Using continuations to implement thread management and communication in operating systems
jetty的continuation的用法
jetty的continuation的用法Jetty是一款用于构建高性能、可扩展的Java Web服务器和Web应用程序的开源框架。
Jetty中的continuation是一种用于支持异步处理的机制。
通过使用continuation，开发人员可以在请求处理过程中暂停请求，并在稍后的时间点继续处理。
本文将逐步介绍Jetty的continuation的用法，并探讨其在Web开发中的应用。
第一步：导入Jetty库和创建Servlet在使用Jetty的continuation之前，首先需要导入Jetty库到项目中。
可以在项目的构建工具（如Maven或Gradle）中添加Jetty的依赖项。
然后，我们需要创建一个Servlet类来处理请求和响应。
javaimport org.eclipse.jetty.server.Server;import org.eclipse.jetty.servlet.ServletContextHandler;import org.eclipse.jetty.servlet.ServletHolder;import javax.servlet.http.HttpServlet;import javax.servlet.http.HttpServletRequest;import javax.servlet.http.HttpServletResponse;public class MyServlet extends HttpServlet {Overrideprotected void doGet(HttpServletRequest request, HttpServletResponse response){处理GET请求的逻辑}Overrideprotected void doPost(HttpServletRequest request, HttpServletResponse response){处理POST请求的逻辑}public static void main(String[] args) throws Exception { Server server = new Server(8080);ServletContextHandler handler = new ServletContextHandler();handler.setContextPath("/");server.setHandler(handler);handler.addServlet(new ServletHolder(new MyServlet()), "/*");server.start();server.join();}}第二步：启用continuation在处理请求的Servlet方法中，可以通过调用`getContinuation()`方法来获得`Continuation`对象。
implementation的动词
implementation的动词implementation一词常常出现在各种技术和商业相关的文献中，特别是在软件和系统的开发、升级和改进过程中经常使用。
它是实现的意思，即将计划中的一项策略、方针、流程、政策、程序、技术等落地，使之成为现实的过程。
1. 实现（Implement）implement是implementation的动词形式，它的基本含义是将计划、策略、方案等真正地付诸行动，使之成为现实。
实现可以是一个庞大的过程，它需要认真的计划、组织、协调、执行和监控，还需要充分的资源、技术和人力支持。
实现的成功与否往往取决于各种因素，如领导能力、沟通协调、技术可行性、预算和时间管理等。
2. 执行（Execute）execute也是implementation的一个同义词，它强调将计划和策略转化为具体的动作和任务，使之得以实现。
与实现不同的是，执行更加注重行动的速度和效率，以确保项目能够按时完工。
执行需要良好的组织能力、安排能力和沟通能力，同时也需要对人员和设备的规划和调配，以保证所有工作有序进行。
3. 部署（Deploy）deploy是指将某个系统或产品推向运行环境中，使其准备好接受用户的使用。
这个动作通常包括软件安装、硬件布置、网络配置、资源分配等。
部署是implementation过程中非常重要的一步，因为它的成功与否直接影响系统的可用性和用户满意度。
部署需要严谨的技术知识和安全意识，以确保系统正常运行且不会遭受黑客攻击等问题。
4. 推广（Promote）promote是指推动某个系统、服务或产品的普及和使用。
在implementation过程中，推广是非常关键的，因为只有得到用户的认可和支持，才能真正获取商业价值。
推广可以通过各种渠道进行，如广告宣传、营销推销、用户体验优化等。
推广需要有一个明确的目标和策略，并且需要有针对性地定位目标用户和市场。
5. 整合（Integrate）integrate是指将多个程序或系统进行无缝集成，使其能够协同工作。
jmeter constant throughput timer使用方法
jmeter constant throughput timer使用方法JMeter Constant Throughput Timer 使用方法在性能测试中，我们经常需要模拟不同负载条件下的系统行为。
为了控制负载的稳定性和一致性，JMeter 提供了 Constant Throughput Timer（恒定吞吐量定时器）。
Constant Throughput Timer 允许我们设置固定的请求吞吐量来模拟真实用户在特定时间段内的请求频率。
这对于测试系统在不同负载下的性能和稳定性非常有用。
使用 Constant Throughput Timer 需要以下步骤：1. 添加 Constant Throughput Timer 元件：在 JMeter Test Plan 的适当位置，右键点击选择 Add -> Timer -> Constant Throughput Timer。
2. 配置吞吐量参数：在 Constant Throughput Timer 的属性窗口中，可以设置以下参数：- Target Throughput（目标吞吐量）：指定你想模拟的吞吐量（每秒请求数）。
例如，如果你想模拟每秒处理 100 个请求，可以将该值设置为 100。
- Calculate Throughput based on（以何种方式计算吞吐量）：有两个选项可供选择，分别是此项的子选项。
- All active threads （所有活动线程）：计算当前所有线程的吞吐量。
这是默认选项，适用于模拟所有线程以目标吞吐量发送请求。
- This thread only （仅当前线程）：仅计算当前线程的吞吐量。
这对于仅测试单个线程的吞吐量很有用。
3. 应用和保存设置：完成配置后，点击 "Apply" 和 "OK" 以应用和保存Constant Throughput Timer 的设置。
《公共建筑节能(绿色建筑)工程施工质量验收规范》DBJ50-234-2016
（ 7 ） 本 规 范 第 16.2.10 条 依 据 国 家 标 准 《 太 阳 能 供 热 采 暖 工 程 技 术 规 范 》 GB50495-2009 第 5.3.5 条的规定。
（8）本规范第 3.4.4 条为绿色建筑工程涉及的建筑环境与资源综合利用子分部工程 验收方式的规定。
本规范由重庆市城乡建设委员会负责管理，由重庆市建设技术发展中心（重庆市建 筑节能中心）、重庆市绿色建筑技术促进中心负责具体技术内容解释。在本规范的实施 过程中，希望各单位注意收集资料，总结经验，并将需要修改、补充的意见和有关资料 交重庆市建设技术发展中心（重庆市渝中区牛角沱上清寺路 69 号 7 楼，邮编：400015， 电话：023-63601374，传真：023-63861277），以便今后修订时参考。
建设部备案号： J13144-2015
DB
重庆市工程建设标准 DBJ50-234-2016Leabharlann 公共建筑节能（绿色建筑）工程
施工质量验收规范
Code for acceptance of energy efficient public building(green building) construction
（3）本规范第 1.0.4、3.1.2、11.2.4、22.0.6、22.0.7 条内容分别依据国家标准《建 筑节能工程施工质量验收规范》GB50411-2007 第 1.0.5、3.1.2 条、11.2.3、15.0.5、15.0.5 条等强制性条文要求。
nominal rigidities and the dynamic effects of a shock to monetary policy
Nominal Rigidities and the Dynamic Effects of a Shockto Monetary Policy∗Lawrence J.Christiano†Martin Eichenbaum‡Charles L.Evans§August27,2003AbstractWe present a model embodying moderate amounts of nominal rigidities that ac-counts for the observed inertia in inflation and persistence in output.The key featuresof our model are those that prevent a sharp rise in marginal costs after an expansion-ary shock to monetary policy.Of these features,the most important are staggeredwage contracts which have an average duration of three quarters,and variable capitalutilization.JEL:E3,E4,E5∗Thefirst two authors are grateful for thefinancial support of a National Science Foundation grant to the National Bureau of Economic Research.We would like to acknowledge helpful comments from Lars Hansen and Mark Watson.We particularly want to thank Levon Barseghyan for his superb research assistance,as well as his insightful comments on various drafts of the paper.This paper does not necessarily reflect the views of the Federal Reserve Bank of Chicago or the Federal Reserve System.†Northwestern University,National Bureau of Economic Research,and Federal Reserve Banks of Chicago and Cleveland.‡Northwestern University,National Bureau of Economic Research,and Federal Reserve Bank of Chicago.§Federal Reserve Bank of Chicago.1.IntroductionThis paper seeks to understand the observed inertial behavior of inflation and persistence in aggregate quantities.To this end,we formulate and estimate a dynamic,general equilibrium model that incorporates staggered wage and price contracts.We use our model to investigate what mix of frictions can account for the evidence of inertia and persistence.For this exercise to be well defined,we must characterize inertia and persistence precisely.We do so using estimates of the dynamic response of inflation and aggregate variables to a monetary policy shock.With this characterization,the question that we ask reduces to:‘Can models with moderate degrees of nominal rigidities generate inertial inflation and persistent output movements in response to a monetary policy shock?’1Our answer to this question is,‘yes’.The model that we construct has two key features.First,it embeds Calvo style nominal price and wage contracts.Second,the real side of the model incorporates four departures from the standard textbook one sector dynamic stochastic growth model.These depar-tures are motivated by recent research on the determinants of consumption,asset prices, investment and productivity.The specific departures that we include are habit formation in preferences for consumption,adjustment costs in investment and variable capital utilization. In addition,we assume thatfirms must borrow working capital tofinance their wage bill.Our keyfindings are as follows.First,the average duration of price and wage contracts in the estimated model is roughly2and3quarters,respectively.Despite the modest nature of these nominal rigidities,the model does a very good job of accounting quantitatively for the estimated response of the US economy to a policy shock.In addition to reproducing the dynamic response of inflation and output,the model also accounts for the delayed,hump-shaped response in consumption,investment,profits,productivity and the weak response of the real wage.2Second,the critical nominal friction in our model is wage contracts,not price contracts.A version of the model with only nominal wage rigidities does almost as well as the estimated model.In contrast,with only nominal price rigidities,the model performs very poorly.Consistent with existing results in the literature,this version of the model cannot generate persistent movements in output unless we assume price contracts of extremely long duration.The model with only nominal wage rigidities does not have this problem.Third,we document how inference about nominal rigidities varies across different spec-ifications of the real side of our model.3Estimated versions of the model that do not in-1This question that is the focus of a large and growing literature.See,for example,Chari,Kehoe and McGrattan(2000),Mankiw(2001),Rotemberg and Woodford(1999)and the references therein.2In related work,Sbordone(2000)argues that,taking as given aggregate real variables,a model with staggered wages and prices does well at accounting for the time series properties of wages and prices.See also Ambler,Guay and Phaneuf(1999)and Huang and Liu(2002)for interesting work on the role of wage contracts.3For early discussions about the impact of real frictions on the effects of nominal rigidities,see Blanchardcorporate our departures from the standard growth model imply implausibly long price and wage contracts.Fourth,wefind that if one only wants to generate inertia in inflation and persistence in output with moderate wage and price stickiness,then it is crucial to allow for variable capital utilization.To understand why this feature is so important,note that in our modelfirms set prices as a markup over marginal costs.The major components of marginal costs are wages and the rental rate of capital.By allowing the services of capital to increase after a positive monetary policy shock,variable capital utilization helps dampen the large rise in the rental rate of capital that would otherwise occur.This in turn dampens the rise in marginal costs and,hence,prices.The resulting inertia in inflation implies that the rise in nominal spending that occurs after a positive monetary policy shock produces a persistent rise in real output.Similar intuition explains why sticky wages play a critical role in allowing our model to explain inflation inertia and output persistence.It also explains why our assumption about working capital plays a useful role:other things equal,a decline in the interest rate lowers marginal cost.Fifth,although investment adjustment costs and habit formation do not play a central role with respect to inflation inertia and output persistence,they do play a critical role in accounting for the dynamics of other variables.Sixth,the major role played by the working capital channel is to reduce the model’s reliance on sticky prices.Specifically,if we estimate a version of the model that does not allow for this channel,the average duration of price contracts increases dramatically.Finally,wefind that our model embodies strong internal propagation mechanisms.The impact of a monetary policy shock on aggregate activity continues to grow and persist even beyond the time when the typical contract in place at the time of the shock is reoptimized.In addition,the effects persist well beyond the effects of the shock on the interest rate and the growth rate of money.We pursue a particular limited information econometric strategy to estimate and evaluate our model.To implement this strategy wefirst estimate the impulse response of eight key macroeconomic variables to a monetary policy shock using an identified vector autoregres-sion(V AR).We then choose six model parameters to minimize the difference between the estimated impulse response functions and the analogous objects in our model.4 The remainder of this paper is organized as follows.In section2we briefly describe our estimates of how the U.S.economy responds to a monetary policy shock.Section3 displays our economic model.In Section4we discuss our econometric methodology.Our empirical results are reported in Section5and analyzed in Section6.Concluding commentsand Fisher(1989),Ball and Romer(1990)and Romer(1996).For more recent quantitative discussions, see Chari,Kehoe and McGrattan(2000),Edge(2000),Fuhrer(2000),Kiley(1997),McCallum and Nelson (1998)and Sims(1998).4Christiano,Eichenbaum and Evans(1998),Edge(2000)and Rotemberg and Woodford(1997)have also applied this strategy in the context of monetary policy shocks.are contained in Section7.2.The Consequences of a Monetary Policy ShockThis section begins by describing how we estimate a monetary policy shock.We then re-port estimates of how major macroeconomic variables respond to a monetary policy shock. Finally,we report the fraction of the variance in these variables that is accounted for by monetary policy shocks.The starting point of our analysis is the following characterization of monetary policy:R t=f(Ωt)+εt.(2.1)Here,R t is the Federal Funds rate,f is a linear function,Ωt is an information set,andεt is the monetary policy shock.We assume that the Fed allows money growth to be whatever is necessary to guarantee that(2.1)holds.Our basic identifying assumption is thatεt is orthogonal to the elements inΩt.Below,we describe the variables inΩt and elaborate on the interpretation of this orthogonality assumption.We now discuss how we estimate the dynamic response of key macroecomomic variables to a monetary policy shock.Let Y t denote the vector of variables included in the analysis. We partition Y t as follows:Y t=[Y1t,R t,Y2t]0.The vector Y1t is composed of the variables whose time t elements are contained inΩt,and are assumed not to respond contemporaneously to a monetary policy shock.The vector Y2t consists of the time t values of all the other variables inΩt.The variables in Y1t are real GDP, real consumption,the GDP deflator,real investment,the real wage,and labor productivity. The variables in Y2t are real profits and the growth rate of M2.All these variables,except money growth,have been logged.We measure the interest rate,R t,using the Federal Funds rate.The data sources are in an appendix,available from the authors.With one exception(the growth rate of money)all the variables in Y t are include in levels.Altig,Christiano,Eichenbaum and Linde(2003)adopt an alternative specification of Y t,in which cointegrating relationships among the variables are imposed.For example,the growth rate of GDP and the log difference between labor productivity and the real wage are included.The key properties of the impulse responses to a monetary policy shock are insensitive to this alternative specification.The ordering of the variables in Y t embodies two key identifying assumptions.First,the variables in Y1t do not respond contemporaneously to a monetary policy shock.Second,the time t information set of the monetary authority consists of current and lagged values of the variables in Y1t and only past values of the variables in Y2t.Our decision to include all variables,except for the growth rate of M2and real profits in Y1t,reflects a long-standing view that macroeconomic variables do not respond instanta-neously to policy shocks(see Friedman(1968)).We refer the reader to Christiano,Eichen-baum and Evans(1999)for a discussion of sensitivity of inference to alternative assumptions about the variables included in Y1t.While our assumptions are certainly debatable,the anal-ysis is internally consistent in the sense that we make the same assumptions in our economic model.To maintain consistency with the model,we place profits and the growth rate of money in Y2t.The V AR contains4lags of each variable and the sample period is1965Q3-1995Q3.5 Ignoring the constant term,the V AR can be written as follows:Y t=A1Y t−1+...+A4Y t−4+Cηt,(2.2)where C is a9×9lower triangular matrix with diagonal terms equal to unity,andηt is a9−dimensional vector of zero-mean,serially uncorrelated shocks with diagonal variance-covariance matrix.Since there are six variables in Y1t,the monetary policy shock,εt,is the7th element ofηt.A positive shock toεt corresponds to a contractionary monetary policy shock. We estimate the parameters-A i,i=1,...,4,C,and the variances of the elements ofηt-using standard least squares ing these estimates,we compute the dynamic path of Y t following a one-standard-deviation shock inεt,setting initial conditions to zero.This path, which corresponds to the coefficients in the impulse response functions of interest,is invariant to the ordering of the variables within Y1t and within Y2t(see Christiano,Eichenbaum and Evans(1999).)The impulse response functions of all variables in Y t are displayed in Figure1.Lines marked‘+’correspond to the point estimates.The shaded areas indicate95%confidence intervals about the point estimates.6The solid lines pertain to the properties of our structural model,which will be discussed in section3.The results suggest that after an expansionary monetary policy shock there is a:•hump-shaped response of output,consumption and investment,with the peak effect occurring after about1.5years and returning to their pre-shock levels after about three years,•hump-shaped response in inflation,with a peak response after about2years,•fall in the interest rate for roughly one year,•rise in profits,real wages and labor productivity,and5This sample period is the same as in Christiano,Eichenbaum and Evans(1999).6We use the method described in Sims and Zha(1999).•an immediate rise in the growth rate of money.Interestingly,these results are consistent with the claims in Friedman(1968).For example, Friedman argued that an exogenous increase in the money supply leads to a drop in the interest rate that lasts one to two years,and a rise in output and employment that lasts from two tofive years.Finally,the robustness of the qualitative features of ourfindings to alternative identifying assumptions and sample sub-periods,as well as the use of monthly data,is discussed in Christiano,Eichenbaum and Evans(1999).Our strategy for estimating the parameters of our model focuses on only a component of thefluctuations in the data,namely the portion that is due to a monetary policy shock. It is natural to ask how large that component is,since ultimately we are interested in a model that can account for the variation in the data.With this question in mind,the following table reports variance decompositions.In particular,it displays the percent of the variance of the k−step forecast error in the elements of Y t due to monetary policy shocks, for k=4,8and20.Numbers in parentheses are the boundaries of the associated95% confidence interval.7Notice that policy shocks account for only a small fraction of inflation. At the same time,with the exception of real wages,monetary policy shocks account for a non-trivial fraction of the variation in the real variables.This last inference should be treated with caution.The confidence intervals about the point estimates are rather large. Also,while the impulse response functions are robust to the various perturbations discussed in Christiano,Eichenbaum and Evans(1999)and Altig,Christiano,Eichenbaum and Linde (2003),the variance decompositions can be sensitive.For example,the analogous point estimates reported in Altig,Christiano,Eichenbaum and Linde(2003)are substantially smaller than those reported in Table1.3.The Model EconomyIn this section we describe our model economy and display the problems solved byfirms and households.In addition,we describe the behavior offinancial intermediaries and the monetary andfiscal authorities.The only source of uncertainty in the model is a shock to monetary policy.7These confidence intervals are computed based on bootstrap simulations of the estimated VAR.In each artificial data set we computed the variance decompositions corresponding to the ones in Table1.The lower and upper bounds of the confidence intervals correspond to the2.5and97.5percentiles of simulated variance decompositions.3.1.Final Good FirmsAt time t,afinal consumption good,Y t,is produced by a perfectly competitive,representative firm.Thefirm produces thefinal good by combining a continuum of intermediate goods, indexed by j∈[0,1],using the technologyY t=·Z10Y jt1f dj¸λf(3.1) where1≤λf<∞and Y jt denotes the time t input of intermediate good j.Thefirm takes its output price,P t,and its input prices,P jt,as given and beyond its control.Profit maximization implies the Euler equationµP t jt¶λfλf−1=Y jt t.(3.2)Integrating(3.2)and imposing(3.1),we obtain the following relationship between the price of thefinal good and the price of the intermediate good:P t=·Z10P11−λf jt dj¸(1−λf).(3.3) 3.2.Intermediate Good FirmsIntermediate good j∈(0,1)is produced by a monopolist who uses the following technology:Y jt=½kαjt L1−αjt−φif kαjt L1−αjt≥φ0otherwise(3.4) where0<α<1.Here,L jt and k jt denote time t labor and capital services used to produce the j th intermediate good.Also,φ>0denotes thefixed cost of production.We rule out entry and exit into the production of intermediate good j.Intermediatefirms rent capital and labor in perfectly competitive factor markets.Profits are distributed to households at the end of each time period.Let R k t and W t denote the nominal rental rate on capital services and the wage rate,respectively.Workers must be paid in advance of production.As a result,the j thfirm must borrow its wage bill,W t L jt, from thefinancial intermediary at the beginning of the period.Repayment occurs at the end of time period t at the gross interest rate,R t.Thefirm’s real marginal cost iss t=∂S t(Y)∂Y,where S t(Y)=mink,l©r k t k+w t R t l,Y given by(3.4)ª,where r k t=R k t/P t and w t=W t/P t.Given our functional forms,we haves t=µ1¶1−αµ1¶α¡r k t¢α(w t R t)1−α.(3.5)Apart fromfixed costs,thefirm’s time t profits are:·P jt P t−s t¸P t Y jt,where P jt isfirm j’s price.We assume thatfirms set prices according to a variant of the mechanism spelled out in Calvo(1983).This model has been widely used to characterize price-setting frictions.A useful feature of the model is that it can be solved without explicitly tracking the distribution of prices acrossfirms.In each period,afirm faces a constant probability,1−ξp,of being able to reoptimize its nominal price.The ability to reoptimize its price is independent across firms and time.If afirm can reoptimize its price,it does so before the realization of the time t growth rate of money.Firms that cannot reoptimize their price simply index to lagged inflation:P jt=πt−1P j,t−1.(3.6) Here,πt=P t/P t−1.We refer to this price-setting rule as lagged inflation indexation.Let˜P t denote the value of P jt set by afirm that can reoptimize at time t.Our notation does not allow˜P t to depend on j.We do this in anticipation of the well known result that, in models like ours,allfirms who can reoptimize their price at time t choose the same price (see Woodford,1996and Yun,1996).Thefirm chooses˜P t to maximize:∞X l=0¡βξp¢lυt+l h˜P t X tl−s t+l P t+l i Y j,t+l,(3.7)E t−1subject to(3.2),(3.5)and.(3.8)X tl=½πt×πt+1×···×πt+l−1for l≥11l=0In(3.7),υt is the marginal value of a dollar to the household,which is treated as exogenous by thefiter,we show that the value of a dollar,in utility terms,is constant across households.Also,E t−1denotes the expectations operator conditioned on lagged growth rates of money,µt−l,l≥1.This specification of the information set captures our assumption that thefirm chooses˜P t before the realization of the time t growth rate of money.To understand (3.7),note that˜P t influencesfirm j’s profits only as long as it cannot reoptimize its price.The probability that this happens for l periods is¡ξp¢l,in which case P j,t+l=˜P t X tl.The presence of¡ξp¢l in(3.7)has the effect of isolating future realizations of idiosyncratic uncertainty in which˜P t continues to affect thefirm’s profits.3.3.HouseholdsThere is a continuum of households,indexed by j∈(0,1).The j th household makes a sequence of decisions during each period.First,it makes its consumption decision,its capital accumulation decision,and it decides how many units of capital services to supply.Second, it purchases securities whose payoffs are contingent upon whether it can reoptimize its wage decision.Third,it sets its wage rate afterfinding out whether it can reoptimize or not. Fourth,it receives a lump-sum transfer from the monetary authority.Finally,it decides how much of itsfinancial assets to hold in the form of deposits with afinancial intermediary and how much to hold in the form of cash.Since the uncertainty faced by the household over whether it can reoptimize its wage is idiosyncratic in nature,households work different amounts and earn different wage rates.So, in principle,they are also heterogeneous with respect to consumption and asset holdings.A straightforward extension of arguments in Erceg,Henderson and Levin(2000)and Woodford (1996)establish that the existence of state contingent securities ensures that,in equilibrium, households are homogeneous with respect to consumption and asset holdings.Reflecting this result,our notation assumes that households are homogeneous with respect to consumption and asset holdings but heterogeneous with respect to the wage rate that they earn and hours worked.The preferences of the j th household are given by:∞X l=0βl−t[u(c t+l−bc t+l−1)−z(h j,t+l)+v(q t+l)].(3.9)E j t−1Here,E j t−1is the expectation operator,conditional on aggregate and household j idiosyn-cratic information up to,and including,time t−1;c t denotes time t consumption;h jt denotes time t hours worked;q t≡Q t/P t denotes real cash balances;Q t denotes nominal cash balances.When b>0,(3.9)allows for habit formation in consumption preferences.The household’s asset evolution equation is given by:M t+1=R t[M t−Q t+(µt−1)M a t]+A j,t+Q t+W j,t h j,t(3.10)+R k t u t¯k t+D t−P t¡i t+c t+a(u t)¯k t¢.Here,M t is the household’s beginning of period t stock of money and W j,t h j,t is time t labor income.In addition,¯k t,D t and A j,t denote,respectively,the physical stock of capital,firm profits and the net cash inflow from participating in state-contingent securities at time t. The variableµt represents the gross growth rate of the economy-wide per capita stock of money,M a t.The quantity(µt−1)M a t is a lump-sum payment made to households by the monetary authority.The quantity M t−P t q t+(µt−1)M a t,is deposited by the household with afinancial intermediary where it earns the gross nominal rate of interest,R t.The remaining terms in(3.10),aside from P t c t,pertain to the stock of installed capital, which we assume is owned by the household.The household’s stock of physical capital,¯k t, evolves according to:¯k=(1−δ)¯k t+F(i t,i t−1).(3.11)t+1Here,δdenotes the physical rate of depreciation and i t denotes time t purchases of invest-ment goods.The function,F,summarizes the technology that transforms current and past investment into installed capital for use in the following period.We discuss the properties of F below.Capital services,k t,are related to the physical stock of capital byk t=u t¯k t.Here,u t denotes the utilization rate of capital,which we assume is set by the household.8 In(3.10),R k t u t¯k t represents the household’s earnings from supplying capital services.The increasing,convex function a(u t)¯k t denotes the cost,in units of consumption goods,of setting the utilization rate to u t.3.4.The W age DecisionAs in Erceg,Henderson and Levin(2000),we assume that the household is a monopoly sup-plier of a differentiated labor service,h jt.It sells this service to a representative,competitive firm that transforms it into an aggregate labor input,L t,using the following technology:L t=·Z10h1λjt dj¸λw.The demand curve for h jt is given by:h jt=µW t jt¶λwλw−1L t,1≤λw<∞.(3.12) Here,W t is the aggregate wage rate,i.e.,the price of L t.It is straightforward to show that W t is related to W jt via the relationship:W t=·Z10(W jt)11−λw dj¸1−λw.(3.13) The household takes L t and W t as given.8Our assumption that households make the capital accumulation and utilization decisions is a matter of convenience.At the cost of a more complicated notation,we could work with an alternative decentralization scheme in whichfirms make these decisions.Households set their wage rate according to a variant of the mechanism used to model price setting byfirms.In each period,a household faces a constant probability,1−ξw, of being able to reoptimize its nominal wage.The ability to reoptimize is independent across households and time.If a household cannot reoptimize its wage at time t,it sets W jt according to:W j,t=πt−1W j,t−1.(3.14) 3.5.Monetary and Fiscal PolicyWe assume that monetary policy is given by:µt=µ+θ0εt+θ1εt−1+θ2εt−2+...(3.15)Here,µdenotes the mean growth rate of money andθj is the response of E tµt+j to a time t monetary policy shock.We assume that the government has access to lump sum taxes and pursues a Ricardianfiscal policy.Under this type of policy,the details of tax policy have no impact on inflation and other aggregate economic variables.As a result,we need not specify the details offiscal policy.93.6.Loan Market Clearing,Final Goods Clearing and EquilibriumFinancial intermediaries receive M t−Q t from households and a transfer,(µt−1)M t from the monetary authority.Our notation here reflects the equilibrium condition,M a t=M t. Financial intermediaries lend all of their money to intermediate goodfirms,which use the funds to pay for L t.Loan market clearing requiresW t L t=µt M t−Q t.(3.16) The aggregate resource constraint isc t+i t+a(u t)≤Y t.We adopt a standard sequence-of-markets equilibrium concept.In the appendix we discuss our computational strategy for approximating that equilibrium.This strategy involves taking a linear approximation about the non-stochastic steady state of the economy and using the solution method discussed in Christiano(2003).For details,see the previous version of this paper,Christiano,Eichenbaum and Evans(2001).In principle,the non-negativity constraint on intermediate good output in(3.4)is a problem for this approximation.It turns out that the constraint is not binding for the experiments that we consider and so we ignore it.Finally, it is worth noting that since profits are stochastic,the fact that they are zero,on average, 9See Sims(1994)or Woodford(1994)for a further discussion.implies that they are often negative.As a consequence,our assumption thatfirms cannot exit is binding.Allowing forfirm entry and exit dynamics would considerably complicate our analysis.3.7.Functional Form AssumptionsWe assume that the functions characterizing utility are given by:u(·)=log(·)z(·)=ψ0(·)2.(3.17)v(·)=ψq(·)1−σqqIn addition,investment adjustment costs are given by:F(i t,i t−1)=(1−Sµi t i t−1¶)i t.(3.18) We restrict the function S to satisfy the following properties:S(1)=S0(1)=0,andκ≡S00(1)>0.It is easy to verify that the steady state of the model does not depend on the adjustment cost parameter,κ.Of course,the dynamics of the model are influenced byκ. Given our solution procedure,no other features of the S function need to be specified for our analysis.We impose two restrictions on the capital utilization function,a(u t).First,we require that u t=1in steady state.Second,we assume a(1)=0.Under our assumptions,the steady state of the model is independent ofσa=a00(1)/a0(1).The dynamics do depend onσa.Given our solution procedure,we do not need to specify any other features of the function a. 4.Econometric MethodologyIn this section we discuss our methodology for estimating and evaluating our model.We partition the model parameters into three groups.Thefirst group is composed ofβ,φ,α,δ,ψ0,ψq,λw andµ.We setβ=1.03−0.25,which implies a steady state annualized real interest rate of3percent.We setα=0.36,which corresponds to a steady state share of capital income equal to roughly36percent.We setδ=0.025,which implies an annual rate of depreciation on capital equal to10percent.This value ofδis roughly equal to the estimate reported in Christiano and Eichenbaum(1992).The parameter,φ,is set to guarantee that profits are zero in steady state.This value is consistent with Basu and Fernald(1994),Hall (1988),and Rotemberg and Woodford(1995),who argue that economic profits are close to zero on average.Although there are well known problems with the measurement of profits, we think that zero profits is a reasonable benchmark.。
implementation在计算机程序中的意思
implementation在计算机程序中的意思在计算机程序中，implementation（实现）是一个重要的概念。
它指的是将软件系统的设计转化为可执行的代码的过程，也即将程序设计的想法转化为计算机能够理解和运行的指令集合。
在本文中，我们将探讨implementation在计算机程序中的意义以及其在软件开发过程中的重要性。
一、实现的概念及作用实现是指将软件系统的设计转化为计算机程序的过程。
在软件开发中，实现是软件生命周期的重要环节之一。
它是软件开发过程中的一个具体步骤，通过该步骤可以将软件设计的抽象思想转化为可以被计算机执行的实体。
实现的主要作用是实际完成软件系统的设计，并将其转化为计算机可以执行的代码。
通过实现，程序员可以将软件需求和设计的想法付诸实践，使其成为具体可行的计算机程序。
实现的过程中，程序员需要根据设计文档和需求说明书，编写相应的代码，并进行测试和调试，确保程序的正确性和性能。
二、实现的步骤在实现一个计算机程序时，一般会按照以下步骤进行：1. 编写代码：根据软件设计的要求和需求进行代码编写。
在编写代码时，程序员需要使用合适的编程语言，并按照设计的要求实现相应的功能模块。
2. 调试与测试：在编写代码后，程序员需要对代码进行调试和测试。
通过测试，可以发现潜在的错误和不足之处，并修改或完善代码。
3. 代码优化：在确保程序的功能正确性后，程序员还可以对代码进行优化。
优化的目标是提高程序的性能和效率，减少内存占用和运行时间。
4. 文档编写：实现完成后，程序员需要编写相应的文档，包括程序的使用手册、编程说明等。
这些文档有助于其他程序员了解和使用该程序。
5. 部署与发布：最后，实现完成的程序可以进行部署和发布。
部署是指将程序安装到计算机系统中，使用户可以使用；发布是指将程序提供给用户下载或使用。
三、实现的重要性实现是软件开发过程中至关重要的一环。
以下是实现的几个重要方面：1. 将设计转化为现实：实现将软件设计的抽象思想变为计算机可以执行的代码，使设计变得具体可行。
keras中implementation的作用
keras中implementation的作用
在Keras中，`implementation`参数是在定义某些层的时候使用的。
它是一个可选的参数，表示层的实现方式，允许用户选择在CPU或GPU 上实现。
在某些情况下，特定的层实现可能更适合在GPU上执行，这会提高训练速度。
例如，在LSTM层中，有两种实现方式：基于CPU的实现和基于GPU的实现。
在使用CPU时，LSTM层的计算是通过CPU来实现的；而在使用GPU时，LSTM层的计算可以通过GPU来并行化加速。
因此，通过设定`implementation`参数，可以根据硬件配置来选择合适的实现方式，从而提高训练速度。
`implementation`参数的取值可以是以下三个字符串中的一个：
- `0`：基于CPU的实现；
- `1`：基于GPU的实现；
- `2`：根据输入数据的大小自动选择实现方式。
关闭流的优化写法
关闭流的优化写法如何优化关闭流的写法。
在程序开发中，流是一种常见的数据传输方式。
无论是读取输入还是写入输出，我们经常需要使用流来操作文件、网络连接或其他数据源。
在使用流之后，我们通常需要关闭它们，以确保资源的释放和程序的健壮性。
虽然关闭流看起来像是一个简单的操作，但实际上有许多细节和技巧可以用来优化这个过程。
在本文中，我将一步一步地解释如何优化关闭流的写法。
第一步：正确的使用try-with-resourcesJava 7 引入了一个重要的特性，叫做try-with-resources。
通过使用这个特性，我们可以更简洁地管理资源。
当我们使用try-with-resources语句时，我们只需要在括号内声明和初始化流对象，然后在执行完try块之后，这些流就会自动关闭。
这种方式不仅简化了代码，还确保了资源的正确关闭。
以下是一个使用try-with-resources关闭流的示例代码：try (InputStream inputStream = new FileInputStream("file.txt");OutputStream outputStream = newFileOutputStream("output.txt")) {使用流进行读写操作} catch (IOException e) {处理异常}在这个例子中，我们通过使用try-with-resources来关闭输入流和输出流。
在try块中，我们可以进行读取和写入操作，而不需要显式地关闭流。
一旦try块结束，这些流将被自动关闭。
第二步：正确处理异常当我们操作流时，可能会发生各种异常情况。
在关闭流之前，我们需要确保捕获并正确处理这些异常。
否则，在异常发生时，流可能无法正确地关闭，导致资源泄漏和程序崩溃。
在前面的示例代码中，我使用了一个catch块来捕获IOException异常。
在实际编码中，我们可能需要根据具体的需求来处理不同的异常情况。
- 1、下载文档前请自行甄别文档内容的完整性，平台不提供额外的编辑、内容补充、找答案等附加服务。
- 2、"仅部分预览"的文档,不可在线预览部分如存在完整性等问题,可反馈申请退款(可完整预览的文档不适用该条件!)。
- 3、如文档侵犯您的权益，请联系客服反馈,我们会尽快为您处理(人工客服工作时间：9:00-18:30)。
on threads and interprocess multithreaded programming ing [Mullender 88]. et al. 90, et al.
the
communication and distributed Rozier et al.
to support comput88, Thacker
elsewhere. results Mach,
DARPA/CMO Open a fellowship was
continuations similar like
S972-90-C-O035
Fan-
will kernels
and
John
Foundation. Foundation
Bershad
partially Young
and stack This
vanced nology ARPA MD tion nie by tor those ing OSF, U.S. the
d resumes
research under No. Draves Hertz was Projects the 7330, and was
by restoring
per-thread, procedure handling non-Unix of two in terms
3.0 operating transfers a thread either execution
in
executes crucial systems, transfer Additionally,
86] by redesigning control system, It
it to use continuations between blocks preserves its execution in the kernel this
Defense and Computing”, under Software from Contract Foundathe
the copies
or distributed notice notice
advantage,
tha ACM
copyright and
and the is given a fae
of the copying
publication To copy
and its date otherwise,
appear,
execute save
allowing
kernel discard space
programmer management. its stack also required
space
communication versions
coniznzta-
thread
Continuations blocked, a thread execution overhead upon. support threads
supported Investigaare
a National Award. The of the views the official Fannie
Science and authors policies, and
Presidential contained not be expressed or in
or it s~ecifies a func~ion runs. tion, during thread ducing kernel. blocked, system to that recast those generalize are common optimizations using performance, many to operating in terms This continuations paper in we control state can By the to the that
models
for executing
the kernel:
Machinery.
and/or specific permission. @ 1991 ACM O-8979 J.447.3/9J
cess model and
122
model, every icated this uled its that treats tion at entire
of kernel threads adcode [Golub
the process 4 kilobytes Finally, the kernel purely
the kernel’s thread kernel in the stack thread time
address system, to keep can while
space When track
cent ains one stack a thread of execution and the Unix in traps state.
Research Office, Order ( OS F).
Information
system that operating
described at our Carnegie technique transfers system
“Research by by
by researchers control
In the past, distinct
have within model.
relied With
on one of two the proprocess the
is by permiaaion
of the Association or to republish, /0009 /0j22..,
for Computing requirea $~.~O
procedure runs addition
execute faster.
Exception
a high-level
60%
improving
and with on
acted
continuations have
irzg a thread programmer rent difficult. Continuations age requirements runtime versions
Bershad,
School 5000
of Computer
Carnegie Mellon University Forbes Avenue Pittsburgh, PA
Abstract
We have erating tions sumes remote handling In have transfer systems, of a single describes the Mach used interprocess as the 85% previous improved system by basis the performance redesigning for of control Mach per 3.0, thread. its facilities transfer. our new of the internal to Mach use 3.0 opand to conspace thread Compared system
part on the by by The Science Parallel
sponsored Agency, title issued in part supported
be recast ology. The believe manage other
of a single in
implementation this Mellon of paper and using yield that, is in
for into In
ber of programs threads. would dress moved et al. model ity. With consume space. out in the of 90], there
might
be using model,
large
numbers of these in the user Unix
less space calls over to
Cross-address 14’% faster.
Continuations representation control be examined to block can rely when reducing
present while the reqztirkernel be
have enabled of the Mach Compared consumes kernel resources. call (RPC) operating to three. control performance, stacks A
reduce the storand improve its optimized for examper reExrather space faster. 3100,
ception
to the emulation has improved to continuations optimizations methoddaily use We to for rely
of several by a factor enable
ways.
register
many
common
AdTech-
ple, than mote
our
85~0 less space