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Arch structure effect of the coal gangue flow of the fully mechanized caving in special thick coal seam and its impact on the loss of top coal 被引量:9
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作者 Zhang Ningbo Liu Changyou 《International Journal of Mining Science and Technology》 SCIE EI CSCD 2016年第4期593-599,共7页
Based on the characteristics of the top coal thickness of the fully mechanized caving in special thick coal seam,the long distance of coal gangue caving,as well as the different sizes of the coal gangue broken fragmen... Based on the characteristics of the top coal thickness of the fully mechanized caving in special thick coal seam,the long distance of coal gangue caving,as well as the different sizes of the coal gangue broken fragment dimension and spatial variation of drop flow,this paper uses laboratory dispersion simulation experiment and theoretical analysis to study the arch structure effect and its influence rule on the top coal loss in the process of coal gangue flow.Research shows that in the process of coal gangue flow,arch structure can be formed in three types:the lower arch structure,middle arch structure,and upper arch structure.Moreover,the arch structure has the characteristics of dynamic random arch,the formation probability of dynamic random arch with different layers is not the same,dynamic random arch caused the reduction of the top coal fluency;analyzing the dynamic random arch formation mechanism,influencing factors,and the conditions of instability;the formation probability of the lower arch structure is the highest,the whole coal arch and the coal gangue arch structure has the greatest impact on top coal loss.Therefore,to prevent or reduce the formation of lower whole coal arch structure,the lower coal gangue arch structure and the middle whole coal arch structure is the key to reduce the top coal loss.The research conclusion provides theoretical basis for the further improvement of the top coal recovery rate of the fully mechanized caving in extra thick coal seam. 展开更多
关键词 Extra thick coal seam Coalgangue flow Top coalloss Dynamic random arch effect
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Improved method for determining active earth pressure considering arching effect and actual slip surface 被引量:3
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作者 HE Zhong-ming LIU Zheng-fu +1 位作者 LIU Xiao-hong BIAN Han-bing 《Journal of Central South University》 SCIE EI CAS CSCD 2020年第7期2032-2042,共11页
To determine the distribution of active earth pressure on retaining walls, a series of model tests with the horizontally translating rigid walls are designed. Particle image velocimetry is used to study the movement a... To determine the distribution of active earth pressure on retaining walls, a series of model tests with the horizontally translating rigid walls are designed. Particle image velocimetry is used to study the movement and shear strain during the active failure of soil with height H and friction angle φ. The test results show that there are 3 stages of soil deformation under retaining wall translation: the initial stage, the expansion stage and the stability stage. The stable sliding surface in the model tests can be considered to be composed of two parts. Within the height range of 0.82 H-1.0 H, it is a plane at an angle of π/4+φ/2 to the horizontal plane. In the height range of 0-0.82 H, it is a curve between a logarithmic spiral and a plane at an angle of π/4+φ/2 to the horizontal. A new method applicable to any sliding surface is proposed for active earth pressure with the consideration of arching effect. The active earth pressure is computed with the actual shape of the slip surface and compared with model test data and with predictions obtained by existing methods. The comparison shows that predictions from the newly proposed method are more consistent with the measured data than the predictions from the other methods. 展开更多
关键词 particle image velocimetry retaining wall soil arching effect active earth pressure
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Pile-soil stress ratio in bidirectionally reinforced composite ground by considering soil arching effect 被引量:1
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作者 邹新军 杨眉 +1 位作者 赵明华 杨小礼 《Journal of Central South University》 SCIE EI CAS 2008年第S2期1-7,共7页
To discuss the soil arching effect on the load transferring model and sharing ratios by the piles and inter-pile subsoil in the bidirectionally reinforced composite ground, the forming mechanism, mechanical behavior a... To discuss the soil arching effect on the load transferring model and sharing ratios by the piles and inter-pile subsoil in the bidirectionally reinforced composite ground, the forming mechanism, mechanical behavior and its effect factors were discussed in detail. Then, the unified strength theory was introduced to set up the elastoplastic equilibrium differential equation of the subsoil under the limit equilibrium state. And from the equation, the solutions were derived with the corresponding formulas presented to calculate the earth pressure over and beneath the horizontal reinforced cushion or pillow, the stress of inter-pile subsoil and the pile-soil stress ratio. Based on the obtained solutions and measured data from an engineering project, the influence rules by the soil property parameters (i.e., the cohesion c and internal friction angle φ) and pile spacing on the pile-soil stress ratio n were discussed respectively. The results show that to improve the load sharing ratio by the piles, the more effective means for filling materials with a larger value of φ is to increase the ratio of pile cap size to spacing, while to reduce the pile spacing properly and increase the value of cohesion c is advisable for those filling materials with a smaller value of φ. 展开更多
关键词 composite ground PILE geosynthetic-reinforced CUSHION soil ARCHING effect PILE-SOIL stress ratio
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Traveling wave effect on the seismic response of a steel arch bridge subjected to near fault ground motions 被引量:12
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作者 徐艳 George C Lee 《Earthquake Engineering and Engineering Vibration》 SCIE EI CSCD 2007年第3期245-257,共13页
In the 1990s, several major earthquakes occurred throughout the world, with a common observation that near fault ground motion (NFGM) characteristics had a distinct impact on causing damage to civil engineering stru... In the 1990s, several major earthquakes occurred throughout the world, with a common observation that near fault ground motion (NFGM) characteristics had a distinct impact on causing damage to civil engineering structures that could not be predicted by using far field ground motions. Since then, seismic responses of structures under NFGMs have been extensively examined, with most of the studies focusing on structures with relatively short fundamental periods, where the traveling wave effect does not need to be considered. However, for long span bridges, especially arch bridges, the traveling wave (only time delay considered) effect may be very distinct and is therefore important. In this paper, the results from a case study on the seismic response of a steel arch bridge under selected NFGMs is presented by considering the traveling wave effect with variable apparent velocities. The effects of fling step and long period pulses of NFGMs on the seismic responses of the arch bridge are also discussed. 展开更多
关键词 traveling wave effect arch bridge near fault ground motion fling step long period pulses
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Evaluation of soil arching effect due to partially mobilized shear stress in piled and geosynthetic-reinforced embankment
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作者 LV Wei-hua WU Tao +1 位作者 GU Fan GAO Lei 《Journal of Central South University》 SCIE EI CAS CSCD 2020年第7期2094-2112,共19页
In piled and geosynthetic-reinforced(PGR) embankment, the arching behavior determines the overburden load on piles and subsoils. Placement of geosynthetic is effective in reducing the relative displacement between pil... In piled and geosynthetic-reinforced(PGR) embankment, the arching behavior determines the overburden load on piles and subsoils. Placement of geosynthetic is effective in reducing the relative displacement between pile and subsoil. When the mobilized shear stress is less than the shear strength, partially developed arching will occur. Consequently, existing analytical methods, adopting the ultimate shear strength failure criterion, need to be improved. This study developed a simplified 2 D analytical method, which is based on the developing arching effect, to evaluate the load redistribution of the PGR embankment. Then, the influences of embankment height and internal friction angle, subsoil depth, ratio of pile cap width to pile clear spacing(RPC) and geosynthetic tensile stiffness on the critical height ratio, stress concentration ratio, soil arching ratio, geosynthetic tension and axial strain were investigated. This study suggests that a RPC of 1:1.0 and a one-way of single-layer geosynthetic tensile stiffness of 2000 kN/m should be considered as the sensitivity thresholds for the PGR embankment. 展开更多
关键词 PILE GEOSYNTHETIC arching effect mobilized shear stress parametric analysis
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Analysis of Soil arching effect for Blind sheet-pile wharf based on ABAQUS
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作者 LIU YaWei WANG LiJuan 《International English Education Research》 2016年第4期51-54,共4页
Combined with practical engineering, based on the introduction of soil arching theory, we explore the impact of barrier piles in blind sheet-pile bank connecting structure. Besides, we build a plane strain model by AB... Combined with practical engineering, based on the introduction of soil arching theory, we explore the impact of barrier piles in blind sheet-pile bank connecting structure. Besides, we build a plane strain model by ABAQUS sot'cware to study the impact of cross section type, the pile spacing and soil properties on soil arching effect. We find that cross section type of the pile has a certain influence on soil stress distribution in front of the barrier piles by comparing circular cross section and rectangular cross section. We also find that clear distance between the barrier piles and cohesive force of the soil have a great influence on that impact. We can increase clear distance between the barrier piles appropriately to improve the efficiency of construction and reduce the proiect cost. 展开更多
关键词 Blind sheet-pile wharf barrier piles earth pressure soil arching effect
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基于SARIMA-ARCH的电量预测模型
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作者 许然 杨黎娜 钟强 《电脑与电信》 2024年第5期88-91,共4页
电量预测是供电单位购电的重要依据,是电力经济稳定运行的根本基础。提出采用SARIMA-ARCH融合模型对某地区售电量进行预测。首先,采用季节时间序列分析方法(SARIMA)对月度电量时间序列进行建模,通过ACF和PACF图筛选确定出最佳模型阶数,... 电量预测是供电单位购电的重要依据,是电力经济稳定运行的根本基础。提出采用SARIMA-ARCH融合模型对某地区售电量进行预测。首先,采用季节时间序列分析方法(SARIMA)对月度电量时间序列进行建模,通过ACF和PACF图筛选确定出最佳模型阶数,得到季节性时间序列模型(SARIMA)基础预测模型;提取模型残差的波动性,建立自回归条件异方差(ARCH)模型;最后,将SARIMA-ARCH模型与常规SRIAM和ARIMA的预测值进行对比分析。结果表明,SARIMAARCH混合模型的预测精度较高。 展开更多
关键词 SARIMA 时间序列分析 ARCH效应 售电量
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基于ARMA-GARCH模型的黄金价格实证分析 被引量:31
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作者 潘贵豪 胡乃联 +1 位作者 刘焕中 李国清 《黄金》 CAS 北大核心 2010年第1期5-8,共4页
研究黄金价格的动态演变过程至关重要。文中以1971年1月至2008年12月期间的伦敦黄金交易市场下午定盘价格为基础,利用时间序列的相关理论,建立了黄金价格的ARMA-GARCH模型,并对2008年数据进行了实证分析,其结果非常接近。利用该模型可... 研究黄金价格的动态演变过程至关重要。文中以1971年1月至2008年12月期间的伦敦黄金交易市场下午定盘价格为基础,利用时间序列的相关理论,建立了黄金价格的ARMA-GARCH模型,并对2008年数据进行了实证分析,其结果非常接近。利用该模型可动态刻画黄金价格数据的生成过程,也可帮助黄金产品投资者和生产者做出更加灵活、科学的决策。 展开更多
关键词 黄金价格 ARCH效应 时间序列 实证分析
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基于GARCH族模型的我国股市波动性研究 被引量:12
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作者 姜翔程 熊亚敏 《西南师范大学学报(自然科学版)》 CAS 北大核心 2017年第2期115-119,共5页
选取1996年12月16日到2015年5月19日期间上证综指和深证成指日收益率数据,建立二变量指标的GARCH模型、TARCH模型和EGARCH模型,对我国股市的波动性进行实证分析.结果发现:EGARCH模型能较好地拟合沪深两市日收益率波动的时间序列,而且我... 选取1996年12月16日到2015年5月19日期间上证综指和深证成指日收益率数据,建立二变量指标的GARCH模型、TARCH模型和EGARCH模型,对我国股市的波动性进行实证分析.结果发现:EGARCH模型能较好地拟合沪深两市日收益率波动的时间序列,而且我国股市存在显著的非对称性,表现为股票市场上投资者对利好消息的反应小于对同等程度的利空消息的反应. 展开更多
关键词 收益率波动性 GARCH族模型 ARCH效应 非对称性
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基于ARMA-GARCH的股指期货实证分析 被引量:3
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作者 李丹 郑伟 +1 位作者 张伟伟 徐天群 《武汉理工大学学报(信息与管理工程版)》 CAS 2014年第5期690-694,共5页
基于沪深300股票指数期货的时间序列数据,研究了股指期货收益序列的平稳性,建立了ARMA-GARCH模型,通过模型中的均值方程和波动方程,发现初期期货市场上的交易状况偏向于风险厌恶型,得到了收益变化的循环周期大约为3.6天,股指期货市场的... 基于沪深300股票指数期货的时间序列数据,研究了股指期货收益序列的平稳性,建立了ARMA-GARCH模型,通过模型中的均值方程和波动方程,发现初期期货市场上的交易状况偏向于风险厌恶型,得到了收益变化的循环周期大约为3.6天,股指期货市场的波动存在ARCH效应和长记忆性特点。说明市场初期交易者对市场的信息反馈非常敏感和迅速,并且呈现出群体效应和连锁行为,有增大市场风险的可能。 展开更多
关键词 沪深300股票指数期货 平稳性 ARMA-GARCH模型 商业环 ARCH效应
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股权分置改革中上证指数的波动——基于ARCH类模型的比较分析 被引量:5
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作者 刘明 王仁曾 《统计与信息论坛》 2006年第6期89-92,共4页
股权分置改革中股市的波动性受到各方因素的影响。文章运用ARCH类模型,对股权分置改革中的上证指数进行分时段拟合分析,发现改革前的市场有更大的波动性并存在反向杠杆效应,且不及股改后的市场有效率。
关键词 股权分置改革 ARCH效应 波动性 效率
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基于ARMA-ARCH模型的自备电厂煤气供入量变化趋势预测研究 被引量:1
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作者 孟华 王建军 +2 位作者 王华 范国锋 李红娟 《昆明理工大学学报(自然科学版)》 CAS 北大核心 2014年第3期66-72,共7页
为了掌握钢铁企业自备电厂煤气供入量的变化趋势,基于采样数据建立了自回归移动平均(ARMA)模型,利用拉格朗日乘数法(LM)检验出ARMA模型残差存在自回归条件异方差(ARCH)效应,建立ARMA-ARCH模型.分别使用ARMA模型和ARMA-ARCH模型进行短期... 为了掌握钢铁企业自备电厂煤气供入量的变化趋势,基于采样数据建立了自回归移动平均(ARMA)模型,利用拉格朗日乘数法(LM)检验出ARMA模型残差存在自回归条件异方差(ARCH)效应,建立ARMA-ARCH模型.分别使用ARMA模型和ARMA-ARCH模型进行短期预测,并比较两者的精度.最后基于概率分布对扰动项进行统计分析,得到生产中稳定性差是导致扰动项大的主要原因,与实际生产相吻合.研究表明,ARMA-ARCH模型的预测精度较高,预测误差为4.11%,能够较为准确地预测出钢铁企业自备电厂煤气供入量变化趋势,对实际生产中频繁调节锅炉开关和优化调度决策有着重要的作用. 展开更多
关键词 趋势预测 ARMA模型 ARCH效应 概率分布
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基于ARMA-ARCH模型和BP模型的短期风速组合预测方法研究 被引量:9
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作者 赵征 王晓亮 张亚刚 《电网与清洁能源》 2018年第11期45-51,共7页
随着风力发电的大规模并网,由风速的波动引起的网侧不稳定现象越来越显著。为了提高风电场风速预测的精度,首先建立了ARMA模型,利用拉格朗日乘数法检验ARMA模型残差的条件异方差效应,从而建立ARMA-ARCH模型;其次建立BP神经网络预测模型... 随着风力发电的大规模并网,由风速的波动引起的网侧不稳定现象越来越显著。为了提高风电场风速预测的精度,首先建立了ARMA模型,利用拉格朗日乘数法检验ARMA模型残差的条件异方差效应,从而建立ARMA-ARCH模型;其次建立BP神经网络预测模型;最后分别以固定权和时变权方差-协方差(MV)法将ARMA-ARCH模型和BP模型进行优选组合预测。为验证模型的适应性,分别以西班牙某风电场2016年8月和2017年1月的风速数据进行建模仿真。仿真结果表明:组合预测模型的预测结果更优,且时变权组合预测精度更高;对于单一模型来说ARMA-ARCH模型的预测精度要高于BP模型,而ARMA模型的预测精度最低。 展开更多
关键词 风速预测 ARCH模型 BP模型 组合模型 ARCH效应检验
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基于带有ARCH效应时间序列分析的网络流量预测 被引量:2
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作者 杨阳 朱浩然 任鹏飞 《信息安全研究》 2018年第2期150-156,共7页
首先介绍了网络流量异常检测的方法,之后重点对自回归滑动平均模型(ARMA)和小波分析方法作了介绍,同时引入带有ARCH效应的自回归条件异方差模型,并对以上模型的构建提供了方法.之后利用小波分析和带有ARCH效应的时间序列分析方法对银联... 首先介绍了网络流量异常检测的方法,之后重点对自回归滑动平均模型(ARMA)和小波分析方法作了介绍,同时引入带有ARCH效应的自回归条件异方差模型,并对以上模型的构建提供了方法.之后利用小波分析和带有ARCH效应的时间序列分析方法对银联网络流量进行分解与重构,得到低频项、高频项和激增项.相根据各子序列是否具有条件异方差性对相应子序列建立ARMA模型或ARMA-GARCH模型,并将所有的子序列进行线性组合得到网络流量模型.将构建的网络流量模型和原始数据及未考虑条件异方差性的时间序列模型进行对比,对比结果发现构建的网络流量模型平均误差率更小、预测合格率更高,因此其结果更优,并依此作为构建网络异常流量检测基线的预测值更为准确. 展开更多
关键词 异常检测 网络流量 ARMA-GARCH模型 小波分析 ARCH效应
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我国沪、深股市的波动性研究——基于GARCH族模型 被引量:23
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作者 万蔚 江孝感 《价值工程》 2007年第10期14-18,共5页
金融市场的波动性不仅是投资者关注的焦点之一,而且也是被研究的热点之一。中国股市还非常年轻,股票市场的价格常常表现出大幅波动的特征。本研究以上证综合指数和深圳成分指数为研究对象,分别运用GARCH模型、TARCH模型和EGARCH模型同... 金融市场的波动性不仅是投资者关注的焦点之一,而且也是被研究的热点之一。中国股市还非常年轻,股票市场的价格常常表现出大幅波动的特征。本研究以上证综合指数和深圳成分指数为研究对象,分别运用GARCH模型、TARCH模型和EGARCH模型同时拟合,并对比分析了中国股市日收益率波动的动态特征;结果显示,EGACH模型能更有效拟合股市的波动性。 展开更多
关键词 波动性 GARCH族模型 ARCH效应检验 杠杆效应
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基于ARMA-ARCH模型的风电场风速预测研究 被引量:10
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作者 何育 高山 陈昊 《江苏电机工程》 2009年第3期1-4,共4页
风速预测对风电场规划设计和电力系统的运行都具有重要意义。对采样时间为15 min的风速时间序列建立自回归移动平均(ARMA)模型,利用拉格朗日乘数法检验ARMA模型残差的自回归条件异方差(ARCH)效应,建立ARMA-ARCH模型。分别使用ARMA模型和... 风速预测对风电场规划设计和电力系统的运行都具有重要意义。对采样时间为15 min的风速时间序列建立自回归移动平均(ARMA)模型,利用拉格朗日乘数法检验ARMA模型残差的自回归条件异方差(ARCH)效应,建立ARMA-ARCH模型。分别使用ARMA模型和ARMA-ARCH模型对风速时间序列进行短期预测,并比较两者精度。结果表明,ARMA-ARCH模型具有更高的预测精度,具有一定的实用价值。 展开更多
关键词 短期风速预测 ARMA模型 ARCH效应 波动集聚
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国内专利申请受理情况时间序列的GARCH模型及预测 被引量:2
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作者 周瑞芳 禹建丽 《中原工学院学报》 CAS 2008年第3期31-35,共5页
建立了国内专利申请受理情况时间序列的多种自回归模型、多种条件异方差模型.比较各个模型检验参数及预测精度,确定国内专利申请受理情况时间序列的GARCH(1,1)模型为优化模型,预测2008年国内专利申请受理情况时间序列将继续保持上升趋势... 建立了国内专利申请受理情况时间序列的多种自回归模型、多种条件异方差模型.比较各个模型检验参数及预测精度,确定国内专利申请受理情况时间序列的GARCH(1,1)模型为优化模型,预测2008年国内专利申请受理情况时间序列将继续保持上升趋势,受理量预测值为723913件,预测相对误差不大于1.1%. 展开更多
关键词 ARCH效应 GARCH模型 条件异方差模型 自回归模型
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Wind Speed Forecasting Based on ARMA-ARCH Model in Wind Farms 被引量:3
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作者 He Yu Gao Shan Chen Hao 《Electricity》 2011年第3期30-34,共5页
Wind speed forecasting is signif icant for wind farm planning and power grid operation. The research in this paper uses Eviews software to build the ARMA (autoregressive moving average) model of wind speed time series... Wind speed forecasting is signif icant for wind farm planning and power grid operation. The research in this paper uses Eviews software to build the ARMA (autoregressive moving average) model of wind speed time series, and employs Lagrange multipliers to test the ARCH (autoregressive conditional heteroscedasticity) effects of the residuals of the ARMA model. Also, the corresponding ARMA-ARCH models are established, and the wind speed series are forecasted by using the ARMA model and ARMA-ARCH model respectively. The comparison of the forecasting accuracy of the above two models shows that the ARMA-ARCH model possesses higher forecasting accuracy than the ARMA model and has certain practical value. 展开更多
关键词 short-term wind speed forecasting ARMA model ARCH effect volatility clustering
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沪深300指数的ARCH效应 被引量:6
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作者 金丹 《湖北经济学院学报》 2008年第2期47-51,共5页
股价指数的收益率序列具有时变波动性、厚尾特征、波动性群集等特点,传统的计量分析无法刻画这些特点。通过对即将推出的股指期货的标的指数—沪深300指数的收益率序列进行ARCH效应分析,采用ARCH模型及其扩展形式对沪深300指数的波动性... 股价指数的收益率序列具有时变波动性、厚尾特征、波动性群集等特点,传统的计量分析无法刻画这些特点。通过对即将推出的股指期货的标的指数—沪深300指数的收益率序列进行ARCH效应分析,采用ARCH模型及其扩展形式对沪深300指数的波动性进行实证分析,结果表明沪深300指数的收益率序列是有偏的,并具有尖峰厚尾的特点。同时也具有波动的群集性和不对称性的特点。 展开更多
关键词 沪深300指数 ARCH效应 波动性
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基于ARMA-EGARCH模型的国内股票有效需求量波动性研究 被引量:1
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作者 黄志刚 黄承 《云南财经大学学报》 北大核心 2009年第3期68-77,共10页
通过对国内股票有效需求量在不同阶段中的波动性特征进行实证研究,结果发现,股票收益率的波动对于股票有效需求量的波动在所有样本区间内都具备明显的溢出效应;而且,仅就股票有效需求量在每个交易日之间的相对波动率而言,市场制度基础... 通过对国内股票有效需求量在不同阶段中的波动性特征进行实证研究,结果发现,股票收益率的波动对于股票有效需求量的波动在所有样本区间内都具备明显的溢出效应;而且,仅就股票有效需求量在每个交易日之间的相对波动率而言,市场制度基础的逐渐改革、发展和完善,对于其稳定性水平也能显著地发挥影响作用;所以,若要实现股票供求的良性平衡,则应设法维护市场指数的相对稳定,对其具有不可忽视的积极意义。另外,后续的制度建设和改革,也是其中重要的决定因素之一。 展开更多
关键词 股票有效需求量 股票收益率 ARCH效应 ARMA—EGARCH模型
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