半参数方法对上证指数波动率的预测分析

根据金融时间序列一般都存在条件异方差性,本文研究了两种半参数时间序列模型的估计方法,通过实际算例对参数模型与半参数模型,以及不同的半参数模型在金融时间序列的拟合与波动率预测方面的表现作了比较。结果表明,半参数模型要优于参数模型,半参数可加模型要优于多项式样条估计模型。      

厄尔尼诺-南方涛动影响下月尺度水文模型参数可移植性

以浙江省3个流域作为研究对象，采用两参数月水量平衡模型（XM模型）和四参数月水量平衡模型（ABCD模型），结合极大似然不确定性估计方法（GLUE）对水文模拟的不确定性区间进行估计，在此基础上，研究不同模型在ENSO（厄尔尼诺-南方涛动）和不同流域地理情况下的参数移植能力。结果表明，厄尔尼诺时期的参数移植至拉尼娜时期，模型模拟效果要略好于拉尼娜时期的参数移植至厄尔尼诺时期；参数少的模型（XM模型）参数移植合格率要优于参数多的模型（ABCD模型）；相邻流域间的参数移植效果要明显优于距离较远的流域；ABCD模型具有更好的空间可参数移植能力。     

具有输入输出误差的OE模型参数辨识及控制

针对具有输入输出的OE模型,先将OE模型转化成FIR模型,利用递阶辨识方法,估计出FIR模型的参数,再利用FIR模型参数计算出OE模型的参数,最后利用估计的系统参数设计控制器,使得系统的输出能渐近跟踪目标系统的参数。     

一种左心室压力个性化估计模型参数子集选择方法

针对模型估计左心室压力波形的临床个性化需求和大量参数优化计算复杂情况，提出基于灵敏度分析的模型参数子集选择策略.以左心室压力波形特征作为体循环模型的输出，通过自适应稀疏多项式混沌展开算法构建原始模型的元模型，改进索贝尔灵敏度指标计算，选出模型中对左心室压力波形特征有重要影响的参数作为参数子集.本文提出的选择策略可以为左心室压力波形估计中的模型参数临床个性化提供参考依据；参数子集中模型参数数量的减少，可以降低优化空间和参数求解的复杂度.实验结果表明，采用参数子集的左心室压力波形及特征估计与模型的全体参数估计具有很高的一致性.     

质子交换膜燃料电池分布参数模型数值仿真研究进展

对比了3类质子交换膜燃料电池数学模型(分布参数模型、集总参数模型和混合参数模型)的特点及应用范围,从相关的守恒方程及数值计算方法、重要参数的数值特征、研究内容、仿真区域和模型验证等方面总结了分布参数模型的研究进展.     

一种面向对象的参数建模方法及其实现

本文提出了一种交互式的面向对象的参数建模方法。这种方法用面向对象的建模方法实现了具有尺寸和结构参数的参数模型的生成。此方法不是通过存储描述代码建立参数模型。其所建模型的内部模型本身就是参数模型，因此建模所需的内存较小，建模效率较高。     

不同应力水平下沥青砂蠕变模型实验对比

在40℃下进行了5种不同应力水平下的沥青砂单轴压缩蠕变实验,分别采用三参数固体、三参数流体、四参数同体、四参数流体和指数模型5种不同模型刻画沥青砂的单轴蠕变特征.根据最小二乘原理拟合模型参数,然后进行对比分析.结果表明:四参数流体模型拟合结果与实验值符合最好,更适合于描述沥青砂蠕变特性,其次为三参数同体模型.5种模型均反映了沥青砂试样的第二蠕变特征,四参数流体与三参数固体模型还能描述沥青砂的仞始蠕变特征,而指数模型能反映沥青砂试样的第三蠕变特征.     

参数化CSG模型之间等价参数域求解方法

基于参数化半空间概念给出参数化CSG模型的一般形式,通过分析不同CSG模型中参数化半空间之间的关系,提出CSG模型等价的模型参数不等式约束关系,并由此定义等价参数域,借助于线性代数领域中新提出的Г-算法,求解这些不等式最终得到等价参数域的显式表示,进而推导出等价参数域上不同模型参数之间的映射关系．当两CSG模型分别表示CAD系统中的零件设计方案和CAPP系统中的零件加工工艺过程时,等价参数域和参数等价关系可用于CAD／CAPP系统中的功能集成．     

非线性半参数模型最小二乘近邻估计

目前对非线性半参数模型的研究尚处于初级阶段,关于非线性半参数模型的计算理论还未见实质性报道.基于非线性半参数模型最小二乘近邻估计,给出了其参数分量和非参数分量估计的构造式,导出了参数分量和非参数分量顾及二次项直接解法的非线性直接解法.基于工程实际中的非线性模型用模拟数据进行计算,证明对于非线性半参数模型最小二乘近邻估计,可采用顾及二次项的直接解法.     

海域组合单元水质模型参数反演方法研究

参数反演是海域水质模型验证工作的主要难点之一,同时模型模拟海域内参数的统一赋值又降低了其实际的物理意义.本文建立海域组合单元水质模型参数反演的新方法:将研究海域划分为若干单元,敏感参数在各单元中独立赋值.将基于人工神经网络的数据驱动模型同水质模型有机结合,通过水质模型计算多参数匹配设计的工况,构建海域内部观测点的解集;以数据驱动模型归纳建立状态变量(污染物浓度)同多个控制变量(模型参数)之间的非线性关系.将实测资料带入关系中,进行模型参数随地域变化的组合单元优化反演研究.以渤海海域水质模型多参数反演为例,采用"孪生"试验验证参数组合单元反演新方法的可行性,结果表明该方法是有效的.     

Markedness and its Interpretation in Language Use

Language markedness is a common phenomenon in languages, and is reflected from hearing, vision and sense, i.e. the variation in the three aspects such as phonology, morphology and semantics. This paper focuses on the interpretation of markedness in language use following the three perspectives, i.e. pragmatic interpretation, psychological interpretation and cognitive interpretation, with an aim to define the function of markedness.     

低渗透非均质砂岩油藏启动压力梯度研究

理论推导与室内实验相结合,建立了低渗透非均质砂岩油藏启动压力梯度确定方法。首先借助油藏流场与电场相似的原理,推导了非均质砂岩油藏启动压力梯度计算公式。其次基于稳定流实验方法,建立了非均质砂岩油藏启动压力梯度测试方法。结果表明:低渗透非均质砂岩油藏的启动压力梯度确定遵循两个等效原则。平面非均质油藏的启动压力梯度等于各级渗透率段的启动压力梯度关于长度的加权平均;纵向非均质油藏的启动压力梯度等于各渗透率层的启动压力梯度关于渗透率与渗流面积乘积的加权平均。研究成果可用于有效指导低渗透非均质砂岩油藏的合理井距确定,促进该类油藏的高效开发。     

On Tragic Consciousness In The Works By Ernest Hemingway

As an American modern novelist who were famous in the literary world, Hemingway was not a person who always followed the trend but a sharp observer. At the same time, he was a tragedy maestro, he paid great attention on existence, fate and end-result. The dramatis personae's tragedy of his works was an extreme limit by all means tragedy on the meaning of fearless challenge that failed. The beauty of tragedy was not produced on the destruction of life, but now this kind of value was in the impact activity. They performed for the reader about the tragedy on challenging for the limit and the death.     

Achieving Unusual States of Matter Under High Pressure

正The periodicity of the elements and the non-reactivity of the inner-shell electrons are two related principles of chemistry,rooted in the atomic shell structure.Within compounds,Group I elements,for example,invariably assume the+1 oxidation state,and their chemical properties differ completely from those of the p-block elements.These general rules govern our understanding of chemical structures and reactions.Using first principles calcula-     

Exchange-Correlation and Electronic Excitation Energies from Pairing Matrix Fluctuations

We have developed an adiabatic connection to formulate the ground-state exchange-correlation energy in terms of pairing matrix linear fluctuations.This formulation of the exchange-correlation energy opens a new channel for density functional approximations based on the many-body perturbation theory.We illustrate the potential of such approaches with an approximation based on the particle-particle Random Phase Approximation(pp-RPA).This re-     

Density Functional Theory for the Response of Periodic Systems to Electric Fields Based on the Vector Potential Approach

正The electronic and nuclear(structural/vibrational)response of 1D-3D nanoscale systems to electric fields gives rise to a host of optical,mechanical,spectral,etc.properties that are of high theoretical and applied interest.Due to the computational difficulty of treating such large systems it is convenient to model them as infinite and periodic(at least,in first approximation).The fundamental theoretical/computational problem in doing so is that     

On the Thermodynamic Limit for Responses to Static Electromagnetic Fields

For molecular systems,the quantum-mechanical treatment of their responses to static electromagnetic fields usually employs a scalar-potential treatment of the electric field and a vector-potential treatment of the magnetic field.Although the potential for each field separately is associated with the choice of an(unphysical)origin,the precise choice of the origin for the electrostatic field has little consequences for the results.This is different for the     

An affordable accurate evaluation of the binding conformations predicted by molecular docking studies in bio-system

Franck-Condon factors bridge the gap between theoretical modeling and experimental observations for molecular electronic spectroscopy and electron transfer.Under the displaced harmonic oscillator approximation,multidimensional Franck-Condon factors are decomposed into a product of many one-dimensional(1D)Franck-Condon(FC)factors,and each 1D-FC factor is associated with one Huang-Rhys factor that determines the leading contribution of     

Call for Papers

<正>"The Journal of Shanghai Normal University:Mathematics"is published by Shanghai Normal University as regular issues of The Journal of Shanghai Normal University each year from 2014 in English.The editors-in-chief of the issues are professors Yuhao Cong and Maoan Han.The Journal of Shanghai Normal University was started in 1958 with     

Journal of Donghua University ( English Edition) Contents of Volume 31

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