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1.
介绍非标准道路的路面平整度的时间序列模型,研究道路实测数据的时间序列模型.通过对实际路段的数据采集,进行道路平整度实例分析和道路平整模型的平稳性检验、模型的识别和估计,确定了模型参数,检验模型的适用性.实例表明了模型的置性度和合理性.  相似文献   

2.
介绍非标准道路的路面平整度的时间序列模型,研究道路实测数据的时间序列模型.通过对实际路段的数据采集,进行道路平整度实例分析和道路平整模型的平稳性检验、模型的识别和估计,确定了模型参数,检验模型的适用性.实例表明了模型的置性度和合理性.  相似文献   

3.
运用时间序列分析的预测方法,对四大银行的股票日对数收益率序列进行拟合与预测分析,分别构建ARMA模型、GARCH模型以及ARMA-GARCH组合模型,通过模型比较,实证分析表明:在拟合效果上,ARMA-GARCH模型的拟合优度优于ARMA模型和GARCH模型;在预测效果上,ARMA模型的预测效果最优,ARMA-GARCH模型次之.  相似文献   

4.
基于初值修正的组合灰色Verhulst模型   总被引:1,自引:0,他引:1  
对灰色Verhulst模型的拟合精度进行了分析,表明初值的选取对模型精度有重要影响.为提高灰色模型的拟合精度,利用最小二乘原理确定初值中的待定常数,给出了初值修正的灰色Verhulst模型.进一步利用修正模型和传统灰色Verhulst模型建立了组合灰色Verhulst模型,在平均相对误差最小的原则下,利用蚁群算法确定组合权系数.最后通过两个应用实例进行了计算和分析,结果表明,通过初值修正和组合模型能够提高灰色Verhulst模型的拟合精度,便于通过程序实现.  相似文献   

5.
基于季节ARIMA模型的GSM话务量建模和预报   总被引:1,自引:0,他引:1  
本文用季节模型对天津移动GSM网的话务量进行了建模分析和预报,研究表明用季节模型对移动话务量进行建模分析和预报是可行的,同时在文中我们还给出了带两个周期季ARIMA模型的一般表达式,并用这种带多个周期的模型对实际的网络业务进行了建模和预报。  相似文献   

6.
以湖南电视台和北京卫视为代表,对全国30家电视台卫星频道2008全年日收视率进行时间序列分析,建立了四种拟合模型.其中,大部分电台收视率具有长期趋势或长期趋势和季节效应的综合影响,分别建立ARIMA模型和乘积季节模型,并进行预测,其结果表明模型拟合效果较好.  相似文献   

7.
我国人口时间序列拟合模型的比较与选择   总被引:1,自引:0,他引:1  
通过对我国1990年至2007年共18年的人口数据进行实证分析,运用时间序列的三个不同模型,对我国人口的变化规律进行了拟合研究;并给出了反映各个模型拟合精度的AIC值和SBC值;最后,通过对所建模型的比较分析,对拟合模型的选择提出了相关建议.  相似文献   

8.
我国外汇储备变动的时间序列建模预测   总被引:5,自引:0,他引:5  
本文通过对我国最近十三年来的外汇储备月度数据进行分析,利用不同的建模思想建立了三次趋势模型、Holter-Winter非季节模型和AR IMA模型来分析短期内我国外汇储备的变动趋势。这三种模型对原始数据都能够较好的拟合,而且用于预测时的结果也相差不大,可以为短期内预测管理我国外汇储备提供有效参考。  相似文献   

9.
对小麦发育后期茎秆抗倒性问题的研究   总被引:1,自引:0,他引:1  
针对小麦发育后期茎秆抗倒伏性问题,首先运用了数理统计与分析的相关知识,建立了各品种小麦的抗倒伏指数模型并对其进行了求解;其次,通过建立相关性系数模型并结合SPSS软件分析研究了抗倒伏指数与茎秆外部形态特征之间的关系;然后,建立了以抗倒伏能力最强和经济系数最大为目标的双目标优化模型来确定不同单穗重小麦的理想株型结构;最后,建立了基于力学分析的小麦茎秆抗倒伏性能的综合评价模型与抗倒伏风速模型.  相似文献   

10.
随机利率下期权定价的探讨   总被引:1,自引:0,他引:1  
利用Ho-Lee和Vasicek模型的简化形式推导出了Black-Scholes假设下的随机利率欧式期权定价公式,对无风险利率是常数的期权定价模型进行扩展,并与一般情况进行了分析与比较。  相似文献   

11.
以武汉市和西安市的PM2.5检测点数据及气象数据作为基础,建立了相关性分析模型,灰色关联度模型,混合回归模型,高斯烟羽模型,分期治理最优化模型等模型,通过定量与定性分析的方法,从PM2.5的相关因素、分布与演变、控制管理三个方面,对两个市的PM2.5进行了深入的研究与探讨.  相似文献   

12.
This paper presents a series method for calculating the infinite time ruin function. The terms of the series involve convolutions related to the claim size distribution. Approximations to the series are presented, with their error analyses. Three detailed examples are given, two of which involve the inverse Gaussian distribution. A discussion of that distribution is made, including the maximum likelihood estimators of its parameters. The relevance of the Poisson model for numbers of claims stochastic process is considered. Evidence from two very large studies is presented to support that model, at least for some portfolios.  相似文献   

13.
This paper deals with the global dynamics for a tuberculosis transmission model with age-structure and relapse. The time delay in the progression from the latent individuals to becoming the infectious individuals is also considered in our model. We perform some rigorous analyses for the model, including presenting an explicit formula for the basic reproduction number of the model, addressing the persistence of the solution semiflow and the existence of a global attractor. Based on these analyses, we establish some results about stability and instability of the solutions for our model. At end, the model is applied to describe tuberculosis transmission in China. The number of the total population and the number of the annual newly reported TB cases both match the statistical data well. The number of the total population, the latent individuals, the infectious individuals, the Purified Protein Derivative (PPD) positive rate, and the prevalence rate from 2020 to 2035 all are presented.  相似文献   

14.
在预测模型的均值和稳定性基础上,建立了多目标组合优化模型,并以黑龙江九三地区35年的大豆产量数据为例,利用该地区大豆单产的Logistic模型和大豆产量与气象因子的逐步回归模型建立了多目标组合优化模型,并计算出最优解.结果表明,该组合模型没有最优点,而有非劣解.该方法对提高模型的精度,指导大豆生产具有重要意义.  相似文献   

15.
连保胜  胡适耕 《数学杂志》2007,27(3):307-311
本文研究了由R&D和边千边学构成的混合模型的稳定性问题,利用二次Liapunov判别法.得出关于混合模型在确定和随机状态下的若干结论.  相似文献   

16.
Without presenting all the associated mathematics this paper considers the combined use of theoretical and experimental methods in the investigation of the fluid structure interaction of rigid and articulated structures. The structures considered are the rigid body form of the Lancaster Flexible Bag (LFB) and an articulated Cockerell raft system.In the case of the LFB the Salvesen-Tuck-Faltinsen strip theory is shown to predict vertical and horizontal bending moments which are generally consistent with measured trends (almost) irrespective of whether 2D-based or 3D-based calculated hydrodynamic active and reactive coefficients are used. The non-repeatability of some of the measured results used in the comparison caused some concern and the additional required model testing is discussed.In direct comparison application difficulties were encountered when using theoretical analyses to assist with the organization of the experiments to investigate the hydrodynamic loading of articulated systems. The finite element program PAFEC 75 was used to predict the vibration frequencies of the framework used to support the Cockerell raft model and the actuator system used to force oscillate the model. The 3D diffraction programme MATTHEW provided predictions of pressure distributions over the raft to assist with sensible positioning of the pressure transducers on the physical model. The difficulties encountered in applying these prediction tools are discussed, also the current research programme is reported.  相似文献   

17.
上海股市波动的预测方式和模型   总被引:1,自引:1,他引:0  
探讨基于 SV类模型的上海股市波动的预测方式和模型问题 .比较了 SV( stochastic volatility)类模型 (包括基本 SV模型和 ASV模型 )在两种不同方式下的预测效果 ,并将基本 SV类模型的预测效果与 ASV模型 ,以及其他常用模型做了比较 .结果表明 :SV类模型在两种预测方式下的预测效果存在一定的差异 ;基本 SV模型对于上海股市具有较强的预测能力 ;ASV模型的预测效果不理想 .  相似文献   

18.
Estimation of the Extreme Flow Distributions by Stochastic Models   总被引:1,自引:0,他引:1  
The t-year event is a commonly used characteristic to describe the extreme flood peak in hydrological designs. The annual maximum series (AMS) and the partial duration series (PDS) are two basic approaches in flood analyses. In this paper, we first derive the distribution of the maximum extreme or the joint distribution of two or more maximum extremes from historical records based on a stochastic model, and then estimate statistical characteristics, including the t-year event, from the distribution. In addition to the two classical approaches (AMS and PDS), two additional approaches are proposed for estimating the unknown parameters in this paper. The first one uses two or more annual maximums (MAMS) as the sample to estimate the distribution of the maximum extremes. The second one uses multi-variate shock model to estimate the distribution of the maximum extremes for a multi-modal streamflow. The distribution of the extreme streamflow and the associated characteristics in the Bird Creek in Avant, Oklahoma, in the St. Johns River in Deland, Florida, and in the West Walker River in Coleville, California are estimated by using the stochastic model. To investigate further the performance of the estimation, the stochastic models based on AMS, MAMS and PDS related are also applied to the simulated data. The results show that the stochastic model and the related methods are reliable.  相似文献   

19.
This paper provides a survey of model management literature within the mathematical modeling domain. The first part of the survey is a review and a summary of the literature. After giving some basic definitions of modeling, modeling life cycle, and model management, two representative algebraic modeling languages followed by three approaches to modeling are introduced. These approaches are database, graph-based, and knowledge-based. The discussion is followed by a review of two specialized model management systems. The second part of the survey is a categorization of various modeling systems based on the modeling functions they provide and some of their features. These functions include life cycle support and model base administration. The degree of model independence provided by model management systems and the implemented environment systems is also summarized. The last part of the paper provides directions for future research.  相似文献   

20.
以2014年美国大学生数学建模竞赛B题为基础,讨论了部分获奖同学的解决方案,分析了两类体育教练评估模型,一类是综合评价模型,另一类是最优化模型,并对两类模型进行了比较。  相似文献   

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