面向突发事件的电网韧性能力评价及构建方法

近年来,我国对电力系统面对突发事件时的性能表现提出了更为严格的要求,利用韧性的概念构建电网系统能够实现应急全周期内避免损失.文章利用应急管理理论分阶段刻画韧性的特征,在描述突发事件下电网韧性能力的同时提出了一种定量评价电网韧性的方法,它侧重于电网在突发事件发生后随着时间的推移维持稳定、抵抗中断、恢复性能的调整能力:利用给出的韧性评价指数结合电网特有的包括运行模式、组件物理强度和网络拓扑结构在内的电网特征,针对性地描述了能够增强电网韧性的措施.最后举例选取N-1准则措施利用PSCAD软件进行仿真模拟,利用韧性评价指数说明N-1措施能够增强电网韧性的同时,验证了韧性评价指数的合理性.电网实例引用IEEE14节点模型.     

基于语料库分析中性名词的演变

语言是文化的载体,其变化可以反映特定的社会文化现象。文章以spokesperson、police officer为研究对象,按照历时方法分析英语中性名词渐增的使用频率及其原因。作者发现: (1)在女权运动影响下,女性主义者对语言进行了“中性化”的改写,由于性别平等意识深入人心,这种改写被整个社会普遍接受;(2)女性主义翻译观鼓励使用中性名词,这对其使用也起到了推动作用。     

社交网络下基于个体技能的人力资源配置研究

针对社交网络人力资源的合理分配问题,本文提出了一个切实可行的包括分配机制与支付机制的人力资源配置拍卖方案.在这个方案中,雇主首先向社交网络提交其技能请求及报价;接着,社交网络分别利用人力资源配置拍卖方案中的分配机制和支付机制决定赢者及其支付费用.此外,本文从理论上证明了提出的机制同时满足个体理性、预算平衡、激励相容等良好的经济属性.最后,大量的模拟实验结果表明本文提出的人力资源配置方案可行有效,其具备良好的分配有效性以及较低的计算复杂性.     

液中放电沉积技术研究进展

液中放电沉积是一种新型的表面改性技术，起源于电火花加工技术，可在金属表面制备出具有高硬度、高耐磨性以及高结合力等优良性能的沉积层。此外，该技术不污染环境，有望替代部分常用但具有污染性的表面改性技术。液中放电沉积技术的核心内容为沉积层形成机制、工具电极材料以及介电流体成分。简单介绍了液中放电沉积技术的特点，重点阐述了沉积层的形成机制以及缺陷优化工艺，并从工具电极材料、介电流体成分和实际生产应用三个方面总结了液中放电沉积技术的国内外研究进展，展望了该技术的发展方向。     

峰值电量约束下的场桥能耗最小化问题研究

随着化石能源的大量使用带来的环境污染问题日益严峻,关注能源使用效率的集装箱港口绿色化运营研究成为近年来的热点之一.本文以集装箱堆场中需要执行预倒箱作业的场桥为研究对象,考虑场桥不同运行状态下的单位时间电量需求不同以及峰值电量实时约束,建立了以总能耗最小化为目标的多场桥调度问题的混合整数规划数学模型.继而,将关键变量利用非连续贝和连续贝两种不同的方式进行编码,将次级变量利用启发式规则进行解码,并设计了相对应的遗传算法交叉与变异方法.数值实验表明,连续贝编码方法表现更为优异;通过与Cplex在小规模算例中的比较,与粒子群算法及人工蜂群算法在大规模算例中的比较,验证了所设计遗传算法的有效性.同时,通过与传统策略的对比,表明本模型可以同时实现能耗总需求与峰值需求两方面的优化,从而可以为港口管理人员在不影响既定日常运营工作的前提下降低能源成本提供科学有效的指导.     

融合门控机制的远程监督关系抽取方法

提出一种融合门控机制的远程监督关系抽取方法。首先在词级别上自动选择正相关特征, 过滤与关系标签无关的词级别噪声; 然后在门控机制内引入软标签的思想, 弱化硬标签对噪声过滤的影响; 最后结合句子级别的噪声过滤, 提升模型的整体性能。在公开数据集上的实验结果表明, 相对于句子级别噪声过滤方法, 所提方法的性能有显著提高。     

融合篇章表征的事件指代消解研究

事件指代消解任务比实体指代消解难度大, 主要原因为事件描述在非结构化文本中分布稀疏, 且不具备同指关系的单链占很大比例, 同时事件自身承载的语义信息比实体更加丰富。为了准确地抽取文本中的同指事件, 针对以上特点, 提出一种融合篇章表征的事件指代消解模型。该模型通过CRF有效地区分非事件句、单链以及同指链, 同时利用分层注意力机制捕捉句子级别和篇章级别的重要信息。在KBP2015和2016数据集上进行的事件指代消解实验验证了该模型的有效性, 在CoNLL评测标准下F1值达到43.07%。     

Short-run wavelet-based covariance regimes for applied portfolio management

Decisions on ass et allocations are often determined by covariance estimates from historical market data. In this paper, we introduce a wavelet-based portfolio algorithm, distinguishing between newly embedded news and long-run information that has already been fully absorbed by the market. Exploiting the wavelet decomposition into short- and long-run covariance regimes, we introduce an approach to focus on particular covariance components. Using generated data, we demonstrate that short-run covariance regimes comprise the relevant information for periodical portfolio management. In an empirical application to US stocks and other international markets for weekly, monthly, quarterly, and yearly holding periods (and rebalancing), we present evidence that the application of wavelet-based covariance estimates from short-run information outperforms portfolio allocations that are based on covariance estimates from historical data.     

Shift-contagion in energy markets and global crisis

This paper presents an analysis of shift-contagion in energy markets, testing whether linkages between returns in energy markets increase during crisis periods. The research presented herein demonstrates how common movement between energy markets increases due to (i) shift-contagion across energy markets, reflected by structural transmission of shocks across markets and (ii) larger common shocks operating through standard cross-market interdependences. A regime-switching model was developed to detect shift-contagion across energy markets. In the approach adopted herein, the occurrence of shift-contagion is endogenously estimated rather than being exogenously assigned. The results show that shift-contagion has been a major feature of energy markets over the last decade. Evidence is presented which demonstrates that the linkages between energy markets do not appear to be stable. These results are remarkably accurate for forecasting Brent and natural gas for horizons for up to 50 days. Conversely, for WTI (West Texas Intermediate oil) and coal, the model performs well only for forecasting very short horizons (up to 20 days). For all products, the model shows significant biases for long horizons.     

Incorporating textual and management factors into financial distress prediction: A comparative study of machine learning methods

Financial distress prediction (FDP) has been widely considered as a promising approach to reducing financial losses. While financial information comprises the traditional factors involved in FDP, nonfinancial factors have also been examined in recent studies. In light of this, the purpose of this study is to explore the integrated factors and multiple models that can improve the predictive performance of FDP models. This study proposes an FDP framework to reveal the financial distress features of listed Chinese companies, incorporating financial, management, and textual factors, and evaluating the prediction performance of multiple models in different time spans. To develop this framework, this study employs the wrapper-based feature selection method to extract valuable features, and then constructs multiple single classifiers, ensemble classifiers, and deep learning models in order to predict financial distress. The experiment results indicate that management and textual factors can supplement traditional financial factors in FDP, especially textual ones. This study also discovers that integrated factors collected 4 years prior to the predicted benchmark year enable a more accurate prediction, and the ensemble classifiers and deep learning models developed can achieve satisfactory FDP performance. This study makes a novel contribution as it expands the predictive factors of financial distress and provides new findings that can have important implications for providing early warning signals of financial risk.