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1.
Based on an idea introduced by Benjamin and Cornell (1970. Probability, statistics and decision for civil engineers. New York: McGaw Hill) and previous works by the authors it is demonstrated how condition indicators may be formulated for the general purpose of quality control and for assessment and inspection planning in particular. The formulation facilitates quality control based on sampling of indirect information about the condition of the considered components. This allows for a Bayesian formulation of the indicators whereby the experience and expertise of the inspection personnel may be fully utilized and consistently updated as frequentistic information is collected. The approach is illustrated on an example considering a concrete structure subject to corrosion. It is shown how half-cell potential measurements may be utilized to update the probability of excessive repair after 50 years. Furthermore in the same example it is shown how the concept of condition indicators might be applied to develop a cost optimal maintenance strategy composed of preventive and corrective repair measures. 相似文献
2.
Summary Two independent random samples of sizesN
1 andN
2 from multivariate normal populationsN
p
(θ1,∑1) andN
p
(θ2,∑2) are considered. Under the null hypothesisH
0: θ1=θ2, a single θ is generated from aN
p(μ, Σ) prior distribution, while underH
1: θ1≠θ2 two means are generated from the exchangeable priorN
p(μ,σ). In both cases Σ will be assumed to have a vague prior distribution. For a simple covariance structure, the Bayes factorB and minimum Bayes factor in favour of the null hypotheses is derived. The Bayes risk for each hypothesis is derived and a
strategy is discussed for using the Bayes factor and Bayes risks to test the hypothesis. 相似文献
3.
This paper presents Bayes estimators for the reliability measures of the individual components in a multi-component systems in the presence of masked system life test data. The life time distributions of the system components are assumed to be geometric with different parameters. Two-sided Bayesian probability intervals of the parameters are also derived. Numerical simulation study is given in order to: (i) explain how one can apply the theoretical results obtained, (ii) study the influence of the sample size and masking level on the accuracy of point estimates. 相似文献
4.
In this paper we introduce an empirical Bayes procedure for estimating an unknown parameter, say θ. This procedure gives the empirical Bayes estimator for θ and its associated minimum posterior risk in closed forms without estimating the unknown prior density function of θ. In such procedure the posterior probability density function of θ is not required. A sufficient statistic for θ with conditional probability density function in the one parameter exponential family is required. Instead of estimating the unknown prior density function, the marginal density function of the sufficient statistic must be estimated. As special cases the empirical Bayes estimators and their respective minimum posterior risks of the failure rate for the exponential distribution, the unknown scale parameters of Weibull and gamma distributions are obtained in simple forms as special cases. Numerical results and a simulation study are introduced to (i) investigate how the number of available past experiments and the sample size of each influence the accuracy of the empirical Bayes estimator, (ii) make a comparison between the presented procedure and the Bayes procedure when the prior probability density function of the parameter θ is gamma. 相似文献
5.
We propose a simulation-based algorithm for inference in stochastic volatility models with possible regime switching in which the regime state is governed by a first-order Markov process. Using auxiliary particle filters we developed a strategy to sequentially learn about states and parameters of the model. The methodology is tested against a synthetic time series and validated with a real financial time series: the IBOVESPA stock index (São Paulo Stock Exchange). 相似文献
6.
在分类和预测任务中,包含大量不同取值的名词型属性使那些要求数值型输入的回归算法难以使用。该文提出一种基于经验贝叶斯统计方法的预处理方法,对这一类名词型属性进行变换,使之能用于预测建模。首先介绍了变换的统计学原理,然后给出了实现方法。分析表明,此方法简单易行,缩放性较好,而且在处理缺失数据时具有明显的优势。 相似文献
7.
In many data analysis problems, it is useful to consider the data as generated from a set of unknown (latent) generators or sources. The observations we make of a system are then taken to be related to these sources through some unknown function. Furthermore, the (unknown) number of underlying latent sources may be less than the number of observations. Recent developments in independent component analysis (ICA) have shown that, in the case where the unknown function linking sources to observations is linear, such data decomposition may be achieved in a mathematically elegant manner. In this paper, we extend the general ICA paradigm to include a very flexible source model, prior constraints and conditioning on sets of intermediate variables so that ICA forms one part of a hierarchical system. We show that such an approach allows for efficient discovery of hidden representation in data and for unsupervised data partitioning. 相似文献
8.
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10.
随着移动通信技术的不断发展,手机的普及率在不断上升,而短信作为传统的移动通信服务,长久以来一直在人们的日常生活中占据着极为重要的位置。可以说,短信在一定程度上记录了人们生活的轨迹。但是,现有的短信管理系统仅对短信进行以联系人为特征分类、以时间为顺序显示的简单非智能化的管理,导致了用户手机中各类短信混杂不清,短信的管理效率极低。通过研究短信的特征,分析传统的基于文档频率的特征值提取方法和基于互信息的特征值提取方法的优势与不足,提出了一种适用于短信的基于词频和互信息的特征值提取方法,并结合短信长度实现了一种改进的贝叶斯分类算法。实验证明,算法在进行短信分类时可以得到相当可观的召回率和准确率。 相似文献