Under the assumption of strictly stationary process, this paper proposes a nonparametric model to test the kurtosis and conditional kurtosis for risk time series. We apply this method to the daily returns of S＆P500 i...Under the assumption of strictly stationary process, this paper proposes a nonparametric model to test the kurtosis and conditional kurtosis for risk time series. We apply this method to the daily returns of S＆P500 index and the Shanghai Composite Index, and simulate GARCH data for verifying the efficiency of the presented model. Our results indicate that the risk series distribution is heavily tailed, but the historical information can make its future distribution light-tailed. However the far future distribution＇s tails are little affected by the historical data.展开更多
This paper presents a method to acquire runtime distribution ratio of building air conditioning system under part load condition (part load coefficient of system) through practical energy consumption data. By utilizin...This paper presents a method to acquire runtime distribution ratio of building air conditioning system under part load condition (part load coefficient of system) through practical energy consumption data. By utilizing monthly energy consumption data of the entire year as the analysis object,this paper identifies data distribution,verifies distribution characteristics and analyzes distribution probability density for the issue of running time distribution ratio of air conditioning system in part load zones in the whole operation period,thus providing a basic calculation basis for an overall analysis of energy efficiency of air conditioning system. In view of the general survey of public building energy consumption carried by the government of Chongqing,this paper takes the governmental office building as an example,the part load ratio coefficient corresponding to practical running of air conditioning system of governmental office building in Chongqing is obtained by utilizing the above probability analysis and the solving method of probability density function. By utilizing the ratio coefficient obtained using this method,the part load coefficient with any running ratio of air conditioning system can be obtained according to the requirement of analysis,which can be used in any load ratio for analyzing running energy efficiency of air conditioning system.展开更多
The probability distribution function of n random elements subjected to the flexible boundary condition is derived. The probability density is a descending curve and converges to a delta function as n tends to infinit...The probability distribution function of n random elements subjected to the flexible boundary condition is derived. The probability density is a descending curve and converges to a delta function as n tends to infinity. The distribution of the minimum value is discussed in context of ordered statistics.展开更多
基金supported by the National Natural Science Foundation of China (Grant No.60773081)the Key Project of Shanghai Municipality (Grant No.S30104)
文摘Under the assumption of strictly stationary process, this paper proposes a nonparametric model to test the kurtosis and conditional kurtosis for risk time series. We apply this method to the daily returns of S＆P500 index and the Shanghai Composite Index, and simulate GARCH data for verifying the efficiency of the presented model. Our results indicate that the risk series distribution is heavily tailed, but the historical information can make its future distribution light-tailed. However the far future distribution＇s tails are little affected by the historical data.
基金Project(50838009) supported by the National Natural Science Foundation of ChinaProjects(2006BAJ02A09,2006BAJ02A13-4) supported by the National Key Technologies R & D Program of ChinaProject(CSTC,2008AB7110) supported by the Key Technologies R & D Programme of Chongqing,China
文摘This paper presents a method to acquire runtime distribution ratio of building air conditioning system under part load condition (part load coefficient of system) through practical energy consumption data. By utilizing monthly energy consumption data of the entire year as the analysis object,this paper identifies data distribution,verifies distribution characteristics and analyzes distribution probability density for the issue of running time distribution ratio of air conditioning system in part load zones in the whole operation period,thus providing a basic calculation basis for an overall analysis of energy efficiency of air conditioning system. In view of the general survey of public building energy consumption carried by the government of Chongqing,this paper takes the governmental office building as an example,the part load ratio coefficient corresponding to practical running of air conditioning system of governmental office building in Chongqing is obtained by utilizing the above probability analysis and the solving method of probability density function. By utilizing the ratio coefficient obtained using this method,the part load coefficient with any running ratio of air conditioning system can be obtained according to the requirement of analysis,which can be used in any load ratio for analyzing running energy efficiency of air conditioning system.
基金Project supported by the National Science Foundation of USA (No.CMS-0503910)
文摘The probability distribution function of n random elements subjected to the flexible boundary condition is derived. The probability density is a descending curve and converges to a delta function as n tends to infinity. The distribution of the minimum value is discussed in context of ordered statistics.
