基于相关数分析法评价系统的VB程序开发实现

相关数分析法是对多水平层综合选优的评价方法,应用范围很广,可以对各个行业涉及多水平层多指标的综合评价。开发评价系统,预制常用项目评价(静态)和根据需要自定义项目评价(动态),以保证系统的通用性。可以独立运行,也可嵌入到应用系统中作为评价工具。

Multi-attributed decision making for mining methods based on grey system and interval numbers

In the case of unknown weights, theories of multi-attributed decision making based on interval numbers and grey related analysis were used to optimize mining methods. As the representative of independence for the indicator, the smaller the correlation of indicators is, the greater the weight is. Hence, the weights of interval numbers of indicators were determined by using correlation coefficient. Relative closeness based on positive and negative ideal methods was calculated by introducing distance between interval numbers, which made decision making more rational and comprehensive. A new method of ranking interval numbers based on normal distribution was proposed for the optimization of mining methods, whose basic properties were discussed. Finally, the feasibility and effectiveness of this method were verified by theories and practice.

Analytical Hopf Bifurcation and Stability Analysis of T System

Complex dynamics are studied in the T system, a three-dimensional autonomous nonlinear system. In particular, we perform an extended Hopf bifurcation analysis of the system. The periodic orbit immediately following the Hopf bifurcation is constructed analytically for the T system using the method of multiple scales, and the stability of such orbits is analyzed. Such analytical results complement the numerical results present in the literature. The analytical results in the post-bifurcation regime are verified and extended via numerical simulations, as well as by the use of standard power spectra, autocorrelation functions, and fractal dimensions diagnostics. We find that the T system exhibits interesting behaviors in many parameter regimes.

Gas monitoring data anomaly identification based on spatio-temporal correlativity analysis

Based on spatio-temporal correlativity analysis method, the automatic identification techniques for data anomaly monitoring of coal mining working face gas are presented. The asynchronous correlative characteristics of gas migration in working face airflow direction are qualitatively analyzed. The calculation method of asynchronous correlation delay step and the prediction and inversion formulas of gas concentration changing with time and space after gas emission in the air return roadway are provided. By calculating one hundred and fifty groups of gas sensors data series from a coal mine which have the theoretical correlativity, the correlative coefficient values range of eight kinds of data anomaly is obtained. Then the gas moni- toring data anomaly identification algorithm based on spatio-temporal correlativity analysis is accordingly presented. In order to improve the efficiency of analysis, the gas sensors code rules which can express the spatial topological relations are sug- gested. The experiments indicate that methods presented in this article can effectively compensate the defects of methods based on a single gas sensor monitoring data.

Statistical analysis of fracture properties based on particle swarm optimization and Pearson correlation coefficient method

Prediction of reservoir fracture is the key to explore fracture-type reservoir. When a shear-wave propagates in anisotropic media containing fracture,it splits into two polarized shear waves: fast shear wave and slow shear wave. The polarization and time delay of the fast and slow shear wave can be used to predict the azimuth and density of fracture. The current identification method of fracture azimuth and fracture density is cross-correlation method. It is assumed that fast and slow shear waves were symmetrical wavelets after completely separating,and use the most similar characteristics of wavelets to identify fracture azimuth and density,but in the experiment the identification is poor in accuracy. Pearson correlation coefficient method is one of the methods for separating the fast wave and slow wave. This method is faster in calculating speed and better in noise immunity and resolution compared with the traditional cross-correlation method. Pearson correlation coefficient method is a non-linear problem,particle swarm optimization( PSO) is a good nonlinear global optimization method which converges fast and is easy to implement. In this study,PSO is combined with the Pearson correlation coefficient method to achieve identifying fracture property and improve the computational efficiency.

Covariance Estimation Using High-Frequency Data： An Analysis of Nord Pool Electricity Forward Data

The modeling of volatility and correlation is important in order to calculate hedge ratios, value at risk estimates, CAPM （Capital Asset Pricing Model betas）, derivate pricing and risk management in general. Recent access to intra-daily high-frequency data for two of the most liquid contracts at the Nord Pool exchange has made it possible to apply new and promising methods for analyzing volatility and correlation. The concepts of realized volatility and realized correlation are applied, and this study statistically describes the distribution （both distributional properties and temporal dependencies） of electricity forward data from 2005 to 2009. The main findings show that the logarithmic realized volatility is approximately normally distributed, while realized correlation seems not to be. Further, realized volatility and realized correlation have a long-memory feature. There also seems to be a high correlation between realized correlation and volatilities and positive relations between trading volume and realized volatility and between trading volume and realized correlation. These results are to a large extent consistent with earlier studies of stylized facts of other financial and commodity markets.