This study was conducted to establish a Support Vector Machines(SVM)-Markov Chain prediction model for prediction of mining water inflow. According to the raw data sequence, the Support Vector Machines(SVM) model was ...This study was conducted to establish a Support Vector Machines(SVM)-Markov Chain prediction model for prediction of mining water inflow. According to the raw data sequence, the Support Vector Machines(SVM) model was built, and then revised by means of a Markov state change probability matrix. Through dividing the state and analyzing absolute errors and relative errors and other indexes of the measured value and the fitted value of SVM, the prediction results were improved. Finally,the model was used to calculate relative errors. Through predicting and analyzing mining water inflow, the prediction results of the model were satisfactory. The results of this study enlarge the application scope of the Support Vector Machines(SVM) prediction model and provide a new method for scientific forecasting water inflow in coal mining.展开更多
The dynamic model experiment of the rock filling embankment was carried out to investigate the vibration compaction mechanism. The rock filling materials were compacted by the plate-vibrated compactor, and the charact...The dynamic model experiment of the rock filling embankment was carried out to investigate the vibration compaction mechanism. The rock filling materials were compacted by the plate-vibrated compactor, and the characteristics of the rock filling materials, such as settlement, pressure change and response waveform, were measured by the dynamic earth pressure gauge and aceelerometer. Moreover, a new method for detecting the compactness of the rock filling embankment was proposed based on the maximum dry density and modulus of deformation. The results show that the process of vibration compaction includes compact, elastic deformation and loose stages, and the vibratory pressure transfers to the surroundings from the vibration center in non-linear rule. Furthermore, the test results obtained by the present method are basically in agreement with those obtained by the traditional method, and the maximum relative error between them is about 0.5%.展开更多
不确定性并不是都是'坏'的,'好'的不确定性也同样存在。本文采用BarndorffNielsen et al.(2010)提出的已实现半方差作为股票市场'好'的不确定性和'坏'的不确定性的代理指标,并在此基础上构建了相对符...不确定性并不是都是'坏'的,'好'的不确定性也同样存在。本文采用BarndorffNielsen et al.(2010)提出的已实现半方差作为股票市场'好'的不确定性和'坏'的不确定性的代理指标,并在此基础上构建了相对符号变差(RSV),分析RSV对中国股市定价的影响。基于2007-2017年中国A股5分钟高频数据的实证研究发现:(1)与理论解释相一致,RSV与股票收益之间呈现负相关关系。无论是基于单变量分组、双变量分组还是公司层面的截面回归,这种影响在经济上和统计上都显著。(2) RSV是独立于已实现偏度的一个重要定价因子,且RSV对股票的定价能力强于已实现偏度的定价能力。(3) RSV对中国股市的影响是状态依存的,相对于经济景气程度高的状态,在经济景气程度低的状态下RSV定价影响更大。(4)基于RSV构建的投资组合的表现明显优于市场超额收益率组合、SMB组合和HML组合的表现。展开更多
文摘This study was conducted to establish a Support Vector Machines(SVM)-Markov Chain prediction model for prediction of mining water inflow. According to the raw data sequence, the Support Vector Machines(SVM) model was built, and then revised by means of a Markov state change probability matrix. Through dividing the state and analyzing absolute errors and relative errors and other indexes of the measured value and the fitted value of SVM, the prediction results were improved. Finally,the model was used to calculate relative errors. Through predicting and analyzing mining water inflow, the prediction results of the model were satisfactory. The results of this study enlarge the application scope of the Support Vector Machines(SVM) prediction model and provide a new method for scientific forecasting water inflow in coal mining.
基金Project (50708033) supported by the National Natural Science Foundation of ChinaProject (20070532067) supported by Doctoral Foundation of Ministry of Education of China
文摘The dynamic model experiment of the rock filling embankment was carried out to investigate the vibration compaction mechanism. The rock filling materials were compacted by the plate-vibrated compactor, and the characteristics of the rock filling materials, such as settlement, pressure change and response waveform, were measured by the dynamic earth pressure gauge and aceelerometer. Moreover, a new method for detecting the compactness of the rock filling embankment was proposed based on the maximum dry density and modulus of deformation. The results show that the process of vibration compaction includes compact, elastic deformation and loose stages, and the vibratory pressure transfers to the surroundings from the vibration center in non-linear rule. Furthermore, the test results obtained by the present method are basically in agreement with those obtained by the traditional method, and the maximum relative error between them is about 0.5%.
文摘不确定性并不是都是'坏'的,'好'的不确定性也同样存在。本文采用BarndorffNielsen et al.(2010)提出的已实现半方差作为股票市场'好'的不确定性和'坏'的不确定性的代理指标,并在此基础上构建了相对符号变差(RSV),分析RSV对中国股市定价的影响。基于2007-2017年中国A股5分钟高频数据的实证研究发现:(1)与理论解释相一致,RSV与股票收益之间呈现负相关关系。无论是基于单变量分组、双变量分组还是公司层面的截面回归,这种影响在经济上和统计上都显著。(2) RSV是独立于已实现偏度的一个重要定价因子,且RSV对股票的定价能力强于已实现偏度的定价能力。(3) RSV对中国股市的影响是状态依存的,相对于经济景气程度高的状态,在经济景气程度低的状态下RSV定价影响更大。(4)基于RSV构建的投资组合的表现明显优于市场超额收益率组合、SMB组合和HML组合的表现。
