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基于沪深300股指期货高频数据趋势持续期模型的构建与检验 被引量:1
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作者 潘水洋 王一鸣 《统计与决策》 CSSCI 北大核心 2017年第20期90-93,共4页
文章针对我国沪深300股指期货高频数据时间序列具有趋势运动特性,提出了趋势持续期模型。首先采用泊松过程对趋势持续期的市场微观结构进行建模,得出了趋势持续期在理论上服从Gamma分布;基于经验模态分解算法提取股指期货日内高频交易... 文章针对我国沪深300股指期货高频数据时间序列具有趋势运动特性,提出了趋势持续期模型。首先采用泊松过程对趋势持续期的市场微观结构进行建模,得出了趋势持续期在理论上服从Gamma分布;基于经验模态分解算法提取股指期货日内高频交易数据的趋势持续期,采用最大似然估计法,估计趋势持续期的Gamma分布参数,同时通过Kolmogorov-Smirnov检验验证了模型的有效性;最后对不同采样间隔下的趋势持续期进行标准化处理,趋势持续期模型具有很好的稳健性。 展开更多
关键词 趋势持续期 经验模态分解 泊松过程 伽马分布
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Analysis of Season Change in Jiyang from Meteorological Standpoint
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作者 刘树峰 苏轶 《Agricultural Science & Technology》 CAS 2012年第5期1073-1075,共3页
[Objective] The aim was to analyze changing characters of four seasons in Jiyang, providing references for farming and disaster prevention in the area. [Methed] Changing characters of initial time and lasting periods ... [Objective] The aim was to analyze changing characters of four seasons in Jiyang, providing references for farming and disaster prevention in the area. [Methed] Changing characters of initial time and lasting periods of four seasons in Jiyang for 30 years were analyzed from meteorological standpoint with weather information from 1981 to 2010 observed in surface meteorological observation in Jiyang. [Result] Recent 30 years, initial time of spring and winter in Jiyang were earlier than before, especially for spring. In contrast, initial time of summer and autumn were later, especially for autumn. In addition, periods of spring and winter declined and the latter changed more significantly. Meanwhile, periods of summer and autumn extended and rate of linear trend for summer period was 0.042 hou/year. [Conclusion] The research indicated that lasting days of summer extended significantly and of spring and winter shortened under the background of global warming. 展开更多
关键词 Four seasons Initial time Lasting period Changing trend
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