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区间计量方法及其在油价预测中的应用研究 被引量:1
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作者 李红权 《计算机工程与应用》 CSCD 北大核心 2010年第6期23-25,共3页
经典的计量经济学建模与预测方法是基于点数据的,忽略了区间内价格波动的大量信息,因而预测效果欠佳。引入区间计算与区间计量方法,应用于国际原油期货价格的预测,研究结果表明:相对于经典AR-GARCH模型的置信区间预测结果,区间计量方法... 经典的计量经济学建模与预测方法是基于点数据的,忽略了区间内价格波动的大量信息,因而预测效果欠佳。引入区间计算与区间计量方法,应用于国际原油期货价格的预测,研究结果表明:相对于经典AR-GARCH模型的置信区间预测结果,区间计量方法的预测结果具有更高的准确度与更小的预测误差。研究证实了区间计算与区间计量方法的优越性,并揭示了在经济领域的重要应用价值。 展开更多
关键词 区间计算 区间计量 区间预测 原油期货价格
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页岩气田经济评价风险参数区间计量分析——蒙特卡洛模拟方法的运用
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作者 温真桃 袁东山 +1 位作者 陈兰 刘叶 《长江大学学报(自然科学版)》 CAS 2017年第15期77-81,共5页
页岩气由于其特殊的气藏地质及开发特征,开发建设具有较大风险,做好经济评价为决策者提供更科学的决策依据就显得尤为重要。目前国内针对页岩气田经济评价研究较少,据此开展了以蒙特卡洛模拟方法为基础的页岩气田经济评价区间计量分析... 页岩气由于其特殊的气藏地质及开发特征,开发建设具有较大风险,做好经济评价为决策者提供更科学的决策依据就显得尤为重要。目前国内针对页岩气田经济评价研究较少,据此开展了以蒙特卡洛模拟方法为基础的页岩气田经济评价区间计量分析研究。所取得的成果包括:(1)建立了一套页岩气田经济分析的新思路、流程和方法;(2)在主要风险参数上,选定了价格与投资作为引入风险参数,明确了其分析形态;(3)以某页岩气田为例,构建了该页岩气田价格与投资的经济评价图版。对比常规方法,该方法更能体现经济评价的准确性及合理性,可为企业开发页岩气田提供经济性分析的流程。 展开更多
关键词 页岩气田 蒙特卡洛模拟 区间计量 风险参数 价格与投资 评价版图
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Application of Two-Order Difference to Gap Statistic
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作者 岳士弘 王秀秀 魏苗苗 《Transactions of Tianjin University》 EI CAS 2008年第3期217-221,共5页
Gap statistic is a well-known index of clustering validity, but its realization is difficult to be comprehended and accurately determined. A direct method is presented to improve the performance of the Gap statistic, ... Gap statistic is a well-known index of clustering validity, but its realization is difficult to be comprehended and accurately determined. A direct method is presented to improve the performance of the Gap statistic, which applies the two-order difference of within-cluster dispersion to replace the constructed null reference distribution in the Gap statistic. Hence, the realization of the Gap statistic becomes easy and is reformulated, and its uncertainty in applications is reduced. Also, the limitation of the Gap statistic is analyzed by two typical examples, that is, the Gap statistic is difficult to be applied to the dataset that contains strong-overlap or uneven-density clusters. Experiments verify the usefulness of the proposed method. 展开更多
关键词 clustering validity Gap statistic data structure
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Has Transport Infrastructure Promoted Regional Economic Growth?——With an Analysis of the Spatial Spillover Effects of Transport Infrastructure 被引量:15
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作者 张学良 Lin Hong 《Social Sciences in China》 2013年第2期24-47,共24页
Taking full account of the synergistic effects of multidimensional factors on regional economic growth in China, this paper constructs a model of the spatial spillover effects of transport infrastructure on regional e... Taking full account of the synergistic effects of multidimensional factors on regional economic growth in China, this paper constructs a model of the spatial spillover effects of transport infrastructure on regional economic growth. Using provincial panel data from 1993 to 2009 and employing spatial econometric techniques, our empirical analysis comes to the following conclusions. (1) The total output elasticity of transport infrastructure for regional economic growth varies between 0.05 and 0.07, indicating its important role in such growth. (2) Transport infrastructure has very clear spatial spillover effects on regional economic growth; its role in regional economic growth will be overestimated if these are neglected. (3) For a specific region, transport infrastructure in other regions has mainly positive spillover effects on economic growth, but there is also evidence of negative spillover effects. (4) Among multidimensional factors contributing to regional economic growth, labor pluscapital stock from other parts of the public sector make the greatest contribution to regional economic growth in China, followed by the new economic growth factors and new economic geography. 展开更多
关键词 transport infrastructure spatial spillover effects regional economic growth spatial econometric model
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GENERALIZED p-VALUES AND GENERALIZED CONFIDENCE INTERVALS FOR VARIANCE COMPONENTS IN GENERAL RANDOM EFFECT MODEL WITH BALANCED DATA 被引量:9
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作者 Rendao YE Songgui WANG 《Journal of Systems Science & Complexity》 SCIE EI CSCD 2007年第4期572-584,共13页
Various random models with balanced data that are relevant for analyzing practical test data are described, along with several hypothesis testing and interval estimation problems concerning variance components. In thi... Various random models with balanced data that are relevant for analyzing practical test data are described, along with several hypothesis testing and interval estimation problems concerning variance components. In this paper, we mainly consider these problems in general random effect model with balanced data. Exact tests and confidence intervals for a single variance component corresponding to random effect are developed by using generalized p-values and generalized confidence intervals. The resulting procedures are easy to compute and are applicable to small samples. Exact tests and confidence intervals are also established for comparing the random-effects variance components and the sum of random-effects variance components in two independent general random effect models with balanced data. Furthermore, we investigate the statistical properties of the resulting tests. Finally, some simulation results on the type Ⅰ error probability and power of the proposed test are reported. The simulation results indicate that exact test is extremely satisfactory for controlling type Ⅰ error probability. 展开更多
关键词 Generalized confidence interval generalized p-value variance component.
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Interval design point method for calculating the reliability of structural systems 被引量:2
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作者 NI Zao QIU ZhiPing 《Science China(Physics,Mechanics & Astronomy)》 SCIE EI CAS 2013年第11期2151-2161,共11页
The evaluation of reliability for structural system is important in engineering practices.In this paper,by combining the design point method,JC method,interval analysis theory,and increment load method,we propose a ne... The evaluation of reliability for structural system is important in engineering practices.In this paper,by combining the design point method,JC method,interval analysis theory,and increment load method,we propose a new interval design point method for the reliability of structural systems in which the distribution parameters of random variables are described as interval variables.The proposed method may provide exact probabilistic interval reliability of structures whose random variables can have either a normal or abnormal distribution form.At last,we show the feasibility of the proposed approach through a typical example. 展开更多
关键词 PROBABILITY design point method interval analysis probabilistic interval reliability parameters UNCERTAINTY
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Charge collection of single event effects at Bragg's peak 被引量:2
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作者 LIU Zheng CHEN ShuMing +2 位作者 LIANG Bin LIU BiWei ZHAO ZhenYu 《Science China(Physics,Mechanics & Astronomy)》 SCIE EI CAS 2011年第2期268-272,共5页
Using Geant4 Monte Carlo code and Technology Computer-Aided Design(TCAD) simulation,energy deposition and charge collection of single event effects(SEE) are studied,which are induced by low-energy protons and α parti... Using Geant4 Monte Carlo code and Technology Computer-Aided Design(TCAD) simulation,energy deposition and charge collection of single event effects(SEE) are studied,which are induced by low-energy protons and α particles in small feature size devices.We analyzed charge collection of SEE especially at Bragg's peak and obtained two types of deposited energy distributions of protons and α particles at different incident energies.The two components of the total charge collected are quantified,which are due to drift current of the space charge region and current in the funnel region separately.Results explain the high soft error rate in experiments of low energy proton. 展开更多
关键词 Bragg's Peak charge collection low-energy proton linear energy transfer
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