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簡介：摘要隨著中國經(jīng)濟的不斷發(fā)展，中國金融市場在社會經(jīng)濟領(lǐng)域中所起到的資源配置作用越加凸顯，在全球化市場的不斷完善、金融創(chuàng)新層出不窮的大背景下，金融市場的穩(wěn)定運作，己成為支持我國經(jīng)濟持續(xù)向前穩(wěn)步發(fā)展的重要因素，與我國未來的發(fā)展前景具有密不可分的聯(lián)系。在我國股票市場發(fā)展的二十多年歷史中，行業(yè)間的輪動現(xiàn)象始終是投資者關(guān)注的熱點。如果能夠把握市場中行業(yè)間不斷此消彼長的節(jié)奏，從行業(yè)配對交易策略入手，準確預測相對表現(xiàn)強勢的行業(yè)，不僅能在一定程度上揭示股票市場的運行規(guī)律，更能在實踐中對投資起到良好的指導作用。神經(jīng)網(wǎng)絡(luò)技術(shù)，因其具有的非線性映射、對于樣本的自適應能力等優(yōu)點，一經(jīng)面世就受到了學術(shù)界很大程度的關(guān)注，隨著其在模式識別、智能控制等工程領(lǐng)域所取得的一系列成功，人們逐漸發(fā)現(xiàn)，神經(jīng)網(wǎng)絡(luò)擅于揭示數(shù)據(jù)間復雜的非線性映射關(guān)系的特性，為揭開金融市場中變量間的相互關(guān)系提供了有效的途徑。本文首先通過市場中，不同行業(yè)的市盈率序列的平穩(wěn)性與協(xié)整性出發(fā)，指出市盈率序列的差值往往具有更強的“均值回復特性”，從而表現(xiàn)出不同行業(yè)間的相對估值通常比行業(yè)本身的絕對估值具有更強穩(wěn)定性。進而通過引入BP神經(jīng)網(wǎng)絡(luò)技術(shù)，結(jié)合本文的預測對象，對BP網(wǎng)絡(luò)的輸入變量，網(wǎng)絡(luò)結(jié)構(gòu)，初始權(quán)值、訓練方法等多個方面進行了優(yōu)化。最后以金融服務(wù)行業(yè)與醫(yī)藥生物行業(yè)為例，采用滾動預測法，對2011142012229間的行業(yè)間相對強弱關(guān)系進行了預測。仿真的結(jié)果表明，基于BP網(wǎng)絡(luò)對于行業(yè)間相對強弱關(guān)系的預測是切實可行的，并且對實際投資也具有很強的指導意義。關(guān)鍵詞量化投資，行業(yè)配對，BP神經(jīng)網(wǎng)絡(luò)，協(xié)整性檢驗1目錄艘1ABSTRACT21緒論411選題背景412數(shù)理金融與量化投資在國內(nèi)外發(fā)展歷史與現(xiàn)狀513本文的研宄目的1014本文框架112市盈率序列協(xié)整性與行業(yè)配對交易策略1221行業(yè)輪動現(xiàn)象與行業(yè)配對交易策略1222市盈率序列的平穩(wěn)性與協(xié)整性檢驗1323本章小結(jié)183神經(jīng)網(wǎng)絡(luò)模型的構(gòu)建1931神經(jīng)網(wǎng)絡(luò)模型的發(fā)展歷史與特性1932BP神經(jīng)網(wǎng)絡(luò)2133本章小結(jié)294基于神經(jīng)元網(wǎng)絡(luò)的行業(yè)輪動投資策略仿真3041投資策略仿真系統(tǒng)的設(shè)計邏輯3042樣本數(shù)據(jù)的選擇3143BP神經(jīng)網(wǎng)絡(luò)的構(gòu)建3744仿真結(jié)果與分析4145本章小結(jié)485辦4951本文的主要研宄成果4952本文的創(chuàng)新之處4953下一步工作方向50參考書目52附錄行業(yè)間相關(guān)系數(shù)矩陣54觀573

簡介：西北工業(yè)大學博士學位論文基于NURBS及神經(jīng)網(wǎng)絡(luò)技術(shù)的葉片優(yōu)化設(shè)計與實驗研究姓名靳軍申請學位級別博士專業(yè)航空宇航推進理論與工程指導教師劉波20070301西北工業(yè)大學博士學位論文部改型后尾緣區(qū)的氣流分離區(qū)減小，尾緣后部的漩渦強度減弱，尾跡漩渦的中心位置后移。同時風扇在設(shè)計點處的壓比從27951上升到28014，上升了大約O2254％，效率從085917提高到O86243，增長了約03794％。完成了自行設(shè)計的雙排對轉(zhuǎn)壓氣機性能匹配實驗研究，實現(xiàn)了實驗與數(shù)值計算結(jié)果的有效性驗證；一系列的實驗結(jié)果表明在設(shè)計轉(zhuǎn)速下，從堵點到喘點，壓氣機的效率較高，基本處于08至O90之間，壓比浮動范圍較大，但總體上維持在較高水平。隨著轉(zhuǎn)速的降低或兩轉(zhuǎn)子間轉(zhuǎn)差的增大，壓氣機雖然能穩(wěn)定工作，但性能迅速惡化，穩(wěn)定裕度減小，快速進入喘振區(qū)。研究還發(fā)現(xiàn)當轉(zhuǎn)子L中分配的加功量稍多于轉(zhuǎn)子2時，兩轉(zhuǎn)子間的性能匹配更為合理。針對對轉(zhuǎn)壓氣機原始設(shè)計中葉片暴露的問題對轉(zhuǎn)子L進行了優(yōu)化改進設(shè)計，結(jié)果表明優(yōu)化設(shè)計后，轉(zhuǎn)子1吸力面上的氣流分離線位置后移，氣流分離區(qū)減小，根部區(qū)域馬赫數(shù)等值線變化不大，在中間和尖部區(qū)域靠近尾緣處的尾跡區(qū)減小；在不同轉(zhuǎn)速下的對轉(zhuǎn)壓氣機的壓比都比改型前提高了約09％左右，效率變化不大，但穩(wěn)定工作范圍都有所增加，且轉(zhuǎn)速越低，穩(wěn)定工作范圍增長幅度越大，達到了優(yōu)化的目的關(guān)鍵詞M瓜BS，神經(jīng)網(wǎng)絡(luò)，優(yōu)化設(shè)計，對轉(zhuǎn)壓氣機，性能實驗Ⅱ

簡介：西北工業(yè)大學碩士學位論文航空電子系統(tǒng)可信計算網(wǎng)絡(luò)關(guān)鍵技術(shù)研究姓名吳延昌申請學位級別碩士專業(yè)計算機系統(tǒng)結(jié)構(gòu)指導教師馮萍20060301ABSTRACTINTHEFUTURENETWORKWARIFEENVIRONMENTALLTHETERMNALUNITSOFAIRPLANE，SUCHASTHEAIRBORNESENSOR，THEEXECUTOR，THEDISPAY，THECONTROLLERORTHEPROCESSOR，SHOULDBEREGM‘DEDASTHENODESOFTHEBETWORKOFNEWGENERATIONAVIONICSINTEGRATEDSYSTEMAIS，WHICHANSWERFOFTHEDIFFERENTTASKSOFINFORMATIONCOLLECTI0I，STORAGE，PROCESSJNGANDAPPLICATIONTHERESEARCHWORKOFTHISDISSERTATIONISSUPPERTEDBYTHEAVIATIONSCLENCEFOUNDATIONPROJECT，NAMED“ASTUDYOFAVIONICSINTEGRALEDSYSTEMORIENTEDSWITCHNETWORKWITHTRANSMISSIONFIBRECHANNEL”MA【NRESEARCHWORKINCLUDESTHEFOLLOWINGSEVERALWORKSTOPICSTHEDEVELOPMENTOFTHEAISWASANALYZEDINTHISDISSERTATIONFORTHEFUTURECENTRICNETWORKWARFAREANDTHETARGETOFTHETRUSTEDCOMPUTLNG，ALAYEREDARCHITECTUREOFTHENEWAISUNIFIEDNETWORKWASBROUGHTFORWARD，INWHICHTHERESEARCHAIMANDTHECONTENTOFEACHLAYERWASEXPATIDTED，ANDTHEAISTRUSTEDCOMPUTINGNETWORKISDEFINEDFORTHENEWMODELOFTHENETWORKAYER，THEAIRBORNESENSORWASSEJECTEDASTHERESEARCHOBJECT，BECAUSETHENUMBEROFTHEAJRBORNESENSORSISLARGERANDLARGER，ANDTHEDATATHATNEEDPROCESSBECOMEMEREANDMOREINTHENEWGONERATONAISTHEHIGHINTEGRATIONANDRETWORKIZATIONOFTHE“RBORNEMULTISENSEGSHAVEBEENTHEMAINDOVELPINGDJRECTIONATTHESALLLELIME，THENETWORKLZATIONWARFAREOBJECTIVELYNEEDSTHATTHEAIRBORNESENSERSGETRICLOFTHEIJMITOFTHESINGLEFIGHTERPLANEBECEMINGONENODEOI’THEWHO_EW，LRFARENOTWORKSOALLESENSORSINTHENETWORKEJWGRFARECANS|1IRETILEINFORMATIONBYTHEWAYORCOLLECTINGPRCOSSINGANDTFUNSILLISSJ11THEKEYTECHNOLOGYORTHEAIRBORNESENSERSCONNECTEDTOTHE“UNIFIEDNETWORK”『1THENETWORKIZLTIONWARFAROENVIRONMENTWASRESEARCHCCJINTHJSDISSERTATION7RHECOLIECTJNGS01ECTINGANDPROCOSSINGFTHELIRBERNESENSORDATAINTHENETWORKWASARKLLVZEDAMDRESEARCHEDBASEJON1HECHARACTERISTICOFFUTUROA【RBORNESENSORSTHEDOVELOPMENTDIFEETJOIL0FTHESTANDARDIZATIONANTLNETWORKIZATIONWASANALVZEDTHECONNECTIONEF’THEII

簡介：上海交通大學博士后學位論文面向未來航電應用的FC統(tǒng)一網(wǎng)絡(luò)關(guān)鍵技術(shù)研究姓名徐曉飛申請學位級別博士后專業(yè)通信與信息系統(tǒng)指導教師姚拱元龔誠20060801上海交通大學博十后研究I作報告ABSTRACTT11ERESEARCHCONDUCTEDINTHISREPORTISDEVOTEDTOTHEHIGHSPEEDSWITCHNETWORKBASEDONFIBERINTERCONNECTS，WHICHISACORETECHNOLOGYOFDATA仃ANSMININGNETWORKTOBEAPPLIEDINMODEMSYSTEMSANDISHENCEAMAINTOPICINCHINESETENTHFIVEYEARPROGRAMBYUSINGAFABRICSTRUCTUREBASEDONHIGHSPEEDCROSSBARTHISREPORTFOCUSESONTHEFIBERCHANNELRFCUNIVERSENETWORKINAVIONIC8SYSTEMSDETAILSOFTHEREPORTAREASFOLLOWSCURRENTLYTHECOMMERCIALHIGHSPEEDSWITCHISUSUALLYREALIZEDBYSEVERALMODULESWHICHISINTERCONNECTEDBYABACLDLANEBUSTHESIZEOFCOMMERCIALSWITCHISNOTRESTRICTEDHOWEVELA32PORTSWITCHIMPLEMENTATIONWITHLIMITEDSIZEISREQUIREDBYANAVIONICSSYSTEMDESIGNTO廿LISENDWEHAVEDESIGNEDASCHEMEOF32一PORTSWITCHINWHICHFOURSWITCHCHIPS，EACHOFAVIRTUALOUTPUTQUEUINGVOQSTRUCTURE，ARCDIRECTLYINTERCORMECTEDTHESIMULATIONRESULTSHOWSTHATTHESWITCHCANMEETTHEDEMANDOFAVIONICSSYSTEMTHESTATEOFARTFLOWCONTR01STRATEGIESINCOMMERCIALFCSWITCHNETWORKAREUSUALLYDATAFRAMEORIENTED，ANDAREHENCEINADEQUATEOFAVIONICSAPPLICATIONSACCORDINGTOTHEFCCOMMUNICATIONPROTOCO】ANDTHECHARACTERISTICOFHIGHSPEEDSWITCHTHISREPORTPROPOSESACELLORIENTEDMECHANISMTOREALIZEFLOWCONTROLINAVIONICSSYSTEMTHESIMULATIONRESULTSSHOWTHAT，COMPAREDTOTRADHIONALFLOWCONTROLMECHANISM，THEEMCIENCYOFTHEPROPOSEDFLOWCONTROLMECHANISMISSIGNIFICANTLYHIGHERACCORDINGTOTHERELEVANTFCPROTOCOL，THEREPORTBUILDSANDSIMULATESASUCCINCTMODELFORFCUNIVERSENETWORK111EFUNCTIONALANDPERFORMANCESIMULATIONOFTHEMODELSHOWSTHATTHEMODELOFFCUNIVERSENETWORKHASGOODPERFORMANCEPRACTICEINTHEDESIGNOF32PORTSWITCHALSOPROVESTHATTHEMODELISCORRECTANDAPPROPRIATEACCORDINGTOFCPROTOCOL，THEPAPERDESIGNS，IMPLEMENTSANDTESTSA1GBPS8PORTFCSWITCHWHICHBUILDSAGOODBASISFORFURTHERREALIZATIONOF32一PORTSWITCHKEYWORDSAVIONICS，HI曲一SPEEDSWITCHNETWORKSWITCHSTRUCTURE，COMMUNICATIONSCHEDULINGALGORITHMS，F(xiàn)LOWCONTROL，SIMULATIONSYSTEM

簡介：|INTLILLHLLLLLLIIILLLLLILL111111111LY1436650分類號UDC密級編號工學碩士學位論文基于小波神經(jīng)網(wǎng)絡(luò)的導航傳感器故障診斷技術(shù)研究碩士研究生指導教師學位級別學科、專業(yè)所在單位論文提交日期論文答辯日期學位授予單位馬吉臣錢華明教授工學碩士檢測技術(shù)與自動化裝置自動化學院2008年1月15日2008年1月22日啥爾濱工程大學ABSTRACTUNDERTHEDEMANDOFAVIATIONANDSPACETECHNOLOGYACARRIERMAYBEEQUIPPEDMANYDIFFERENTNAVIGATIONEQUIPMENTSANDONLYANAVIGATIONEQUIPMENTCANNOTADEPTTOALLTHECIRCUMSTANCES，THEINFORMATIONPROVIDEDBYNAVIGATIONSYSTEMHADDEVELOPEDFROMSIMPLEPOSITIONPARAMETERTOTHECOMBINATIONBETWEENNAVIGATIONSYSTEMANDMEASUREMENTSYSTEM，WHICHCANPROVIDEACCURATEPOSITIONANDMILITARYMEASUREMENTCOMPOSEDINTOANAVIGATIONSYSTEMNAVIGAITONSYSTEMCANCOMPENSATENAVIGATIONINFORMATIONWHICHPROVIDEDFROMNAVIGATIONEQUIPMENTS，WITHTHISABILITYINTERGRATEDNAVIGATIONSYSTEMCALLADEPTTOCOMPLEXITYWORKENVIRONMENTANDHASACCURATENAVIGATIONACCURACYIN也EPAPERTHEINTEGRATEDNAVIGATIONSENSORSSYSTEMISTHESUBJECTINVESTIGATEDTHEPAPERCHOSEALLINTELLIGENTMETHODTOFAULTDIAGNOSISBASEDONNAVIGATIONSENSORSWHENASENSORHADFAULTSOTHERSENSORSINSTEADTHEFAULTSENSORASTHENAVIGATIONEQUIPMENT，THEMETHODCANAVOIDTHEHIGHPRICEOFHARDWAREREDUNDANTMANYMATERIALSARELOOKEDUPBEFORETHETHEMESTART，ANDPROOFTHETHEMEFEASIBLEINTHEPAPERANALYZEDTHEPROCESSOFFAULTDIAGNOSISANDTHEPURPOSEOFFAULTDIAGNOSIS，ANDINTRODUCEDWAVELETTRANSFORMTHEPAPERSIMULATESTHEWAVELETTRANSFORMANDNEURALNETWORKPROCESS，WHICHTARGETISGYROOWINGTOINERTIASYSTEMSAMPLINGTHESTATUSOUTPUTOFGYRO，DECOMPOSETHESIGNALBYTHREELAYERWAVELETPACKETFEATUREEXERTIONAFTERDECOMPOSITIONFOREIGHTNODES，THENAN8DIMENSIONALEIGENVECTORISUSEDASFAULTSAMPLESTOTRAINATHREE1AYERRADICALBASISFUNCTIONRBFNEURALNETWORKAFTERTHETRAININGPROCESSTHENETWORKCANDETECTAFAULTONLINEAFTERTESTINGTHEMETHODCANDETECTEDTHEFAULTSACCURATELYCOMPACTNESSMETHODWASCHOSENTOFAULTDIAGNOSIS，THEMETHODMIXESTHEWAVELETTRANSFORILLANDNEURALNETWORKTOGETHERWHICHCHOOSEWAVELETFUNCTIONASTHENEURONFUNCTIONOFBPNEURALNETWORKTHEGPSANDDVLWERECHOSENASTHEEXAMPLESTOFAULTSDIAGNOSISTHEMETHODAVOIDSTHEDISADVANTAGEOFBPNEURAL

簡介：南京航空航天大學碩士學位論文熱工流體網(wǎng)絡(luò)流量調(diào)節(jié)技術(shù)研究姓名呂永超申請學位級別碩士專業(yè)人機與環(huán)境工程指導教師朱春玲20060201熱工流體網(wǎng)絡(luò)流量調(diào)節(jié)技術(shù)研究IIABSTRACTTHERMALDISSIPATIONOFELECTRONICEQUIPMENTSISRISINGMEMEQUICKLYBUTTHEIRVOLUMEISSMALLERSMALLERTHEHEATFLUXOFCOMPONENTISINCREASINGGEMINATELYTHEFLUIDCOOLINGSYSTEMPLAYSANIMPTANTROLEININDUSTRYPRODUCTIONAERONAUTICSASTRONAUTICSMILITARYEQUIPMENTOFNATIONALDEFENCEINLARGEMULTIHEATSOURCEFLUIDCOOLINGSYSTEMWATERPOWERMALADJUSTMENTISVERYSEVERETHEWATERPOWERMALADJUSTMENTCANMAKEHEATSOURCEOUTOFCOOLINGFLUIDMACHINERYOUTOFEFFICIENCYTHATTHEPOWEROFWHOLESYSTEMCANGOUPQUICKLYSOITISVERYIMPTANTTOBALANCETHEWATERPOWEROFFLUIDCOOLINGSYSTEMTHISPAPERRESEARCHESANALYSESDOMESTICOVERSEASFLUXREGULATIONMETHODSOFFLUIDWKCOMPARESTHESEMETHODSIDESIGNEDANEXPERIMENTSYSTEMOFFLOWDISTRIBUTIONREGULATIONANALYZEDTHEPRINCIPLEOFFLUIDWKMADEAMATHEMATICALMODELOFEXPERIMENTSYSTEMWITHGRAPHTHEYFINDTHESOLUTIONOFTHEMODELFLUIDWKWASDIVIDEDINTOALOTOFINDEPENDENTLOOPSTHROUGHCHANGINGSTATESOFVALVESIGOTPIPEFLUXPIPEPRESSUREBASEDONPRESSUREBALANCEEQUATIONIBUILTTHEDIFFERENTIALEQUATIONSYSTEMSOLVEDTHEDIFFERENTIALEQUATIONSYSTEMACQUIREDRESISTANCECOEFFICIENTSOFPIPESCOMPONENTTHROUGHSETTINGIDEALFLUXOFTHEEXPERIMENTSYSTEMSOLVINGTHEMATHEMATICALMODELIACQUIREDOPENDEGREEOFEVERYREGULATIONVALVEAFTERSETTINGREGULATIONVALVESITESTEDFLUXOFTHEWKCOMPAREDTHETESTEDFLUXWITHTHEIDEALFLUXVALIDATECRECTNESSOFTHEWAYIUSEDINTHISPAPERKEYWDSFLUIDWKFLOWREGULATIONNODEFLOWINDEPENDENTLOOPSPIPERESISTANCECOEFFICIENTOPENDEGREEOFVALVE

簡介：中國民航大學碩士學位論文機場網(wǎng)絡(luò)可視化監(jiān)測系統(tǒng)關(guān)鍵技術(shù)研究與實現(xiàn)姓名司振生申請學位級別碩士專業(yè)計算機應用技術(shù)指導教師姚立平顧兆軍20080405中國民航大學碩士學位論文ABSTRACTWITHTHERAPIDDEVELOPMENTOFINFORMATIONTECHNOLOGYTHENETWORKINAIRPORTBECOMESINCREASINGLYCOMPLEXANDDIVERSEIFTHENETWORKEQUIPMENTISFAILUREORDOESN’TOPERATEWELL，ITWILLAFFECTEFFICIENCYANDEVENRESULTINTHEPARALYSISOFTHEENTIREAIRPORTHOWEVERTHETRADITIONALNETWORKEQUIPMENTMONITORINGSYSTEMHASBEENUNABLETOMEETTHELARGESCALENETWORKMONITORINGSOINTHISPAPERTHECOMGISISEMBEDINTONETWORKMONITORINGSYSTEMANDIMPLEMENTTHEARCHETYPALSYSTEMOFAIRPORTNETWORKVISUALIZATIONMONITORINGSYSTEMATFIRST，THISPAPERDESCRIBESNETWORKMONITORINGANDRELATEDTECHNOLOGIESTHEN，ACCORDINGTOTHECHARACTERISTICOFTHEAIRPORTNETWORK，KEYTECHNOLOGIESUSEDINVISUALIZATIONMONITORINGSYSTEMARETOBEANALYSISANDRESEARCH，SUCHASNETWORKTOPOLOGYDISCOVERYNETWORKFLOWCOLLECTANDMONITORINGHOSTRESOURCEMONITORINGFAULTMONITORINGERETHEGISTECHNOLOGYASTHEMAJORMEANSOFVISUALIZATIONMONITORINGISBESTUDIEDANDUSEDTOPACKAGENETWORKEQUIPMENTATLAST，THEPROTOTYPESYSTEMOFAIRPORTNETWORKVISUALIZATIONMONITORINGSYSTEMBASEDONTHREETIERC／SSTRUCTUREISDESIGNEDANDIMPLEMENTEDTHEVISUALIZATIONMONITORINGSYSTEMUSESTHISGISTECHNOLOGYTOIMPLEMENTNETWORKMONITORINGANDCANMEETTHENEEDSOFNETWORKMONITORINGINCURRENTAIRPORTITISVERYPRACTICALANDSCALABILITYKEYWORDSNETWORKMONITORING，NETWORKTOPOLOGYDISCOVERYNETWORKMANAGEMENT，COMGISII