基于ARIMA与信息粒化SVR组合的股指预测研究

对于证券市场投资者而言,基于合理假设准确预测资产价格未来发展方向与趋势关乎投资成败。本文通过构建一个基于ARIMA与信息粒化SVR的组合预测模型,对股票市场指数价格和收益变化的趋势进行预测。实证研究结果表明：基于ARIMA与信息粒化SVR组合的股指预测模型相较于传统时间序列模型而言,在预测精度和效度方面有较大提升,能够在一定时间周期内对股票等风险资产的价格波动区间进行较为可靠地预测,但目前还只能大致确定时间序列波动的区间范围而不能精确地预测具体点位。未来仍需结合其他预测模型和预判技术进一步深入研究,以有效提升股指趋势预测的准确性和实际指导性。     

Displacement or Residual Test in the Application of Implicit Methods for Stiff Problems

The stopping criterion in the iterative solution of the non-linearequations that arise in connection with the use of implicitmethods for the solution of stiff systems of ordinary differentialequations is studied. The conclusion is that there must be aconsistent choice between the type of error estimator and thevector used for the test of convergence and stopping criterion.     

水湿储层水驱油微观驱替特征的网络模拟研究

应用逾渗理论,基于计算机随机建模方法,建立了水湿储层三维网络模型.模型的孔隙喉道半径采用截断式威布尔分布随机产生,通过与实际岩心相渗曲线的拟合,验证了模型的有效性.计算了形状因子、孔隙度、导流率等参数,为模拟过程提供基础数据.应用建立的网络模型,模拟了饱和油和水驱油两个驱替过程,分析了孔隙特性参数对相对渗透率及驱替效率的影响.结果表明:随着孔喉比的降低、配位数的增加、形状因子的增加(在一定范围内),水相渗透率降低,油相渗透率升高,残余油饱和度降低,驱替效率增大.与其他理想模型相比,模型可以更真实地研究油水两相流动特征.     

Oldroyd-B流体在孔隙壁面残余油上的作用力分析

为了分析计算粘弹性流体驱替残余油的微尺度力,从水动力学角度探索非牛顿流体的流变特性,选取Oldroyd-B本构方程来模拟粘弹性流体,并结合连续性方程和运动方程得到了粘弹性流体在微孔道中的流动方程,利用边界条件计算得到流动的流场,结合应力张量理论,计算出粘弹性流体作用在残余油上的法向偏应力和水平应力差,计算结果表明:沿流动方向,粘弹性流体的弹性越大,法向偏应力越大;垂直于流动方向,法向偏应力近似对称分布;随着粘弹性流体的弹性变化,水平应力差的变化趋势发生了变化,威森伯格数We越大,残余油所受的水平应力差先逐渐增加,达到峰值后降低,这种趋势更有利于残余油的变形,为下一步分析残余油的变形,并从主体上分离奠定了基础.     

遗传算法结合神经网络在油气产量预测中的应用

基于遗传算法的全局搜索能力和BP算法的局部精确搜索特性,通过采用遗传算法优化神经网络的方法,将遗传算法和BP算法有机结合,做到优势互补,在提高油气产量预测精度的研究中得到了很好的应用.在对国内某中小型气田油气产量的预测中,以历史产量资料进行检验,其结果表明,提出的预测方法,预测精度明显优于BP算法,证明了这种方法的有效性和可靠性.     

Simulation and the Micro

Simulation is established as a proven and effective aid to decision-making in business and industry, providing a means of investigation where to experiment on the `real world' would be costly or disruptive. This paper first traces the pioneering developments carried out in simulation by a B.S.C. O.R. team, in particular in:

• - simulation packages, making model construction sounder and easier,
• - the use of visual displays to communicate model behaviour as a simulation run progresses,
• - interactive simulation (`gaming'), involving operational personnel, such as line management and planners, in the simulation process.

The paper goes on to describe how the advent of the microprocessor, in desk-top computers and colour graphics, has enabled more power and flexibility to be brought to these areas. It also discusses the further benefits arising from the use of micros in simulation and identifies for comparison the benefits of using a mainframe or mini-computer. The paper also describes how the early development areas have culminated in the FORSSIGHT computer-aided decision-making package.     

Database and the Micro

The word 'database' has gone through the buzzword stage and has gained currency as a term covering a wide range of related facilities and techniques. Its apearance in the microcomputer world has therefore aroused confusion as well as interest. Most products are, however, aids to data management or solutions to some particular set of data management problems. This paper attempts to deal with some of the issues and problems underlying data management on micros and to review some current offerings on the market.     

The Average Sylow Multiplicity Character and the Solvable Residual

Let G be a finite group, and let p₁,…, p_m be the distinct prime divisors of |G|. Given a sequence 𝒫 =P₁,…, P_m, of Sylow p_i-subgroups of G, and g ∈ G, denote by m_𝒫(g) the number of factorizations g = g₁…g_m such that g_i ∈ P_i. The properly normalized average of m_𝒫 over all 𝒫 is a complex character over G whose kernel contains the solvable radical of G [7 Levy , D. ( 2010 ). The average Sylow multiplicity character and solvability of finite groups . Communications in Algebra. 38 : 632 – 644 .[Taylor &; Francis Online], [Web of Science ®] , [Google Scholar]]. The present paper characterizes the solvable residual of G in terms of this character.     

有限位移理论的功的互等定理及其应用

提出了有限位移理论三维线弹性力学的功的互等定理.基于这一定理,导出了大挠度弯曲矩形板的功的互等定理.同时,应用简化矩形板的定理,直接得到了大挠度板条的功的互等定理.作为应用,计算了在均载作用下两端固定大挠度板条的弯曲和在均载作用下4边固定大挠度矩形板的弯曲.计算表明,根据弯曲薄板大挠度功的互等定理,大挠度弯曲矩形板可应用小挠度的相应基本解得以简单解决.     

油水渗流动边值问题的迎风差分方法

可压缩可混溶油、水渗流动边值问题的研究,对重建盆地发育中油气资源运移、聚集的历史和评估油气资源的勘探与开发有重要的价值,其数学模型是一组非线性耦合偏微分方程组的动边值问题.对二维有界域的动边值问题提出一类新的迎风差分格式,应用区域变换、变分形式、能量方法、差分算子乘积交换性理论、高阶差分算子的分解、微分方程先验估计的理论和技巧,得到了最佳误差估计结果.该方法已成功应用到油资评估的数值模拟中.它对这一领域的模型分析,数值方法和软件研制均有重要的价值.