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基于Copula-MEM模型的沪深300指数日内波动率序列间动态相关性分析 被引量:1
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作者 潘娜 周少甫 《财会通讯(中)》 2011年第11期4-5,共2页
一、Copula-MEM模型简介本文的主要目的是对三类不同波动率指标在不同时点的动态条件相关性建模。运用Copula技术来构建金融模型的方法,可以将边缘分布和变量间的相关结构分开来研究:第一步对三序列分别确立边缘分布模型。
关键词 波动率 Copula-MEM 动态相关性分析 序列
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随机非线性系统失效模式动态相关性分析
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作者 张义民 张旭方 《振动与冲击》 EI CSCD 北大核心 2008年第11期27-31,共5页
基于结构破坏的首次穿越模型,应用随机结构分析概率摄动法确定系统响应及系统不同失效模式之间动态相关性。数值算例表明,随机非线性系统不同位移之间、位移与速度之间均存在相关性;系统不同失效模式间同样具有相关性,并且在考察的大部... 基于结构破坏的首次穿越模型,应用随机结构分析概率摄动法确定系统响应及系统不同失效模式之间动态相关性。数值算例表明,随机非线性系统不同位移之间、位移与速度之间均存在相关性;系统不同失效模式间同样具有相关性,并且在考察的大部分状态下,这种相关性具有动态、强相关等特点,相关失效是系统失效的主要模式。数值算例中计算结果应用Monte Carlo随机模拟方法进行验证均较好吻合,表明了该方法是能够满足工程计算要求的,从而为非线性随机振动系统不同失效模式问动态相关系数的确定提供方法参考。 展开更多
关键词 动态相关性分析 非线性随机振动 概率摄动法 首次穿越失效
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基于DCC-GARCH模型对服务业板块的多元分析 被引量:1
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作者 钟林洲 谭美 +1 位作者 赵江琪 申敏 《中阿科技论坛(中英文)》 2022年第9期65-70,共6页
目前,经济显现逐步回暖的趋势,在做好经济复苏建设相关工作的同时,研究经济波动带来的影响有助于缓解经济下行压力。本文选择了2020年1月2日至2022年5月20日教育、酒店及餐饮、旅游等三个典型服务行业的日收盘价数据,借助DCC-GARCH模型... 目前,经济显现逐步回暖的趋势,在做好经济复苏建设相关工作的同时,研究经济波动带来的影响有助于缓解经济下行压力。本文选择了2020年1月2日至2022年5月20日教育、酒店及餐饮、旅游等三个典型服务行业的日收盘价数据,借助DCC-GARCH模型进行多元分析。分析结果显示,从2020年开始,随着服务业行业波动性的大幅上升,三个行业波动率的趋势走向大体一致,三个行业之间传导性十分迅速,且行业间的动态相关性随经济波动的发生而增大。 展开更多
关键词 服务业板块 DCC-GARCH模型 波动性分析 动态相关性分析
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Analysis of the Correlation between the Level of Contact Degradation and the Dynamic Resistance Curve in Circuit Breakers 被引量:3
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作者 Ronimack Trajano de Souza Edson Guedes da Costa 《Journal of Energy and Power Engineering》 2014年第6期1104-1111,共8页
The DRM (dynamic contact resistance measurement) in high voltage circuit breakers is a manner of evaluating the internal ageing condition of the chamber. DRM is similar to static contact resistance measurement testi... The DRM (dynamic contact resistance measurement) in high voltage circuit breakers is a manner of evaluating the internal ageing condition of the chamber. DRM is similar to static contact resistance measurement testing, but instead of measuring a single value when the breaker contacts are closed (static value), the ohmic resistance is measured at various contact positions, from the beginning of the contact opening until a complete separation of the contacts. The relationship between the contact resistances of the new circuit breaker and the ageing circuit breaker in operation provides subsidy for the evaluation of both the main and arcing contact conditions. This research aims to analyze the correlation between the various levels of degradation of the contacts and the configuration of the DRM curve. This work considers curve samples from new acceleration tests. breaker chamber contacts and different levels of degradation by 展开更多
关键词 DRM (dynamic contact resistance measurement) circuit breaker dynamic resistance contact resistance resistance curve.
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Comparison of the morphometric dynamics of fast-growing and slow-growing strains of turbot Scophthalmus maximus
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作者 王新安 马爱军 《Chinese Journal of Oceanology and Limnology》 SCIE CAS CSCD 2015年第4期890-894,共5页
The dynamics of changes in body shape of fast-growing and slow-growing strains of turbot Scophthalmus maximus, and of the differences in body shape between the two strains, were evaluated from 3 to 27 months of age. T... The dynamics of changes in body shape of fast-growing and slow-growing strains of turbot Scophthalmus maximus, and of the differences in body shape between the two strains, were evaluated from 3 to 27 months of age. The ratios of total length/body length, body width/body length and total length/body width were used as morphometric indices. The two strains exhibited different temporal trends in total length/body length but similar trends in body width/body length and total length/body width. Generally, body width/body length of the two strains increased with time and total length/body width decreased. Thus, the bodies of both fast-growing and slow-growing strains of turbot changed from a narrow to a more rounded shape. However, the ratio total length/body length was generally lower, body width/body length was mostly higher and total length/body width was consistently lower in the fast-growing strain than in the slowgrowing strain. Correlation analysis of the three shape ratios with body weight showed that total length/body length and total length/body width were unsuitable, and that width/body length was suitable, for use as a phenotypic marker for selective breeding of turbot for growth in weight. 展开更多
关键词 Scophthalmus maximus slow-growing strain fast-growing strain morphometric comparison
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