基于HJM模型和蒙特卡罗方法的瓦斯浓度预测研究

Research of Gas Concentration Predication Based on HJM Model and Monte Carlo Method

在金融学HJM模型的基础上,采用蒙特卡罗(Monte Carlo)方法,利用Microsoft Excel强大的数据分析能力,对瓦斯浓度的历史数据进行分析,从中总结出了一条接近真实溢出量的规律,从而实现了煤矿井下瓦斯溢出量的产前预测。该预测方法与井下瓦斯检测设备配合,能有效降低事故的发生率,具有一定的推广和应用价值。

On the basis of financial HJM model and Monte Carlo method and by use of powerful data analysis ability of Microsoft Excel,historical data of gas concentration was analyzed and then a practical rule of gas overflow was gotten,so as to realize prediction of coal mine gas overflow.With gasdetected equipments,the method of predicting gas concentration can effectively reduce rate of accidents,and has certain extersion and application value.