要素,运用R/S分析法研究并预测了青藏高原未来冷暖气候变化趋势,研究表明:青藏高原未来冷暖气候变化趋势与过去50年以来的变化有着很好的自相似性。今后青藏高原总体将继续变暖,用分形理论的原理,设计了一种Hurst指数试验。对青藏高原北部和南部的年平均气温、年平均最低气温进行了试验研究。结果表明:依据青藏高原北部和南部的区域平均气候倾向率,未来10年,T^-将升高0.2~0.4℃;tmin^-将升高0.3~0.5℃;tmin将升高0.7~0.8℃;Tmax^-将升高0.3~0.4℃;Tmax将升高0.4~0.6℃。其中年平均气温、年平均最低气温升高趋势的持续性很强,期间没有转折,没有冷暖变化的突变点。 展开更多
关键词 气候变化 分形 R/S分析 hurst指数试验 青藏高原
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基于Hurst指数和SVM的癫痫脑电检测方法 被引量:13
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作者 蔡冬梅 周卫东 +2 位作者 刘凯 李淑芳 耿淑娟 《中国生物医学工程学报》 CAS CSCD 北大核心 2010年第6期836-840,共5页
癫痫脑电波的自动检测对于患者诊断和减轻医生工作强度都具有重要的意义。提出一种基于Hurst指数和SVM的癫痫脑电检测算法。首先提取脑电信号的Hurst指数,然后对脑电进行3 Hz~8.5 Hz、8.5 Hz~16.5 Hz、16.5 Hz~29 Hz带通滤波并分别... 癫痫脑电波的自动检测对于患者诊断和减轻医生工作强度都具有重要的意义。提出一种基于Hurst指数和SVM的癫痫脑电检测算法。首先提取脑电信号的Hurst指数,然后对脑电进行3 Hz~8.5 Hz、8.5 Hz~16.5 Hz、16.5 Hz~29 Hz带通滤波并分别计算波幅的相对均值,最后使用SVM分类器实现癫痫脑电波的自动检测。对临床脑电信号的实验表明,该方法具有较强的检测性能和良好的实时性,准确率达到98.75%。所提出的Hurst指数和波幅相对均值作为特征,采用SVM的分类方法能有效实现癫痫脑电的检测,值得更深入的研究。 展开更多
关键词 脑电信号 癫痫检测 hurst指数 SVM
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