基于热中子探测评价裂缝的示踪剂特性研究

针对裂缝热中子示踪探测方法,从中子双组扩散理论入手结合蒙特卡洛数值模拟方法,分析压裂前后地层热中子分布影响因素,并模拟不同类型示踪剂及含量的热中子裂缝响应规律,筛选最佳示踪剂并给出其在支撑剂中含量的上、下限。结果表明:压裂前后热中子计数变化量主要受裂缝宽度和标记支撑剂中示踪剂含量的影响;钆对裂缝宽度变化反应最灵敏,钆元素是作为标记支撑剂的最佳示踪元素;随支撑剂中Gd 2O 3含量的增加,热中子计数率降低,热中子计数变化量D增加;示踪剂中氧化钆的上、下限值随裂缝宽度呈指数降低,且当裂缝宽度为1.0 cm时,Gd 2O 3的质量分数上限为0.68%,下限为0.03%。     

A neural network versus Black–Scholes: a comparison of pricing and hedging performances

An Erratum has been published for this article in Journal of Forecasting 22(6‐7) 2003, 551 The Black–Scholes formula is a well‐known model for pricing and hedging derivative securities. It relies, however, on several highly questionable assumptions. This paper examines whether a neural network (MLP) can be used to find a call option pricing formula better corresponding to market prices and the properties of the underlying asset than the Black–Scholes formula. The neural network method is applied to the out‐of‐sample pricing and delta‐hedging of daily Swedish stock index call options from 1997 to 1999. The relevance of a hedge‐analysis is stressed further in this paper. As benchmarks, the Black–Scholes model with historical and implied volatility estimates are used. Comparisons reveal that the neural network models outperform the benchmarks both in pricing and hedging performances. A moving block bootstrap is used to test the statistical significance of the results. Although the neural networks are superior, the results are sometimes insignificant at the 5% level. Copyright © 2003 John Wiley & Sons, Ltd.     

金融时间序列分形维估计的小波方法

讨论了金融时间序列的性质,通过实际数据说明,金融时间序列具有两个重要特性——统计自相似性和非平稳性.利用正交小波变换的方法,给出了其分形维的估计方法.最后,实证分析了国内金融市场,并应用此方法分别得出了上证综合指数序列过程和深证成分指数序列过程的分形维.     

热轧圆钢外径的激光在线检测研讨

本文报导热轧圆钢激光在线检测外径的阶段性研究结果，给出仪器研制原理及光机结构设计同仪器精度关系的研讨．     

一种基于数字水印的错误检测和定位技术

为了增强视频通信系统在有误码信道的适应能力 ,提出了一种基于数字水印技术的错误检测方法 ,使得解码器可以对误码块进行有效的补偿。其原理为编码器在量化后离散余弦变换 (DCT)系数中嵌入易碎的数字水印 ,解码器可以通过提取水印从而确认错误以及错误发生的首宏块位置。仿真结果证明 :在信道误码率为 5× 10 - 4时 ,与常用的基于语法的方法相比 ,本方法的错误检测率是其的 1.32～ 1.82倍 ,错误正确定位率是其的 2 .95～ 5 .32倍 ,而且 PSNR只有微弱降低 ,同时算法复杂度很低     

耗散准模腔场与激子相互作用的量子统计性质

研究了耗散准模腔场与激子相互作用的量子统计特性 ,给出了当腔场初始处于真空态而激子处于真空态与粒子数态大于 2的叠加态时的腔场与激子能量交换的表达式。研究结果表明 ,激子和腔场可以呈现亚泊松分布状态 ,激子与腔场之间的关联是经典的 ,不存在Cauchy Schwartz不等式的偏离现象。     

统计因素分析法刍议

本文主要就统计因素分析法中不变因素的固定时期问题．提出了“先变因素和后变因素”的观点，从而对统计指数理论难以解释的问题．变得较为容易处理。     

The detection of structural deformation errors in attitude determination

In the determination of the attitude parameters from a multi-antenna GPS array, one of the major assumptions is that the body frame is rigid at all times. If this assumption is not true then the derived attitude parameters will be in error. It is well known that in airborne platforms the wings often experience some displacement during flight, especially during periods of initializing maneouvres, such as taking off, landing,and banking. Often it is at these points in time that it is most critical to have the most precise attitude parameters.There are a number of techniques available for the detection of modeling errors.The CUSUM algorithm has successfully been implemented in the past to detect small persistent changes. In this paper the authors investigate different methods of generating the residuals, to be tested by the CUSUM algorithm, in an effort to determine which technique is best suited for the detection of structural deformation of an airborne platform. The methods investigated include monitoring the mean of the residuals generated from the difference between the known body frame coordinates, and those calculated from the derived attitude parameters. The generated residuals are then passed to a CUSUM algorithm to detect any small persistent changes. An alternative method involves transforming the generated residuals into the frequency domain through the use of the Fast Fourier Transform. The CUSUM algorithm is then used to detect any frequency changes. The final technique investigated involves transforming the generated residuals using the Haar wavelet. The wavelet coefficients are then monitored by the CUSUM algorithm in order to detect any significant change to the rigidity of the body frame.Detecting structural deformation, and quantifying the degree of deformation, during flight will ensure that these effects can be removed from the system, thus ensuring the most precise and reliable attitude parameter solutions. This paper, through a series ofsimulations, will assess the effectiveness of the above mentioned techniques for detecting structural deformation effects on a GPS multi-antenna array. These principles are then tested with experimental data.     

1998年至2003年山西省科技进步统计分析

通过山西省5年期间科技进步统计检测指标位次，进一步分析了科技进步统计监测体系的四个一级指标。     

统计分析在血铅检测中的应用

该文针对河海大学幼儿园接受血铅调测的337名幼儿,以对家长问卷调查的方式,运用方差分析、假设检验及区间估计的方法对这些幼儿的血铅超标情况进行了统计分析.结果表明,虽然各年级幼儿血铅浓度无显著差异,但是大、中班幼儿(4～6岁)由于受环境铅污染机会多于小班幼儿和托班幼儿,故血铅超标率稍高;幼儿经常挑食、外出方式以助力车或摩托车为主、家长经常吸烟、家长职业性接触铅及其化合物等是血铅浓度超标的主要因素.