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1.
基于小波包变换和混沌理论提出了一种股票市场建模及其预测的新方法,既能刻划时间序列的规律,又能捕捉混沌状态的特征.首先,应用小波包变换对上证综指和深证成指日收益率序列进行三层分解,分别得到第三层从低频到高频八个频率成分的时序,并在此基础上作进一步分析,结果表明中国股市存在混沌特性;然后,应用混沌理论分别建立从低频到高频八个时序的预测模型,分别对八个时序进行预测;最后,基于小波包理论对混沌模型预测的结果予以重构,实现对原始收益率序列的预测.与现有方法比较,结果表明该方法具有较高的精度,有极大的应用范围. 相似文献
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混沌时间序列及其在我国GDP(1978-2000)预测中的应用 总被引:5,自引:0,他引:5
混沌经济时间序列的预测方法研究是混沌经济非线性动力系统的重要内容。本文利用混沌动力学原理,通过混沌时间序列的相空间重构,运用局域预测方法,建立了预测模型。并用其确立的混沌动力学模型对1978~2000年我国GDP进行了预测。把此预测结果与实际值进行了比较,结果证明误差较小。同时还将此预测结果与用指数平滑法建立的预测模型的预测结果相比,结果表明混沌时间序列建立的模型其短期预测效果更好。 相似文献
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股市预测中的小波神经网络方法的研究 总被引:16,自引:0,他引:16
本文首先论述了股市时间序列中的明显随机性,可能是由于非线性确定性系统中混沌行为的缘故,利用混沌的确定性可以进行短期预测.混沌时间序列预测首先要重构相空间,接着充分利用小波变换时频分析的局部化特性,提出了一种改进的小波网络结构,探讨了股市预测模型问题.经实例验证,该方法能有效地提高预测精度,避免了人工神经网络模型和指数自回归的固有缺陷. 相似文献
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本文基于遗传算法和神经网络理论提出了一种混沌预测的改进方法,即C-ANN-GA混合预测方法;通过实例分析,证明该方法是一种用于混沌时间序列预测的有效方法. 相似文献
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本文针对动态释放、异质性强的B2C电商波次订单的物流配送决策难题,以提高车辆满载率、降低配送成本为目标,研究考虑波次订单动态释放的B2C电商订单城区物流合并配送问题。首先,将原动态问题建模为一阶马尔可夫决策过程以表达其多阶段时序序贯决策的特点;其次,基于状态转移具有的时序特征,提出一种基于时序预测的前向动态规划方法用于寻找最优策略,将时序预测信息融入到合并配送决策的模型中,并结合定性启发式规则与定量优化模型以兼顾方法的决策效率与优化能力;最后,基于标准算例下的数值实验和某B2C电商平台的实例分析,验证了所提方法的有效性和实用性。此研究可为B2C电商订单物流配送提供决策支持,同时对于状态转移具有时序特征的马尔可夫决策问题提供了求解的新思路。 相似文献
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一类混沌经济模型的控制方法的研究 总被引:14,自引:1,他引:13
就经济系统中的一类多参数混沌模型 ,应用微分动力学理论 ,研究了变参数结构反馈控制方法 ,成功地进行了多参数混沌控制 .并讨论小波滤波法 ,成功实现了混沌不稳定周期轨道的稳定控制方法 ,并以具体的财产管理混沌模型为例验证所提出的方法 相似文献
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Logistic objectives constitute a compromise between having short leadtimes and a low volume of work in progress on the one hand and a high resource loading and due date obligation on the other. Miscellaneous production planning approaches offered today provide different combinations of logistic objectives for satisfying a manufacturing strategy. To combine the strength of the various approaches into a unified system, a new approach based on a dynamic and distributed production planning methodology is proposed. To customize the approach, various analyses and specifications have to be made and for that reason some important characteristics and criteria for analysing production control philosophies will be given. 相似文献
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Penny Dick 《Work and stress》2000,14(3):226-244
The police profession is one in which acute stressors are encountered more frequently than in other occupations. Using the personal accounts of 35 police officers attending an in-house stress counselling clinic, the aim of the present study was to provide a qualitative examination of how the institutional context of policing influenced the ways in which acute stressors signified to individual police officers experiencing felt distress. Using the framework of Rational Emotive Behaviour Therapy as an analytical tool, it is argued that beliefs contributing to the experience of felt distress are related to the way in which policing as both an identity and an activity is constructed through the police organizational culture. Not only do these constructions influence the ways in which officers perceive themselves and their environments, but they also operate at the collective level to 'normalize' some emotional responses and to 'pathologize' others which, it is argued, could impact upon the outcomes of interventions such as stress counselling. 相似文献
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This paper examines whether social support is a boundary-determining criterion in the job strain model of Karasek (1979). The particular focus is the extent to which different sources of social support, work overload and task control influence job satisfaction, depersonalization and supervisor assessments of work performance. Hypotheses are tested using prospective survey data from 80 clerical staff in a university setting. Results revealed 3-way interactions among levels of support (supervisor, co-worker, non-work), perceived task control and work overload on levels of work performance and employee adjustment (self-report). After controlling for levels of negative affect in all analyses, there was evidence that high levels of supervisor support mitigated against the negative effects of high strain jobs on levels of job satisfaction and reduced reported levels of depersonalization. Moreover, high levels of non-work support and co-worker support also mitigated against the negative effects of high strain jobs on levels of work performance. The results are discussed in terms of the importance of social support networks both at, and beyond, the work context. 相似文献
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Job insecurity, coping resources and personality dispositions in occupational strain 总被引:1,自引:0,他引:1
This paper presents research on the relationships between the work-related stressor of perceived job insecurity and various indicators of occupational strain, taking into account employees' personality dispositions (trait negative and positive affectivity) and coping resources. Respondents were 222 Australian public servants surveyed during organizational restructuring that involved downsizing and threat to job certainty. The research was formulated within an adaptation of Osipow, Doty, and Spokane's (1985) framework of stress-strain-coping that included the possible direct as well as moderating effects of personality dispositions in reporting occupational strain (Parkes, 1990). Findings from hierarchical regression analyses indicate consistent significant independent effects of personality dispositions, coping resources and perceived job insecurity on various indicators of strain. There was also support for the moderating roles of negative affectivity and self-care in the relation between perceived job insecurity and physical strain. Implications for the role of dispositional factors, especially negative affectivity, and the utility of various coping resources in accounting for occupational strain in times of threatened job security are discussed. 相似文献
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H. Christopher Frey 《Risk analysis》2002,22(3):539-545
This guest editorial is a summary of the NCSU/USDA Workshop on Sensitivity Analysis held June 11–12, 2001 at North Carolina State University and sponsored by the U.S. Department of Agriculture's Office of Risk Assessment and Cost Benefit Analysis. The objective of the workshop was to learn across disciplines in identifying, evaluating, and recommending sensitivity analysis methods and practices for application to food‐safety process risk models. The workshop included presentations regarding the Hazard Assessment and Critical Control Points (HACCP) framework used in food‐safety risk assessment, a survey of sensitivity analysis methods, invited white papers on sensitivity analysis, and invited case studies regarding risk assessment of microbial pathogens in food. Based on the sharing of interdisciplinary information represented by the presentations, the workshop participants, divided into breakout sessions, responded to three trigger questions: What are the key criteria for sensitivity analysis methods applied to food‐safety risk assessment? What sensitivity analysis methods are most promising for application to food safety and risk assessment? and What are the key needs for implementation and demonstration of such methods? The workshop produced agreement regarding key criteria for sensitivity analysis methods and the need to use two or more methods to try to obtain robust insights. Recommendations were made regarding a guideline document to assist practitioners in selecting, applying, interpreting, and reporting the results of sensitivity analysis. 相似文献
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Toon W. Taris Paul J. G. Schreurs Ingrid J. Van Iersel-Van Silfhout 《Work and stress》2001,15(4):283-296
This study examined the antecedents of job strain (emotional exhaustion, health complaints) and withdrawal behaviour (e.g. lowered organizational commitment) among a cross-sectional sample of 131 academic staff members of the law department of a large Dutch university. Conservation of resources theory (Hobfoll, 1989) provided the theoretical background for this study. Strains and withdrawal behaviours were expected to be most prominent among those who reported having few resources and/or who reported high job demands. Structural equation modelling revealed that this was indeed the case. As predicted, differential patterns of effects emerged for job demands and job resources. Analysis of the effects of four job-specific stressors revealed that especially the structural aspects of a staff member's teaching task (e.g. the number of students in their classes) contributed strongly to perceived job demands. Theoretical and practical implications of the study are discussed. 相似文献
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Kenneth T. Bogen 《Risk analysis》2013,33(7):1334-1352
Average rates of total dermal uptake (Kup) from short‐term (e.g., bathing) contact with dilute aqueous organic chemicals (DAOCs) are typically estimated from steady‐state in vitro diffusion‐cell measures of chemical permeability (Kp) through skin into receptor solution. Widely used (“PCR‐vitro”) methods estimate Kup by applying diffusion theory to increase Kp predictions made by a physico‐chemical regression (PCR) model that was fit to a large set of Kp measures. Here, Kup predictions for 18 DAOCs made by three PCR‐vitro models (EPA, NIOSH, and MH) were compared to previous in vivo measures obtained by methods unlikely to underestimate Kup. A new PCR model fit to all 18 measures is accurate to within approximately threefold (r = 0.91, p < 10?5), but the PCR‐vitro predictions (r > 0.63) all tend to underestimate the Kup measures by mean factors (UF, and p value for testing UF = 1) of 10 (EPA, p < 10?6), 11 (NIOSH, p < 10?8), and 6.2 (MH, p = 0.018). For all three PCR‐vitro models, log(UF) correlates negatively with molecular weight (r2 = 0.31 to 0.84, p = 0.017 to < 10?6) but not with log(vapor pressure) as an additional predictor (p > 0.05), so vapor pressure appears not to explain the significant in vivo/PCR‐vitro discrepancy. Until this discrepancy is explained, careful in vivo measures of Kup should be obtained for more chemicals, the expanded in vivo database should be compared to in vitro‐based predictions, and in vivo data should be considered in assessing aqueous dermal exposure and its uncertainty. 相似文献
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Systems Resilience for Multihazard Environments: Definition,Metrics, and Valuation for Decision Making 总被引:2,自引:0,他引:2
Bilal M. Ayyub 《Risk analysis》2014,34(2):340-355
The United Nations Office for Disaster Risk Reduction reported that the 2011 natural disasters, including the earthquake and tsunami that struck Japan, resulted in $366 billion in direct damages and 29,782 fatalities worldwide. Storms and floods accounted for up to 70% of the 302 natural disasters worldwide in 2011, with earthquakes producing the greatest number of fatalities. Average annual losses in the United States amount to about $55 billion. Enhancing community and system resilience could lead to massive savings through risk reduction and expeditious recovery. The rational management of such reduction and recovery is facilitated by an appropriate definition of resilience and associated metrics. In this article, a resilience definition is provided that meets a set of requirements with clear relationships to the metrics of the relevant abstract notions of reliability and risk. Those metrics also meet logically consistent requirements drawn from measure theory, and provide a sound basis for the development of effective decision‐making tools for multihazard environments. Improving the resiliency of a system to meet target levels requires the examination of system enhancement alternatives in economic terms, within a decision‐making framework. Relevant decision analysis methods would typically require the examination of resilience based on its valuation by society at large. The article provides methods for valuation and benefit‐cost analysis based on concepts from risk analysis and management. 相似文献
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Problems in studying occupational stress within the police service are identified and the paucity of work on operational duties as potential stressors are discussed. The present study reports the results of a factor analysis of operational stressors (N = 601 serving British police officers) that revealed three factors: exposure to death and disaster; violence and injury; sexual crime. These were demonstrated to be reliable scales and were included in logistic regression models together with a range of demographic and psychological variables. Models were applied to men and women separately, which showed there to be different predictors of the likelihood of suffering distress (measured by the General Health Questionnaire, GHQ) in terms of the officer's gender and operational role. Overall the model for women officers was better at predicting psychological distress than that for men. These findings are related to aspects of the police occupational culture. Further discussion is offered that conceptualizes police operational stressors as traumatic, routine and vicarious. Finally, some implications are drawn for the provision of stress intervention in the light of this differentiation. 相似文献
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UNIX系统性能监控简述及shell系统资源统计程序 总被引:1,自引:0,他引:1
本文简要阐述了unix系统中(主要以IBM的AIX为例)进行系统性能管理的几种命令行工具,并通过编写shell实例程序,运用其中提到的工具实现系统资源利用率的统计程序,为做好unix系统管理和调优提供参考. 相似文献