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Generalized cross-validation for covariance model selection 总被引:4,自引:0,他引:4
Denis Marcotte 《Mathematical Geology》1995,27(5):659-672
A weighted cross-validation technique known in the spline literature as generalized cross-validation (GCV), is proposed for covariance model selection and parameter estimation. Weights for prediction errors are selected to give more importance to a cluster of points than isolated points. Clustered points are estimated better by their neighbors and are more sensitive to model parameters. This rational weighting scheme also provides a simplifying significantly the computation of the cross-validation mean square error of prediction. With small- to medium-size datasets, GCV is performed in a global neighborhood. Optimization of usual isotropic models requires only a small number of matrix inversions. A small dataset and a simulation are used to compare performances of GCV to ordinary cross-validation (OCV) and least-squares filling (LS). 相似文献
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戴振学 《吉林大学学报(地球科学版)》1993,(1)
抽水试验最优化设计,是指针对一个具体的地下水系统优选出一个抽水试验设计,它使抽水试验的费用最小化,而试验所获资料能满足识别参数所要求的可靠性,它可以概化为一个非线性的混合整数规划问题,其决策变量是确定抽水井和观测井的位置及井数、抽水量和观测频率等,采用搜索算法求解了这一优化问题,得到了理论最优解,并进行了实例演算。 相似文献
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The aim of this work is to quantitatively set up a simple hypothesis for occurrence of earthquakes conditioned by prior events, on the basis of a previously existing model and the use of recent instrumental observations. A simple procedure is presented in order to determine the conditional probability of pairs of events (foreshock-mainshock, mainshock-aftershock) with short time and space separation. The first event of a pair should not be an aftershock, i.e., it must not be related to a stronger previous event. The Italian earthquake catalog of the Istituto Nazionale di Geofisica (ING) (1975–1995, M 3.4), the earthquake catalog of the Japan Meteorological Agency (JMA) (1983–1994, M 3.0) and that of the National Observatory of Athens (NOA) (1982–1994, M 3.8) were analyzed. The number of observed pairs depends on several parameters: the size of the space-time quiescence volume defining nonaftershocks, the inter event time, the minimum magnitude of the two events, and the spatial dimension of the alarm volume after the first event. The Akaike information criterion has been adopted to assess the optimum set of space-time parameters used in the definition of the pairs, assuming that the occurrence rate of subsequent events may be modeled by two Poisson processes with different rates: the higher rate refers to the space-time volume defined by the alarms and the lower one simulates earthquakes that occur in the nonalarm space-time volume. On the basis of the tests carried out on the seismic catalog of Italy, the occurrence rate of M 3.8 earthquakes followed by a M 3.8 mainshock within 10 km and 10 days (validity) is 0.459. We have observed, for all three catalogs, that the occurrence rate density for the second event of a couple (mainshock or aftershock) of magnitude M2 subsequent to a nonaftershock of magnitude M1 in the time range T can be modeled by the following relationship: (T, M2) = 10a + b(M1 - M2) with b varying from 0.74 (Japan) to 1.09 (Greece). The decrease of the occurrence rate in time for a mainshock after a foreshock or for large aftershocks after a mainshock, for all three databases, obeys the Omori's law with p changing from 0.94 (Italy) to 2.0 (Greece). 相似文献
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This paper analyses the topographic context of the remaining glaciated areas in the Maladeta Massif (Central Spanish Pyrenees). These ice‐covered surfaces have been incorporated into a geographic information system (GIS) in an attempt at correlating the presence of ice with a range of topographic variables obtained from a digital elevation model. The use of generalized additive models and binary regression tree models enabled us (i) to quantify the spatial variability in the distribution of glaciers attributable to characteristics of the local terrain, (ii) to investigate the interaction between the variables that account for the ice cover distribution and (iii) to map the probability of glacier development. Our results show that although the development of glaciers depends on regional climate conditions, the topographic context is of paramount importance in determining the location, extent, shape and recent evolution of each glacial body. Thus, the joint effect of altitude, exposure to incoming solar radiation, slope and mean curvature is able to explain more than 70 per cent of the observed variance. Copyright © 2006 John Wiley & Sons, Ltd. 相似文献
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Modelling peak accelerations from earthquakes 总被引:1,自引:0,他引:1
This paper deals with the prediction of peak horizontal accelerations with emphasis on seismic risk and insurance concerns. Non‐linear mixed effects models are used to analyse well‐known earthquake data and the consequences of mis‐specifying assumptions on the error term are quantified. A robust fit of the usual model, using recently developed robust weighted maximum likelihood estimators, is presented. Outlying data are automatically identified and subsequently investigated. A more appropriate model accounting for the extreme value nature of the responses, is also developed and implemented. The implication on acceleration predictions is demonstrated. Copyright © 2006 John Wiley & Sons, Ltd. 相似文献