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81.
Annabel Prause 《Sequential Analysis》2017,36(2):151-178
We study detection methods for multivariable signals under dependent noise. The main focus is on three-dimensional signals; that is, on signals in the space–time domain. Examples for such signals are multifaceted. They include geographic and climatic data as well as image data that are observed over a fixed time horizon. We assume that the signal is observed as a finite block of noisy samples whereby we are interested in detecting changes from a given reference signal. Our detector statistic is based on a sequential partial sum process, related to classical signal decomposition and reconstruction approaches applied to the sampled signal. We show that this detector process converges weakly under the no change null hypothesis that the signal coincides with the reference signal, provided that the spatial–temporal partial sum process associated with the random field of the noise terms disturbing the sampled signal converges to a Brownian motion. More generally, we also establish the limiting distribution under a wide class of local alternatives that allows for smooth as well as discontinuous changes. Our results also cover extensions to the case in which the reference signal is unknown. We conclude with an extensive simulation study of the detection algorithm. 相似文献
82.
In this paper, we provide a sequential rank-based adaptive nonparametric cumulative sum control chart for detecting a range of shifts in the location parameter. This chart is a self-starting scheme, and thus can be used to monitor processes at the start-up stages rather than having to wait for the accumulation of sufficiently large calibration samples. It does not require any prior knowledge of the underlying distribution. The choice of the chart parameters is studied and a simulation study demonstrates that the proposed control chart not only performs robustly for different distributions, but also efficiently detects various magnitudes of shifts. An illustrative example is also given to introduce the implementation of this proposed control chart. 相似文献
83.
《Energy Policy》2014
In recent years implementation of sustainable building design in the EU has become one of the key issues in reducing energy dependence. In this context efficient use of solar potential incident on building envelope is essential. The goal of the study is to evaluate the influence of interventions required by the new Slovenian legislation and to propose general site planning guidelines. Special emphasis is devoted to the existing building stock, which is due for refurbishment. The study is carried out on the basis of seven typical urban layouts, which are assessed according to the shape of layout, density, building orientation and design. The calculations are carried out with the program SHADING. The study showed that the existing layouts are not as problematic as had been expected and that form and orientation of buildings present a major challenge. Nevertheless, the quality and the duration of insolation are highly dependent on the specifics of each case. The study showed that by respecting the basic rules of good practice in conjunction with the existing requirements no major changes in the existing design principles are needed. 相似文献
84.
The retail industry is an important component of the supply chain of the goods and services that are consumed daily and competition has been increasing among retailers worldwide. Thus, forecasting the degree of retail competition has become an important issue. However, seasonal patterns and cycles in the level of retail activity dramatically reduce forecasting accuracy. This paper attempts to develop an improved forecasting methodology for retail industry competition subject to seasonal patterns and cycles. Using market share data and the moving average method, a modified Lotka–Volterra model with an additional constraint on the summation of market share is proposed. Furthermore, the mean absolute error is used to measure the forecasting accuracy of the market share. Real Taiwanese retail data from 1999 is used to validate the forecasting accuracy of our modified Lotka–Volterra model. Our methodology successfully mitigates errors from seasonal patterns and cycles and outperforms other benchmark models. These benchmarks include the Bass and Lotka–Volterra models for revenue or market share data, with or without using the moving average method. Our methodology assists the retail industry in the development of management strategies and the determination of investment timing. We also demonstrate how the Lotka–Volterra model can be used to forecast the degree of industry competition. 相似文献
85.
86.
Adel Alaeddini Kai Yang Alper Murat 《Quality and Reliability Engineering International》2013,29(2):241-258
Most preset response surface methodology (RSM) designs offer ease of implementation and good performance over a wide range of process and design optimization applications. These designs often lack the ability to adapt the design on the basis of the characteristics of application and experimental space so as to reduce the number of experiments necessary. Hence, they are not cost‐effective for applications where the cost of experimentation is high or when the experimentation resources are limited. In this paper, we present an adaptive sequential response surface methodology (ASRSM) for industrial experiments with high experimentation cost, limited experimental resources, and high design optimization performance requirement. The proposed approach is a sequential adaptive experimentation approach that combines concepts from nonlinear optimization, design of experiments, and response surface optimization. The ASRSM uses the information gained from the previous experiments to design the subsequent experiment by simultaneously reducing the region of interest and identifying factor combinations for new experiments. Its major advantage is the experimentation efficiency such that for a given response target, it identifies the input factor combination (or containing region) in less number of experiments than the classical single‐shot RSM designs. Through extensive simulated experiments and real‐world case studies, we show that the proposed ASRSM method outperforms the popular central composite design method and compares favorably with optimal designs. Copyright © 2012 John Wiley & Sons, Ltd. 相似文献
87.
Abstract The article concerns the explorations of the beauty of geometric patterns of recursive relative motions. Relative motions can be regarded as waltz dances, and thus generate varieties of complex and fascinated patterns. We create an applet with Macromedia Director to generate a recursive waltz, and define a specific palette to implement the coloured trajectories. It has always been a pleasure to observe various unseen forms gradually unfurling their mysterious charms. The possibilities are endless, and they call for further and deeper exploration. 相似文献
88.
采用综合分析方法,对混凝土坝基防渗帷幕体的老化模式以及识别指标进行了系统的探讨。基于相对防渗效率,把帷幕体老化分为相对稳定型、缓慢变化型以及阶段性变化型3种基本模式;在分析时段内,不同的模式具有不同的防渗效率。用于识别帷幕体老化的指标有3类:第一类为渗流的微观动态要素,包括析钙量、TDS值、pH值、无机质和有机质等,可用于揭示帷幕体的老化机制;第二类为渗流的宏观动态要素,包括扬压力、排水量等,可用于判断帷幕体的老化程度及其基本模式;第三类为数值分析指标,包括饱和指数和渗漏水源比例系数等,可用于量化分析帷幕体的老化过程。3类指标的识别有助于构建混凝土坝基防渗帷幕体老化评估体系。 相似文献
89.
Raymond Cheng 《Sequential Analysis》2017,36(4):541-552
Optimal strategies are known for the finite and infinite horizon discrete-time search with constant unit cost and without recall. These strategies were obtained in the theory of optimal stopping, based on the martingale convergence theorem and other tools from probability theory. We present here an elementary approach to these problems, relying only on routine calculation of expected values. In the finite horizon case, the solution utilizes a simple form of backward induction, in conjunction with a nonlinear dynamical system, to compute the parameters of the optimal strategy. An elementary proof is also given that a simple threshold search is optimal among all strategies with finite expected total cost. 相似文献
90.
Many distributed systems are real-time, safety-critical systems with strong qualitative and quantitative formal requirements. They often need to be reflective and adaptive, and may be probabilistic in their algorithms and/or their operating environments. All this makes these systems quite complex and therefore hard to design, build and verify. To tame such system complexity, this paper proposes formal patterns, that is, formally specified solutions to frequently occurring distributed system problems that are generic, executable, and come with strong formal guarantees. The semantics of such patterns as theory transformations in rewriting logic is explained; and a representative collection of useful patterns is presented to ground all the key concepts and show their effectiveness. 相似文献