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含有中性指标的DEA基金绩效评价方法 被引量:5
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作者 张鹏 郭文聪 +1 位作者 赵园 刘勇 《华南师范大学学报(社会科学版)》 CSSCI 北大核心 2019年第4期63-74,I0002,共13页
鉴于传统的数据包络分析方法难以对无偏好性的中性指标进行考量,本研究基于方向性距离函数原理,将股票仓位、持股集中度等中性指标置于数据包络分析中,提出一种含有中性指标的DEA基金效率评价模型;通过在我国基金市场上随机选取的30只... 鉴于传统的数据包络分析方法难以对无偏好性的中性指标进行考量,本研究基于方向性距离函数原理,将股票仓位、持股集中度等中性指标置于数据包络分析中,提出一种含有中性指标的DEA基金效率评价模型;通过在我国基金市场上随机选取的30只混合型基金,综合实证了下行标准差、beta、基金费率、年净值收益率、詹森指数和收益率偏度指标对基金绩效评价的影响,得到2007-2016年各年度基金的DEA效率值,并从基金股票仓位和持股集中度相关交易策略的角度为提升我国基金效率提供了一种可行的思路。 展开更多
关键词 数据包络分析 方向性距离函数 中性指标 多目标决策 基金业绩评价
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基于改进带宽自适应ACMD的信号分离方法 被引量:1
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作者 方国俊 王国丽 邓志安 《雷达科学与技术》 北大核心 2024年第3期275-283,共9页
针对复杂电磁环境下出现多个辐射源信号混叠造成的多分量信号分离问题,提出了基于改进带宽自适应线性调频模态分解(ACMD)的信号分离方法。该方法利用频谱集中性指标对各信号分量的瞬时频率进行估计,将估计的瞬时频率值作为改进算法的预... 针对复杂电磁环境下出现多个辐射源信号混叠造成的多分量信号分离问题,提出了基于改进带宽自适应线性调频模态分解(ACMD)的信号分离方法。该方法利用频谱集中性指标对各信号分量的瞬时频率进行估计,将估计的瞬时频率值作为改进算法的预设频率;利用递归框架和改进带宽自适应更新方法对各信号分量进行循环迭代;直到剩余信号能量小于阈值,完成所有信号分离。仿真实验表明,该方法能够在复杂电磁环境下分离出多分量信号,相比较已有算法对紧邻信号具有更好的分离性能和抗噪声性能。 展开更多
关键词 信号分离 复杂电磁环境 带宽自适应ACMD 频谱集中性指标
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基于瞬时频率估计与Vold-Kalman滤波的铣削颤振识别 被引量:8
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作者 汪晓姗 彭志科 陈是扦 《振动与冲击》 EI CSCD 北大核心 2018年第16期70-76,共7页
颤振严重制约了高速铣削加工效率。动态铣削力信号具有非线性、非平稳的特点,常规的信号分解方法难以处理该类信号。提出了一种基于瞬时频率估计和Vold-Kalman滤波的多分量信号分解方法,并运用该信号分解方法识别颤振。基于频谱集中性... 颤振严重制约了高速铣削加工效率。动态铣削力信号具有非线性、非平稳的特点,常规的信号分解方法难以处理该类信号。提出了一种基于瞬时频率估计和Vold-Kalman滤波的多分量信号分解方法,并运用该信号分解方法识别颤振。基于频谱集中性指标估计信号的瞬时频率参数;用Vold-Kalman滤波器提取对应参数的各信号分量;由于颤振时铣削力信号的能量分布在频域发生变化,由此引入能量熵的定义。采用分解得到的子信号能量熵变化来识别颤振。实验分析表明该方法有效可行。 展开更多
关键词 铣削 颤振 频谱集中性指标 Vold-Kalman滤波 能量分布
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CRSG:A congestion control routing algorithm for security defense based on social psychology and game theory in DTN 被引量:1
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作者 王珵珺 龚正虎 +2 位作者 陶勇 张子文 赵宝康 《Journal of Central South University》 SCIE EI CAS 2013年第2期440-450,共11页
The inherent selfishness of each node for the enhancement of message successful delivery ratio and the network overall performance improvement are reflected in the contradiction relationship of competition and coopera... The inherent selfishness of each node for the enhancement of message successful delivery ratio and the network overall performance improvement are reflected in the contradiction relationship of competition and cooperation in delay/disruption tolerant networks (DTN). In particular, the existence of malicious node aggravates this contradiction. To resolve this contradiction, social relationship theory and group theory of social psychology were adopted to do an in-depth analysis. The concrete balancing approach which leveraged Nash equilibrium theory of game theory was proposed to resolve this contradiction in reality. Thus, a new congestion control routing algorithm for security defense based on social psychology and game theory (CRSG) was put forward. Through the experiment, this algorithm proves that it can enhance the message successful delivery ratio by more than 15% and reduce the congestion ratio over 15% as well. This algorithm balances the contradiction relationship between the two key performance targets and made all nodes exhibit strong cooperation relationship in DTN. 展开更多
关键词 delay/disruption tolerant networks social psychology game theory congestion control ROUTING
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Impact coefficient and reliability of mid-span continuous beam bridge under action of extra heavy vehicle with low speed 被引量:13
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作者 刘波 王有志 +1 位作者 胡朋 袁泉 《Journal of Central South University》 SCIE EI CAS CSCD 2015年第4期1510-1520,共11页
To analyze the dynamic response and reliability of a continuous beam bridge under the action of an extra heavy vehicle, a vehicle–bridge coupled vibration model was established based on the virtual work principle and... To analyze the dynamic response and reliability of a continuous beam bridge under the action of an extra heavy vehicle, a vehicle–bridge coupled vibration model was established based on the virtual work principle and vehicle–bridge displacement compatibility equation, which can accurately simulate the dynamic characteristics of the vehicle and bridge. Results show that deck roughness has an important function in the effect of the vehicle on the bridge. When an extra heavy vehicle passes through the continuous beam bridge at a low speed of 5 km/h, the impact coefficient reaches a high value, which should not be disregarded in bridge safety assessments. Considering that no specific law exists between the impact coefficient and vehicle speed, vehicle speed should not be unduly limited and deck roughness repairing should be paid considerable attention. Deck roughness has a significant influence on the reliability index, which decreases as deck roughness increases. For the continuous beam bridge in this work, the reliability index of each control section is greater than the minimum reliability index. No reinforcement measures are required for over-sized transport. 展开更多
关键词 continuous beam bridge extra heavy vehicle coupled vibration impact coefficient reliability
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奶牛碳水化合物营养研究进展
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《农牧产品开发》 2001年第6期8-9,共2页
关键词 奶牛 碳水化合物营养 中性洗涤纤维指标 物理有效中性洗涤纤维 营养需求量
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