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61.
62.
Morten
rregaard Nielsen 《时间序列分析杂志》2005,26(2):279-304
Abstract. We consider semiparametric estimation in time‐series regression in the presence of long‐range dependence in both the errors and the stochastic regressors. A central limit theorem is established for a class of semiparametric frequency domain‐weighted least squares estimates, which includes both narrow‐band ordinary least squares and narrow‐band generalized least squares as special cases. The estimates are semiparametric in the sense that focus is on the neighbourhood of the origin, and only periodogram ordinates in a degenerating band around the origin are used. This setting differs from earlier studies on time‐series regression with long‐range dependence, where a fully parametric approach has been employed. The generalized least squares estimate is infeasible when the degree of long‐range dependence is unknown and must be estimated in an initial step. In that case, we show that a feasible estimate which has the same asymptotic properties as the infeasible estimate, exists. By Monte Carlo simulation, we evaluate the finite‐sample performance of the generalized least squares estimate and the feasible estimate. 相似文献
63.
64.
This paper describes the nature of mathematical discovery (including concept definition and exploration, example generation, and theorem conjecture and proof), and considers how such an intelligent process can be simulated by a machine. Although the material is drawn primarily from graph theory, the results are immediately relevant to research in mathematical discovery and learning.The thought experiment, a protocol paradigm for the empirical study of mathematical discovery, highlights behavioral objectives for machine simulation. This thought experiment provides an insightful account of the discovery process, motivates a framework for describing mathematical knowledge in terms of object classes, and is a rich source of advice on the design of a system to perform discovery in graph theory. The evaluation criteria for a discovery system, it is argued, must include both a set of behavior to display (behavioral objectives) and a target set of facts to be discovered (factual knowledge).Cues from the thought experiment are used to formulate two hierarchies of representational languages for graphy theory. The first hierarchy is based on the superficial terminology and knowledge of the thought experiment. Generated by formal grammars with set-theoretic semantics, this eminently reasonable approach ultimately fails to meet the factual knowledge criteria. The second hierarchy uses declarative expressions, each of which has a semantic interpretation as a stylized, recursive algorithm that defines a class by generating it correctly and completely. A simple version of one such representation is validated by a successful, implemented system called Graph Theorist (GT) for mathematical research in graph theory. GT generates correct examples, defines and explores new graph theory properties, and conjectures and proves theorems.Several themes run through this paper. The first is the dual goals, behavioral objectives and factural knowledge to be discovered, and the multiplicity of their demands on a discovery system. The second theme is the central role of object classes to knowledge representation. The third is the increased power and flexibility of a constructive (generator) definition over the more traditional predicate (tester) definition. The final theme is the importance of examples and recursion in mathematical knowledge. The results provide important guidance for further research in the simulation of mathematical discovery. 相似文献
65.
66.
李静 《制冷与空调(北京)》2007,7(2):86-88
介绍新型节流装置——线性浮阀的结构、工作原理、特点及其在大型冷水机组中的应用以及实际使用中可能存在的问题,为在设计具有较高能效比的中大型冷水机组中,在节流机构选择应用上提供更大的选择空间。 相似文献
67.
This study is concerned with the stability of a two-dimensional incompressible conducting liquid film surrounded by a passive
conducting medium, when an electric field is applied in a direction parallel to the initially flat bounding fluid interfaces.
Currents generate charges at the bounding interfaces which in turn affect the stress balances there. In the absence of an
electric field, the viscous liquid film is stable (instability can be induced by the inclusion of van der Waals forces for
ultra thin films). A complete model is presented, at arbitrary Reynolds number, which accounts for conductivity and permittivity
contrasts between the fluid and surrounding medium, as well as surface tension. The linear stability of the system is considered
for arbitrary Reynolds numbers and it is shown that the stable film can become unstable if, (i) σ
R
ɛ
p
>1, or (ii) σ
R
ɛ
p
<1 and (σ
R
−1)(1−ɛ
p
)<0, where σ
R
is the ratio of outer to inner conductivity and ε
p
is the ratio of inner to outer permittivity. Instability is possible only if the electric field is non-zero and the scalings
near bifurcation points that can be used to construct nonlinear theories are calculated. Several asymptotic limits are also
considered including zero Reynolds numbers and short or long waves. The instability criteria given above are constructed explicitly
in the case of Stokes flow. 相似文献
68.
CAO Wei-feng WANG Wen-boBeijing University of Posts Telecommunications Beijing P.R. China 《中国邮电高校学报(英文版)》2005,12(4)
1IntroductionCurrently,smart antenna technology can greatly en-hance system performance and i mprove the system ca-pacity so that it has been considered as a keytechnologyinthe third generation wireless communicationsystems .The researches on channel model , beamforming algo-rithms and receive algorithms have been widely carriedout and a great many of proposition have beensubmittedtothe 3th Generation Project Partner (3GPP) . Fromthe viewpoint of link-level and system-level research,many asp… 相似文献
69.
基于MATLAB在化工优化设计中的应用 总被引:2,自引:0,他引:2
结合化工优化计算的实例,着重介绍如何应用MATLAB7.0提供的优化工具箱来对线性规划及非线性规划模型进行求解。 相似文献
70.
In this work, we study dynamic provisioning of multicast sessions in a wavelength-routed sparse splitting capable WDM network
with an arbitrary mesh topology where the network consists of nodes with full, partial, or no wavelength conversion capabilities
and a node can be a tap-and-continue (TaC) node or a splitting and delivery (SaD) node. The objectives are to minimize the
network resources in terms of wavelength-links used by each session and to reduce the multicast session blocking probability.
The problem is to route the multicast session from each source to the members of every multicast session, and to assign an
appropriate wavelength to each link used by the session. We propose an efficient online algorithm for dynamic multicast session
provisioning. To evaluate the proposed algorithm, we apply the integer linear programming (ILP) optimization tool on a per
multicast session basis to solve off-line the optimal routing and wavelength assignment given a multicast session and the
current network topology as well as its residual network resource information. We formulate the per session multicast routing
and wavelength assignment problem as an ILP. With this ILP formulation, the multicast session blocking probability or success
probability can then be estimated based on solving a series of ILPs off-line. We have evaluated the effectiveness of the proposed
online algorithm via simulation in terms of session blocking probability and network resources used by a session. Simulation
results indicate that our proposed computationally efficient online algorithm performs well even when a fraction of the nodes
are SaD nodes. 相似文献