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Box-Cox变换模型模拟矩估计方法研究 被引量:4
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作者 高仁祥 张世英 刘豹 《系统工程学报》 CSCD 1997年第2期40-48,共9页
基于对Box-Cox变换模型参数估计方法的研究,分析了极大似然方法之不足,提出了相应参数估计方法——基于残差的广义模拟矩估计方法,并研制了相应的算法.该方法同时解决了Box-Cox变换模型出现序列相关与异方差时的参数... 基于对Box-Cox变换模型参数估计方法的研究,分析了极大似然方法之不足,提出了相应参数估计方法——基于残差的广义模拟矩估计方法,并研制了相应的算法.该方法同时解决了Box-Cox变换模型出现序列相关与异方差时的参数估计问题,力求反映真实模型. 展开更多
关键词 Box-Cox变换 模拟矩方法 参数估计
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基于模拟矩方法的长期护理保险政策模拟分析
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作者 李雪岩 《山东社会科学》 CSSCI 北大核心 2021年第10期98-105,共8页
通过构建以长期护理保险为核心机制的生命周期理论模型,并使用模拟矩方法估计模型的关键参数,从而根据理论模型与实证数据对长期护理保险需求水平进行模型拟合及政策模拟,以考察不同政策下我国老年群体对长期护理保险的参保意愿及变化... 通过构建以长期护理保险为核心机制的生命周期理论模型,并使用模拟矩方法估计模型的关键参数,从而根据理论模型与实证数据对长期护理保险需求水平进行模型拟合及政策模拟,以考察不同政策下我国老年群体对长期护理保险的参保意愿及变化趋势。研究结果表明:我国老年群体的长期护理保险需求较为旺盛,采用时长补贴与城乡统筹机制的长期护理保险形式较为适合我国老龄失能人群特点,未来可采用城乡统筹的时长补贴机制为主、多种保险机制并行的长期护理保险制度,充分保障老年群体的失能风险与护理需求。人口老龄化已成为我国社会发展面临的常态化问题,关于长期护理保险的理论模型和政策模拟分析结果可为长期护理保险政策制定提供切实有效的理论框架与数据支持。 展开更多
关键词 长期护理保险 生命周期模型 模拟矩方法 参数估计 政策模拟
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SV模型的模拟GMM方法——兼论涨跌停板制度的有效性
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作者 李传乐 王美今 《中山大学学报(自然科学版)》 CAS CSCD 北大核心 2006年第6期11-15,共5页
采用SV模型的一个简捷高效的估计方法———模拟广义矩估计方法,以上证综合指数为样本,考查了涨跌停板制度对沪市股票收益波动的影响,并将SV模型的实证结果与GARCH模型进行了比较,发现SV模型的估计更符合实际;最后,利用Monte Carlo方法... 采用SV模型的一个简捷高效的估计方法———模拟广义矩估计方法,以上证综合指数为样本,考查了涨跌停板制度对沪市股票收益波动的影响,并将SV模型的实证结果与GARCH模型进行了比较,发现SV模型的估计更符合实际;最后,利用Monte Carlo方法对股票收益序列进行了模拟和分析,进一步证实了这一结论。 展开更多
关键词 随机波动模型 模拟广义估计方法 涨跌停板制度 MONTE CARLO模拟
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基于流图模型的矩生成函数的计算及鞍点逼近
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作者 古媛媛 余燕团 《数学理论与应用》 2015年第3期37-43,共7页
介绍了流图模型的矩生成函数的计算及其鞍点逼近问题.给出了矩生成函数的另一种推导方法并利用Maple计算相关方程.利用矩模拟的方法进行参数估计,得到了概率密度函数、生存函数和危险函数的鞍点逼近.结果表明鞍点逼近算法能较好地捕捉... 介绍了流图模型的矩生成函数的计算及其鞍点逼近问题.给出了矩生成函数的另一种推导方法并利用Maple计算相关方程.利用矩模拟的方法进行参数估计,得到了概率密度函数、生存函数和危险函数的鞍点逼近.结果表明鞍点逼近算法能较好地捕捉实际函数曲线的动态演变,且达到了估计误差小和逼近精度高的预期目标. 展开更多
关键词 流图模型 生成函数 危险函数 鞍点逼近 模拟方法
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Nanoparticle Transport and Coagulation in Bends of Circular Cross Section via a New Moment Method 被引量:4
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作者 林建忠 林培锋 +1 位作者 于明州 陈华军 《Chinese Journal of Chemical Engineering》 SCIE EI CAS CSCD 2010年第1期1-9,共9页
Transport of nanoparticles and coagulation is simulated with the combination of CFD in a circular bend. The Taylor-expansion moment method(TEMOM)is employed to study dynamics of nanoparticles with Brownian motion,base... Transport of nanoparticles and coagulation is simulated with the combination of CFD in a circular bend. The Taylor-expansion moment method(TEMOM)is employed to study dynamics of nanoparticles with Brownian motion,based on the flow field from numerical simulation.A fully developed flow pattern in the present simulation is compared with previous numerical results for validating the model and computational code.It is found that for the simulated particulate flow system,the particle mass concentration,number concentration,particle polydispersity, mean particle diameter and geometric standard deviation over cross-section increase with time.The distribution of particle mass concentration at different time is independent of the initial particle size.More particles are concen-trated at outer edge of the bend.Coagulation plays more important role at initial stage than that in the subsequent period.The increase of Reynolds number and initial particle size leads to the increase of particle number concentration.The particle polydispersity,mean particle diameter and geometric standard deviation increase with decreasing Reynolds number and initial particle size. 展开更多
关键词 NANOPARTICLE COAGULATION transport flow in bend moment method
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Kinematic Analysis of Persian Joint Using 3D Rotation Matrix 被引量:1
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作者 Hoang Nguyen Hoang Vi +1 位作者 Vu Thi Lien Tran The Long 《Journal of Environmental Science and Engineering(A)》 2013年第12期770-775,共6页
This paper has been done on study kinematic problem of Persian joint in a general way. In this study, instead of using simulation analysis method as in the previous researches, the 3D rotation matrix method is applied... This paper has been done on study kinematic problem of Persian joint in a general way. In this study, instead of using simulation analysis method as in the previous researches, the 3D rotation matrix method is applied to present the relationship of angular velocities of input shaft and output shaft. The result shows that when the angle between intersecting shafts changes from 0 to 135°, the angular velocity is maintained constant. This new result completely matches with analysis from kinematic simulation of this mechanism. The obtained result is an important base to solve dynamic problem in order to develop the applicability of this joint in reality. 展开更多
关键词 Kinematic analysis Persian joint constant-velocity joint 3D rotation matrix.
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Calculation of Turbulent Flow with Pseudo-spectral Method
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作者 梁志勇 谢峰 张根宝 《Journal of Donghua University(English Edition)》 EI CAS 2009年第3期329-332,共4页
This paper deals with the numerical simulation of incompressible turbulent boundary flow of a flat plate with the pseudo-spectral matrix method. In order to appear more than 10 nodes in the turbulent base-stratum and ... This paper deals with the numerical simulation of incompressible turbulent boundary flow of a flat plate with the pseudo-spectral matrix method. In order to appear more than 10 nodes in the turbulent base-stratum and transition of 43×43 computational grids,a coordinate transformation is put up from physical panel to computational panel. Several zero turbulent models are computed comparatively. The results are credible when comparing with the previous methods. 展开更多
关键词 pseudo-spectral method flat plate turbulent flow CALCULATION
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Dynamic simulation based on Jacobian-free Newton-GMRES methods with adaptive preconditioner for power systems 被引量:1
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作者 HUANG ShaoWei CHEN Ying +1 位作者 SHEN Chen MEI ShengWei 《Science China(Technological Sciences)》 SCIE EI CAS 2013年第8期2037-2045,共9页
Dynamic simulation is one of the most complex and important computations for power systems researches.Traditional solutions based on normal Newton iterations almost all depend on evaluations of Jacobian matrixes,which... Dynamic simulation is one of the most complex and important computations for power systems researches.Traditional solutions based on normal Newton iterations almost all depend on evaluations of Jacobian matrixes,which increases the programming complexity of and limits the parallelizability of the whole simulation.In this paper,a new adaptive preconditioned Jacobian-free Newton-GMRES(m)method is proposed to be applied to dynamic simulations of power systems.This new method has totally Jacobian-free characteristics,which saves calculations and storages of Jacobian matrixes and features strong parallelizability.Moreover,several speedup strategies are introduced to enhance efficiency and parallelizability of overall computations.Numerical tests are carried out on IEEE standard test systems and results show that in series computing environment,simulations based on the proposed method have comparable speed to those based on classical Newton-Raphson methods. 展开更多
关键词 dynamic simulation Newton-GMRES PRECONDITIONER power system
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