地统计克立格插值法在工程土方计算中的应用

土方计算是工程中经常碰到的问题。尝试利用地统计学的克立格插值法来计算土方，将其应用于余姚市泗门镇土地整理工程中进行实测试验。介绍了其基本的原理和公式，并与利用数字高程模型计算得到的土方工程量进行了比较，发现地统计插值法可较精确地确定设计标高和土方量，证明该方法的可行性和优越性。     

暴雨洪水流域系统随机模拟(研究之三)

本文提出的移置特大暴雨的不连序序列的随机插补方法,以及利用W—H逆变换法将偏态暴雨序列转为正态序列和随机扣除模拟的暴雨过程损失量等方法,基本是可行的,对提高模型的代表性、稳定性和实用性有重要作用。     

瀑布沟工程的水文分析计算

本文简要的介绍了瀑布沟工程水文分析计算主要依据站的选定和基本资料的插补延长,以及径流、洪水的分析计算方法.在可行性研究阶段水文成果(通过审查)和新设立的毛头码水文站所取得的数年水文资料的基础上,将初设阶段对可行性研究阶段的水文分析计算方法和成果进行验证和补充的情况重点予以介绍.     

基于电量时序特征的旁路代自动识别和代入算法

介绍了一种基于时序特征的电能量计量计费系统（TMR）的旁路代自动识别和代入算法。首先分析了现有TMR中的旁路代处理方式，指出这些处理方式的缺陷;然后通过分析TMR旁路代发生前后电量的时序特征，提出了一种基于电量时序特征的自动旁路代算法，此算法能在旁路代事件开始时即做出正确判断，并在适当的延时后开始完成旁路电量的自动代入。该算法在江苏省电力公司TMR中获得了很好的实验效果。     

数值地形图的生成及其水文地貌特征评价

数值地形图(DEM)是利用地理信息系统(GIS)进行流域水文模拟的基础, 其精度直接影响模拟结果在没有现成的数值地形图时, 应用人员往往利用传统的地形图来生成它. 本文分别采用Arc/Info地理信息系统软件提供的哈奇逊法和不规则三角网五次插值法, 对一个实验流域的高程取样点进行插值, 生成了4种不同的数值地形图, 从凹洼分布、流域界定、河网提取、地面坡度和地形指数、以及地面径流汇成等方面, 对它们的水文地貌精度进行了比较. 结果表明, 两种方法都能生成由高程点群所反映的地形, 然而由于哈奇逊法能够结合流域的河网结构及其具有物理基础的水文地貌加强法来处理凹洼问题, 因此大大地提高了其所生成的流域数值地形图水文地貌特征精度.     

Numerical issues in threshold autoregressive modeling of time series

This paper analyses the contribution of various numerical approaches to making the estimation of threshold autoregressive time series more efficient. It relies on the computational advantages of QR factorizations and proposes Givens transformations to update these factors for sequential LS problems. By showing that the residual sum of squares is a continuous rational function over threshold intervals it develops a new fitting method based on rational interpolation and the standard necessary optimality condition. Taking as benchmark a simple grid search, the paper illustrates via Monte Carlo simulations the efficiency gains of the proposed tools.     

边界元插值法在含水层参数连续性问题中的应用

对于含水层参数连续性问题,传统的参数分区法会带来较大的计算误差,且其计算过程也较为繁琐。本文提出了一种新算法——边界元插值法,即在区域内对含水层压力传导系数采用二维反距离加权插值法、边界元上采用一维线性插值法,推导出边界积分方程的解析解,从而在整个区域上达到参数的连续性和可微性。将该方法与传统的有限差分法和边界元分区法同时应用于华北平原衡水试验场。计算结果表明:边界元插值法的计算结果与观测值的拟合误差在±3%以内,其精确度要略高于传统的边界元分区法和有限差分法,且计算过程较为简单。边界元插值法基本能够有效地处理含水层参数的连续性问题。     

Exact and approximate D-optimal designs in polynomial regression

If the sample sizen is large enough, then the exact polynomial regression designs obtained by rounding the weights of the approximate D-optimal design to integral multiples of 1/n are D-optimal. This was shown by alaevskiî (1966) and Gaffke (1987). In this note, an efficient algorithm to determine the minimum sample sizen _d for a polynomial model of degreed is derived from a condition given by Huang (1987). Under an additional assumption we show that the conditions of Gaffke and Huang are equivalent; we verify the additional assumption for polynomial degreed40.     

Convergence of numerical methods for valuing path-dependent options using interpolation

One method for valuing path-dependent options is the augmented state space approach described in Hull and White (1993) and Barraquand and Pudet (1996), among others. In certain cases, interpolation is required because the number of possible values of the additional state variable grows exponentially. We provide a detailed analysis of the convergence of these algorithms. We show that it is possible for the algorithm to be non-convergent, or to converge to an incorrect answer, if the interpolation scheme is selected in appropriately. We concentrate on Asian options, due to their popularity and because of some errors in the previous literature. This revised version was published online in June 2006 with corrections to the Cover Date.