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Application of Short Fourier-Transform in Detection of Early Fault Rolling-Element Bearing
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作者 傅勤毅 王峰林 +1 位作者 夏松波 彭玉才 《Journal of Harbin Institute of Technology(New Series)》 EI CAS 1998年第3期86-89,共4页
This paper first analyzes in detail the signal character of early fault bearing and the advantage and effectiveness in extracting the character frequency with use of short time fourier transform. As one of the methods... This paper first analyzes in detail the signal character of early fault bearing and the advantage and effectiveness in extracting the character frequency with use of short time fourier transform. As one of the methods in monitoring the fault rolling-element bearing, a new signal processing approach, which is called Short Sample Analysis (SSA) is then proposed. This method has taken the high frequency hand of the fault beating signal as diagnostic band and collected the pulse energy in the band as diagnostic parameters, which has proved to be accurate and clear in extracting the characteristic defect frequency, with high rate in signal to noise, and reliable and convenient in real rolling element bearing monitoring system. 展开更多
关键词 Joint TIME-FREQUENCY alalysis ROLLING element BEATING condition monitoring
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基于CVaR的投资组合对资产变化的敏感性分析 被引量:13
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作者 高全胜 李选举 《数量经济技术经济研究》 CSSCI 北大核心 2005年第6期88-94,共7页
本文在CVaR风险意义下考察了当投资组合的资产品种数量增加或减少时投资组合前沿曲线的变化特征,得到了与以方差作为风险测度标准的不同的结论。我们发现,使用CVaR作为风险测度标准可以使投资者在资产选择时更加谨慎和稳健,同时也有利... 本文在CVaR风险意义下考察了当投资组合的资产品种数量增加或减少时投资组合前沿曲线的变化特征,得到了与以方差作为风险测度标准的不同的结论。我们发现,使用CVaR作为风险测度标准可以使投资者在资产选择时更加谨慎和稳健,同时也有利于对风险进行分散和监管。 展开更多
关键词 投资组合 CVAR 资产数量 敏感性
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