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Oil Price Forecasting Based on EMD and BP_AdaBoost Neural Network 被引量:2
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作者 Huifang Qu guoqiang tang Qiying Lao 《Open Journal of Statistics》 2018年第4期660-669,共10页
Empirical mode decomposition (EMD) and BP_AdaBoost neural network are used in this paper to model the oil price. Based on the benefits of these two methods, we predict the oil price by using them. To a certain extent,... Empirical mode decomposition (EMD) and BP_AdaBoost neural network are used in this paper to model the oil price. Based on the benefits of these two methods, we predict the oil price by using them. To a certain extent, it effectively improves the accuracy of short-term price forecasting. Forecast results of this model are compared with the results of the ARIMA model, BP neural network and EMD-BP combined model. The experimental result shows that the root mean square error (RMSE), mean absolute error (MAE), mean absolute percentage error (MAPE) and Theil inequality (U) of EMD and BP_AdaBoost model are lower than other models, and the combined model has better prediction accuracy. 展开更多
关键词 Empirical Mode DECOMPOSITION (EMD) BP_AdaBoost Model OIL PRICE
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Tail Dependence Study of SSE Composite Index and SZSE Component Index Based on the Copula
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作者 Guohua Sun Hongliu Su guoqiang tang 《Applied Mathematics》 2013年第7期1065-1069,共5页
With the rapid development of financial industry, copula methods are more and more widely used for the study of financial fields. By selecting the appropriate copulas, the tail dependence of financial variables can be... With the rapid development of financial industry, copula methods are more and more widely used for the study of financial fields. By selecting the appropriate copulas, the tail dependence of financial variables can be measured easily. Using the nonparametric estimation method to select A12 copula from Archimedean copulas, and do tail dependence study of SSE composite index and SESE component index. The results show that the SSE composite index and SESE component index simultaneously have the upper tail dependence and lower tail dependence, and the upper tail dependence coefficient is less than the lower tail dependence coefficient, which is consistent with the real financial market rule. 展开更多
关键词 RANK COPULA NONPARAMETRIC Estimation TAIL DEPENDENCE
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Research on the Relationship between CPI and PPI Based on VEC Model
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作者 Shijun Li guoqiang tang +1 位作者 Duancui Yang Shixue Du 《Open Journal of Statistics》 2019年第2期218-229,共12页
By establishing the VEC model, the relationship between Consumer Price Index (CPI) and Producer Price Index (PPI) is explored by using Johansen cointegration test and impulse response function. The results show that t... By establishing the VEC model, the relationship between Consumer Price Index (CPI) and Producer Price Index (PPI) is explored by using Johansen cointegration test and impulse response function. The results show that there is a long-term equilibrium cointegration relationship between CPI and PPI. CPI has a certain impact on PPI. PPI also has a certain impact on CPI. PPI has a great impact on itself both in the long-term and short-term. The current CPI will be adversely affected by the previous CPI and the positive impact of the previous PPI. The current PPI will be positively affected by the previous phase of CPI and the previous phase of PPI. 展开更多
关键词 VEC Model Consumer PRICE INDEX PRODUCER PRICE INDEX IMPULSE Response Function
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Risk Measurement and Performance Evaluation of Equity Funds Based on ARMA-GARCH Family Model
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作者 Jingling Yang guoqiang tang +1 位作者 Duancui Yang Jianwen Zhang 《Open Journal of Statistics》 2020年第2期325-340,共16页
There are few comprehensive studies on risk measurement and performance evaluation of stock funds in China. This paper uses the ARMA-GARCH family model to analyze the volatility characteristics of equity funds under t... There are few comprehensive studies on risk measurement and performance evaluation of stock funds in China. This paper uses the ARMA-GARCH family model to analyze the volatility characteristics of equity funds under the t-distribution and Generalized error distribution (GED), and combines CVaR, PM (Second revised sharp ratio) and CVaR-RAROC (Revised RAROC) to comprehensively evaluate equity funds risk and performance. The empirical analysis of five equity funds in China from October 28, 2010 to May 17, 2019 shows that: Comprehensive evaluation of the risk and performance of equity funds can comprehensively and effectively examine the risks and returns of equity funds, helping investors, financial institutions and regulatory agencies to more fully understand the risks and performance of equity funds. 展开更多
关键词 EQUITY FUNDS ARMA-GARCH FAMILY PM CVaR-RAROC
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Increased glacier melt enhances future extreme floods in the southern Tibetan Plateau 被引量:1
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作者 He SUN Tan-Dong YAO +4 位作者 Feng-Ge SU Tinghai Ou Zhihua HE guoqiang tang Deliang CHEN 《Advances in Climate Change Research》 SCIE CSCD 2024年第3期431-441,共11页
Mountainous areas are of special hydrological concern because topography and atmospheric conditions can result in large and sudden floods,posing serious risks to water-related safety in neighbouring countries.The Yarl... Mountainous areas are of special hydrological concern because topography and atmospheric conditions can result in large and sudden floods,posing serious risks to water-related safety in neighbouring countries.The Yarlung Zangbo(YZ)River basin is the largest river basin on the Tibetan Plateau(TP),but how floods will discharge in this basin and how the role of glacier melt in floods will change throughout the 21st-century under shared socioeconomic pathways scenarios(SSP2-4.5 and SSP5-8.5)remain unclear.Here,we comprehensively address this scientific question based on a well-validated large-scale glacier-hydrology model.The results indicate that extreme floods was projected to increase in the YZ basin,and was mainly reflected in increased duration(4–10 d per decade)and intensity(153–985 m^(3)s^(−1)per decade).Glacier runoff was projected to increase(2–30 mm per decade)throughout the 21st-century,but there was also a noticeable decrease or deceleration in glacier runoff growth in the late first half of the century under the SSP2-4.5,and in the latter half of the century under the SSP5-8.5.Glacier melt was projected to enhance the duration(12%–23%)and intensity(15%–21%)of extreme floods under both SSPs,which would aggravate the impact of future floods on the socioeconomics of the YZ basin.This effect was gradually overwhelmed by precipitation-induced floods from glacier areas to YZ outlet.This study takes the YZ basin as a projection framework example to help enrich the understanding of future flood hazards in basins affected by rainfall-or meltwater across the TP,and to help policy-makers and water managers develop future plans. 展开更多
关键词 floods GLACIER TIBETAN
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早寒武纪清江丝菌牵出硫酸盐还原菌与地球环境协同演化历史
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作者 崔琳浩 朱珂磊 +13 位作者 李瑞云 常超 吴来源 刘伟 傅东静 刘沛余 邱浩 唐国强 李秋立 Robert R.Gaines 陶昕 王寅 李金华 张兴亮 《Science Bulletin》 SCIE EI CAS CSCD 2024年第10期1486-1494,共9页
Sulfate reduction is an essential metabolism that maintains biogeochemical cycles in marine and terrestrial ecosystems.Sulfate reducers are exclusively prokaryotic,phylogenetically diverse,and may have evolved early i... Sulfate reduction is an essential metabolism that maintains biogeochemical cycles in marine and terrestrial ecosystems.Sulfate reducers are exclusively prokaryotic,phylogenetically diverse,and may have evolved early in Earth’s history.However,their origin is elusive and unequivocal fossils are lacking.Here we report a new microfossil,Qingjiangonema cambria,from518-million-year-old black shales that yield the Qingjiang biota.Qingjiangonema is a long filamentous form comprising hundreds of cells filled by equimorphic and equidimensional pyrite microcrystals with a light sulfur isotope composition.Multiple lines of evidence indicate Qingjiangonema was a sulfate-reducing bacterium that exhibits similar patterns of cell organization to filamentous forms within the phylum Desulfobacterota,including the sulfate-reducing Desulfonema and sulfide-oxidizing cable bacteria.Phylogenomic analyses confirm separate,independent origins of multicellularity in Desulfonema and in cable bacteria.Molecular clock analyses infer that the Desulfobacterota,which encompass a majority of sulfate-reducing taxa,diverged~2.41 billion years ago during the Paleoproterozoic Great Oxygenation Event,while cable bacteria diverged~0.56 billion years ago during or immediately after the Neoproterozoic Oxygenation Event.Taken together,we interpret Qingjiangonema as a multicellular sulfate-reducing microfossil and propose that cable bacteria evolved from a multicellular filamentous sulfate-reducing ancestor.We infer that the diversification of the Desulfobacterota and the origin of cable bacteria may have been responses to oxygenation events in Earth’s history. 展开更多
关键词 CAMBRIAN Qingjiangonema Sulfate-reducing bacteria Cable bacteria Qingjiang biota Black shale
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陆生蜗牛壳体日分辨率氧同位记录定量重建"千年一遇"超级暴雨
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作者 王国桢 董吉宝 +11 位作者 韩韬 刘成程 罗凡 杨昊天 何妙宏 唐国强 赵楠钰 张倩 薛刚 John Dodson 李秋立 晏宏 《Science Bulletin》 SCIE EI CAS CSCD 2024年第14期2281-2288,共8页
A"once-in-a-millennium"super rainstorm battered Zhengzhou,central China,from 07/17/2021 to 07/22/2021(named"7.20"Zhengzhou rainstorm).It killed 398 people and caused billions of dollars in damage.A... A"once-in-a-millennium"super rainstorm battered Zhengzhou,central China,from 07/17/2021 to 07/22/2021(named"7.20"Zhengzhou rainstorm).It killed 398 people and caused billions of dollars in damage.A pressing question is whether rainstorms of this intensity can be effectively documented by geological archives to understand better their historical variabilities beyond the range of meteorological data.Here,four land snail shells were collected from Zhengzhou,and weekly to daily resolved snail shellδ^(18)O records from June to September of 2021 were obtained by gas-source mass spectrometry and secondary ion mass spectrometry.The daily resolved records show a dramatic negative shift between 06/18/2021 and 09/18/2021,which has been attributed to the"7.20"Zhengzhou rainstorm.Moreover,the measured amplitude of this shift is consistent with the theoretical value estimated from the flux balance model and instrumental data for the"7.20"Zhengzhou rainstorm.Our results suggest that the ultra-high resolutionδ^(18)O of land snail shells have the potential to reconstruct local synoptic scale rainstorms quantitatively,and thus fossil snail shells in sedimentary strata can be valuable material for investigating the historical variability of local rainstorms under different climate backgrounds. 展开更多
关键词 RAINSTORM Land snail shell d18O Paleoweather Central China
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太古宙科马提岩并非来自^(18)O亏损的地幔源区
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作者 王浩 Allan Wilson +4 位作者 杨进辉 李秋立 唐国强 冯连君 贾丽辉 《Science Bulletin》 SCIE EI CAS CSCD 2023年第1期53-55,共3页
氧是地幔中丰度最高的元素,探究地球早期原始地幔的氧同位素组成对了解硅酸盐地球的起始特征以及后期分异过程极为重要.太古宙早期的科马提岩多源自地球深部很少受到后期对流扰动的地幔源区,因此是揭示地球早期地幔属性的绝佳对象.前人... 氧是地幔中丰度最高的元素,探究地球早期原始地幔的氧同位素组成对了解硅酸盐地球的起始特征以及后期分异过程极为重要.太古宙早期的科马提岩多源自地球深部很少受到后期对流扰动的地幔源区,因此是揭示地球早期地幔属性的绝佳对象.前人基于激光氟化法对科马提岩中橄榄石的氧同位素分析提出地球早期深部地幔存在一个异常亏损^(18)O的源区.本文通过详细的显微结构和微区氧同位素分析揭示所谓异常亏损^(18)O的特征更可能是激光氟化分析过程中混入次生矿物蛇纹石和磁铁矿的结果.岩浆成因橄榄石具有与现今地幔橄榄石一致的氧同位素组成.这表明原始地幔并不存在初始的氧同位素不均一性且该特征自冥古宙以来未发生明显变化.因此,地幔中出现富集或亏损^(18)O的组分可归因于表壳物质再循环,这对于识别板块构造启动时间以及幔源岩浆成因具有重要意义. 展开更多
关键词 科马提岩 太古宙 地球深部 板块构造 原始地幔 氧同位素 激光氟化 不均一性
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Long-Term Reproducibility of SIMS Zircon U-Pb Geochronology 被引量:2
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作者 Wenhao Zhao Qiuli Li +4 位作者 Yu Liu guoqiang tang Xiaoxiao Ling Jiao Li Xianhua Li 《Journal of Earth Science》 SCIE CAS CSCD 2022年第1期17-24,共8页
Secondary ion mass spectrometry(SIMS) zircon U-Pb dating has been widely used to confine the absolute ages of the magmatic or metamorphic events and to distinguish multiple events.Here,a data set consisting of the zir... Secondary ion mass spectrometry(SIMS) zircon U-Pb dating has been widely used to confine the absolute ages of the magmatic or metamorphic events and to distinguish multiple events.Here,a data set consisting of the zircon standards dating data(~15 000 Ple?ovice and ~8 000 Qinghu items) accumulated for more than 8 years using the CAMECA IMS 1280 HR of the Institute of Geology and Geophysics,Chinese Academy of Sciences(IGGCAS) is compiled to evaluate the long-term external reproducibility.With Ple?ovice zircon as the calibration standard and Qinghu zircon as an unknown sample,the analytical uncertainties for single-spot(n = 7 723) and session analyses(n = 691,with more than 7 single spot analyses in one session) are 2.6% and 0.9%(2 RSD,relative standard deviation),respectively.It means that single-spot U-Pb dating for a standard-level zircon sample could vary 5.2% at 95% confidence level,while the average value(n > 7) for each session may vary 1.8%.Thus,these values should be considered as the minimum uncertainty when comparing single spot and individual session analysis results for multiple dating works on a certain geological event. 展开更多
关键词 ZIRCON U-Pb dating SIMS UNCERTAINTY REPRODUCIBILITY
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Global water cycle and remote sensing big data: overview, challenge, and opportunities 被引量:1
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作者 Yaokui Cui Xi Chen +3 位作者 Jinyu Gao Binyan Yan guoqiang tang Yang Hong 《Big Earth Data》 EI 2018年第3期282-297,共16页
The Earth’s water cycle involves energy exchange and mass move-ment in the hydrosphere and thus sustains the dynamic balance of global hydrologic cycle.All water cycle variables on the Earth are closely interconnecte... The Earth’s water cycle involves energy exchange and mass move-ment in the hydrosphere and thus sustains the dynamic balance of global hydrologic cycle.All water cycle variables on the Earth are closely interconnected with each other through the process of energy and water circulation.Observing,understanding and predict-ing the storage,movement,and quality of water remains a grand challenge for contemporary water science and technology,especially for researches across different spatio-temporal scales.The remote sensing observing platform has a unique advantage in acquiring complex water information and has already greatly improved obser-ving,understanding,and predicting ability of the water cycle.Methods of obtaining comprehensive water cycle data are also expanded by new remote sensing techniques,and the vast amount of data has become increasingly available and thus accelerated a new Era:the Remote Sensing Big Data Study of Global Water Cycle.The element inversion,time and space reconstruction,and scale conver-sion are three key scientific issues for remote sensing water cycle in suchEra.Moreover,it also presents a huge opportunity of capitalizing the combinations of Remote Sensing and Big Data to advance and improve the global hydrology and water security research and devel-opment,and uncork the new bottlenecks. 展开更多
关键词 Remote sensing water cycle big data OVERVIEW
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