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电力系统运行风险评估中元件时变停运模型分析 被引量:57
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作者 宁辽逸 吴文传 张伯明 《电力系统自动化》 EI CSCD 北大核心 2009年第16期7-12,共6页
电力系统设备发生故障的可能性是随外部天气条件、老化程度等运行工况变化而变的,因此在运行风险评估中需要采用时变的设备停运模型。文中对现有文献中故障率的定义进行了分类和分析,论证了泊松过程停运模型中的故障率和马尔可夫过程停... 电力系统设备发生故障的可能性是随外部天气条件、老化程度等运行工况变化而变的,因此在运行风险评估中需要采用时变的设备停运模型。文中对现有文献中故障率的定义进行了分类和分析,论证了泊松过程停运模型中的故障率和马尔可夫过程停运模型中的状态转移速率之间的关系,并给出了时变故障率下的马尔可夫过程建模的条件和建模方法。基于上述结论,进一步提出对于暴露型设备停运可采用马尔可夫过程模型描述;而封闭型设备必须采用非马尔可夫模型。最后,给出典型暴露型设备(架空线路)和典型封闭型设备(变压器)的时变停运模型,并进行了算例分析。 展开更多
关键词 运行风险评估 元件停运模型 时变 泊松过程 马尔可夫过程 故障率 状态转移速率 延迟更新过程
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时变、美联储加息与中国产出--基于TVP-VAR模型的实证分析 被引量:48
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作者 孙焱林 张倩婷 《国际金融研究》 CSSCI 北大核心 2016年第4期26-36,共11页
美联储加息对中国产出的影响受中国制度变迁、对外开放度、经济景气度等多因素影响,并因时而异。本文基于国际货币政策溢出效应理论,选取中美两国1996-2015年的季度数据,建立TVP-VAR模型,分析美联储加息对中国产出影响的时变特征与结构... 美联储加息对中国产出的影响受中国制度变迁、对外开放度、经济景气度等多因素影响,并因时而异。本文基于国际货币政策溢出效应理论,选取中美两国1996-2015年的季度数据,建立TVP-VAR模型,分析美联储加息对中国产出影响的时变特征与结构性变动,并从汇率和利率两个渠道进行解释。结果表明,1999年和2004年的正向刺激分别得益于逆向调控刺激信贷和人民币贬值促进出口,而当前全球经济依然疲弱,资本流出和美国进口需求下降的负面效应凸显,冲击表现为负。最后,依据研究结果和对美联储加息进行的预判给出中国对冲其负面效应的政策建议。 展开更多
关键词 时变 美联储加息 中国产出 结构变动TVP-VAR模型
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有色噪声干扰的非线性系统强跟踪滤波 被引量:32
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作者 周东华 王庆林 《北京理工大学学报》 EI CAS CSCD 1997年第3期321-326,共6页
推广了现有的强跟踪滤波器理论,解决了一类具有有色噪声干扰的非线性时变随机系统的强跟踪滤波问题,为使状态估计值更加平滑,引入了弱化因子的新概念。
关键词 有色噪声 强跟踪滤波 弱化因子 非线性系统
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低温环境煤的瓦斯扩散系数时变特性 被引量:30
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作者 岳高伟 王兆丰 康博 《中国安全科学学报》 CAS CSCD 北大核心 2014年第2期107-112,共6页
基于瓦斯扩散系数在煤中瓦斯扩散规律预测中的重要性,用低温环境下煤的瓦斯吸附/解吸测试平台,研究低温环境下煤的瓦斯的吸附/解吸过程,分析煤的瓦斯扩散系数的时变特性。研究结果表明:温度对煤的吸附常数a,b值影响显著,a,b值随温度降低... 基于瓦斯扩散系数在煤中瓦斯扩散规律预测中的重要性,用低温环境下煤的瓦斯吸附/解吸测试平台,研究低温环境下煤的瓦斯的吸附/解吸过程,分析煤的瓦斯扩散系数的时变特性。研究结果表明:温度对煤的吸附常数a,b值影响显著,a,b值随温度降低(特别是0℃以下)而迅速增大;相同时间内,温度越低,煤的瓦斯解吸量越小;与常温时的瓦斯扩散系数相比,低温时扩散系数变化较小,尤其是瓦斯初始压力较高时,同时刻扩散系数几乎相同。在低温环境中,煤的瓦斯扩散系数与初始压力正相关,与时间负相关。 展开更多
关键词 低温环境 吸附 解吸 扩散系数 时变 煤矿安全
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时变条件下有害物品运输的路径问题研究 被引量:23
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作者 魏航 李军 蒲云 《系统工程理论与实践》 EI CSCD 北大核心 2006年第10期107-112,共6页
随着经济的发展,有害物品的生产量和运输量都在不断的增长.在时变网络条件下的有害物品运输过程中,运输成本和运输风险随着时间的变化而有所不同.在时变网络条件下,获得有害物品运输的风险和成本的基础上,给出了有害物品运输过程中的路... 随着经济的发展,有害物品的生产量和运输量都在不断的增长.在时变网络条件下的有害物品运输过程中,运输成本和运输风险随着时间的变化而有所不同.在时变网络条件下,获得有害物品运输的风险和成本的基础上,给出了有害物品运输过程中的路径选择的模型,此模型还考虑了有到达时间限制和允许在运输网络中等待的情况.然后设计了求解的算法,利用此算法可以获得时变条件下有害物品运输中的最短路,并对算法的复杂性进行了分析.最后给出了一个应用算例,证实了在时变条件下有害物品运输中进行等待可以在一定程度上减少成本和降低风险. 展开更多
关键词 有害物品运输 路径 时变 风险 成本
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我国房地产价格影响要素分析与趋势预测 被引量:26
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作者 柳冬 王雯珺 +2 位作者 谢海滨 汪寿阳 陆凤彬 《管理评论》 CSSCI 北大核心 2010年第5期3-10,共8页
本文结合当前我国房地产市场的热点问题,应用多因素回归、状态空间模型及Kalman滤波等方法,对我国房地产价格走势进行预测;进而通过对房地产价格波动影响因素和时变性分析,得出对全国房地产市场走势的预期。由于金融危机后宏观经济不确... 本文结合当前我国房地产市场的热点问题,应用多因素回归、状态空间模型及Kalman滤波等方法,对我国房地产价格走势进行预测;进而通过对房地产价格波动影响因素和时变性分析,得出对全国房地产市场走势的预期。由于金融危机后宏观经济不确定性增大,我们认为,2009年中期全国房地产价格指数将保持震荡下行趋势,全国房地产市场整体依然趋冷,本轮市场回调底部尚不明朗。 展开更多
关键词 房地产价格 状态空间模型 KALMAN滤波 时变性 预测
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结构系统模态参数识别方法研究进展 被引量:18
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作者 于开平 邹经湘 庞世伟 《世界科技研究与发展》 CSCD 2005年第6期22-30,共9页
对结构系统模态参数识别方法近十几年来的最新研究成果进行了综述和总结。分析了模态参数识别方法的发展趋势,并对其中的典型研究成果进行简要的介绍。最后指出非线性时变结构系统识别方法的研究具有非常重要的理论意义。
关键词 模态参数 系统识别 结构系统 时变 非线性
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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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石油期货套期保值时变套期比研究 被引量:10
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作者 冯春山 吴家春 蒋馥 《上海理工大学学报》 CAS 北大核心 2004年第4期328-332,共5页
通过对石油价格的实证分析认为,石油价格波动具有时变性,并且现货价格和期货价格具有协整关系.考虑这两种特征,用带有GARCH误差项的向量误差修正模型求解时变套期保值比率.实证结果表明,该方法套期保值效果好于通常最优固定套期比的方法.
关键词 石油期货 套期保值 时变性
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潜艇空间运动的滑动控制 被引量:7
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作者 赵国良 季鲁慧 丛望 《控制理论与应用》 EI CAS CSCD 北大核心 1994年第3期350-355,共6页
本文利用改进的滑动控制方法设计了潜艇空间运动集中操纵系统.结果表明,该系统在克服潜艇运动的强耦合,严重非线性和时变性等方面有较为明显的效果,系统的鲁棒性强.
关键词 潜艇 滑动控制 非线性
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Time-varying Sliding Mode Controls in Rigid Spacecraft Attitude Tracking 被引量:19
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作者 靳永强 刘向东 +1 位作者 邱伟 侯朝桢 《Chinese Journal of Aeronautics》 SCIE EI CAS CSCD 2008年第4期352-360,共9页
To solve the problem of attitude tracking of a rigid spacecraft with an either known or measurable desired attitude trajectory, three types of time-varying sliding mode controls are introduced under consideration of c... To solve the problem of attitude tracking of a rigid spacecraft with an either known or measurable desired attitude trajectory, three types of time-varying sliding mode controls are introduced under consideration of control input constraints. The sliding surfaces of the three types initially pass arbitrary initial values of the system, and then shift or rotate to reach predetermined ones. This way, the system trajectories are always on the sliding surfaces, and the system work is guaranteed to have robustness against parameter uncertainty and external disturbances all the time. The controller parameters are optimized by means of genetic algorithm to minimize the index consisting of the weighted index of squared error (ISE) of the system and the weighted penalty term of violation of control input constraint. The stability is verified with Lyapunov method. Compared with the conventional sliding mode control, simulation results show the proposed algorithm having better robustness against inertia matrix uncertainty and external disturbance torques. 展开更多
关键词 attitude tracking control time-varying sliding mode control input constraint genetic algorithm
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Adaptive Iterative Learning Control for Nonlinearly Parameterized Systems with Unknown Time-varying Delay and Unknown Control Direction 被引量:17
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作者 Dan Li Jun-Min Li Department of Mathematics,Xidian University,Xi an 710071,China 《International Journal of Automation and computing》 EI 2012年第6期578-586,共9页
This paper proposes a new adaptive iterative learning control approach for a class of nonlinearly parameterized systems with unknown time-varying delay and unknown control direction.By employing the parameter separati... This paper proposes a new adaptive iterative learning control approach for a class of nonlinearly parameterized systems with unknown time-varying delay and unknown control direction.By employing the parameter separation technique and signal replacement mechanism,the approach can overcome unknown time-varying parameters and unknown time-varying delay of the nonlinear systems.By incorporating a Nussbaum-type function,the proposed approach can deal with the unknown control direction of the nonlinear systems.Based on a Lyapunov-Krasovskii-like composite energy function,the convergence of tracking error sequence is achieved in the iteration domain.Finally,two simulation examples are provided to illustrate the feasibility of the proposed control method. 展开更多
关键词 Nonlinearly time-varying parameterized systems unknown time-varying delay unknown control direction composite energy function adaptive iterative learning control.
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Characteristic modeling and the control of flexible structure 被引量:19
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作者 吴宏鑫 刘一武 +1 位作者 刘忠汉 解永春 《Science in China(Series F)》 2001年第4期278-291,共14页
Appropriate modeling for a controlled plant has been a remarkable problem in the control field. A new modeling theory, i.e. characteristic modeling, is roundly demonstrated. It is deduced in detail that a general line... Appropriate modeling for a controlled plant has been a remarkable problem in the control field. A new modeling theory, i.e. characteristic modeling, is roundly demonstrated. It is deduced in detail that a general linear constant high-order system can be equivalently described with a two-order time-varying difference equation. The application of the characteristic modeling method to the control of flexible structure is also introduced. Especially, as an example, the Hubble Space Telescope is used to illustrate the application of the characteristic modeling and adaptive control method proposed in this paper. 展开更多
关键词 characteristic modeling time-varying difference equation flexible structure adaptive control.
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5G High Mobility Wireless Communications: Challenges and Solutions 被引量:19
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作者 Pingzhi Fan Jing Zhao Chih-Lin I 《China Communications》 SCIE CSCD 2016年第S2期1-13,共13页
The fifth generation(5G) network is expected to support significantly large amount of mobile data traffic and huge number of wireless connections,to achieve better spectrum- and energy-efficiency,as well as quality of... The fifth generation(5G) network is expected to support significantly large amount of mobile data traffic and huge number of wireless connections,to achieve better spectrum- and energy-efficiency,as well as quality of service(QoS) in terms of delay,reliability and security.Furthermore,the 5G network shall also incorporate high mobility requirements as an integral part,providing satisfactory service to users travelling at a speed up to 500 km/h.This paper provides a survey of potential high mobility wireless communication(HMWC) techniques for 5G network.After discussing the typical requirements and challenges of HMWC,key techniques to cope with the challenges are reviewed,including transmission techniques under the fast timevarying channels,network architecture with mobility support,and mobility management.Finally,future research directions on 5G high mobility communications are given. 展开更多
关键词 5G high mobility wireless communications fast time-varying channel network architecture mobility management
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随机时变网络下的应急路径选择研究 被引量:19
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作者 魏航 魏洁 《系统工程学报》 CSCD 北大核心 2009年第1期99-103,共5页
现实生活中,当发生紧急事件时,应急中心需要对某地需要服务的紧急事件出车.由于交通管理、交通流量、天气变化等因素的影响,导致了路网中各个路段上的行驶时间可能是一个与出发时间相关的随机变量.基于这样的路网,建立了随机时变网络下... 现实生活中,当发生紧急事件时,应急中心需要对某地需要服务的紧急事件出车.由于交通管理、交通流量、天气变化等因素的影响,导致了路网中各个路段上的行驶时间可能是一个与出发时间相关的随机变量.基于这样的路网,建立了随机时变网络下应急路径选择模型,并设计了求解算法.最后给出了一个应用算例. 展开更多
关键词 应急路径 时变 随机 算法
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我国碳排放效率的区域动态差异、敛散性及时变因素分析 被引量:19
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作者 席建国 《地域研究与开发》 CSSCI 北大核心 2013年第5期83-87,共5页
把碳排放作为投入要素,依托投入导向的DEA模型,采用分省1996—2011年的相关数据,测算中国大陆26个省份碳排放效率。利用绝对β收敛理论检验了全国及东、中、西部地区碳排放效率的敛散性。从时间和空间两个维度考察了单位地区生产总值能... 把碳排放作为投入要素,依托投入导向的DEA模型,采用分省1996—2011年的相关数据,测算中国大陆26个省份碳排放效率。利用绝对β收敛理论检验了全国及东、中、西部地区碳排放效率的敛散性。从时间和空间两个维度考察了单位地区生产总值能耗、能源消费结构、经济发展水平、产业结构、外贸依存度、外资强度和所有制结构对碳排放效率的影响。碳排放效率在全国和东部地区存在绝对β收敛,而中部和西部地区则有发散的趋势。从时间上来看,影响碳排放效率的主要因素为外贸依存度、经济发展水平和单位地区生产总值能耗;从空间上来看,影响碳排放效率的主要因素为经济发展水平、外贸依存度和所有制结构。 展开更多
关键词 碳排放效率 动态差异 敛散性 时变
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基于贝叶斯因子模型金融高频波动率预测研究 被引量:19
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作者 罗嘉雯 陈浪南 《管理科学学报》 CSSCI CSCD 北大核心 2017年第8期13-26,共14页
构建了包含时变系数和动态方差的贝叶斯HAR潜在因子模型(DMA(DMS)-FAHAR),并对我国金融期货(主要是股指期货和国债期货)的高频已实现波动率进行预测.通过构建贝叶斯动态潜在因子模型提取包含波动率变量、跳跃变量和考虑杠杆效应的符号... 构建了包含时变系数和动态方差的贝叶斯HAR潜在因子模型(DMA(DMS)-FAHAR),并对我国金融期货(主要是股指期货和国债期货)的高频已实现波动率进行预测.通过构建贝叶斯动态潜在因子模型提取包含波动率变量、跳跃变量和考虑杠杆效应的符号跳跃变量等预测变量的重要信息.同时,在模型中加入了投机活动变量,以考察市场投机活动对中国金融期货市场波动率预测的影响.预测结果表明,时变贝叶斯潜在因子模型在所有参与比较的预测模型当中具有最优的短期、中期和长期预测效果.同时,具有时变参数和时变预测变量的贝叶斯HAR族模型在很大程度上提高了固定参数HAR族模型的预测能力.在股指期货和国债期货的预测模型中加入投机活动变量可以获得更好的预测效果. 展开更多
关键词 已实现波动率的预测 HAR模型 金融期货 时变性 潜在因子
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Gearbox Fault Diagnosis using Adaptive Zero Phase Time-varying Filter Based on Multi-scale Chirplet Sparse Signal Decomposition 被引量:16
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作者 WU Chunyan LIU Jian +2 位作者 PENG Fuqiang YU Dejie LI Rong 《Chinese Journal of Mechanical Engineering》 SCIE EI CAS CSCD 2013年第4期831-838,共8页
When used for separating multi-component non-stationary signals, the adaptive time-varying filter(ATF) based on multi-scale chirplet sparse signal decomposition(MCSSD) generates phase shift and signal distortion. To o... When used for separating multi-component non-stationary signals, the adaptive time-varying filter(ATF) based on multi-scale chirplet sparse signal decomposition(MCSSD) generates phase shift and signal distortion. To overcome this drawback, the zero phase filter is introduced to the mentioned filter, and a fault diagnosis method for speed-changing gearbox is proposed. Firstly, the gear meshing frequency of each gearbox is estimated by chirplet path pursuit. Then, according to the estimated gear meshing frequencies, an adaptive zero phase time-varying filter(AZPTF) is designed to filter the original signal. Finally, the basis for fault diagnosis is acquired by the envelope order analysis to the filtered signal. The signal consisting of two time-varying amplitude modulation and frequency modulation(AM-FM) signals is respectively analyzed by ATF and AZPTF based on MCSSD. The simulation results show the variances between the original signals and the filtered signals yielded by AZPTF based on MCSSD are 13.67 and 41.14, which are far less than variances (323.45 and 482.86) between the original signals and the filtered signals obtained by ATF based on MCSSD. The experiment results on the vibration signals of gearboxes indicate that the vibration signals of the two speed-changing gearboxes installed on one foundation bed can be separated by AZPTF effectively. Based on the demodulation information of the vibration signal of each gearbox, the fault diagnosis can be implemented. Both simulation and experiment examples prove that the proposed filter can extract a mono-component time-varying AM-FM signal from the multi-component time-varying AM-FM signal without distortion. 展开更多
关键词 zero phase time-varying filter MULTI-SCALE CHIRPLET sparse signal decomposition speed-changing gearbox fault diagnosis
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A DYNAMIC ALLOCATION MODEL FOR MEDICAL RESOURCES IN THE CONTROL OF INFLUENZA DIFFUSION 被引量:13
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作者 Ming Liu Zhe Zhang Ding Zhang 《Journal of Systems Science and Systems Engineering》 SCIE EI CSCD 2015年第3期276-292,共17页
In this paper, we develop a unique time-varying forecasting model for dynamic demand of medical resources based on a susceptible-exposed-infected-recovered (SEIR) influenza diffusion model. In this forecasting mecha... In this paper, we develop a unique time-varying forecasting model for dynamic demand of medical resources based on a susceptible-exposed-infected-recovered (SEIR) influenza diffusion model. In this forecasting mechanism, medical resources allocated in the early period will take effect in subduing the spread of influenza and thus impact the demand in the later period. We adopt a discrete time-space network to describe the medical resources allocation process following a hypothetical influenza outbreak in a region. The entire medical resources allocation process is constructed as a multi-stage integer programming problem. At each stage, we solve a cost minimization sub-problem subject to the time-varying demand. The corresponding optimal allocation result is then used as an input to the control process of influenza spread, which in turn determines the demand for the next stage. In addition, we present a comparison between the proposed model and an empirical model. Our results could help decision makers prepare for a pandemic, including how to allocate limited resources dynamically. 展开更多
关键词 time-varying demand medical resources influenza diffusion time-space network
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利率期限结构内含的宏观经济信息——基于TVP-VAR模型的时变参数研究 被引量:15
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作者 金雯雯 陈亮 +1 位作者 毛德勇 叶茜茜 《经济评论》 CSSCI 北大核心 2014年第5期123-135,147,共14页
本文利用动态Nelson Siegel模型估计国债利率期限结构,并构建时变参数向量自回归(TVP-VAR)模型研究利率期限结构与宏观经济之间的关系,从中探寻利率期限结构隐含的宏观经济信息。研究结果表明,总体上我国利率期限结构的调整与经济运行... 本文利用动态Nelson Siegel模型估计国债利率期限结构,并构建时变参数向量自回归(TVP-VAR)模型研究利率期限结构与宏观经济之间的关系,从中探寻利率期限结构隐含的宏观经济信息。研究结果表明,总体上我国利率期限结构的调整与经济运行相匹配,利率期限结构发挥了对经济周期和通货膨胀的"指示器"作用;我国利率期限结构在形态及变化特征上与成熟市场经验相比存在偏差,且货币政策利率对利率期限结构变化的反应不够灵敏;相比经济周期和通货膨胀而言,我国利率期限结构没有明确体现出货币政策利率调控的信息。这些结论为我们进一步健全国债利率期限结构、完善货币政策传导机制提供思路。 展开更多
关键词 利率期限结构 宏观经济 内含信息 时变性
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