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91.
Forecasting and trading the EUR/USD exchange rate with Gene Expression and Psi Sigma Neural Networks
Georgios Sermpinis Jason Laws Andreas Karathanasopoulos Christian L. Dunis 《Expert systems with applications》2012,39(10):8865-8877
The motivation for this paper is to investigate the use of two promising classes of artificial intelligence models, the Psi Sigma Neural Network (PSI) and the Gene Expression algorithm (GEP), when applied to the task of forecasting and trading the EUR/USD exchange rate. This is done by benchmarking their results with a Multi-Layer Perceptron (MLP), a Recurrent Neural Network (RNN), a genetic programming algorithm (GP), an autoregressive moving average model (ARMA) plus a naïve strategy. We also examine if the introduction of a time-varying leverage strategy can improve the trading performance of our models. 相似文献
92.
Fracture toughness and fracture of WC-Co composites 总被引:1,自引:0,他引:1
Critical stress intensity factor, and related parameters have been measured in three-point bending for 18 different combinations of different volume fractions of cobalt (5 to 37%) and grain size of tungsten carbide (0.7, 1.1 and 2.2 m). In particular, a study was made of the correlations between the strength and mechanical and microstructural parameters, such as ¯L
Co,C
WC, ¯L
Co/¯D
WC, ¯L
Co
2
/¯D
WC,H
V and wear resistance. A hypothesis for the mechanism of fracture has been proposed following an analysis of these results and a study of the mode of fracture. 相似文献
93.
分辨率增强技术(RET)设计流程中聚集了各式各样的点工具和方法。当前对深亚波长可制造性(DFM)设计的要求迫使设计与制造行业必须建立十分密切的合作关系。同时也促使EDA行业提供一种平台,以促进这些行业间的密切交流。合理利用这一平台将会对产能和品质产生直接的影响。 相似文献
94.
Performance of Alcohol and Safer Sex Change Rulers Compared With Readiness to Change Questionnaires.
LaBrie Joseph W.; Quinlan Thomas; Schiffman Jason E.; Earleywine Mitchell E. 《Canadian Metallurgical Quarterly》2005,19(1):112
As part of a larger intervention study, the authors hypothesized that change rulers created for alcohol and safer sex would be equivalent to longer questionnaires. Ninety-six male college students completed rulers and questionnaires for assessing behavior change readiness. Participants' scores on the rulers significantly correlated with their scores on the questionnaires (r = .77 for alcohol; r = .77 for safer sex). In both domains, the rulers outperformed the questionnaires in predicting behavioral intentions, suggesting that the rulers had at least comparable concurrent criterion validity. This finding is the first of its kind in the safe sex literature and suggests that quick assessments of readiness to change are possible. Because the rulers are a continuous measure, the results are consistent with the idea that the change process is continuous rather than a series of discrete stages. (PsycINFO Database Record (c) 2010 APA, all rights reserved) 相似文献
95.
Inhibition of return (IOR) refers to slower responding to a stimulus that is presented at the same, rather than a different location as a preceding, spatially nonpredictive, stimulus. Repetition priming refers to speeded responding to a stimulus that duplicates the visual characteristics of a stimulus that precedes it. IOR and repetition priming effects interact in nonspatial discrimination tasks but not in localization tasks; three experiments examined whether this is due to processing differences or due to response differences between tasks. Two stimuli, S1 and S2, occurred on each trial. In Experiment 1, S1 and S2 were both peripheral arrows; in Experiment 2, S1 was a central arrow and S2 was a peripheral nondirectional rectangle; in Experiment 3, S1 was a peripheral nondirectional rectangle and S2 was a peripheral arrow. S1 never required a response; S2 required a localization or a discrimination response. Despite evidence that form information was likely extracted from the arrow stimuli, the localization task revealed no repetition priming: IOR occurred regardless of shared visual identity of the S1 and S2 arrows. The discrimination task revealed IOR only when the visual identity changed from S1 to S2; otherwise, facilitation occurred. These results suggest that IOR is masked by repetition priming only when the response depends on the explicit processing of form information; repetition priming does not occur when such information is extracted automatically but is task (and response) irrelevant. (PsycINFO Database Record (c) 2010 APA, all rights reserved) 相似文献
96.
Droll Jason A.; Hayhoe Mary M.; Triesch Jochen; Sullivan Brian T. 《Canadian Metallurgical Quarterly》2005,31(6):1416
Attention and working memory limitations set strict limits on visual representations, yet researchers have little appreciation of how these limits constrain the acquisition of information in ongoing visually guided behavior. Subjects performed a brick sorting task in a virtual environment. A change was made to 1 of the features of the brick being held on about 10% of trials. Rates of change detection for feature changes were generally low and depended on the pick-up and put-down relevance of the feature to the sorting task. Subjects' sorting decision suggests that changes may be missed because of a failure to update the changed feature. The authors also explore how hand and eye behavior are coordinated for strategic acquisition and storage of visual information throughout the task. (PsycINFO Database Record (c) 2010 APA, all rights reserved) 相似文献
97.
Watson Jason M.; Bunting Michael F.; Poole Bradley J.; Conway Andrew R. A. 《Canadian Metallurgical Quarterly》2005,31(1):76
The authors addressed whether individual differences in the working memory capacity (WMC) of young adults influence susceptibility to false memories for nonpresented critical words in the Deese-Roediger-McDermott associative list paradigm. The results of 2 experiments indicated that individuals with greater WMC recalled fewer critical words than individuals with reduced WMC when participants were forewarned about the tendency of associative lists (e.g., bed, rest, . . .) to elicit illusory memories for critical words (e.g., sleep). In contrast, both high and low WMC participants used repeated study-test trials to reduce recall of critical words. These findings suggest that individual differences in WMC influence cognitive control and the ability to actively maintain task goals in the face of interfering information or habit. (PsycINFO Database Record (c) 2010 APA, all rights reserved) 相似文献
98.
Student success and persistence within the major and university were examined through hierarchical linear and logistic regression analyses for two cohorts of engineering students. Indicators of success and persistence were based on theoretical and empirical evidence and included both cognitive and noncognitive variables. Cognitive variables included high school rank, SAT scores, and university cumulative grade point average. Noncognitive factors included academic motivation and institutional integration. Outcome variables included grade point average, enrollment at the university, and status as an engineering major. Gender differences also were evaluated. Several significant relationships among the variables were found. For instance, increased levels of motivation were significantly related to continuing in the major. Implications and directions for future research are discussed. 相似文献
99.
Jason P. Petti 《Engineering Fracture Mechanics》2005,72(1):91-120
This work proposes that the Weibull stress scale parameter, σu, increases with temperature to reflect the increasing microscale toughness of ferritic steels caused by local events that include plastic shielding of microcracks, microcrack blunting, and microcrack arrest. The Weibull modulus, m, then characterizes the temperature invariant, random distribution of microcrack sizes in the material. Direct calibration of σu values at temperatures over the DBT region requires extensive sets of fracture toughness values. A more practical approach developed here utilizes the so-called Master Curve standardized in ASTM Test Method E1921-02 to provide the needed temperature vs. toughness dependence for a material using a minimum number of fracture tests conducted at one temperature. The calibration procedure then selects σu values that force the Weibull stress model to predict the Master Curve temperature dependence of KJc values for the material. At temperatures in mid-to-upper transition, the process becomes more complex as fracture test specimens undergo gradual constraint loss and the idealized conditions of high-constraint, small-scale yielding assumed in E1921-02 gradually degenerate. The paper develops the σu calibration process to incorporate these effects in addition to consideration of threshold toughness effects and the testing of fracture specimens with varying crack-front lengths. Initial illustrations of the calibration process for simpler conditions, i.e. 1T crack-front lengths, use the temperature dependent flow properties and a range of toughness levels for an A533B pressure vessel steel. Then using the extensive fracture toughness data sets for an A508 pressure vessel steel generated recently by Faleskog et al. [Engng. Fract. Mech., in press], the paper concludes with calibrations of both m and σu over the DBT region and assessments of the Master Curve calibration approach developed here. 相似文献
100.
An LQ strong stabilization problem is proposed. To determine when a controller with periodic gains is locally superior to a linear time invariant compensator for this problem, a Π test is presented. For systems with strictly proper transfer functions, it is proven that the frequency range where stable periodic controllers based on weak variations about the LTI case can give better performance than stable LTI compensators is finite. In the development, a means to evaluate the second partials of functions with respect to matrix-valued parameters is introduced. For those systems where periodic control is warranted, techniques for designing optimal periodic strongly stabilizing controllers are presented. Two examples detailing the application of the Π test are provided, as well as an optimal periodic controller design example. 相似文献