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Nelson-Siegel模型与国债收益率曲线的预测 被引量:13
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作者 陈芳菲 沈长征 《统计与决策》 CSSCI 北大核心 2006年第4期133-135,共3页
本文使用Nelson-Siegel模型拟合我国国债收益率曲线,模型中的三个参数可被解释为水平因素、斜率因素和曲度因素,并提出和估计了这三因素的自回归模型,采用动态回归的方法,多种预测步长对收益率曲线进行预测,并与随机游走模型下的预测做... 本文使用Nelson-Siegel模型拟合我国国债收益率曲线,模型中的三个参数可被解释为水平因素、斜率因素和曲度因素,并提出和估计了这三因素的自回归模型,采用动态回归的方法,多种预测步长对收益率曲线进行预测,并与随机游走模型下的预测做比较。研究发现基于Nelson-Siegel模型的方法预测效果较随机游走模型好,利用该模型经过一天、30天、60天和90天的步长预测比较得出各种步长的预测结果较为接近,90天步长预测效果稍好。 展开更多
关键词 Nelson—Siegel 收率曲线 随机游走 动态回归
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Supplement and optimization of classical capillary number experimental curve for enhanced oil recovery by combination flooding 被引量:3
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作者 QI LianQing LIU ZongZhao +5 位作者 YANG ChengZhi YIN YanJun HOU JiRui ZHANG Jian HUANG Bo SHI FengGang 《Science China(Technological Sciences)》 SCIE EI CAS 2014年第11期2190-2203,共14页
In the middle of the last century,American scientists put forward the concept of capillary number and obtained the relation curve between capillary number and residual oil through experiments.They revealed that the co... In the middle of the last century,American scientists put forward the concept of capillary number and obtained the relation curve between capillary number and residual oil through experiments.They revealed that the corresponding residual oil saturation decreased with increasing of capillary number;after capillary number reached up to a limit,residual oil saturation would become stable and did not decrease.These important achievements laid a theoretical base for enhanced oil recovery with chemical flooding.On the basis of the theory,scholars developed chemical flooding numerical simulation software UTCHEM.During the numerical simulation study of combination flooding,the authors found that as the capillary number is higher than the limit capillary number,the changes of the residual oil saturation along with the capillary number differ from the classical capillary number curve.Oil displacement experiments prove that there are defects in classic capillary number experimental curve and it is necessary to mend and improve.Capillary number‘calculation’curve is obtained with a method of numerical simulation calculation and a complete description of capillary number curve is provided;On this basis,combination flooding capillary number experimental curve QL is obtained through experiments,which is different from the classical capillary curve;and based on which,an expression of corresponding combination flooding relative permeability curve QL is given and the corresponding relative permeability parameters are determined with experiments.Further oil displacement experiment research recognizes the cause of the singular changes of the capillary number curve."Combination flooding capillary number experimental curve QL"and"combination flooding relative permeability curve QL"are written in combination flooding software IMCFS,providing an effective technical support for the application of combination flooding technical research. 展开更多
关键词 numerical simulation driving conditions interfacial tension capillary number combination flooding surfactant concentration wettability conversion
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