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The Research on Wooden Arched Bridges and Traditional Villages' Environmental Image in East Fujian Province of China——A Case Study of Youxi Ancient Village in Shouning County of East Fujian 被引量:1
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作者 张光英 《Journal of Landscape Research》 2011年第10期85-88,共4页
By taking Youxi Village which was the typical village with wooden arched bridges in East Fujian for example, it had discussed landforms, geology, soil, climate and vegetation in natural environment which could be perc... By taking Youxi Village which was the typical village with wooden arched bridges in East Fujian for example, it had discussed landforms, geology, soil, climate and vegetation in natural environment which could be perceived and village's cultural and historical background. Based on relevant research results in academic field, it had studied the relationship between wooden arched bridges and villages' environment in East Fujian, and further analyzed the relation of wooden arched bridges as traditional architectural heritages with village's living condition and history. On this basis, it had analyzed imaginability of natural environment of Youxi Village from the aspects of village's site and stream's trend, and imaginability of cultural environment by taking Wenming Bridge, Liren Bridge and Zhangkeng Bridge for example. It was considered that wooden arched bridge was the consolidation of natural environment and had been the recognizable image at villages of East Fujian, manifesting heavy cultural characteristic. 展开更多
关键词 WOODEN arched BRIDGES in EAST Fujian Traditional VILLAGES Environmental image Youxi Village in Shouning COUNTY
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ESMO2023:恩扎卢胺联合雄激素剥夺治疗对比安慰剂联合雄激素剥夺治疗在中国转移性激素敏感性前列腺癌患者中的疗效和安全性(中国ARCHES)
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作者 李永红 《现代泌尿外科杂志》 2024年第1期81-82,共2页
2019年发表的全球ARCHES试验(NCT02677896)结果显示,与安慰剂(placebo,PBO)+雄激素剥夺治疗(androgen deprivation therapy,ADT)相比,恩扎卢胺+ADT延长了转移性激素敏感性前列腺癌(metastatic hormone-sensitive prostate cancer,mHSPC... 2019年发表的全球ARCHES试验(NCT02677896)结果显示,与安慰剂(placebo,PBO)+雄激素剥夺治疗(androgen deprivation therapy,ADT)相比,恩扎卢胺+ADT延长了转移性激素敏感性前列腺癌(metastatic hormone-sensitive prostate cancer,mHSPC)患者的总生存期和放射影像学无进展生存期(radiographic progression-free survival,rPFS)^([1])。然而,该试验无中国患者入组。欧洲肿瘤内科学会(European Society for Medical Oncology,ESMO)2023年会议报道了中国ARCHES研究(NCT04076059)的初步结果,这是一项评估恩扎卢胺+ADTvs.PBO+ADT在中国m HSPC患者中的疗效和安全性的多中心、随机、双盲、PBO对照的Ⅲ期试验^([2])。 展开更多
关键词 转移性激素敏感性前列腺癌 恩扎卢胺 雄激素剥夺治疗 安慰剂 中国患者 archES
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Study on Structure of Arched Longitudinal Beams of Deep-Water Wharf 被引量:3
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作者 翟秋 鲁子爱 张淑华 《China Ocean Engineering》 SCIE EI 2008年第4期705-711,共7页
High-pile and beam-slab quays have been widely used after several years development. They are mature enough to be one of the most important structural types of wharves in China coastal areas. In order to accommodate l... High-pile and beam-slab quays have been widely used after several years development. They are mature enough to be one of the most important structural types of wharves in China coastal areas. In order to accommodate large tonnage vessels, wharves should be eorrstructed in deep water gradually. However, conventional high-pile and beam-slab structares are hard to meet the requirements of large deep-water wharf. According to arch' s stress characteristics, a new type of wharf with catenary arched longitudinal beams is presented in this paper. The new wharf structure can make full use of arch's overhead crossing and reinforced concrete compression resistance, improve the interval between transverse bents greatly, and decrease underwater construction quantity. Thus, the construction cost cab be reduced. Take the third phase project of the Yangshan Deep-water Port for example, comparative analysis on catenary arched longitudinal beams and conventional longitudinal beams has been made. The result shows that with the same wharf length and width, the same loads and same longitudinal beam moment, catenary arch structure can improve the interval between bents up to 28 m, decrease the nmnber of piles and underwater construction quantity. 展开更多
关键词 WHARF structural type cateriary arch internal force COST
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Rate-Sensitive Numerical Analysis of Dynamic Responses of Arched Blast Doors Subjected to Blast Loading 被引量:2
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作者 陈力 方秦 +1 位作者 章毅 张亚栋 《Transactions of Tianjin University》 EI CAS 2008年第5期348-352,共5页
Current practice in analysis and design of blast doors subjected to blast loading considers only simple boundary conditions and material properties. The boundary conditions and material properties, in fact, have consi... Current practice in analysis and design of blast doors subjected to blast loading considers only simple boundary conditions and material properties. The boundary conditions and material properties, in fact, have considerable influence on the response of blast doors subjected to blast loading. In this paper, the dynamic responses of a reinforced concrete arched blast door under blast loading were analyzed by the finite element program ABAQUS, combined with a previously developed elasto-viscoplastic rate-sensitive material model. And the effect of the surrounding rock mass and contact effect of the doorframe were also taken into account in the simulation. It is demonstrated that the strain-rate effect has considerable influence on the response of reinforced concrete blast door subjected to blast loading and must be taken into account in the analysis. 展开更多
关键词 arched blast door strain rate blast loading dynamic response
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Health diagnosis of ultrahigh arch dam performance using heterogeneous spatial panel vector model 被引量:1
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作者 Er-feng Zhao Xin Li Chong-shi Gu 《Water Science and Engineering》 EI CAS CSCD 2024年第2期177-186,共10页
Currently,more than ten ultrahigh arch dams have been constructed or are being constructed in China.Safety control is essential to long-term operation of these dams.This study employed the flexibility coefficient and ... Currently,more than ten ultrahigh arch dams have been constructed or are being constructed in China.Safety control is essential to long-term operation of these dams.This study employed the flexibility coefficient and plastic complementary energy norm to assess the structural safety of arch dams.A comprehensive analysis was conducted,focusing on differences among conventional methods in characterizing the structural behavior of the Xiaowan arch dam in China.Subsequently,the spatiotemporal characteristics of the measured performance of the Xiaowan dam were explored,including periodicity,convergence,and time-effect characteristics.These findings revealed the governing mechanism of main factors.Furthermore,a heterogeneous spatial panel vector model was developed,considering both common factors and specific factors affecting the safety and performance of arch dams.This model aims to comprehensively illustrate spatial heterogeneity between the entire structure and local regions,introducing a specific effect quantity to characterize local deformation differences.Ultimately,the proposed model was applied to the Xiaowan arch dam,accurately quantifying the spatiotemporal heterogeneity of dam performance.Additionally,the spatiotemporal distri-bution characteristics of environmental load effects on different parts of the dam were reasonably interpreted.Validation of the model prediction enhances its credibility,leading to the formulation of health diagnosis criteria for future long-term operation of the Xiaowan dam.The findings not only enhance the predictive ability and timely control of ultrahigh arch dams'performance but also provide a crucial basis for assessing the effectiveness of engineering treatment measures. 展开更多
关键词 Ultrahigh arch dam Structural performance Deformation behavior Diagnosis criterion Panel data model
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Origin of Erosion and Hydraulic Problems of the San Roque Underground Arched Culvert Channel and Its Relationship with the Maximum Flow Rate and the Maximum Permissible Velocity
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作者 Martín Mundo-Molina Daniel Hernández-Cruz 《Journal of Water Resource and Protection》 2020年第12期1123-1139,共17页
This work presents the hydrologic estimations of the hydraulic underground arched culvert channel (UACC) in Sabinal Basin, Chiapas, México and the hydrological problems associated with it, such as the erosion phe... This work presents the hydrologic estimations of the hydraulic underground arched culvert channel (UACC) in Sabinal Basin, Chiapas, México and the hydrological problems associated with it, such as the erosion phenomenon and abrasion cavity formation in it. On the other hand, the maximum flows that the UACC could transport were analyzed, concluding that it no longer has the hydraulic capacity to transport the flow rate associated to return periods equal to or greater than five years and that maximum permissible velocity UACC’s bottom is 3 m/s. 展开更多
关键词 Collapse Underground arched Culvert Channel Maximum Flow Rate Maximum Permissible Water Velocity Open Channel Bottom Erosion
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The New Arched Bridge over Dnipro in Kyiv
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作者 Michael Korniiev 《Journal of Civil Engineering and Architecture》 2020年第3期133-143,共11页
The Podilskyi Arch bridge is crossing the Dnipro River in center of Kiev and is part of a 7.4 km long link which connects the center of Kiev with the “sleeping district” on the left bank of the river. The bridge has... The Podilskyi Arch bridge is crossing the Dnipro River in center of Kiev and is part of a 7.4 km long link which connects the center of Kiev with the “sleeping district” on the left bank of the river. The bridge has a main span of 344 m intended for six lanes of vehicles in the top level and two metro lines in the bottom level plus large diameter water pipes. The bridge is of steel, except of the reinforced concrete bases of the lower parts of the arches. The draft design works began in 1991 and in 2005 parallel design and construction work started. Due to the financial crisis in Ukraine, the work was interrupted for several years but construction recommenced in 2018 and the bridge is now planned to be completed in 2020 and the first stage of the transition in 2022. 展开更多
关键词 Ukraine Podilskyi BRIDGE CROSSING Dnipro RIVER composite steel and CONCRETE ROAD overpasses arch BRIDGE loads and
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Design and Construction Strategy of Arched Continuous Rigid-frame Bridge
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作者 Yueqi Gao 《Journal of World Architecture》 2021年第1期5-7,共3页
With the current rapid development of urbanization in China,people's living standards have been greatly improved.In the context of such a development background,the requirements for road traffic are getting more s... With the current rapid development of urbanization in China,people's living standards have been greatly improved.In the context of such a development background,the requirements for road traffic are getting more stringent,especially for bridge projects.The arched continuous rigid-frame bridge was developed under this social background.The advantage of the bridge lies in the design of a bridge model that integrates various functions such as transportation,landscape,and sightseeing.Based on the above,this paper first refers to the case to analyze the design and construction strategy of the arched continuous rigid-frame bridge,in hope of providing a valuable reference for relevant personnel. 展开更多
关键词 arch Continuous steel structure Bridge design CONSTRUCTION
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Numerical Simulation Analysis of Welded Joints in Arch Ribs of Large Span Steel Pipe Arch Bridges
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作者 Deer He Nianchun Deng Xiuning Peng 《Journal of Harbin Institute of Technology(New Series)》 CAS 2024年第3期19-30,共12页
In order to study the residual stress distribution law of welded joints of arch ribs of large-span steel pipe concrete arch bridges,numerical simulation of temperature,stress and strain fields based on ABAQUS for weld... In order to study the residual stress distribution law of welded joints of arch ribs of large-span steel pipe concrete arch bridges,numerical simulation of temperature,stress and strain fields based on ABAQUS for welded joints of arch-ribbed steel tubes using 7-,8-and 9-layer welds is carried out and its accuracy is demonstrated.The steel pipe welding temperature changes,residual stress distribution,different processes residual stress changes in the law,the prediction of post-weld residual stress distribution and deformation are studied in this paper.The results show that the temperature field values and test results are more consistent with the accuracy of numerical simulation of welding,the welding process is mainly in the form of heat transfer;Residual high stresses are predominantly distributed in the Fusion zone(FZ)and Heat-affected zone(HAZ),with residual stress levels tending to decrease from the center of the weld along the axial path,the maximum stress appears in the FZ and HAZ junction;The number of welding layers has an effect on the residual stress distribution,the number of welding layers increases,the residual stress tends to decrease,while the FZ and HAZ high stress area range shrinks;Increasing the number of plies will increase the amount of residual distortion. 展开更多
关键词 steel pipe and concrete arch bridge arch rib multi-pass welding residual stress numerical simulation
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A Nonlinear Explicit Model of A Non-Circular Subsea Tunnel-Liner System with An FGM Inverted Arch Under Mechanical Loading and Fire Fields
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作者 HE Jie CHANG Guo-yong +1 位作者 LIU Yang LI Zhao-chao 《China Ocean Engineering》 SCIE EI CSCD 2024年第5期855-865,共11页
This paper proposes an explicit scheme to analyze the failure of a subsea polyhedral tunnel-liner system with an inverted arch under mechanical loading and fire fields.The thin-walled liner is made of Functionally Gra... This paper proposes an explicit scheme to analyze the failure of a subsea polyhedral tunnel-liner system with an inverted arch under mechanical loading and fire fields.The thin-walled liner is made of Functionally Graded Materials(FGMs),which may improve the stability behavior of the tunnel-liner system.Hydrostatic pressure is inevitable in the liner since underground water may penetrate the cracks of the tunnel,and reach the outer surface of the liner.In addition,an elevated temperature loading is taken into account,considering that fire may occur in the tunnel-liner system.Under the combination of mechanical loading and thermal loading,the liner deforms into a single-lobe shape,which is depicted by a trigonometric function.The total potential energy is expressed quantitatively after the energy approach and thin-walled shell theory are used.The minimum potential energy is obtained when the critical buckling occurs.The critical buckling pressure is calculated,which considers the effect of the thermal field.The present analytical prediction is subsequently compared precisely with other closed-form solutions.Finally,the effects of several parameters,such as the geometric shapes,temperature variations,and volume fraction indices,are discussed to further survey the buckling performance of the nonlinear buckling of an FGM polyhedral liner with an inverted arch.One may address a polyhedral liner with fewer polyhedral sides,and a lower volume fraction index is recommended to rehabilitate cracked tunnels in engineering applications. 展开更多
关键词 tunnel-liner system with an inverted arch volume fraction index mechanical and thermal loadings rehabilitation BUCKLING
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Prediction model of surrounding rock deformation in doublecontinuous-arch tunnel based on the ABC-WNN
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作者 Yahui Zhang 《Railway Sciences》 2024年第6期717-730,共14页
Purpose–The wavelet neural network(WNN)has the drawbacks of slow convergence speed and easy falling into local optima in data prediction.Although the artificial bee colony(ABC)algorithm has strong global optimization... Purpose–The wavelet neural network(WNN)has the drawbacks of slow convergence speed and easy falling into local optima in data prediction.Although the artificial bee colony(ABC)algorithm has strong global optimization ability and fast convergence speed,it also has the drawbacks of slow speed while finding the optimal solution and weak optimization ability in the later stage.Design/methodology/approach–This article uses an ABC algorithm to optimize the WNN and establishes an ABC-WNN analysis model.Based on the example of the Jinan Yuhan underground tunnel project,the deformation of the surrounding rock of the double-arch tunnel crossing the fault fracture zone is predicted and analyzed,and the analysis results are compared with the actual detection amount.Findings–The comparison results show that the predicted values of the ABC-WNN model have a high degree of fitting with the actual engineering data,with a maximum relative error of only 4.73%.On this basis,the results show that the statistical features of ABC-WNN are the lowest,with the errors at 0.566 and 0.573,compared with the single back propagation(BP)neural network model and WNN model.Therefore,it can be derived that the ABC-WNN model has higher prediction accuracy,better computational stability and faster convergence speed for deformation.Originality/value–This article uses firstly the ABC-WNN for the deformation analysis of double-arch tunnels.This attempt laid the foundation for artificial intelligence prediction in deformation analysis of multiarch tunnels and small clearance tunnels.It can provide a new and effective way for deformation prediction in similar projects. 展开更多
关键词 Double arch tunnel Deformation prediction Artificial bee colonies Surrounding rock Wavelet neural network
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Effects of comprehensive nursing with cognitive behavioral therapy in orthodontic osteodilated arch treatment
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作者 Xin Yang Zeng-Xiang Wang +3 位作者 Yu-Xing Tian Chao Peng Hui-Ning Yang Ying Wu 《World Journal of Clinical Cases》 SCIE 2024年第22期5051-5058,共8页
BACKGROUND This work explored the effects of cognitive behavior therapy(CBT)-based comprehensive nursing intervention(CNI)mode in arch expansion to treat patients with orthodontic osteodilated arch(OOA).AIM To explore... BACKGROUND This work explored the effects of cognitive behavior therapy(CBT)-based comprehensive nursing intervention(CNI)mode in arch expansion to treat patients with orthodontic osteodilated arch(OOA).AIM To explore the application effect of CBT-based CNI model in orthodontic expansion arch treatment.METHODS Using convenient sampling method,81 patients with OOA were selected and rolled into a control group(Ctrl group,40 cases)and an observation group(Obs group,41 cases).During the treatment,patients in the Ctrl group received routine nursing intervention mode,and the those in the Obs group received CBT mode on the basis of this.Before and after intervention,the incidence of oral mucositis,the mastery rate of correct arch expansion method,self-rating anxiety scale score,soft scale index,and plaque index were compared for patients in different groups.In addition,satisfaction and complications were comparatively analyzed.RESULTS Incidence of oral mucositis in the Obs group was lower(14.6%vs 38.5%),and the mastery rate of correct arch expansion method was obviously higher(90.2%vs 55.0%)was obviously higher(all P<0.05).Meanwhile,the soft scale index and plaque index in the Obs group were much lower(P<0.05).The compliance(90.24%)and satisfaction(95.12%)in the Obs group were greatly higher(P<0.05).CONCLUSION The CBT-based CNI mode greatly improved the mastery rate of correct arch expansion method during arch expansion in treating patients with OOA and enhanced the therapeutic effect of arch expansion and the oral health of patients,improving the patient compliance. 展开更多
关键词 Orthodontic osteodilated arch Cognitive behavior therapy Comprehensive nursing intervention mode Nursing effect Pain management Oral care
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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ARCH族模型的股票超高频数据的波动性研究——以浦发银行为例
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作者 徐丹蕾 王云媛 《中小企业管理与科技》 2024年第16期56-58,共3页
论文基于浦发银行股票的逐笔交易数据,利用ARCH族模型对其超高频数据中的波动性进行了研究。论文首先通过对数据的预处理和单位根检验,确保了数据的平稳性,随后应用多种ARCH族模型对波动性进行建模与比较,最终选择TGARCH(2,1,1)模型作... 论文基于浦发银行股票的逐笔交易数据,利用ARCH族模型对其超高频数据中的波动性进行了研究。论文首先通过对数据的预处理和单位根检验,确保了数据的平稳性,随后应用多种ARCH族模型对波动性进行建模与比较,最终选择TGARCH(2,1,1)模型作为最优模型。该模型不仅能够捕捉数据中的波动集聚效应,还揭示了显著的波动非对称性。研究结果表明,浦发银行的股票收益波动性具有显著的持久性和杠杆效应,负面冲击对波动的影响大于正面冲击。基于这些发现,论文提出了加强高频交易监管、优化投资策略和强化风险管理等政策启示。 展开更多
关键词 超高频数据 arch族模型 波动性 浦发银行
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基于状态转移ARCH模型的中国股市波动性研究 被引量:44
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作者 蒋祥林 王春峰 吴晓霖 《系统工程学报》 CSCD 2004年第3期270-277,共8页
通过引入波动性状态转移的ARCH(SWARCH)模型对中国股票市场的波动性进行了研究.SWARCH模型较传统的ARCH类模型显著地提高了股票市场波动性的描述与预测能力.实证结果表明,促使中国股市低波动性状态向高波动性状态转移的主要原因是股市... 通过引入波动性状态转移的ARCH(SWARCH)模型对中国股票市场的波动性进行了研究.SWARCH模型较传统的ARCH类模型显著地提高了股票市场波动性的描述与预测能力.实证结果表明,促使中国股市低波动性状态向高波动性状态转移的主要原因是股市的政策因素,这与因为实体经济基础的变化而促使美国股市波动性状态转移有着本质的区别. 展开更多
关键词 波动性 arch类模型 状态转移模型
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我国畜产品价格波动分析——基于ARCH类模型 被引量:37
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作者 唐江桥 雷娜 徐学荣 《技术经济》 2011年第4期86-91,共6页
运用ARCH类模型对我国主要畜产品的价格波动率进行了分析。结果表明:牛肉、羊肉和鸡肉的价格波动具有显著的波动积聚性,鸡蛋价格波动没有显著的异方差效应;除牛肉市场外,羊肉和鸡肉市场不具有高风险、高回报的特征;猪肉、牛肉、羊肉和... 运用ARCH类模型对我国主要畜产品的价格波动率进行了分析。结果表明:牛肉、羊肉和鸡肉的价格波动具有显著的波动积聚性,鸡蛋价格波动没有显著的异方差效应;除牛肉市场外,羊肉和鸡肉市场不具有高风险、高回报的特征;猪肉、牛肉、羊肉和鸡肉的价格波动没有非对称性。认为应在畜产品市场出现大的价格波动时及时采取平抑措施,且政府需规范畜产品市场秩序、完善畜产品市场制度。 展开更多
关键词 畜产品 价格波动 波动积聚性 arch类模型
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人民币汇率预期的ARCH效应分析 被引量:21
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作者 任兆璋 宁忠忠 《华南理工大学学报(自然科学版)》 EI CAS CSCD 北大核心 2004年第12期83-88,共6页
使用人民币NDF(无本金交割远期交易 )汇率作为人民币汇率预期的代理变量 ,使用ARCH(AutoregressiveConditionalHeteroskedastic)模型族研究其波动特征 .结果表明 ,人民币汇率预期存在ARCH效应 ,具有尖峰、厚尾、波动群集性和非对称性等... 使用人民币NDF(无本金交割远期交易 )汇率作为人民币汇率预期的代理变量 ,使用ARCH(AutoregressiveConditionalHeteroskedastic)模型族研究其波动特征 .结果表明 ,人民币汇率预期存在ARCH效应 ,具有尖峰、厚尾、波动群集性和非对称性等特征 .这些特征要求在应对人民币升值或贬值冲击时 ,在保持汇率基本稳定的前提下 ,应使汇率更具灵活性 ,适度扩大人民币汇率的浮动区间并逐步改善人民币汇率的形成机制 . 展开更多
关键词 人民币汇率 预期 波动 arch模型
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中国粮食价格波动特征研究——基于X-12-ARIMA模型和ARCH类模型 被引量:32
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作者 李剑 宋长鸣 项朝阳 《统计与信息论坛》 CSSCI 2013年第6期16-21,共6页
以小麦和大豆为例,研究2002年1月至2012年6月中国粮食价格波动特征。首先利用X-12-ARIMA模型对价格序列进行季节调整,然后运用ARCH类模型对剥离季节因素的价格序列进行波动分析。结果发现:中国粮食价格季节性波动逐年减弱;粮食价格具有... 以小麦和大豆为例,研究2002年1月至2012年6月中国粮食价格波动特征。首先利用X-12-ARIMA模型对价格序列进行季节调整,然后运用ARCH类模型对剥离季节因素的价格序列进行波动分析。结果发现:中国粮食价格季节性波动逐年减弱;粮食价格具有明显的波动集簇性,前期价格波动和外部冲击对后期价格的影响具有持续性;粮食市场不存在"高风险、高回报"特征;小麦价格波动的非对称性不显著,而大豆价格波动则呈现明显的非对称特征,且上期价格上涨信息引发的波动要大于下跌信息。 展开更多
关键词 粮食 价格波动 X-12-ARIMA季节调整模型 arch类模型
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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EEMD和ARCH的风电功率超短期预测 被引量:6
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作者 李乐 刘天琪 +4 位作者 陈振寰 王福军 关铁英 何川 吴星 《电测与仪表》 北大核心 2015年第18期16-21,共6页
针对风电功率具有非平稳性和波动集群现象,提出一种基于集合经验模态分解和自回归条件异方差组合模型预测方法。该方法通过EEMD分解法将风电出力分解为一系列平稳的时序分量,再由游程判定法,将时序分量重组为波动分量、短期趋势分量和... 针对风电功率具有非平稳性和波动集群现象,提出一种基于集合经验模态分解和自回归条件异方差组合模型预测方法。该方法通过EEMD分解法将风电出力分解为一系列平稳的时序分量,再由游程判定法,将时序分量重组为波动分量、短期趋势分量和长期趋势分量,以集中分量特征信息降低预测难度;针对各分量的波动特征,建立相应的ARCH预测模型。算例结果表明,该种组合预测方法简单,具有较高的预测精度,能更好的反应风电功率的波动特性。 展开更多
关键词 超短期预测 EEMD 游程检验法 arch
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