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21.
Miroslav Kárný Marko Ruman 《International Journal of Adaptive Control and Signal Processing》2021,35(5):660-675
Any knowledge extraction relies (possibly implicitly) on a hypothesis about the modelled-data dependence. The extracted knowledge ultimately serves to a decision-making (DM). DM always faces uncertainty and this makes probabilistic modelling adequate. The inspected black-box modeling deals with “universal” approximators of the relevant probabilistic model. Finite mixtures with components in the exponential family are often exploited. Their attractiveness stems from their flexibility, the cluster interpretability of components and the existence of algorithms for processing high-dimensional data streams. They are even used in dynamic cases with mutually dependent data records while regression and auto-regression mixture components serve to the dependence modeling. These dynamic models, however, mostly assume data-independent component weights, that is, memoryless transitions between dynamic mixture components. Such mixtures are not universal approximators of dynamic probabilistic models. Formally, this follows from the fact that the set of finite probabilistic mixtures is not closed with respect to the conditioning, which is the key estimation and predictive operation. The paper overcomes this drawback by using ratios of finite mixtures as universally approximating dynamic parametric models. The paper motivates them, elaborates their approximate Bayesian recursive estimation and reveals their application potential. 相似文献
22.
由于铸造厂制芯机器人的工作环境恶劣,机器人抓取砂芯的稳定性较差,时常出现掉砂芯、夹伤砂芯的问题。针对上述问题建立以夹持器、气压、机械振动的系统数学模型,采用高阶系统极点在[s]平面的分布法来判定该系统的稳定性。在确保高阶系统极点值不变的情况下,通过改变系统的零点值来观察零点值对系统稳定性、振荡衰减时间的影响。用Matlab的pzmap和impulse函数分别对系统的零点、极点分布和零点值的不同对系统响应进行仿真,运用仿真结果与现场试验进行优化参数,结果表明采用一种刚度与柔度各为1/2的夹持器对制芯机器人的稳定性具有较好优化效果。 相似文献
23.
This article theoretically and empirically analyzes backtesting portfolio value-at-risk (VaR) with estimation risk in an intrinsically multi-variate framework. It particularly takes into account the estimation of portfolio weights in forecasting portfolio VaR and its impact on backtesting. It shows that the estimation risk from estimating portfolio weights and that from estimating the multi-variate dynamic model make the existing methods in a univariate framework inapplicable. It proposes a general theory to quantify estimation risk applicable to the present problem and suggests practitioners a simple but effective way to implement valid inference to overcome the effect of estimation risk in backtesting portfolio VaR. In particular, we apply our theory to the efficient mean-variance-skewness portfolio for a multi-variate generalized autoregressive conditional heteroscedasticity model with multi-variate general hyperbolic distributed innovations. Some Monte Carlo simulations and an empirical application demonstrate the merits of our method. 相似文献
24.
This paper is concerned with the problem of joint input and state estimation for linear stochastic systems with direct feedthrough. Based on the fact that each unknown input between any two time steps is always bounded, a novel improved algorithm is proposed. Compared with existing results, this algorithm can effectively enhance estimation accuracy. Moreover, the stability of the algorithm is also discussed. Finally, an illustrative example is given to demonstrate the effectiveness of the proposed approach. 相似文献
25.
为更有针对性地进行故障排除工作,文章设计研发了一款多媒体软件平台,嵌入细化后的DZZ5型自动气象站各观测要素的故障排查流程,并在相应故障检测节点中添加文字、图片和操作视频。用户可按照流程逐一进行排查操作,或者搜索关键字查看节点内容。同时提供带有关键字查询功能的故障实例库,供基层装备保障业务人员参考。 相似文献
26.
Amer Ibrahim Al-Omari Ibrahim M. Almanjahie Amal S. Hassan Heba F. Nagy 《计算机、材料和连续体(英文)》2020,64(2):835-857
In reliability analysis, the stress-strength model is often used to describe the life of
a component which has a random strength (X) and is subjected to a random stress (Y). In this
paper, we considered the problem of estimating the reliability R=P [Y<X] when the
distributions of both stress and strength are independent and follow exponentiated Pareto
distribution. The maximum likelihood estimator of the stress strength reliability is calculated
under simple random sample, ranked set sampling and median ranked set sampling methods.
Four different reliability estimators under median ranked set sampling are derived. Two
estimators are obtained when both strength and stress have an odd or an even set size. The
two other estimators are obtained when the strength has an odd size and the stress has an
even set size and vice versa. The performances of the suggested estimators are compared
with their competitors under simple random sample via a simulation study. The simulation
study revealed that the stress strength reliability estimates based on ranked set sampling and
median ranked set sampling are more efficient than their competitors via simple random
sample. In general, the stress strength reliability estimates based on median ranked set
sampling are smaller than the corresponding estimates under ranked set sampling and simple
random sample methods. 相似文献
27.
H.C. Weigele L. Gygax A. Steiner B. Wechsler J.-B. Burla 《Journal of dairy science》2018,101(3):2370-2382
Lameness is one of the most prevalent diseases affecting the welfare of cows in modern dairy production. Lameness leads to behavioral changes in severely lame cows, which have been investigated in much detail. For early detection of lameness, knowledge of the effects of moderate lameness on cow behavior is crucial. Therefore, the behavior of nonlame and moderately lame cows was compared on 17 Swiss dairy farms. On each farm, 5 to 11 nonlame (locomotion score 1 of 5) and 2 to 7 moderately lame (locomotion score 3 of 5) cows were selected for data collection in two 48-h periods (A, B) separated by an interval of 6 to 10 wk. Based on visual locomotion scoring, 142 nonlame and 66 moderately lame cows were examined in period A and 128 nonlame and 53 moderately lame cows in period B. Between these 2 periods, the cows underwent corrective hoof trimming. Lying behavior, locomotor activity, and neck activity were recorded by accelerometers (MSR145 data logger, MSR Electronics GmbH, Seuzach, Switzerland), and feeding and rumination behaviors by noseband sensors (RumiWatch halter, ITIN + HOCH GmbH, Liestal, Switzerland). Furthermore, visits to the brush and the concentrate feeder, and the milking order position were recorded. In comparison with nonlame cows, moderately lame cows had a longer lying duration, a longer average lying bout duration, and a greater lateral asymmetry in lying duration. Average locomotor activity, locomotor activity during 1 h after feed delivery or push-ups, and average neck activity were lower in moderately lame cows. Eating time and the number of eating chews (jaw movements) were reduced in moderately lame compared with nonlame cows, whereas no effect of moderate lameness was evident for ruminating time, number of ruminating chews and boluses, and average number of ruminating chews per bolus. Moderately lame cows visited the concentrate feeder and the brush less frequently, and they were further back in the milking order compared with nonlame cows. In conclusion, nonlame and moderately lame cows differed in a biologically relevant way in many of the behavioral variables investigated in this study. Therefore, the use of these behavioral changes seems to be promising to develop a tool for early lameness detection. 相似文献
28.
装载机电子秤广泛应用于货场、建筑工地,如何使检定结果准确可靠,本文对自动衡器检定装置标准器量值的管理方法进行了一些探讨。 相似文献
29.
在石化安全关键设备寿命截尾数据的可靠性评估过程中,为避免传统可靠性评估方法未考虑维修对故障间隔时间的影响,以及中值填充法误差较大的缺点,本文提出了一种逆变换区间截尾数据填充方法。首先,在可修系统基于最小维修的假设下,通过非齐次泊松过程描述系统的故障趋势,利用逆变换填充得到监测区间的缺失数据;随后根据蒙特卡罗期望最大化算法,获得填充数据的参数估计值。通过蜡油加氢装置紧急泄压阀的案例分析,该算法能够很好地融合已有数据,得到的形状参数估计值偏差与中值填充法相比缩小4%以上,从而验证了该算法的有效性;这有助于安全关键设备的定量化完整性管理,保障石化装置平稳运行。 相似文献
30.
分析了冶炼烟气制酸工艺的特点,介绍了由PROFIBUS-DP现场总线构建的冶炼厂烟气制酸监控系统,详细介绍了其硬件配置及相应的软件设计。 相似文献