A Study on Nonlinearity of Return and Comparison of Model Forecasting Performance in Chinese Stock Market

20世纪90年代以来，非线性理论和方法被广泛应用于资本市场的研究。它比传统的有效市场假说理论更贴近现实，对资本市场中存在的问题解释力度更强。自从2000年以来，中国股市经历了从熊市到牛市、又由牛市到熊市的转变。这一现象引起了国内学者的反思。中国股市如此大涨大跌，收益率序列是否如有效市场假说所假设的那样服从正态分布呢？近些年来，大量研究表明，中国股市的收益率序列存在着严重的尖峰厚尾现象，并且股市的价格行为也不遵循随机游走模型。中国股市不仅存在着短期记忆，而且存在着长期记忆。 本文介绍了包括分形理论、混沌理论等当代主流的非线性理论。在此基础上，对中国深沪股市进行实证分析。首先，对收益率序列进行非...Since the 90s of the 20th century, nonlinear theories and methods have been widely used in capital markets research. They are more realistic than the traditional theory of Efficient Market Hypothesis,and more explanatory power for the problem in the capital market. Since the year 2000,the Chinese stock market experienced the changes from a bear market to bull market and from the bull to bear marke...学位：经济学硕士院系专业：经济学院计划统计系_数量经济学学号：1542007115121

On Chinese figure painting in the Relationship between Subject and Background

人物画中主体与背景关系处理的好坏，将影响到整幅画面效果的好坏，尤其反映在作品艺术的深度上。本篇论文对历代中国人物画的创作进行分析，探讨了如何处理中国人物画主体与背景的方法，并分别从主体与背景的角度进行分析，总结了五种凸显主体人物的方式与背景处理的布实和布虚两种方式。 论文结合本人毕业创作进行自我剖析，分析了在实践中如何处理主体与背景关系。虽然文章对主体和背景的处理方式分开进行论述，但在创作实践中应该把这些处理方式综合起来考虑，因为主体作用于背景，背景反作用于主体，主体与背景的关系是相互联系，相互影响的。在创作实践中要有整体的观念，根据创作时，画面的需要来处理主体与背景的关系，做到具体问题具体...On figure painting ,the relationship between the subject and the background process will affect the whole picture is good or bad, particularly reflected in the depth of the works of art. Therefore, by the creation of ancient Chinese figure painting analyzed, discussed how to handle the relationship between the subject and the background methods. Respectively from the angle of the subject and the b...学位：艺术学硕士院系专业：艺术学院_美术学学号：1862012115324

电子线路实验课改实践与思考

摘要: 本文介绍了电子线路实验课程教改措施和经验，对实验教材的改革，采用分阶段的实验教学模式，采取各种措施提高实验教学质量

Research on Unified Performance Evaluation Indicator System for Public Cultural Institutes Based on Balanced Scorecard

从平衡计分卡理论以及公共文化机构角度来看,建立绩效评价统一指标体系具有可行性。公共文化机构绩效评价应从它们的共同属性、目标与宗旨、业务职能等因素出发,使用平衡计分卡战略分析方法,在群众、资金、内部业务建设、发展潜力4个维度上构建群众参与率、预算执行率、服务网点设置率等17个指标的通用体系。2014年国家社会科学基金艺术学重点项目“国家基本公共文化服务标准体系建设研究”,项目编号:14AH009；2017年国家社会科学基金图书馆、情报与文献学重点项目“公共文化服务绩效评估的理论构建与实证研究”,项目编号:17ATQ003的阶段性成果

0.8 V Bandpass Filter Based on Switched-RC Technique

开关电容滤波器是信号处理系统的重要组成模块,设计了一种用于心率检测设备的六阶带通开关电容滤波器。该设计基于开关电阻电容技术,利用开关电阻代替传统的采样开关,实现了更高的采样线性度,是低压下开关电容滤波器正常工作的一种全新实现方案。仿真结果表明,该滤波器在0.8 V工作电压下,功耗为0.9 mW,输出摆幅可达1.2Vp-p,通带增益为10 dB,-3 dB带宽为25~80 Hz。A six-order bandpass switched-capacitor filter for a heart rate sensing equipment has been designed.The filter is based on the switched-RC technology which is a new approach to realize the propel operation of SC filter under low supply voltage.The simulation results show that:at 0.8 V supply voltage,it consumes about 0.9 mW,the output swing is 1.2 Vp-p,and the inband gain is 10 dB,-3 dB bandwidth is 25~80 Hz

Research on Anticorrosive Property of Polyaniline

利用化学氧化聚合法合成了分散性好的本征态聚苯胺(Eb),然后用SEM(扫描电子显微镜)、uV-VIS(紫外可见分光光度计)、fT-Ir(傅里叶转换红外线光谱分析仪)、Xrd(X射线衍射仪)、Tg(热重分析仪)等表征测试手段对样品进行了分析研究。同时利用盐雾实验和电化学测试监测了本征态聚苯胺对有机涂层耐蚀性能的影响。结果表明:此方法合成的本征态聚苯胺在0.8%(质量分数)的添加量时即能使有机涂层的耐蚀性能得到极大的提高

Effects of heating rate on fast pyrolysis of cut filler of cigarette

为考察升温速率对卷烟烟丝快速热解行为的影响,采用热重-质谱联用技术对卷烟烟丝在不同升温速率(200 K·min~(-1)~800 K·min~(-1))下的热解特性进行研究,并建立了不同升温速率下卷烟烟丝的快速热解动力学模型。结果表明:(1)随着升温速率的升高,烟丝各主要成分热分解温度区间的叠加程度、热解速率以及释放特性指数均呈递增趋势,且有不同程度的热滞后现象。(2)引入升温速率校正因子的动力学模型能够克服热滞后所引起的动力学参数偏差,可以更好地预测不同升温速率下卷烟烟丝的快速热解行为。(3)高升温速率下,热解烟气产物中质荷比(m/z)为56(丙烯醛)、79(吡啶)、84(烟碱)、94(苯酚)和117(吲哚)的化合物释放量减小。在高升温速率下卷烟烟丝的快速热解特性与卷烟燃烧的真实状态更为接近,建立的卷烟燃烧数学模型更加准确。In order to study the effects of heating rate on fast pyrolysis of cut filler of cigarette, TGA(Thermogravimetric Analyzer) combined with QMS(Quadrupole Mass Spectrometers) was applied to investigate the pyrolysis characteristics of cut filler of cigarette at different heating rates(200 K·min~(-1)-800 K·min~(-1)), and a kinetic model for the fast pyrolysis of cut filler at different heating rates was developed. The results showed that: 1) With the increase of heating rates, thermal decomposition overlap region, mass loss rate and devolatilization index of each main component in tobacco were raised. Meanwhile, thermal lags of different extents were also observed. 2) The kinetic model overcame the deviation of kinetic parameters caused by thermal lag via introducing a heating rate correction factor, and predicted the fast pyrolysis behaviors of cut filler at different heating rates more accurately. 3) The release of pyrolysis products, such as acrolein(m/z=56),pyridine(m/z=79), nicotine(m/z=84), phenol(m/z=94) and indole(m/z=117) decreased with the increase of heating rate. The fast pyrolysis characteristics of cut filler are closer to the real state of cigarette combustion and the developed mathematical model for tobacco pyrolysis kinetics is more accurate at high heating rate.福建省中烟工业有限责任公司科技创新项目“卷烟燃烧数学模型的建立及其在卷烟减害中的应用”(FJZYJH2013025

Comparison between REA model and thin layer drying model based on strip drying kinetics

为了获得最适用于烟草干燥的动力学模型,达到设计、优化和控制烟草干燥过程的目的,采用湿度发生器联用热重技术(TGA)研究了65 ℃ &RH; 15%, 75 ℃ & RH 10%和85℃& RH 5%条件下片烟的干燥动力学行为,并利用REA (Reaction engineering; approach)以及8种经验或半经验的薄层干燥模型分别对不同温湿度条件下的片烟干燥行为进行模拟。结果表明:①干燥温度越高,相对湿度越小时,片烟; 的干燥速率越快,平衡含水率越低;②REA模型预测的片烟干燥动力学曲线与实验曲线能够很好地吻合,尤其是在含水率由20%降至12%阶段;8种薄层干燥; 模型中Two; term模型拟合出的R~2值最大,均方根误差(RMSE)最小,是描述片烟干燥行为较合适的模型;③薄层干燥模型仅仅是获得特定温湿度条件下相对应的动; 力学参数,而REA模型是将温度和湿度作为变量引入模型中,模型中的动力学参数可以描述任意温湿度条件下的片烟干燥动力学行为;④REA模型构造简单,预; 测准确快速,较Two term模型更具有普适性、实用性。In order to select a kinetic model best fit for the design, optimization; and control of tobacco drying process, the drying kinetic behavior of; tobacco strips under the conditions of 65 ℃ & RH 15%, 75 ℃ & RH10%, 85 ℃; & RH 5% was investigated with a humidifier combined with TGA; (Thermogravimetric analyzer). The drying behavior of tobacco strips was; simulated by REA (Reaction engineering approach) model and eight; selected thin layer drying models (semi-empirical or empirical). The; results showed that: 1) With the rise of temperature and decrease of; humidity, the drying rate of strips raised and the equilibrium moisture; content of strips lowered. 2) The drying kinetic curves predicted by REA; model well agreed with experimental curves, especially at the stage when; the moisture content decreased from 20% to 12%. Among eight thin layer; drying models, Two term model was the best for predicting the drying; behavior of strips with the highest R~2 (determination coefficient) and; the lowest RMSE (root mean square error). 3) Thin layer drying model; reflected only the kinetic parameters corresponding to specified drying; conditions, while in the REA model the temperature and humidity served; as variables, it enabled the kinetic parameters in REA model to describe; the drying kinetic behavior at any drying condition. 4) REA model was; simple in structure, fast and accurate in prediction, more universal and; practical than Two term model.福建中烟工业有限公司科技项

Fast local binary fitting optimization approach for image segmentation

针对灰度不均匀图像难以正确分割和分割结果依赖于初始轮廓的问题,提出一种快速稳定的分割算法,首先通过自适应距离保持水平集演化(AdPlS)算法进行初始分割以获取较好的初始轮廓,然后采用局部二值拟合(lbf)模型进行快速分割。实验表明,改进后的模型有良好的分割效果,较好地解决了分割速度、精度及稳定性之间的矛盾。It is difficult to get the correct segmentation results for the intensity inhomogeneity images,and the segmentation results are very sensitive to the initial contours.Thus,a fast and stable approach was proposed to overcome these disadvantages.First,an Adaptive Distance Preserving Level Set(ADPLS) method was utilized to get a better initial contour.Second,the Local Binary Fitting(LBF) model was used for a further segmentation.The experimental results show that the improved model can achieve good performance and is better to solve the contradiction among the segmentation speed,accuracy and stability.南京军区重点项目(11Z023); 福建省自然科学基金资助项目(2008J0312

细长轴对称体的水弹性振动特性分析

以在水中做纵向平面内运动的细长轴对称体为研究对象.在建立描述流体-结构耦合振动系统的计算模型时,对固体采用位移(包括刚体运动位移和弹性Euler梁振动位移),对流体采用压力作为基本变量,首先建立了考虑流体作用力的结构动力学方程,推导了考虑结构运动的流体压力表达式,分析了水动力载荷的特征:包括水动压力的来源,组成,分布形式与影响范围等.在此基础上给出了描述水中运动物体的位移(结构)-压力(流体)格式的流固耦合系统模型.然后利用有限元数值方法(FEM)对方程进行了求解,克服了解析解对研究对象外形的限制,同时避免了流固耦合直接数值模拟中CFD+FEM的复杂性,对于典型的工程结构非常适用.最后,通过算例给出了水中运动物体的水弹性频率和模态,并将计算结果与试验结果进行了对比,证明了本文计算模型的有效