一种基于低通滤波的宜兴市OMIS-Ι成像光谱数据辐射畸变校正方法

研究目的:探讨模型简单、实用的机载成像光谱数据辐射畸变校正算法,为土地利用/覆被研究提供辐射质量优化的图像。研究方法:理论分析与实证研究法。研究结论:由于“太阳-目标-传感器”的相对几何关系发生变化,使得不同空间位置的相同地物辐射亮度值发生变化,这种辐射畸变称其为几何辐射畸变更为合理;基于低通滤波的辐射畸变校正算法,模型简单、方法实用,实现了研究区128波段OMIS-I机载成像光谱数据图像辐射畸变的有效校正。     

地质雷达在埋置物截面形状和尺寸正演分析中的应用

地下埋置物的存在会对基础设施和建（构）筑物的施工建设和安全运行产生不利影响,准确地把握埋置物的定位、截面形状和尺寸等信息尤为重要。以重庆市三个典型的桥涵为例,总结归纳覆盖层物质、埋置物截面形状变化条件下的地质雷达图像的响应特征。同时,提出了一种通过图像衍射曲线的顶点坐标以及水平方向反射图像的变化为依据,确定截面范围的方法。为了验证所提出方法的有效性,将通过图像确定的数据与现场测量的数据进行了对比分析。结果表明,对于规则性的图形结果的吻合度较高。不规则的四边形具有一定的误差,不过,误差值仅有2mm。所提出的方法具有简便、快捷、准确度较高等特点,有利于实际工程的应用。     

Quasi‐geometric discounting: A closed‐form solution under the exponential utility function

This paper studies a discrete‐time utility maximization problem of an infinitely‐lived quasi‐geometric consumer whose labour income is subject to uninsurable idiosyncratic productivity shocks. We restrict attention to a first‐order Markov recursive solution. We show that under the assumption of the exponential utility function, the problem of the quasi‐geometric consumer admits a closed‐form solution.     

基于K—H—V—S组合机构直线传动器的研究

将行星减速机构、偏心转换机构与螺旋机构依次串接，形成了一种K—H—V—S组合机构，并在各个运动副中，采用钢球或者钢柱间接传动，实现了运动副之间的滚动摩擦．基于此机构，开发出一种新型直线传动器．在此主要讨论了K—H-V—S机构的设计方法．     

概率中的几何概型与古典概型的“误”与“悟”

本文在解决古典概型与几何概型求概率的问题上给出了详细的分析,从怎样区分所给问题是否为古典概型还是几何概型,以及对两种概型具体应如何解决问题求概率给出了详细的阐述。     

Stratification of Skewed Populations: A Comparison of Optimisation‐based versus Approximate Methods

Survey statisticians use either approximate or optimisation‐based methods to stratify finite populations. Examples of the former are the cumrootf (Dalenius & Hodges, 1957 ) and geometric (Gunning & Horgan, 2004 ) methods, while examples of the latter are Sethi ( 1963 ) and Kozak ( 2004 ) algorithms. The approximate procedures result in inflexible stratum boundaries; this lack of flexibility results in non‐optimal boundaries. On the other hand, optimisation‐based methods provide stratum boundaries that can simultaneously account for (i) a chosen allocation scheme, (ii) overall sample size or required reliability of the estimator of a studied parameter and (iii) presence or absence of a take‐all stratum. Given these additional conditions, optimisation‐based methods will result in optimal boundaries. The only disadvantage of these methods is their complexity. However, in the second decade of 21st century, this complexity does not actually pose a problem. We illustrate how these two groups of methods differ by comparing their efficiency for two artificial populations and a real population. Our final point is that statistical offices should prefer optimisation‐based over approximate stratification methods; such a decision will help them either save much public money or, if funds are already allocated to a survey, result in more precise estimates of national statistics.     

应用优选法解决断屑难题

针对40Gr钢加工过程中断屑难的问题，提出加工刀具几何角度的优选，消除“缠刀”和“打刀”现象。     

The geometric chain-ladder

Abstract

The log normal reserving model is considered. The contribution of the paper is to derive explicit expressions for the maximum likelihood estimators. These are expressed in terms of development factors which are geometric averages. The distribution of the estimators is derived. It is shown that the analysis is invariant to traditional measures for exposure.     

A Note on Computation of Implied Volatility

This is a note on computation of the implied volatility in theBlack–Scholes formula to evaluate an accuracy of the computation.     

[Geometric Lévy Process & MEMM] Pricing Model and Related Estimation Problems

In this article the [Geometric Lévy Process & MEMM] pricingmodel is proposed. This model is an option pricing model for theincomplete markets, and this model is based on the assumptions that theprice processes are geometric Lévy processes and that the pricesof the options are determined by the minimal relative entropy methods.This model has many good points. For example, the theoretical part ofthe model is contained in the framework of the theory of Lévyprocess (additive process). In fact the price process is also aLévy process (with changed Lévy measure) under the minimalrelative entropy martingale measure (MEMM), and so the calculation ofthe prices of options are reduced to the computation of functionals ofLévy process. In previous papers, we have investigated thesemodels in the case of jump type geometric Lévy processes. In thispaper we extend the previous results for more general type of geometricLévy processes. In order to apply this model to real optionpricing problems, we have to estimate the price process of theunderlying asset. This problem is reduced to the estimation problem ofthe characteristic triplet of Lévy processes. We investigate thisproblem in the latter half of the paper.