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Establishing formal state space models via quantization forquantum control systems 被引量:2
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作者 DongDaoyi ChenZonghai 《Journal of Systems Engineering and Electronics》 SCIE EI CSCD 2005年第2期398-402,共5页
Formal state space models of quantum control systems are deduced and a scheme to establish formal state space models via quantization could been obtained for quantum control systems is proposed. State evolution of qua... Formal state space models of quantum control systems are deduced and a scheme to establish formal state space models via quantization could been obtained for quantum control systems is proposed. State evolution of quantum control systems must accord with Schrdinger equations, so it is foremost to obtain Hamiltonian operators of systems. There are corresponding relations between operators of quantum systems and corresponding physical quantities of classical systems, such as momentum, energy and Hamiltonian, so Schrdinger equation models of corresponding quantum control systems via quantization could been obtained from classical control systems, and then establish formal state space models through the suitable transformation from Schrdinger equations for these quantum control systems. This method provides a new kind of path for modeling in quantum control. 展开更多
关键词 quantum control systems formal state space models quantization.
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State Estimation Moving Window Gradient Iterative Algorithm for Bilinear Systems Using the Continuous Mixed p-norm Technique
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作者 Wentao Liu Junxia Ma Weili Xiong 《Computer Modeling in Engineering & Sciences》 SCIE EI 2023年第2期873-892,共20页
This paper studies the parameter estimation problems of the nonlinear systems described by the bilinear state space models in the presence of disturbances.A bilinear state observer is designed for deriving identificat... This paper studies the parameter estimation problems of the nonlinear systems described by the bilinear state space models in the presence of disturbances.A bilinear state observer is designed for deriving identification algorithms to estimate the state variables using the input-output data.Based on the bilinear state observer,a novel gradient iterative algorithm is derived for estimating the parameters of the bilinear systems by means of the continuous mixed p-norm cost function.The gain at each iterative step adapts to the data quality so that the algorithm has good robustness to the noise disturbance.Furthermore,to improve the performance of the proposed algorithm,a dynamicmoving window is designed which can update the dynamical data by removing the oldest data and adding the newestmeasurement data.A numerical example of identification of bilinear systems is presented to validate the theoretical analysis. 展开更多
关键词 Bilinear state space model parameter estimation moving window continuous mixed p-norm
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Network models for molecular kinetics and their initial applications to human health 被引量:1
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作者 Gregory R Bowman Xuhui Huang Vijay S Pande 《Cell Research》 SCIE CAS CSCD 2010年第6期622-630,共9页
Molecular kinetics underlies all biological phenomena and, like many other biological processes, may best be understood in terms of networks. These networks, called Markov state models (MSMs), are typically built fr... Molecular kinetics underlies all biological phenomena and, like many other biological processes, may best be understood in terms of networks. These networks, called Markov state models (MSMs), are typically built from physical simulations. Thus, they are capable of quantitative prediction of experiments and can also provide an intuition for complex couformational changes. Their primary application has been to protein folding; however, these technologies and the insights they yield are transferable. For example, MSMs have already proved useful in understanding human diseases, such as protein misfolding and aggregation in Alzheimer's disease. 展开更多
关键词 Markov state models molecular dynamics simulations protein folding conformational change Alzheimer's disease
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Modeling of microstructure evolution of AZ80 magnesium alloy during hot working process using a unified internal state variable method 被引量:5
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作者 Zexing Su Chaoyang Sun +2 位作者 Mingjia Wang Lingyun Qian Xintong Li 《Journal of Magnesium and Alloys》 SCIE EI CAS CSCD 2022年第1期299-313,共15页
In this paper, a unified internal state variable(ISV) model for predicting microstructure evolution during hot working process of AZ80 magnesium alloy was developed. A novel aspect of the proposed model is that the in... In this paper, a unified internal state variable(ISV) model for predicting microstructure evolution during hot working process of AZ80 magnesium alloy was developed. A novel aspect of the proposed model is that the interactive effects of material hardening, recovery and dynamic recrystallization(DRX) on the characteristic deformation behavior were considered by incorporating the evolution laws of viscoplastic flow, dislocation activities, DRX nucleation and boundary migration in a coupled manner. The model parameters were calibrated based on the experimental data analysis and genetic algorithm(GA) based objective optimization. The predicted flow stress, DRX fraction and average grain size match well with experimental results. The proposed model was embedded in the finite element(FE) software DEFORM-3 D via user defined subroutine to simulate the hot compression and equal channel angular extrusion(ECAE) processes. The heterogeneous microstructure distributions at different deformation zones and the dislocation density evolution with competitive deformation mechanisms were captured.This study can provide a theoretical solution for the hot working problems of magnesium alloy. 展开更多
关键词 AZ80 magnesium alloy Internal state variable model Microstructure evolution Dynamic recrystallization Hot working process Finite element simulation
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Retraction control of motorized seat belt system with linear state observer 被引量:3
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作者 LEE Kang-seok CHOI Chin-chul LEE Woo-taik 《Journal of Central South University》 SCIE EI CAS 2013年第2期385-392,共8页
A design and verification of linear state observers which estimate state information such as angular velocity and load torque for retraction control of the motorized seat belt (MSB) system were described. The motorize... A design and verification of linear state observers which estimate state information such as angular velocity and load torque for retraction control of the motorized seat belt (MSB) system were described. The motorized seat belt system provides functions to protect passengers and improve passenger's convenience. Each MSB function has its own required belt tension which is determined by the function's purpose. To realize the MSB functions, state information, such as seat belt winding velocity and seat belt tension are required. Using a linear state observer, the state information for MSB operations can be estimated without sensors. To design the linear state observer, the motorized seat belt system is analyzed and represented as a state space model which contains load torque as an augmented state. Based on the state space model, a linear state observer was designed and verified by experiments. Also, the retraction control of the MSB algorithm using linear state observer was designed and verified on the test bench. With the designed retraction control algorithm using the linear state observer, it is possible to realize various types of MSB functions. 展开更多
关键词 motorized seat belt system motorized seat belt (MSB) system linear state observer state space model augmented state retraction control
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Design Criterion for Fixture Layout Based on the State Space Model in M ultistation Assembly Processes 被引量:2
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作者 张磊 周一帆 +1 位作者 张志胜 史金飞 《Journal of Donghua University(English Edition)》 EI CAS 2013年第3期175-181,共7页
The fixture layout is crucial to assure the product quality in a multistation assembly process (MAP). A well-designed fixture layout will make the final product's variability be insensitive to the fixture variation... The fixture layout is crucial to assure the product quality in a multistation assembly process (MAP). A well-designed fixture layout will make the final product's variability be insensitive to the fixture variation inputs. As the basis of the fixture layout design, the design criterion plays an important role in the effectiveness of a solution and the optimization efficiency. In this paper, an effective and efficient design criterion is proposed for the fixture layout with a fixed reference point (FRP) in an MAP. First of all, a state space model for the individual port's variation propagation and accumulation is developed, which is the mathematical foundation of the proposed criterion. Then, based on this model, a novel design criterion used to evaluate the performance of the fixture layout is proposed for the fixture layout with an FRP. Finally, a method extracted from the proposed design criterion is developed for quick fixture layout design. A four-station assembly process is used to validate the effectiveness and efficiency of the proposed models and methods. 展开更多
关键词 state space model covariance matrix fixed reference point (FRP) largest distance
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Application of the state space model to the system of wave energy conversion Analytical method for wave forces on singleoscillating rectangular buoy 被引量:1
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作者 ZHENGYonghong SUNXiaoyan +2 位作者 YOUYage SHENYongming WUBijun 《Acta Oceanologica Sinica》 SCIE CAS CSCD 2004年第4期757-765,共9页
A new analytical method is proposed to analyze the force acting on a rectangular oscillating buoy due to linear waves.In the method a new analytical expression for the diffraction velocity potential is obtained first ... A new analytical method is proposed to analyze the force acting on a rectangular oscillating buoy due to linear waves.In the method a new analytical expression for the diffraction velocity potential is obtained first by use of theeigenfunction expansion method and then the wave excitation force is calculated by use of the known incident wavepotential and the diffraction potential. Compared with the classical analytical method, it can be seen that the presentmethod is simpler for a two-dimensional problem due to the comparable effort needed for the computation ofdiffraction potential and for that of radiated potential. To verify the correctness of the method, a classical example inthe reference is recomputed and the obtained results are in good accordance with those by use of other methods,which shows that the present method is correct. 展开更多
关键词 state space model oscillating buoy device HEAVE wave force analytical method
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Low-order harmonic generation of hydrogen molecular ion in laser field studied by the two-state model 被引量:1
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作者 Ling-Ling Du Guo-Li Wang +1 位作者 Peng-Cheng Li Xiao-Xin Zhou 《Chinese Physics B》 SCIE EI CAS CSCD 2018年第11期459-465,共7页
The low-order harmonic generation of hydrogen molecular ion interacting with a linearly polarized laser field has been investigated theoretically by using a simple two-state model. The validity of the two-state model ... The low-order harmonic generation of hydrogen molecular ion interacting with a linearly polarized laser field has been investigated theoretically by using a simple two-state model. The validity of the two-state model is carefully examined by comparing the harmonic spectra of hydrogen molecular ion obtained from this model with those from the three-dimensional time-dependent Schr¨odinger equation. When combined with the Morlet transform of quantum time-frequency spectrum,the two-state model can be used to study the dynamical origin of the low-order harmonic generation of hydrogen molecular ion driven by low-frequency pulses. In addition, some interesting structures of the time profiles for low order harmonics are obtained. 展开更多
关键词 low order harmonic generation hydrogen molecule ion two state model
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Quantum-dot Semiconductor Optical Amplifiers in State Space Model 被引量:1
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作者 Hussein Taleb Kambiz Abedi Saeed Golmohammadi 《计算物理》 CSCD 北大核心 2013年第4期605-612,共8页
A state space model(SSM) is derived for quantum-dot semiconductor optical amplifiers(QD-SOAs).Rate equations of QD-SOA are formulated in the form of state update equations,where average occupation probabilities along ... A state space model(SSM) is derived for quantum-dot semiconductor optical amplifiers(QD-SOAs).Rate equations of QD-SOA are formulated in the form of state update equations,where average occupation probabilities along QD-SOA cavity are considered as state variables of the system.Simulations show that SSM calculates QD-SOA′s static and dynamic characteristics with high accuracy. 展开更多
关键词 QUANTUM-DOT rate equation model semiconductor optical amplifiers state space model
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A Generalized State Space Average Model for Parallel DC-to-DC Converters 被引量:1
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作者 Hasan Alrajhi 《Computer Systems Science & Engineering》 SCIE EI 2022年第5期717-734,共18页
The high potentiality of integrating renewable energies,such as photovoltaic,into a modern electrical microgrid system,using DC-to-DC converters,raises some issues associated with controller loop design and system sta... The high potentiality of integrating renewable energies,such as photovoltaic,into a modern electrical microgrid system,using DC-to-DC converters,raises some issues associated with controller loop design and system stability.The generalized state space average model(GSSAM)concept was consequently introduced to design a DC-to-DC converter controller in order to evaluate DC-to-DC converter performance and to conduct stability studies.This paper presents a GSSAM for parallel DC-to-DC converters,namely:buck,boost,and buck-boost converters.The rationale of this study is that modern electrical systems,such as DC networks,hybrid microgrids,and electric ships,are formed by parallel DC-to-DC converters with separate DC input sources.Therefore,this paper proposes a GSSAM for any number of parallel DC-to-DC converters.The proposed GSSAM is validated and investigated in a time-domain simulation environment,namely a MATLAB/SIMULINK.The study compares the steady-state,transient,and oscillatory performance of the state-space average model with a fully detailed switching model. 展开更多
关键词 Parallel DC-to-DC converters generalized state space average model buck converters boost converters buck-boost converters
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Estimating Hydrogeological Parameters in Covered Carbonate Rocks Using a Discrete-State Compartment Model and Environmental Tritium 被引量:1
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作者 马志远 周寅康 Matthias Hinderer 《Journal of China University of Mining and Technology》 2002年第1期30-34,共5页
Nowadays, isotope environmental technique tends to be used as a reconnaissance tool , both qualitative and quantitative, to calculate the aquifer parameters particularly in carbonate rock aquifers. But, the hetero... Nowadays, isotope environmental technique tends to be used as a reconnaissance tool , both qualitative and quantitative, to calculate the aquifer parameters particularly in carbonate rock aquifers. But, the heterogeneous flow is still problematic when Lumped parameter Models are usually used to calculate the residence times and hydraulic parameters. However, Discrete State Compartment Model can provide a powerful model to heterogeneous medium. One such study was carried on in Dazha valley, where the environmental tritium was used as a tracer for determining hydrogeological parameters based on a discrete state compartment model 展开更多
关键词 discrete state compartment model environmental tritium covered carbonate rocks hydraulic parameters residence time concentration of tritium tracer
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Decoy State Quantum Key Distribution via Beam-Wandering Modeled Atmosphere Channel 被引量:1
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作者 张胜利 金晨辉 +3 位作者 郭建胜 史建红 邹旭波 郭光灿 《Chinese Physics Letters》 SCIE CAS CSCD 2016年第12期9-13,共5页
We investigate the decoy state quantum key distribution via the atmosphere channels. We consider the efficient decoy state method with one-signal state and two-decoy states. Our results show that the decoy state metho... We investigate the decoy state quantum key distribution via the atmosphere channels. We consider the efficient decoy state method with one-signal state and two-decoy states. Our results show that the decoy state method works even in the channels with fluctuating transmittance. Nevertheless, the key generation rate will be dra-matically decreased by atmosphere turbulence, which sheds more light on the characterization of atmosphere turbulence in realistic free-space based quantum key distributions. 展开更多
关键词 of on in Decoy state Quantum Key Distribution via Beam-Wandering Modeled Atmosphere Channel that is
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Prediction of Henry's constant in polymer solutions using PCOR equation of state coupled with an activity coefficient model 被引量:2
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作者 Somayeh Tourani Alireza Behvandi Farhad Khorasheh 《Chinese Journal of Chemical Engineering》 SCIE EI CAS CSCD 2015年第3期528-535,共8页
In this paper,the polymer chain of rotator(PCOR) equation of state(EOS) was used together with an EOS/G^E mixing rule(MHV1) and the Wilson's equation as an excess-Gibbs-energy model in the proposed approach to ext... In this paper,the polymer chain of rotator(PCOR) equation of state(EOS) was used together with an EOS/G^E mixing rule(MHV1) and the Wilson's equation as an excess-Gibbs-energy model in the proposed approach to extend the capability and improve the accuracy of the PCOR EOS for predicting the Henry's constant of solutions containing polymers.The results of the proposed method compared with two equation of state(van der Waals and GC-Flory) and three activity coefficient models(UNIFAC,UNIFAC-FV and Entropic-FV) indicated that the PCOR EOS/Wilson's equation provided more accurate results.The interaction parameters of Wilson's equation were fitted with Henry's constant experimental data and the property parameters of PCOR,a and b,were fitted with experimental volume data(Tait equation).As a result,the present work provided a simple and useful model for prediction of Henry's constant for polymer solutions. 展开更多
关键词 Henry's constant Polymer solutions Equation of state Activity coefficient model
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Disturbed state concept as unified constitutive modeling approach 被引量:5
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作者 Chandrakant S.Desai 《Journal of Rock Mechanics and Geotechnical Engineering》 SCIE CSCD 2016年第3期277-293,共17页
A unified constitutive modeling approach is highly desirable to characterize a wide range of engineeringmaterials subjected simultaneously to the effect of a number of factors such as elastic, plastic and creepdeforma... A unified constitutive modeling approach is highly desirable to characterize a wide range of engineeringmaterials subjected simultaneously to the effect of a number of factors such as elastic, plastic and creepdeformations, stress path, volume change, microcracking leading to fracture, failure and softening,stiffening, and mechanical and environmental forces. There are hardly available such unified models. Thedisturbed state concept (DSC) is considered to be a unified approach and is able to provide materialcharacterization for almost all of the above factors. This paper presents a description of the DSC, andstatements for determination of parameters based on triaxial, multiaxial and interface tests. Statementsof DSC and validation at the specimen level and at the boundary value problem levels are also presented.An extensive list of publications by the author and others is provided at the end. The DSC is considered tobe a unique and versatile procedure for modeling behaviors of engineering materials and interfaces. 2016 Institute of Rock and Soil Mechanics, Chinese Academy of Sciences. Production and hosting byElsevier B.V. This is an open access article under the CC BY-NC-ND license 展开更多
关键词 Disturbed state concept (DSC)Constitutive model Parameters Soils Interfaces Validations
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Estimation Method of State-of-Charge For Lithium-ion Battery Used in Hybrid Electric Vehicles Based on Variable Structure Extended Kalman Filter 被引量:18
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作者 SUN Yong MA Zilin +2 位作者 TANG Gongyou CHEN Zheng ZHANG Nong 《Chinese Journal of Mechanical Engineering》 SCIE EI CAS CSCD 2016年第4期717-726,共10页
Since the main power source of hybrid electric vehicle(HEV) is supplied by the power battery,the predicted performance of power battery,especially the state-of-charge(SOC) estimation has attracted great attention ... Since the main power source of hybrid electric vehicle(HEV) is supplied by the power battery,the predicted performance of power battery,especially the state-of-charge(SOC) estimation has attracted great attention in the area of HEV.However,the value of SOC estimation could not be greatly precise so that the running performance of HEV is greatly affected.A variable structure extended kalman filter(VSEKF)-based estimation method,which could be used to analyze the SOC of lithium-ion battery in the fixed driving condition,is presented.First,the general lower-order battery equivalent circuit model(GLM),which includes column accumulation model,open circuit voltage model and the SOC output model,is established,and the off-line and online model parameters are calculated with hybrid pulse power characteristics(HPPC) test data.Next,a VSEKF estimation method of SOC,which integrates the ampere-hour(Ah) integration method and the extended Kalman filter(EKF) method,is executed with different adaptive weighting coefficients,which are determined according to the different values of open-circuit voltage obtained in the corresponding charging or discharging processes.According to the experimental analysis,the faster convergence speed and more accurate simulating results could be obtained using the VSEKF method in the running performance of HEV.The error rate of SOC estimation with the VSEKF method is focused in the range of 5% to 10% comparing with the range of 20% to 30% using the EKF method and the Ah integration method.In Summary,the accuracy of the SOC estimation in the lithium-ion battery cell and the pack of lithium-ion battery system,which is obtained utilizing the VSEKF method has been significantly improved comparing with the Ah integration method and the EKF method.The VSEKF method utilizing in the SOC estimation in the lithium-ion pack of HEV can be widely used in practical driving conditions. 展开更多
关键词 state of charge estimation hybrid electric vehicle general lower-order model variable structure EKF
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Verifying the accuracy of interlocking tables for railway signalling systems using abstract state machines 被引量:1
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作者 Basri Tugcan Celebi Ozgur Turay Kaymakci 《Journal of Modern Transportation》 2016年第4期277-283,共7页
Railway transportation system is a critical sector where design methods and techniques are defined by international standards in order to reduce possible risks to an acceptable minimum level. CENELEC 50128 strongly re... Railway transportation system is a critical sector where design methods and techniques are defined by international standards in order to reduce possible risks to an acceptable minimum level. CENELEC 50128 strongly recommends the utilization of finite state machines during system modelling stage and formal proof methods during the verifi- cation and testing stages of control algorithms. Due to the high importance of interlocking table at the design state of a sig- nalization system, the modelling and verification of inter- locking tables are examined in this work. For this purpose, abstract state machines are used as a modelling tool. The developed models have been performed in a generalized structure such that the model control can be done automatically for the interlocking systems. In this study, NuSMV is used at the verification state. Also, the consistency of the developed models has been supervised through fault injection. The developed models and software components are applied on a real railway station operated by Metro Istanbul Co. 展开更多
关键词 Model checking - Abstract state machines Interlocking
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State Modeling Based Prediction of Torsional Resonances for Horizontal-Axis Drive Train Wind Turbine 被引量:1
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作者 Rene Wamkeue Youssef Chrouro +1 位作者 Joseph Song-Mangelle Maurlce Nyobe-Yome 《Journal of Energy and Power Engineering》 2012年第11期1843-1847,共5页
This paper focuses on the state space modeling approach and output torques prediction of torsional vibrations for variable speed wind turbines. The multi-body system model under study is mainly comprised of a wind tur... This paper focuses on the state space modeling approach and output torques prediction of torsional vibrations for variable speed wind turbines. The multi-body system model under study is mainly comprised of a wind turbine, a three stage planetary gear box and an induction generator. The masses-springs approach of shaft system differential equations is developed from Newton's law and Lagrange formulas. For an easy comprehension for electrical engineers and tutorial purpose, an electrical equivalent circuit of the system is proposed by using mechanical and electrical components similarities. Extensive numerical simulations are performed to investigate system mechanical resonances and impacts of damping factors on the system dynamic and stability. 展开更多
关键词 state modeling wind turbine gear box mechanical resonances torsional vibrations stability and simulations.
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A network of conformational transitions in an unfolding process of HP-35 revealed by high-temperature MD simulation and a Markov state model
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作者 邵丹丹 高恺夫 《Chinese Physics B》 SCIE EI CAS CSCD 2018年第1期175-181,共7页
An understanding of protein folding/unfolding processes has important implications for all biological processes, in- eluding protein degradation, protein translocation, aging, and diseases. All-atom molecular dynamics... An understanding of protein folding/unfolding processes has important implications for all biological processes, in- eluding protein degradation, protein translocation, aging, and diseases. All-atom molecular dynamics (MD) simulations are uniquely suitable for it because of their atomic level resolution and accuracy. However, limited by computational ca- pabilities, nowadays even for small and fast-folding proteins, all-atom MD simulations of protein folding still presents a great challenge. An alternative way is to study unfolding process using MD simulations at high temperature. High temper- ature provides more energy to overcome energetic barriers to unfolding, and information obtained from studying unfolding can shed light on the mechanism of folding. In the present study, a 1000-ns MD simulation at high temperature (500 K) was performed to investigate the unfolding process of a small protein, chicken villin headpiece (HP-35). To infer the folding mechanism, a Markov state model was also built from our simulation, which maps out six macrostates during the folding/unfolding process as well as critical transitions between them, revealing the folding mechanism unambiguously. 展开更多
关键词 molecular dynamics simulation Markov state model folding/unfolding HP-35
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Simulation studies of tungsten impurity behaviors during neon impurity seeding with tungsten bundled charge state model using SOLPS-ITER on EAST
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作者 Shanlu GAO Xiaoju LIU +8 位作者 Guozhong DENG Tingfeng MING Guoqiang LI Xuexi ZHANG Xiaodong WU Xiaohe WU Bang LI Haochen FAN Xiang GAO 《Plasma Science and Technology》 SCIE EI CAS CSCD 2022年第7期137-147,共11页
An investigation into tungsten(W)impurity behaviors with the update of the EAST lower W divertor for H-mode has been carried out using SOLPS-ITER.This work aims to study the effect of external neon(Ne)impurity seeding... An investigation into tungsten(W)impurity behaviors with the update of the EAST lower W divertor for H-mode has been carried out using SOLPS-ITER.This work aims to study the effect of external neon(Ne)impurity seeding on W impurity sputtering with the bundled charge state model.As the Ne seeding rate increases,plasma parameters,W concentration(C_(W)),and eroded W flux(Γ_(W)^(Ero))at both targets are compared and analyzed between the highly resolved bundled model‘jett’and the full W charge state model.The results indicate that‘jett’can produce divertor behaviors essentially in agreement with the full W charge state model.The bundled scheme with high resolution in low W charge states(<W^(20+))has no obvious effect on the Ne impurity distribution and thus little effect on W sputtering by Ne.Meanwhile,parametric scans of radial particle and thermal transport diffusivities(D_(⊥)andχ_(e,i))in the SOL are simulated using the‘jett’bundled model.The results indicate that the transport diffusivity variations have significant influences on the divertor parameters,especially for W impurity sputtering. 展开更多
关键词 tungsten impurity sputtering bundled charge state model transport diffusivity SOLPS-ITER
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Accuracy comparison of short-term oil price forecasting models
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作者 LI Wei-qi MA Lin-wei +1 位作者 DAI Ya-ping LI Dong-hai 《Journal of Beijing Institute of Technology》 EI CAS 2014年第1期83-88,共6页
A forecasting model of the monthly crude oil price is investigated using the data between 1988 and 2009 from U. S. Energy Information Administration. First generalized auto-regressive condi- tional beteroskedasticity ... A forecasting model of the monthly crude oil price is investigated using the data between 1988 and 2009 from U. S. Energy Information Administration. First generalized auto-regressive condi- tional beteroskedasticity (GARCH) is applied to a state space model, a hybrid model (SS-GARCH) is proposed. Afterwards by computing a special likelihood function with two weak assumptions, model parameters are estimated by means of a faster algorithm. Based on the SS-GARCH model with the identified parameters, oil prices of next three months are forecasted by applying a Kalman filter. Through comparing the results between the SS-GARCH model and an econometric structure model, the SS-GARCH method is shown that it improves the forecasting accuracy by decreasing the index of mean absolute error ( RMSE ) from 7. 09 to 2.99, and also decreasing the index of MAE from 3. 83 to 1.69. The results indicate that the SS-GARCH model can play a useful role in forecasting short-term crude oil prices. 展开更多
关键词 oil price GARCH state space model Kalman filter
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