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中国国债市场收益率的统计特征分析 被引量:1
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作者 李彪 杨宝臣 《数理统计与管理》 CSSCI 北大核心 2007年第4期704-709,共6页
首先通过采用基于各个国债之间相关性的距离测度方法,对修正后的国债日收益率时间序列进行了聚类分析,将上海证券交易所的20只国债分成了5类,分类结果显示我国国债市场中的各个国债日收益率之间的相关性程度是很明显地依赖于它们的到期... 首先通过采用基于各个国债之间相关性的距离测度方法,对修正后的国债日收益率时间序列进行了聚类分析,将上海证券交易所的20只国债分成了5类,分类结果显示我国国债市场中的各个国债日收益率之间的相关性程度是很明显地依赖于它们的到期时间的。同时,研究了每一个国债修正后日收益率时间序列的价格波动结构,结果表明中国的国债市场也表现出非常明显的多标度分形特征,还发现属于同一类国债的多标度特征具有很强的自相似性,而不同类型国债之间的多标度特征则具有一定程度上的差异性。 展开更多
关键词 国债市场 收益率 聚类结构分析 Cophenetic系数 多标度分析
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Ant colony ATTA clustering algorithm of rock mass structural plane in groups 被引量:9
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作者 李夕兵 王泽伟 +1 位作者 彭康 刘志祥 《Journal of Central South University》 SCIE EI CAS 2014年第2期709-714,共6页
Based on structural surface normal vector spherical distance and the pole stereographic projection Euclidean distance,two distance functions were established.The cluster analysis of structure surface was conducted by ... Based on structural surface normal vector spherical distance and the pole stereographic projection Euclidean distance,two distance functions were established.The cluster analysis of structure surface was conducted by the use of ATTA clustering methods based on ant colony piles,and Silhouette index was introduced to evaluate the clustering effect.The clustering analysis of the measured data of Sanshandao Gold Mine shows that ant colony ATTA-based clustering method does better than K-mean clustering analysis.Meanwhile,clustering results of ATTA method based on pole Euclidean distance and ATTA method based on normal vector spherical distance have a great consistence.The clustering results are most close to the pole isopycnic graph.It can efficiently realize grouping of structural plane and determination of the dominant structural surface direction.It is made up for the defects of subjectivity and inaccuracy in icon measurement approach and has great engineering value. 展开更多
关键词 rock mass discontinuity cluster analysis ant colony ATTA algorithm distance function Silhouette index
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Classification of tight sandstone reservoirs based on NMR logging 被引量:6
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作者 Li Chang-Xi Liu Mi Guo Bin-Cheng 《Applied Geophysics》 SCIE CSCD 2019年第4期549-558,562,共11页
The traditional reservoir classification methods based on conventional well logging are inefficient for determining the properties,such as the porosity,shale volume,J function,and flow zone index,of the tight sandston... The traditional reservoir classification methods based on conventional well logging are inefficient for determining the properties,such as the porosity,shale volume,J function,and flow zone index,of the tight sandstone reservoirs because of their complex pore structure and large heterogeneity.Specifically,the method that is commonly used to characterize the reservoir pore structure is dependent on the nuclear magnetic resonance(NMR)transverse relaxation time(T2)distribution,which is closely related to the pore size distribution.Further,the pore structure parameters(displacement pressure,maximum pore-throat radius,and median pore-throat radius)can be determined and applied to reservoir classification based on the empirical linear or power function obtained from the NMR T2 distributions and the mercury intrusion capillary pressure ourves.However,the effective generalization of these empirical functions is difficult because they differ according to the region and are limited by the representative samples of different regions.A lognormal distribution is commonly used to describe the pore size and particle size distributions of the rock and quantitatively characterize the reservoir pore structure based on the volume,mean radius,and standard deviation of the small and large pores.In this study,we obtain six parameters(the volume,mean radius,and standard deviation of the small and large pores)that represent the characteristics of pore distribution and rock heterogeneity,calculate the total porosity via NMR logging,and classify the reservoirs via cluster analysis by adopting a bimodal lognormal distribution to fit the NMR T2 spectrum.Finally,based on the data obtained from the core tests and the NMR logs,the proposed method,which is readily applicable,can effectively classify the tight sandstone reservoirs. 展开更多
关键词 nuclear magnetic resonance(NMR) tight sandstone pore structure lognormal distribution cluster analysis reservoir classification
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Application of Two-Order Difference to Gap Statistic
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作者 岳士弘 王秀秀 魏苗苗 《Transactions of Tianjin University》 EI CAS 2008年第3期217-221,共5页
Gap statistic is a well-known index of clustering validity, but its realization is difficult to be comprehended and accurately determined. A direct method is presented to improve the performance of the Gap statistic, ... Gap statistic is a well-known index of clustering validity, but its realization is difficult to be comprehended and accurately determined. A direct method is presented to improve the performance of the Gap statistic, which applies the two-order difference of within-cluster dispersion to replace the constructed null reference distribution in the Gap statistic. Hence, the realization of the Gap statistic becomes easy and is reformulated, and its uncertainty in applications is reduced. Also, the limitation of the Gap statistic is analyzed by two typical examples, that is, the Gap statistic is difficult to be applied to the dataset that contains strong-overlap or uneven-density clusters. Experiments verify the usefulness of the proposed method. 展开更多
关键词 clustering validity Gap statistic data structure
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