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1.
提出了非平稳时间序列的WAVELET-GARCH组合分析方法,应用于中国保险深度的研究.介绍小波以及GARCH方法的数学原理,阐述此组合方法的一般步骤,即利用小波函数分解原时间序列,成为趋势项和周期项;对趋势项进行平稳性检验;用GARCH模型拟合趋势项,并应用于预测.通过中国保险深度的变化情况研究,实证结果表明该方法比直接二次多项式拟合预测的平均相对误差小2.15%,反映WAVELET-GARCH组合方法的有效性.  相似文献   

2.
对吴淞站1955~2001年月平均潮位序列采用时间序列分解方法进行分析,采用奇异谱分析方法提取长期趋势,采用比率平均法和剩余法分别提取季节因素和循环变化,应用乘法模型拟合试验的效果良好.以1955~1996年数据为基础,建立长期趋势的自回归(AR)模型,对1997~2001年间进行了预测试验,并以该时段实测数据作为验证.试验结果表明月均序列预测值的最大相对误差不超过±10%,年均序列预测值的相对误差最大不超过±4%.这一系列方法的综合运用可适用于较长期的海面变化预测.  相似文献   

3.
为有效预测超过指数增长速度的年度用电量,选用超阶乘、二重指数等可线性化的函数,对年度用电量进行曲线直接拟合外推预测.采用这些新的数学函数预测北京年度用电量,拟合平均相对误差绝对值小于4.2%,2006年校验误差小于1.9%.超阶乘、二重指数函数不仅可用于超过指数增长的负荷预测,还可用于纠正线性回归、指数平滑和移动平均等方法对增长负荷预测值偏小的系统误差  相似文献   

4.
针对煤矿瓦斯涌出量预测中经常出现变量难以获取等问题,为了提高瓦斯涌出量的预测精度和可靠性,提出将小波包分解方法与极限学习机相结合,构建瓦斯涌出量的小波-极限学习机时变预测模型。首先,通过小波包分解重构将瓦斯涌出量时变序列分解成高、低频率不同的分量,然后采用极限学习机对小波包分解重构后的时间序列进行预测,再叠加预测值,得到最终的预测结果。以山西天池煤矿某工作面瓦斯涌出量监测时序样本为例,为体现模型的优越性,设置2个对照模型,即小波-BP模型和未经小波处理的极限学习机模型。结果表明:该模型预测相对误差为0.42%~10.45%,平均相对误差仅为2.50%,小波-BP模型的预测相对误差为0.33%~7.33%,平均相对误差为3.42%,未经小波处理的极限学习机模型的预测相对误差为1.59%~13.09%,平均相对误差为4.25%,小波-极限学习机模型的预测精度和泛化能力均高于对照模型;小波包分解重构方法的引入能有效降低数据复杂度,大幅度提高预测精度,为瓦斯涌出量时变序列的预测提供了新的思路。  相似文献   

5.
昆明市住宅类商品房价格趋势分析   总被引:2,自引:0,他引:2  
根据住宅类商品房的月均价的分布特点,使用长期性趋势分析、季节性因素分析及随机时间序列分析相结合的方法,对昆明市2004年1月到2006年11月的月均价数据进行了详细的分析,得出了反映昆明市住宅类商品房价格趋势的组合模型.并在此基础上给出2007年昆明市各月的住宅类商品房均价预测值.  相似文献   

6.
结合小波变换、多项式回归和GARCH模型对中国的外汇储备进行分析及预测.首先利用db4小波对数据进行去噪处理,并对去噪后的数据建立多项式回归模型.由于去噪后的数据与回归模型之间存在残差,且残差具有自回归条件异方差效应,故对该残差建立GARCH模型.然后将回归模型和GARCH模型进行线性叠加,从而得到基于小波分析的回归-GARCH模型.最后将预测值与实际值进行拟合,发现拟合效果较好.充分证明了小波变换、多项式回归和GARCH模型相结合的方法在处理外汇储备这类具有明显增长趋势的非平稳时间序列时,具有明显的优越性,是一项有用的分析预测工具.  相似文献   

7.
为准确对汇率进行预测,提出基于ARIMA-GARCH~GED模型与PSO-LSSVM模型的汇率组合预测模型.首先,利用HP滤波将汇率分解为长期趋势序列与循环序列,然后运用ARIMA-GARCH~GED模型对长期趋势序列进行预测分析,运用PSO-LS-SVM模型对循环序列进行训练分析,最后将长期趋势与循环趋势的值相加即为汇率预测值.通过实例分析对比发现,此组合预测模型精度高于单一预测模型,可以更加准确预测非平稳汇率时间序列.  相似文献   

8.
本文主要探讨了模糊多项式拟合技术在乙肝发病率预测的应用.利用模糊多项式拟合技术对我国内地法定报告乙肝发病率进行拟合并预测,乙肝发病率模糊多项式拟合的平均相对误差为1.83%,小于中长期预测精度要求的20%,模型可用于后推预测.最后发现模糊多项式拟合模型用于乙肝发病率预测效果较好.  相似文献   

9.
为科学、准确的预测我国病毒性肝炎的发病趋势,利用灰色马尔科夫模型对我国2000-2016年病毒性肝炎发病率进行拟合,对2017-2019年发病率数据进行预测,并与灰色GM(1,1)预测模型比较以检验模型拟合与预测效果.结果表明,2000-2016年我国病毒性肝炎发病率的灰色马尔科夫模型拟合的平均相对误差为3.06%,灰色GM(1,1)模型拟合的平均相对误差为11.96%;2017-2019年灰色马尔科夫模型预测的平均相对误差为2.05%,灰色GM(1,1)模型预测的平均相对误差为13.47%.灰色马尔科夫模型比灰色预测模型的预测结果更准确,模型精度更优,是我国病毒性肝炎发病率预测效果较为科学、准确的预测模型.  相似文献   

10.
新油轮市场需求的交互式逐步逼近建模及预测   总被引:2,自引:0,他引:2  
基于组合模型的建模思想,提出了一种有效拟合时间序列数据的交互式逐步逼近建模方法,识别并拟合出了全球巨型油轮(VLCC)新船市场需求长期趋势和潜周期波动因素,通过所建立的时间序列组合模型预测了VLCC新船市场未来10年的发展趋势,计算结果表明,该方法不但可以化繁为简,降低计算难度,而且拟合效果优于根据理论分析推测建立复杂模型的一次性拟合方法,可广泛应用于各种时间序列数据的建模拟合与趋势预测。  相似文献   

11.
Language markedness is a common phenomenon in languages, and is reflected from hearing, vision and sense, i.e. the variation in the three aspects such as phonology, morphology and semantics. This paper focuses on the interpretation of markedness in language use following the three perspectives, i.e. pragmatic interpretation, psychological interpretation and cognitive interpretation, with an aim to define the function of markedness.  相似文献   

12.
The discovery of the prolific Ordovician Red River reservoirs in 1995 in southeastern Saskatchewan was the catalyst for extensive exploration activity which resulted in the discovery of more than 15 new Red River pools. The best yields of Red River production to date have been from dolomite reservoirs. Understanding the processes of dolomitization is, therefore, crucial for the prediction of the connectivity, spatial distribution and heterogeneity of dolomite reservoirs.The Red River reservoirs in the Midale area consist of 3~4 thin dolomitized zones, with a total thickness of about 20 m, which occur at the top of the Yeoman Formation. Two types of replacement dolomite were recognized in the Red River reservoir: dolomitized burrow infills and dolomitized host matrix. The spatial distribution of dolomite suggests that burrowing organisms played an important role in facilitating the fluid flow in the backfilled sediments. This resulted in penecontemporaneous dolomitization of burrow infills by normal seawater. The dolomite in the host matrix is interpreted as having occurred at shallow burial by evaporitic seawater during precipitation of Lake Almar anhydrite that immediately overlies the Yeoman Formation. However, the low δ18O values of dolomited burrow infills (-5.9‰~ -7.8‰, PDB) and matrix dolomites (-6.6‰~ -8.1‰, avg. -7.4‰ PDB) compared to the estimated values for the late Ordovician marine dolomite could be attributed to modification and alteration of dolomite at higher temperatures during deeper burial, which could also be responsible for its 87Sr/86Sr ratios (0.7084~0.7088) that are higher than suggested for the late Ordovician seawaters (0.7078~0.7080). The trace amounts of saddle dolomite cement in the Red River carbonates are probably related to "cannibalization" of earlier replacement dolomite during the chemical compaction.  相似文献   

13.
何延凌 《科技信息》2008,(4):258-258
Language is a means of verbal communication. People use language to communicate with each other. In the society, no two speakers are exactly alike in the way of speaking. Some differences are due to age, gender, statue and personality. Above all, gender is one of the obvious reasons. The writer of this paper tries to describe the features of women's language from these perspectives: pronunciation, intonation, diction, subjects, grammar and discourse. From the discussion of the features of women's language, more attention should be paid to language use in social context. What's more, the linguistic phenomena in a speaking community can be understood more thoroughly.  相似文献   

14.
AcomputergeneratorforrandomlylayeredstructuresYUJia shun1,2,HEZhen hua2(1.TheInstituteofGeologicalandNuclearSciences,NewZealand;2.StateKeyLaboratoryofOilandGasReservoirGeologyandExploitation,ChengduUniversityofTechnology,China)Abstract:Analgorithmisintrod…  相似文献   

15.
理论推导与室内实验相结合,建立了低渗透非均质砂岩油藏启动压力梯度确定方法。首先借助油藏流场与电场相似的原理,推导了非均质砂岩油藏启动压力梯度计算公式。其次基于稳定流实验方法,建立了非均质砂岩油藏启动压力梯度测试方法。结果表明:低渗透非均质砂岩油藏的启动压力梯度确定遵循两个等效原则。平面非均质油藏的启动压力梯度等于各级渗透率段的启动压力梯度关于长度的加权平均;纵向非均质油藏的启动压力梯度等于各渗透率层的启动压力梯度关于渗透率与渗流面积乘积的加权平均。研究成果可用于有效指导低渗透非均质砂岩油藏的合理井距确定,促进该类油藏的高效开发。  相似文献   

16.
As an American modern novelist who were famous in the literary world, Hemingway was not a person who always followed the trend but a sharp observer. At the same time, he was a tragedy maestro, he paid great attention on existence, fate and end-result. The dramatis personae's tragedy of his works was an extreme limit by all means tragedy on the meaning of fearless challenge that failed. The beauty of tragedy was not produced on the destruction of life, but now this kind of value was in the impact activity. They performed for the reader about the tragedy on challenging for the limit and the death.  相似文献   

17.
本文叙述了对海南岛及其毗邻大陆边缘白垩纪到第四纪地层岩石进行古地磁研究的全部工作过程。通过分析岩石中剩余磁矢量的磁偏角及磁倾角的变化,提出海南岛白垩纪以来经历的构造演化模式如下:早期伴随顺时针旋转而向南迁移,后期伴随逆时针转动并向北运移。联系该地区及邻区的地质、地球物理资料,对海南岛上述的构造地体运动提出以下认识:北部湾内早期有一拉张作用,主要是该作用使湾内地壳显著伸长减薄,形成北部湾盆地。从而导致了海南岛的早期构造运动,而海南岛后期的构造运动则主要是受南海海底扩张的影响。海南地体运动规律的阐明对于了解北部湾油气盆地的形成演化有重要的理论和实际意义。  相似文献   

18.
There are numerous geometric objects stored in the spatial databases. An importance function in a spatial database is that users can browse the geometric objects as a map efficiently. Thus the spatial database should display the geometric objects users concern about swiftly onto the display window. This process includes two operations:retrieve data from database and then draw them onto screen. Accordingly, to improve the efficiency, we should try to reduce time of both retrieving object and displaying them. The former can be achieved with the aid of spatial index such as R-tree, the latter require to simplify the objects. Simplification means that objects are shown with sufficient but not with unnecessary detail which depend on the scale of browse. So the major problem is how to retrieve data at different detail level efficiently. This paper introduces the implementation of a multi-scale index in the spatial database SISP (Spatial Information Shared Platform) which is generalized from R-tree. The difference between the generalization and the R-tree lies on two facets: One is that every node and geometric object in the generalization is assigned with a importance value which denote the importance of them, and every vertex in the objects are assigned with a importance value,too. The importance value can be use to decide which data should be retrieve from disk in a query. The other difference is that geometric objects in the generalization are divided into one or more sub-blocks, and vertexes are total ordered by their importance value. With the help of the generalized R-tree, one can easily retrieve data at different detail levels.Some experiments are performed on real-life data to evaluate the performance of solutions that separately use normal spatial index and multi-scale spatial index. The results show that the solution using multi-scale index in SISP is satisfying.  相似文献   

19.
In the 19th century the society was controlled by men, and women were just appendants of them, they had not any rights and freedom. But Jane was an exception, she showed some characteristics of early feminist. Jane showed her characteristics of feminism in three aspects: rebellion, equality, and independence. These characteristics were helpful to her success, and feminism is the only way out for women of that time.  相似文献   

20.
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