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Evaluation model for service life of dam based on time-varying risk probability 被引量:23
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作者 SU HuaiZhi WEN ZhiPing +1 位作者 HU Jiang WU ZhongRu 《Science China(Technological Sciences)》 SCIE EI CAS 2009年第7期1966-1973,共8页
For many dam projects in China, the 50-year designed life time is coming to an end. It is urgent to study the theory and method to evaluate the dam service life. In this paper, firstly, the probability theory of fuzzy... For many dam projects in China, the 50-year designed life time is coming to an end. It is urgent to study the theory and method to evaluate the dam service life. In this paper, firstly, the probability theory of fuzzy event and time-varying effect theory are used to analyze the time-variety of various risk factors in the process of dam operations. A method is proposed to quantify the above time-variety and a model to describe the fuzzy time-varying risk probability for the dam structure is also built. Secondly, the information entropy theory is used to analyze the uncertain degree relationship between the characteristic value of membership function and fuzzy risk probability, and a mathematical method is presented to calculate the time-varying risk probability accordingly. Thirdly, the relation mode between time-varying risk probability and service life is discussed. Based on this relation mode and the acceptable risk probability of dams in China, a method is put forward to evaluate and forecast the dam service life. Finally, the proposed theory and method are used to analyze one concrete dam. The dynamic variability and mutation feature of the dam risk probability are analyzed. The remaining service life of this dam is forecasted. The obtained results can provide technology support for the project management department to make treatment measures of engineering and reasonably arrange reinforce cost. The principles in this paper have wide applicability and can be used in risk analysis for slope instability and other fields. 展开更多
关键词 DAM service LIFE evaluation time-varying risk PROBABILITY fuzzy PROBABILITY THEORY information entropy THEORY
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市场流动性与市场预期的动态相关结构研究——基于ARMA-GJR-GARCH-Copula模型分析 被引量:15
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作者 姚登宝 刘晓星 张旭 《中国管理科学》 CSSCI 北大核心 2016年第2期1-10,共10页
本文在兼顾"时间尺度"和"价格尺度"双重因素下构建了标准化的市场流动性测度,并利用时变信息熵方法提出了一类市场预期的新指标。将ARMA-GJR-GARCH模型与时变Copula模型相结合分析了市场流动性与市场预期之间的动... 本文在兼顾"时间尺度"和"价格尺度"双重因素下构建了标准化的市场流动性测度,并利用时变信息熵方法提出了一类市场预期的新指标。将ARMA-GJR-GARCH模型与时变Copula模型相结合分析了市场流动性与市场预期之间的动态相关结构。利用2009年1月~2014年9月中国股市日度数据进行实证分析,结果表明:市场流动性和市场预期存在较明显的持续性和负向"杠杆效应",通过LL、AIC和BIC三种准则比较发现时变正态Copula模型的拟合效果最好,时变相关性分析说明市场流动性和市场预期长期内保持着负相关的总体态势,欧债危机期间时变相关系数在正负状态间转换频繁,其相关结构出现了几次较大的变点,但正常时期两者之间的相关程度并不显著。该结论对于监管部门在危机期间及时引导市场预期,增强市场流动性从而减少危机传染和缓释金融风险非常重要。 展开更多
关键词 市场流动性 市场预期 时变信息熵 ARMA-GJR-GARCH-Copula 动态相关结构
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基于相对信息熵的混凝土结构寿命预测方法 被引量:6
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作者 金伟良 李志远 许晨 《浙江大学学报(工学版)》 EI CAS CSCD 北大核心 2012年第11期1991-1997,共7页
将相对信息熵引入多重环境时间相似理论(METS),提出一种更可靠的沿海混凝土结构寿命预测方法.氯离子侵入模型基于Fick第二定律,考虑氯离子扩散系数和表面氯离子质量分数的时间变异性.通过Monte-Carlo数值模拟方法对新建沿海混凝土结构... 将相对信息熵引入多重环境时间相似理论(METS),提出一种更可靠的沿海混凝土结构寿命预测方法.氯离子侵入模型基于Fick第二定律,考虑氯离子扩散系数和表面氯离子质量分数的时间变异性.通过Monte-Carlo数值模拟方法对新建沿海混凝土结构在具有给定目标可靠度情况下的使用寿命进行预测.以某跨海大桥为研究对象,选取处于相似环境的某码头为参照物.综合参照物现场检测信息和室内加速试验信息,得到室外暴露环境下研究对象耐久性劣化参数的估计值.在耐久性极限状态目标可靠度为2.3的条件下,研究对象使用寿命的预测值为122a,满足设计使用寿命100a的要求. 展开更多
关键词 沿海混凝土结构 时变模型 相对信息熵 寿命预测
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