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一种新的汇率波动度量方法:波动率法 被引量:2
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作者 冯芸 吴冲锋 《世界经济》 CSSCI 北大核心 2001年第8期38-43,共6页
本文首先分析目前最常见的汇率波动度量方法 ,即波动指数法在货币危机判定中所存在的问题 ;其次 ,针对波动指数阈值确定方法的不完善性 ,特别是它仅通过单一阈值判定危机的缺陷 ,将波动指数法进一步完善并发展为概率测度法 ,并分析概率... 本文首先分析目前最常见的汇率波动度量方法 ,即波动指数法在货币危机判定中所存在的问题 ;其次 ,针对波动指数阈值确定方法的不完善性 ,特别是它仅通过单一阈值判定危机的缺陷 ,将波动指数法进一步完善并发展为概率测度法 ,并分析概率测度法应用的局限性 ;随后 ,提出一种新的波动度量和危机判定方法 ,即波动率方法 ,并给出三种不同的计算方法 ;最后通过对1 997- 1 998年亚洲金融危机的经验数据分析 ,将之与概率测度法相比较。结果表明 ,波动率法避免了在概率测度法中需要解决的指数采样频率对指数概率分布影响的难题 ,适宜捕捉汇率运动中相对长期变化而言的异常短期变化 ,具有较强的提前预示能力。 展开更多
关键词 波动率法 货币危机 波动度量方 波动指数
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Wind-induced internal pressure fluctuations of structure with single windward opening 被引量:2
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作者 余世策 楼文娟 孙炳楠 《Journal of Zhejiang University-Science A(Applied Physics & Engineering)》 SCIE EI CAS CSCD 2006年第3期415-423,共9页
A frequency domain method for estimating wind-induced fluctuating internal pressure of structure with single windward opening is presented in this paper and wind tunnel tests were carried out to verify the theory. The... A frequency domain method for estimating wind-induced fluctuating internal pressure of structure with single windward opening is presented in this paper and wind tunnel tests were carried out to verify the theory. The nonlinear differential equation of internal pressure dynamics and iteration algorithm were applied to calculate fluctuating internal pressure and time domain analysis was used to verify the accuracy of the proposed method. A simplified estimation method is also provided and its scope of application is clarified. The mechanism of internal pressure fluctuation is obtained by using the proposed method in the frequency domain and a new equivalent opening ratio is defined to evaluate internal pressure fluctuation. A series of low-rise building models with various openings and internal volumes were designed for wind tunnel tests with results agreeing well with analytical results. It is shown that the proposed frequency domain method based on Gaussian distribution of internal pressure fluctuations can be applied to predict the RMS internal pressure coefficient with adequate accuracy for any opening dimensions, while the simplified method can only be used for structure with single dominant opening. Helmholtz resonance is likely to occur when the equivalent opening ratio is adequately high, and controlling individual opening dimension is an effective strategy for avoiding Helmholtz resonance in engineering. 展开更多
关键词 Single windward opening Internal pressure Iteration algorithm Equivalent opening ratio Wind tunnel test
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Imposing Active Sources during High-Frequency Passive Surface-Wave Measurement 被引量:6
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作者 Feng Cheng Jianghai Xia +3 位作者 Chao Shen Yue Hu Zongbo Xu Binbin Mi 《Engineering》 2018年第5期685-693,共9页
Passive surface-wave utilization has been intensively studied as a means of compensating for the short-age of low-frequency information in active surface-wave measurement, In general, passive surface-wave methods cann... Passive surface-wave utilization has been intensively studied as a means of compensating for the short-age of low-frequency information in active surface-wave measurement, In general, passive surface-wave methods cannot provide phase velocities up to several tens of hertz; thus, active surface-wave methods are often required in order to increase the frequency range, To reduce the amount of field work, we pro-pose a strategy for a high-frequency passive surface-wave survey that imposes active sources during con-tinuous passive surface-wave observation; we call our strategy "mixed-source surface-wave (MSW) measurement," Short-duration (within 10 min) passive surface waves and mixed-source surface waves were recorded at three sites with different noise levels: namely, inside a school, along a road, and along a railway, Spectral analysis indicates that the high-frequency energy is improved by imposing active sources during continuous passive surface-wave observation, The spatial autocorrelation (SPAC) method and the multichannel analysis of passive surface waves (MAPS) method based on cross-correlations were performed on the recorded time sequences, The results demonstrate the flexibility and applicability of the proposed method for high-frequency phase velocity analysis, We suggest that it will be constructive to perform MSW measurement in a seismic investigation, rather than exclusively performing either active surface-wave measurement or passive surface-wave measurement, 展开更多
关键词 Passive surface wave Active surface wave High frequency Mixed-source surface wave Spatial autocorrelation Multichannel analysis of passive surface WAVES
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Analytical Approach to Fractional Zakharov-Kuznetsov Equations by He's Homotopy Perturbation Method
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作者 Ahmet Yildirim Yagmur Gülkanat 《Communications in Theoretical Physics》 SCIE CAS CSCD 2010年第6期1005-1010,共6页
The aim of this paper is to obtain the approximate analytical solution of a fractional Zakharov-Kuznetsov equation by using homotopy perturbation method (HPM). The fractional derivatives are described in the Caputo se... The aim of this paper is to obtain the approximate analytical solution of a fractional Zakharov-Kuznetsov equation by using homotopy perturbation method (HPM). The fractional derivatives are described in the Caputo sense. Several examples are given and the results are compared to exact solutions. The results reveal that the method is very effective and simple. 展开更多
关键词 homotopy perturbation method fractional Zakharov-Kuznetsov equations fractional calculus Caputo sense
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A Parametric Autoregressive Model for the Extraction of Electric Network Frequency Fluctuations in Audio Forensic Authentication
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作者 Tarek E. Gemayel Martin Bouchard 《Journal of Energy and Power Engineering》 2016年第8期504-512,共9页
This paper proposes a new method for extracting ENF (electric network frequency) fluctuations from digital audio recordings for the purpose of forensic authentication. It is shown that the extraction of ENF componen... This paper proposes a new method for extracting ENF (electric network frequency) fluctuations from digital audio recordings for the purpose of forensic authentication. It is shown that the extraction of ENF components from audio recordings is realizable by applying a parametric approach based on an AR (autoregressive) model. The proposed method is compared to the existing STFT (short-time Fourier transform) based ENF extraction method. Experimental results from recorded electrical grid signals and recorded audio signals show that the proposed approach can improve the time resolution in the extracted ENF fluctuations and improve the detection of tampering with short alterations in longer audio recordings. 展开更多
关键词 Audio forensic authentication electric network frequency fluctuations autoregressive modeling tampering anddiscontinuity detection.
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Practical decoy-state quantum key distribution method considering dark count rate fluctuation 被引量:1
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作者 周媛媛 江华 王瑛剑 《Optoelectronics Letters》 EI 2012年第5期384-388,共5页
Considering fluctuant dark count rate in practical quantum key distribution(QKD) system,a new decoy-state method with one vacuum state and one weak decoy state is presented based on a heralded single photon source(HSP... Considering fluctuant dark count rate in practical quantum key distribution(QKD) system,a new decoy-state method with one vacuum state and one weak decoy state is presented based on a heralded single photon source(HSPS).The method assumes that the dark count rate of each pulse is random and independent.The lower bound of the count rate and the upper bound of the error rate of a single photon state are estimated.The method is applied to the decoy-state QKD system with and without the fluctuation of dark count rate.Because the estimation of the upper bound of a single photon state's error rate is stricter,the method can obtain better performance than the existing methods under the same condition of implementation. 展开更多
关键词 Magnetic materials Optoelectronic devices
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