考虑摩擦时机构力分析的简化线性方程解法

考虑摩擦时机构力分析是一个求解非线性方程组的问题。目前常用的三种解法都属于迭代法,求解速度慢,而且对高级机构求解困难。本文建立了一种无须迭代的简化线性方程解法。这种方法比通常的迭代法收敛速度提高3—10倍。算例结果表明,采用本文解法所得结果具有相当高的精度,最大相对误差只有0.84％。     

确定威布尔分布三参数的一种计算方法

威布尔分布是描述部件寿伞的一种极为主要的分布,本文对确定威布尔分布的三参数,给出了一种试探性算法,方法简单、实用。     

不可压缩非牛顿粘性流体二维定常流动的第一边值问题

讨论不可压缩非牛顿粘性流体二维定常流动的第一边值问题,在比以往较弱的假设条件下证明了解的存在性和唯一性。     

协商理论简介

本文对协商问题的研究,特别对其与经济理论的联系作了一个简要的说明,重点按照公理形式探讨了协商理论的发展及其成果,并对协商问题在多人情形下的推广和关于协商问题风险性分析等都作了一些介绍。本文还对策略形式探索协商理论的主要发展“轮廓”作了描述。对有关协商理论各分支的研究现状和动态亦作了些评述。     

Resistant orthogonal procrustes analysis

In this paper two alternative loss criteria for the least squares Procrustes problem are studied. These alternative criteria are based on the Huber function and on the more radical biweight function, which are designed to be resistant to outliers. Using iterative majorization it is shown how a convergent reweighted least squares algorithm can be developed. In asimulation study it turns out that the proposed methods perform well over a specific range of contamination. When a uniform dilation factor is included, mixed results are obtained. The methods also yield a set of weights that can be used for diagnostic purposes.     

对优秀跳远运动员助跑准确性的研究

通过对全国第十届运动会37名男女跳远运动员比赛的调查和分析,研究表明：第一，运动员的前三轮试跳助跑准确性、稳定性较好，而在后三轮试跳助跑准确性、稳定性较差，极大地影响了他们正常水平的发挥．第二，心理因素对跳远助跑的准确性有较大的影响,建议在今后的训练中加强在特殊状态下助跑技术稳定性的训练．     

道琼斯工业指数与纳斯达克指数的非线性协整分析

首先对道琼斯工业指数进行分整分析,长记忆的道指被分数维差分得到平稳时间序列;进而对纳指也进行分数维差分.由于两指数的分整阶数不同,故不存在线性协整关系,所以,文章着重讨论两指数的非线性协整关系.     

LabVIEW在曲线拟合中的应用研究

介绍了LabVIEW中用于曲线拟合的子模块，对各子模块的曲线拟合理论作了介绍，重点介绍了非线性Lev-Mar拟合理论，并以例子辅助说明．     

最小二乘法在石油闪点检测中的应用

以铂电阻分度函数为基础，利用最小二乘法算法，给出了拟合多项式，很好地解决了石油闪点检测系统中铂电阻不平衡电桥法测温方案中的非线性误差，其方便性和实用性已在应用中得到验证。     

Exponential smoothing: Behavior of the ex-post sum of squares near 0 and 1

When using simple exponential smoothing on a given time series the nature of the relationship between the optimal smoothing constant and the autocorrelation structure of the series remains an unresolved question. Although numerical search routines can easily be used to find optimal values of the smoothing constant, they offer little insight into the nature of the relationship between the estimated smoothing constant and the structure of the underlying time series. We suggest that renewed investigations of the ex-post sum of squares function may prove helpful in this pursuit. Results are presented that illustrate how the optimal smoothing constant depends upon the value used to initialize the smoothing and upon the sample autocorrelation coefficients of the observed series. These results are based on a new formula for the derivative of the ex-post sum of squares function. In particular, the derivative is examined near 0 and 1, where great simplifications occur in its form, thereby facilitating investigations near these points. A necessary and sufficient condition is stated for when the ex-post sum of squares must have a positive derivative at 0 and the autocorrelation coefficients of the differenced series are shown to affect the sign of the derivative near 1. Based on these results, a general algorithm is presented as an alternative to grid search routines for minimizing the ex-post sum of squares.