基于LogGED-GPD模型的巨灾损失分布拟合

近年关于巨灾损失分布模型的研究方法多采用单一分布模型,或具有固定权重的组合分布模型.在对数广义误差分布(LogGED)的基础上,运用广义帕累托分布(GPD)拟合数据的厚尾部分,并加入可变权重组合分布模型的拟合思路,构建了可变权重的对数广义误差-广义帕累托组合分布模型(LogGED-GPD).并对全球洪水巨灾损失进行了实...     

基于复合极值模型的暴雨重现期研究--以川东北地区为例

利用川东北地区29个气象观测站1960—2010年的逐年暴雨日数和暴雨日降水量资料,根据复合极值理论,建立了泊松-广义帕累托复合极值模型,利用该模型对暴雨的重现周期进行了分析.研究结果表明:1)该地区暴雨发生日数序列服从泊松分布,暴雨日降水量序列服从广义帕累托分布;2)复合极值模型不仅综合考虑了暴雨的多要素特征,而且拟合效果良好;3)在当前气候条件下,该地区50年一遇和100年一遇的暴雨日降水量空间分布特征基本一致,总体上呈现山地降水多,平地降水少的特点.     

应用GPD估计国内商业银行操作风险的实证研究

利用从媒体公开报导中搜集的国内商业银行操作风险损失事件,应用广义帕累托分布对损失超出量分布进行拟合,并进行KS检验,进而得到操作风险重现水平。     

Mlinex损失函数下反向帕累托分布形状参数的Bayes估计

文章研究了Mlinex损失函数下反向帕累托分布的参数估计问题。在已知反向帕累托分布位置参数的情况下,给出形状参数的五种估计方法：极大似然估计、最大后验估计、经典Bayes估计、多层Bayes估计、E-Bayes估计,并推导出相应估计方法下的具体表达式。利用MC方法在R软件下进行数值模拟,对比模拟数据确定了参数估计的最优环境,并验证了估计方法的合理性和估计结果的准确性与稳健性,得到了E-Bayes估计为最优估计方法的结论;最后利用最优估计方法对实例进行数据拟合,确定了新疆县市级城市的人均城市道路面积可以利用反向帕累托分布近似拟合,并结合最终数据给出了相应的数据分析。     

广义指数-帕累托(Ⅳ)混合模型

有限多个分布的混合模型在经济学、可靠性分析等方面应用广泛.基于实践中的许多观测数据可能取自于两个或更多的分布总体,构建了广义指数-帕累托(Ⅳ)混合模型,并研究混合模型的相关统计性质.讨论了模型中各参数对密度函数的影响,给出了模型的风险函数的具体计算公式及参数对风险函数的影响.给出了混合模型前四阶矩的解析表达式,进而得出峰度和偏度等相关统计量的计算公式.给出了平均偏差的解析表达式,并且使用EM算法给出混合模型的参数估计.实证方面,使用丹麦火险数据做拟合分析,比较了7个模型的拟合效果.结果显示,广义指数-帕累托(Ⅳ)混合模型拟合效果最优.     

抽水蓄能机组导叶关闭策略优化方法研究

为了解决水电站大波动过渡过程运行安全问题,综合考虑蜗壳水击压力极值和转速上升极值两个目标,建立了抽水蓄能机组导叶关闭策略多目标优化模型,提出了基于改进多目标引力搜索算法(IMOGSA)的抽水蓄能机组导叶关闭策略优化方法.利用该方法得到包含蜗壳水击压力极值和转速上升峰值的帕累托非劣解集,采用模糊满意度评价法在帕累托非劣解集中选出兼容性最好的解,并与多目标粒子群算法进行对比,结果表明利用IMOGSA优选的导叶关闭策略能有效提高对抽水蓄能机组水泵断电工况的控制水平.     

关于上海股市指数日收益尾部的实证研究

基于极值理论（EVT）方法,利用平均超出量函数,结合判断阈值u改变引起参数估计量的变化,找出合适的阈值,建立了上海股市综合指数极端日收益率的广义帕累托模型（GPD）。     

采用广义极值分布的公路桥梁车辆荷载效应极值预测

为改善对汽车荷载效应样本的统计拟合,建立随机变量的均值、偏差系数、变差系数与广义极值分布的形状参数、尺度参数、位置参数的一一对应关系.采用广义极值分布适线法拟合车辆荷载效应区间最大值样本的概率分布.首先,以矩法计算样本均值和变差系数,假定偏差系数,计算广义极值分布的形状参数、尺度参数和位置参数;然后,将样本点和理论频率曲线绘制到海森机率格纸上,按照理论频率曲线与实测数据拟合得最好的原则选定统计参数,并确定汽车荷载效应样本的理论频率曲线;最后,采用经典极值理论建立设计基准期荷载效应最大值分布.采用某公路一个车道39周的动态称重系统(WIM)数据,建立车辆荷载效应模型,并与最大似然法结果进行比较.结果表明:文中方法更能反映样本分布曲线尾部特征,且实际最大基准期车辆荷载效应远大于现行公路-Ⅰ级汽车荷载效应.     

基于极值理论和Copula的灾难风险建模研究

利用极值理论中的广义极值分布(GEVD)对单一灾难事件的特性进行刻画，然后利用Copula函数把不同的灾难风险组合起来，构造其联合分布，并提出了适合模型的蒙特卡罗算法．最后利用实例说明了GEVD-Copula组合建模的应用，得出了有益结论。     

重车荷载作用的简支梁桥荷载效应极值预测

为了准确预测重车荷载作用的简支梁桥荷载效应极值,充分考虑了过桥重车的随机性特征和不同重车荷载事件出现的概率,基于经典极值理论,提出了不同重车荷载事件的组合广义极值分布(CGEV)极值预测方法,通过数学推导和数值算例证明了该方法的合理性.同时,以一座简支梁桥为工程背景,采用CGEV方法预测简支梁桥在重车荷载作用下的荷载效应极值.研究结果表明:采用CGEV方法预测桥梁的车致荷载效应极值精度较高且工程应用方便,最大预测误差为4%,而传统混合数据的单一广义极值分布(SGEV)的桥梁车致荷载效应极值预测误差最小为36.6%;简支梁桥的车致荷载效应可以基于同时过桥的重车数量划分荷载事件类型,其车致荷载效应极值主要受2辆重车过桥事件控制;为了保证简支梁桥的安全运营,建造时应有适当的安全储备,管养时应结合实际情况对过桥重车采取相应的限载措施.     

Markedness and its Interpretation in Language Use

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.     

Features of Women's language

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.     

低渗透非均质砂岩油藏启动压力梯度研究

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。     

On Tragic Consciousness In The Works By Ernest Hemingway

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.     

Achieving Unusual States of Matter Under High Pressure

正The periodicity of the elements and the non-reactivity of the inner-shell electrons are two related principles of chemistry,rooted in the atomic shell structure.Within compounds,Group I elements,for example,invariably assume the+1 oxidation state,and their chemical properties differ completely from those of the p-block elements.These general rules govern our understanding of chemical structures and reactions.Using first principles calcula-     

Exchange-Correlation and Electronic Excitation Energies from Pairing Matrix Fluctuations

We have developed an adiabatic connection to formulate the ground-state exchange-correlation energy in terms of pairing matrix linear fluctuations.This formulation of the exchange-correlation energy opens a new channel for density functional approximations based on the many-body perturbation theory.We illustrate the potential of such approaches with an approximation based on the particle-particle Random Phase Approximation(pp-RPA).This re-     

Density Functional Theory for the Response of Periodic Systems to Electric Fields Based on the Vector Potential Approach

正The electronic and nuclear(structural/vibrational)response of 1D-3D nanoscale systems to electric fields gives rise to a host of optical,mechanical,spectral,etc.properties that are of high theoretical and applied interest.Due to the computational difficulty of treating such large systems it is convenient to model them as infinite and periodic(at least,in first approximation).The fundamental theoretical/computational problem in doing so is that     

On the Thermodynamic Limit for Responses to Static Electromagnetic Fields

For molecular systems,the quantum-mechanical treatment of their responses to static electromagnetic fields usually employs a scalar-potential treatment of the electric field and a vector-potential treatment of the magnetic field.Although the potential for each field separately is associated with the choice of an(unphysical)origin,the precise choice of the origin for the electrostatic field has little consequences for the results.This is different for the     

An affordable accurate evaluation of the binding conformations predicted by molecular docking studies in bio-system

Franck-Condon factors bridge the gap between theoretical modeling and experimental observations for molecular electronic spectroscopy and electron transfer.Under the displaced harmonic oscillator approximation,multidimensional Franck-Condon factors are decomposed into a product of many one-dimensional(1D)Franck-Condon(FC)factors,and each 1D-FC factor is associated with one Huang-Rhys factor that determines the leading contribution of     

Call for Papers

<正>"The Journal of Shanghai Normal University:Mathematics"is published by Shanghai Normal University as regular issues of The Journal of Shanghai Normal University each year from 2014 in English.The editors-in-chief of the issues are professors Yuhao Cong and Maoan Han.The Journal of Shanghai Normal University was started in 1958 with