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Estimation of the water–oil–gas relative permeability curve from immiscible WAG coreflood experiments using the cubic B-spline model
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作者 Dai-Gang Wang Yong-Le Hu +1 位作者 Jing-Jing Sun Yong Li 《Petroleum Science》 SCIE CAS CSCD 2016年第3期507-516,共10页
Immiscible water-alternating-gas(WAG) flooding is an EOR technique that has proven successful for water drive reservoirs due to its ability to improve displacement and sweep efficiency.Nevertheless,considering the com... Immiscible water-alternating-gas(WAG) flooding is an EOR technique that has proven successful for water drive reservoirs due to its ability to improve displacement and sweep efficiency.Nevertheless,considering the complicated phase behavior and various multiphase flow characteristics,gas tends to break through early in production wells in heterogeneous formations because of overriding,fingering,and channeling,which may result in unfavorable recovery performance.On the basis of phase behavior studies,minimum miscibility pressure measurements,and immiscible WAG coreflood experiments,the cubic B-spline model(CBM) was employed to describe the three-phase relative permeability curve.Using the Levenberg-Marquardt algorithm to adjust the vector of unknown model parameters of the CBM sequentially,optimization of production performance including pressure drop,water cut,and the cumulative gas-oil ratio was performed.A novel numerical inversion method was established for estimation of the water-oil-gas relative permeability curve during the immiscible WAG process.Based on the quantitative characterization of major recovery mechanisms,the proposed method was validated by interpreting coreflood data of the immiscible WAG experiment.The proposed method is reliable and can meet engineering requirements.It provides a basic calculation theory for implicit estimation of oil-water-gas relative permeability curve. 展开更多
关键词 Cubic B-spline model IMMISCIBLE WAG flooding Relative permeability Numerical inversion
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FURTHER RESEARCH ON THE SPLINE MODEL METHOD OF KED ANALYSIS IN A PLANAR FLEXIBLE LINKAGE
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作者 管伯良 张程 《Journal of China Textile University(English Edition)》 EI CAS 1994年第1期66-74,共9页
This paper relates to the deep research on the Splinc Model Method of KED analysis. With the use of cubic B-splinc function as a link’s transverse deflection interpolation function, the principle of virtual displacem... This paper relates to the deep research on the Splinc Model Method of KED analysis. With the use of cubic B-splinc function as a link’s transverse deflection interpolation function, the principle of virtual displacement is presented as a basic theory for the general formulation of the equations of motion, and thus abandoned the kinematic assumption and the instantaneous structure assumption which arc used in the Spline Model Method. In thc same time, the nonlinear terms sue as coupling terms between thc rigid body motion and elastic deformation arc included. New member’s spline models are established. Mass matrix, Coriolis mass matrix, normal and tangential mass matrix, linear stiffness matrix, nonlinear stiffness matrix and rotation matrix arc derived. The kinematic differential equations of a member and system are deduced in the end. The Newmark direct integration method is used as the solution scheme of the kinematic differential equations to get the periodic response. 展开更多
关键词 link mechanisms spline functions elastic deformation spline model Method KED analysis spline model PLANAR flexible linkage.
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基于三维曲面Spline模型研究中国不同地区的磁场分布
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作者 冯彦 黄娅 +2 位作者 李翊君 张晋源 刘爽 《Applied Geophysics》 SCIE CSCD 2024年第1期31-40,203,共11页
利用地面台站以及子午工程测点,CHAMP卫星实测数据,建立了中国地区主磁场的三维曲面Spline(3DSS)模型。基于该模型进行了我国的高原地区(青藏高原28°N-38°N,78°E-102°E)、平原地区(长江中下游平原27°N-34°... 利用地面台站以及子午工程测点,CHAMP卫星实测数据,建立了中国地区主磁场的三维曲面Spline(3DSS)模型。基于该模型进行了我国的高原地区(青藏高原28°N-38°N,78°E-102°E)、平原地区(长江中下游平原27°N-34°N,111°E-122°E)以及海洋地区(东海和南海部分区域16°N-30°N,123°E-136°E)的磁场模拟。分别基于高原及平原的实测数据建立了各自的3DSS模型。另外分别建立了对应的二维Taylor(2DTY)、三维Taylor多项式(3DTY)模型以比较验证。建模时考虑了所有测点的场源移除、地面及卫星数据间的数据真空、边界效应等问题。为了考察模型相对于实测值的模拟精度,对三个地区分别选取若干个测点不参与建模,将所建模型分别模拟这些测点,并计算残差、变化率及均方根偏差(RMSE)。结果显示无论是全国3DSS模型还是小区域3DSS模型,其变化率除了Y分量略大,其余分量都在1%以内,模拟精度均要好于2DTY和3DTY模型。小区域(高原及平原)3DSS模型能较好反映区域磁场分布。模型对高原的拟合最好,平原次之,海洋地区最差,说明3DSS模型不需要太多的测点即可完成建模,但建模精度依赖于测点的数量及分布。 展开更多
关键词 地磁场 三维模型 曲面spline 子午工程 CHAMP卫星 CM4
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基于Spline算法经编间隔织物的仿真建模
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作者 王文 邓中民 +1 位作者 李娟 柯薇 《针织工业》 北大核心 2024年第2期17-20,共4页
现阶段大多建模方法得到的模型保形性差,且缺少光照处理。文章提出一种基于Spline插值算法的建模方法,该方法保证曲线经过所有控制点,在三维空间上建立与实际织物基本相同的空间曲线,解决了以往所得模型保形性差的问题,并且通过VC++以及... 现阶段大多建模方法得到的模型保形性差,且缺少光照处理。文章提出一种基于Spline插值算法的建模方法,该方法保证曲线经过所有控制点,在三维空间上建立与实际织物基本相同的空间曲线,解决了以往所得模型保形性差的问题,并且通过VC++以及OpenGL开发工具,可以加上环境光照渲染、纹理处理等,使仿真模型更为写实,得到的仿真模型可以节省人力和物力及时间,能够在短时间内为设计人员提供更为准确的设计思路和方案。 展开更多
关键词 经编间隔织物 spline算法 OPENGL 仿真建模 保形性
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Cross Validation Based Model Averaging for Varying-Coefficient Models with Response Missing at Random
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作者 Huixin Li Xiuli Wang 《Journal of Applied Mathematics and Physics》 2024年第3期764-777,共14页
In this paper, a model averaging method is proposed for varying-coefficient models with response missing at random by establishing a weight selection criterion based on cross-validation. Under certain regularity condi... In this paper, a model averaging method is proposed for varying-coefficient models with response missing at random by establishing a weight selection criterion based on cross-validation. Under certain regularity conditions, it is proved that the proposed method is asymptotically optimal in the sense of achieving the minimum squared error. 展开更多
关键词 Response Missing at Random model Averaging Asymptotic Optimality B-spline Approximation
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Medical images application of contour extraction based on Hermite splines contour model 被引量:1
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作者 陈曾胜 周康源 +1 位作者 胡跃辉 李传富 《Journal of Harbin Institute of Technology(New Series)》 EI CAS 2006年第6期702-706,共5页
Active Contour Model or Snake model is an efficient method by which the users can extract the object contour of Region Of Interest (ROI). In this paper, we present an improved method combining Hermite splines curve an... Active Contour Model or Snake model is an efficient method by which the users can extract the object contour of Region Of Interest (ROI). In this paper, we present an improved method combining Hermite splines curve and Snake model that can be used as a tool for fast and intuitive contour extraction. We choose Hermite splines curve as a basic function of Snake contour curve and present its energy function. The optimization of energy minimization is performed by Dynamic Programming technique. The validation results are presented, comparing the traditional Snake model and the HSCM, showing the similar performance of the latter. We can find that HSCM can overcome the non-convex constraints efficiently. Several medical images applications illustrate that Hermite Splines Contour Model (HSCM) is more efficient than traditional Snake model. 展开更多
关键词 计算机 信号处理 厄密共轭 HSCM
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Dynamic GM(1,1) Model Based on Cubic Spline for Electricity Consumption Prediction in Smart Grid 被引量:10
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作者 WANG Xiaojia YANG Shanlin DING Jing WANG Haijiang 《China Communications》 SCIE CSCD 2010年第4期83-88,共6页
Electricity demand forecasting plays an important role in smart grid expansion planning.In this paper,we present a dynamic GM(1,1) model based on grey system theory and cubic spline function interpolation principle.Us... Electricity demand forecasting plays an important role in smart grid expansion planning.In this paper,we present a dynamic GM(1,1) model based on grey system theory and cubic spline function interpolation principle.Using piecewise polynomial interpolation thought,this model can dynamically predict the general trend of time series data.Combined with low-order polynomial,the cubic spline interpolation has smaller error,avoids the Runge phenomenon of high-order polynomial,and has better approximation effect.Meanwhile,prediction is implemented with the newest information according to the rolling and feedback mechanism and fluctuating error is controlled well to improve prediction accuracy in time-varying environment.Case study using the living electricity consumption data of Jiangsu province in 2008 is presented to demonstrate the effectiveness of the proposed model. 展开更多
关键词 电力行业 电力需求 智能电网 准确性
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Geometry Modeling of Ship Hull Based on Non-uniform B-spline 被引量:4
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作者 王虎 邹早建 《Journal of Shanghai Jiaotong university(Science)》 EI 2008年第2期189-192,共4页
In order to generate the three-dimensional (3-D) hull surface accurately and smoothly,a mixed method which is made up of non-uniform B-spline together with an iterative procedure was developed.By using the iterative m... In order to generate the three-dimensional (3-D) hull surface accurately and smoothly,a mixed method which is made up of non-uniform B-spline together with an iterative procedure was developed.By using the iterative method the data points on each section curve are calculated and the generalized waterlines and transverse section curves are determined.Then using the non-uniform B-spline expression,the control vertex net of the hull is calculated based on the generalized waterlines and section curves.A ship with tunnel stern was taken as test case.The numerical results prove that the proposed approach for geometry modeling of 3-D ship hull surface is accurate and effective. 展开更多
关键词 船舶 容量 几何模型 吃水线
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Mountain permafrost distribution modeling using Multivariate Adaptive Regression Spline (MARS) in the Wenquan area over the Qinghai-Tibet Plateau 被引量:3
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作者 XiuMin Zhang ZhuoTong Nan +3 位作者 JiChun Wu ErJi Du Tong Wang YanHui You 《Research in Cold and Arid Regions》 2012年第5期361-370,共10页
In high mountainous areas, the development and distribution of alpine permafrost is greatly affected by macroand micro-topographic factors. The effects of latitude, altitude, slope, and aspect on the distribution of p... In high mountainous areas, the development and distribution of alpine permafrost is greatly affected by macroand micro-topographic factors. The effects of latitude, altitude, slope, and aspect on the distribution of permafrost were studied to understand the distribution patterns of permafrost in Wenquan on the Qinghai-Tibet Plateau. Cluster and correlation analysis were performed based on 30 m Global Digital Elevation Model (GDEM) data and field data obtained using geophysical exploration and borehole drilling methods. A Multivariate Adaptive Regression Spline model (MARS) was developed to simulate permafrost spatial distribution over the studied area. A validation was followed by comparing to 201 geophysical exploration sites, as well as by comparing to two other models, i.e., a binary logistic regression model and the Mean Annual Ground Temperature model (MAGT). The MARS model provides a better simulation than the other two models. Besides the control effect of elevation on permafrost distribution, the MARS model also takes into account the impact of direct solar radiation on permafrost distribution. 展开更多
关键词 LOGISTIC回归模型 冻土分布 MARS 分布模型 青藏高原 样条函数 自适应 温泉
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Boundary Detection Using Open Spline Curve Based on Mumford-Shah ModelBoundary Detection Using Open Spline Curve Based on Mumford-Shah Model 被引量:1
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作者 LI Xiao-Mao ZHU Lin-Lin TANG Yan-Dong 《自动化学报》 EI CSCD 北大核心 2009年第2期132-136,共5页
关键词 自动化系统 检测方法 曲线图 曲线演化
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A Finite Element Cable Model and Its Applications Based on the Cubic Spline Curve 被引量:1
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作者 方子帆 贺青松 +3 位作者 向兵飞 肖化攀 何孔德 杜义贤 《China Ocean Engineering》 SCIE EI CSCD 2013年第5期683-692,共10页
For accurate prediction of the deformation of cable in the towed system,a new finite element model is presented that provides a representation of both the bending and torsional effects.In this paper,the cubic spline i... For accurate prediction of the deformation of cable in the towed system,a new finite element model is presented that provides a representation of both the bending and torsional effects.In this paper,the cubic spline interpolation function is applied as the trial solution.By using a weighted residual approach,the discretized motion equations for the new finite element model are developed.The model is calculated with the computation program complier by Matlab.Several numerical examples are presented to illustrate the numerical schemes.The results of numerical simulation are stable and valid,and consistent with the mechanical properties of the cable.The model can be applied to kinematics analysis and the design of ocean cable,such as mooring lines,towing,and ROV umbilical cables. 展开更多
关键词 有限元模型 三次样条曲线 线模型 应用 三次样条插值函数 脐带电缆 Matlab 数值模拟
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Estimation of the Piecewise Exponential Model by Bayesian P-Splines via Gibbs Sampling: Robustness and Reliability of Posterior Estimates
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作者 Giuseppe Marano Patrizia Boracchi Elia M. Biganzoli 《Open Journal of Statistics》 2016年第3期451-468,共18页
In the investigation of disease dynamics, the effect of covariates on the hazard function is a major topic. Some recent smoothed estimation methods have been proposed, both frequentist and Bayesian, based on the relat... In the investigation of disease dynamics, the effect of covariates on the hazard function is a major topic. Some recent smoothed estimation methods have been proposed, both frequentist and Bayesian, based on the relationship between penalized splines and mixed models theory. These approaches are also motivated by the possibility of using automatic procedures for determining the optimal amount of smoothing. However, estimation algorithms involve an analytically intractable hazard function, and thus require ad-hoc software routines. We propose a more user-friendly alternative, consisting in regularized estimation of piecewise exponential models by Bayesian P-splines. A further facilitation is that widespread Bayesian software, such as WinBUGS, can be used. The aim is assessing the robustness of this approach with respect to different prior functions and penalties. A large dataset from breast cancer patients, where results from validated clinical studies are available, is used as a benchmark to evaluate the reliability of the estimates. A second dataset from a small case series of sarcoma patients is used for evaluating the performances of the PE model as a tool for exploratory analysis. Concerning breast cancer data, the estimates are robust with respect to priors and penalties, and consistent with clinical knowledge. Concerning soft tissue sarcoma data, the estimates of the hazard function are sensitive with respect to the prior for the smoothing parameter, whereas the estimates of regression coefficients are robust. In conclusion, Gibbs sampling results an efficient computational strategy. The issue of the sensitivity with respect to the priors concerns only the estimates of the hazard function, and seems more likely to occur when non-large case series are investigated, calling for tailored solutions. 展开更多
关键词 Survival Analysis Hazard Smoothing Bayesian P-splines Piecewise Exponential model Time-Dependent Effects
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Prediction Model of Compressive Strength of Fly Ash-Slag Concrete Based on Multiple Adaptive Regression Splines
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作者 Jianjun Dong Hongyang Xie +1 位作者 Yiwen Dai Yong Deng 《Open Journal of Applied Sciences》 2022年第3期284-300,共17页
Accurate prediction of compressive strength of concrete is one of the key issues in the concrete industry. In this paper, a prediction method of fly ash-slag concrete compressive strength based on multiple adaptive re... Accurate prediction of compressive strength of concrete is one of the key issues in the concrete industry. In this paper, a prediction method of fly ash-slag concrete compressive strength based on multiple adaptive regression splines (MARS) is proposed, and the model analysis process is determined by analyzing the principle of this algorithm. Based on the Concrete Compressive Strength dataset of UCI, the MARS model for compressive strength prediction was constructed with cement content, blast furnace slag powder content, fly ash content, water content, reducing agent content, coarse aggregate content, fine aggregate content and age as independent variables. The prediction results of artificial neural network (BP), random forest (RF), support vector machine (SVM), extreme learning machine (ELM), and multiple nonlinear regression (MnLR) were compared and analyzed, and the prediction accuracy and model stability of MARS and RF models had obvious advantages, and the comprehensive performance of MARS model was slightly better than that of RF model. Finally, the explicit expression of the MARS model for compressive strength is given, which provides an effective method to achieve the prediction of compressive strength of fly ash-slag concrete. 展开更多
关键词 Fly Ash-Slag Concrete Compressive Strength Multiple Adaptive Regression splines Prediction model
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Research into Freedom Surface Modeling System of Double Beta Spline in Space
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作者 Liu Xumin Department of Electronic Engineering, Jinzhou Teachers College, Liaoning 121000, P. R. China Xu Weixiang Automation Research Institute, Northern Jiaotong University, Beijing 100044, P. R. China Liu Xumin & Xu Weixiang Research into Freedom Sur 《Journal of Systems Engineering and Electronics》 SCIE EI CSCD 1997年第3期65-73,共9页
ResearchintoFreedomSurfaceModelingSystemofDoubleBetaSplineinSpaceLiuXuminDepartmentofElectronicEngineering,J... ResearchintoFreedomSurfaceModelingSystemofDoubleBetaSplineinSpaceLiuXuminDepartmentofElectronicEngineering,JinzhouTeachersCol... 展开更多
关键词 Curved SURFACE modelING DOUBLE BETA spline curved SURFACE Elimination hiddle line Piece together Shaded curved surface.
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AN INTEGRATION METHOD WITH FITTING CUBIC SPLINE FUNCTIONS TO A NUMERICAL MODEL OF 2ND-ORDER SPACE-TIME DIFFERENTIAL REMAINDER——FOR AN IDEAL GLOBAL SIMULATION CASE WITH PRIMITIVE ATMOSPHERIC EQUATIONS
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作者 辜旭赞 张兵 王明欢 《Journal of Tropical Meteorology》 SCIE 2013年第4期388-396,共9页
In this paper,the forecasting equations of a 2nd-order space-time differential remainder are deduced from the Navier-Stokes primitive equations and Eulerian operator by Taylor-series expansion.Here we introduce a cubi... In this paper,the forecasting equations of a 2nd-order space-time differential remainder are deduced from the Navier-Stokes primitive equations and Eulerian operator by Taylor-series expansion.Here we introduce a cubic spline numerical model(Spline Model for short),which is with a quasi-Lagrangian time-split integration scheme of fitting cubic spline/bicubic surface to all physical variable fields in the atmospheric equations on spherical discrete latitude-longitude mesh.A new algorithm of"fitting cubic spline—time step integration—fitting cubic spline—……"is developed to determine their first-and2nd-order derivatives and their upstream points for time discrete integral to the governing equations in Spline Model.And the cubic spline function and its mathematical polarities are also discussed to understand the Spline Model’s mathematical foundation of numerical analysis.It is pointed out that the Spline Model has mathematical laws of"convergence"of the cubic spline functions contracting to the original functions as well as its 1st-order and 2nd-order derivatives.The"optimality"of the 2nd-order derivative of the cubic spline functions is optimal approximation to that of the original functions.In addition,a Hermite bicubic patch is equivalent to operate on a grid for a 2nd-order derivative variable field.Besides,the slopes and curvatures of a central difference are identified respectively,with a smoothing coefficient of 1/3,three-point smoothing of that of a cubic spline.Then the slopes and curvatures of a central difference are calculated from the smoothing coefficient 1/3 and three-point smoothing of that of a cubic spline,respectively.Furthermore,a global simulation case of adiabatic,non-frictional and"incompressible"model atmosphere is shown with the quasi-Lagrangian time integration by using a global Spline Model,whose initial condition comes from the NCEP reanalysis data,along with quasi-uniform latitude-longitude grids and the so-called"shallow atmosphere"Navier-Stokes primitive equations in the spherical coordinates.The Spline Model,which adopted the Navier-Stokes primitive equations and quasi-Lagrangian time-split integration scheme,provides an initial ideal case of global atmospheric circulation.In addition,considering the essentially non-linear atmospheric motions,the Spline Model could judge reasonably well simple points of any smoothed variable field according to its fitting spline curvatures that must conform to its physical interpretation. 展开更多
关键词 NUMERICAL forecast and NUMERICAL SIMULATION 2nd-order SPACE-TIME differential REMAINDER NUMERICAL model cubic spline functions Navier-Stokes PRIMITIVE EQUATIONS quasi-Lagrangian time-split integration scheme global SIMULATION case
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基于B样条的螺旋桨桨叶参数化及曲面生成
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作者 张代雨 张曼玉 +3 位作者 刘可峰 凌宏杰 王志东 陈旭 《舰船科学技术》 北大核心 2024年第8期1-7,共7页
为了提高螺旋桨优化过程中桨叶的参数化灵活性和建模效率,开展基于B样条方法的螺旋桨桨叶参数化及曲面生成研究。基于B样条曲线方法,采用最小二乘法对不同半径处的叶切面型值点进行拟合,并利用比例、偏移、坐标转换等方法,实现了桨叶叶... 为了提高螺旋桨优化过程中桨叶的参数化灵活性和建模效率,开展基于B样条方法的螺旋桨桨叶参数化及曲面生成研究。基于B样条曲线方法,采用最小二乘法对不同半径处的叶切面型值点进行拟合,并利用比例、偏移、坐标转换等方法,实现了桨叶叶切面和外形轮廓的参数化;基于B样条曲面方法,高效生成螺旋桨叶面、叶背、叶根和叶顶曲面;基于Python语言完成相关程序编写,并给出程序的UML类图。最终,通过对螺旋桨实例进行对比分析,证明螺旋桨桨叶参数化的灵活性和桨叶曲面生成的高效性。 展开更多
关键词 螺旋桨桨叶 B样条曲线 参数化建模 最小二乘法
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地磁场三维曲面Spline模型 被引量:8
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作者 冯彦 蒋勇 +2 位作者 孙涵 安振昌 黄娅 《地球物理学报》 SCIE EI CAS CSCD 北大核心 2018年第4期1352-1365,共14页
利用149个地面实测数据以及12个子午工程测点数据,50个CHAMP卫星高度实测数据,并结合高空180km处的50个IGRF12数据点,基于这三个高度的数据首次建立了中国地区地磁场三维曲面Spline(3DSpline)模型.在境外添加了39个测点以控制边界效应.... 利用149个地面实测数据以及12个子午工程测点数据,50个CHAMP卫星高度实测数据,并结合高空180km处的50个IGRF12数据点,基于这三个高度的数据首次建立了中国地区地磁场三维曲面Spline(3DSpline)模型.在境外添加了39个测点以控制边界效应.通过CM4模型将所有测点的场源进行分离,统一通过主磁场值建模分析.通过将模拟结果与实测值、曲面Spline(2DSpline)以及Taylor(2D Taylor)、三维Taylor(3D Taylor)模型及IGRF12模型相比较,结果显示3DSpline模型的空间分布与其他模型整体趋势一致,但更为曲折,随着高度上升,3DSpline模型的要素Y的强度逐渐减弱.通过比较3DSpline、2D和3DTaylor模型对于不同高度6个缺测点的模拟值,残差和均方根偏差(RMSE),3DSpline模型的模拟效果最好,要素Y、Z和总强度F的RMSE值要比其他模型低50%以上.3DSpline模型在不同高度处的模拟效果主要取决于该高度附近的实测值数量和精度. 展开更多
关键词 地磁场 三维模型 曲面spline 子午工程 CHAMP卫星 IGRF12
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孕期血清铁蛋白动态变化及其与分娩结局的相关性
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作者 程颖 孙美果 +4 位作者 张儒君 杜斌斌 钟琦 江敏敏 沈彤 《安徽医学》 2024年第4期414-419,共6页
目的分析孕期血清铁蛋白(SF)水平的动态变化,探讨不同孕周SF水平与分娩结局的相关关系。方法选取2021年1月至2023年8月期间,在安徽医科大学第一附属医院东城院区规律产检且连续3次SF检测的孕妇665名作为研究对象。分析孕期SF的动态变化... 目的分析孕期血清铁蛋白(SF)水平的动态变化,探讨不同孕周SF水平与分娩结局的相关关系。方法选取2021年1月至2023年8月期间,在安徽医科大学第一附属医院东城院区规律产检且连续3次SF检测的孕妇665名作为研究对象。分析孕期SF的动态变化,用线性回归模型和限制性立方样条分析不同孕周SF与分娩结局间的相关性,并构建SF动态变化与分娩结局的群组轨迹模型。结果随着孕周增加,SF水平下降,铁缺乏率增加。线性相关性分析显示孕8~16周、孕16~24周SF与分娩结局相关性无统计学意义(P>0.05);孕24-32周SF水平与新生儿身长(β:−0.009,95%CI:−0.015~−0.003)、新生儿体质量(β:−3.331,95%CI:−5.201~−1.461)及分娩孕周(β:−0.013,95%CI:−0.019~−0.008)呈负相关。限制性立方样条曲线拟合显示,孕8~16周SF、孕16~24周SF与分娩结局相关性无统计学意义(P整体>0.05),孕24~32周SF与分娩孕周和新生儿身长呈线性剂量-反应关系(P整体<0.05,P非线性>0.05),与新生儿体质量呈非线性相关关系(P整体<0.05,P非线性<0.05)。群组轨迹模型显示,SF浓度下降较快组早产率高于SF浓度下降中等组和较慢组(P<0.01),SF不同变化轨迹类型与新生儿体重相关性无统计学意义。结论孕24~32周SF水平升高与分娩孕周、新生儿身长和体质量相关,孕期SF持续下降与早产发生风险增加有关。 展开更多
关键词 血清铁蛋白 分娩结局 线性回归 限制性立方样条 群组轨迹模型
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带有时变杠杆效应的随机波动率模型参数估计及其应用
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作者 郝红霞 胡红倩 +1 位作者 韩忠成 林金官 《应用概率统计》 CSCD 北大核心 2024年第2期264-276,共13页
为了更好地捕捉金融时间序列中杠杆效应的时变非对称性,本文基于线性样条思想,提出一种带有时变杠杆效应的半参数随机波动率模型,并利用贝叶斯MCMC方法对所提模型中的参数进行了估计.模拟研究表明贝叶斯MCMC方法在所提模型的参数估计方... 为了更好地捕捉金融时间序列中杠杆效应的时变非对称性,本文基于线性样条思想,提出一种带有时变杠杆效应的半参数随机波动率模型,并利用贝叶斯MCMC方法对所提模型中的参数进行了估计.模拟研究表明贝叶斯MCMC方法在所提模型的参数估计方面有着良好的有限样本表现.最后利用本文所提出的带有时变杠杆效应的半参数随机波动率模型对2000年1月4日至2020年8月18日的上证综合指数和深证成份指数日收益数据进行了实证分析,结果表明利用本文所提出的模型拟合这两组实例数据是合理的. 展开更多
关键词 半参数随机波动率模型 线性样条 时变杠杆效应 贝叶斯MCMC方法
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变系数模型中的逐元B-Spline估计法 被引量:2
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作者 唐庆国 王金德 《数学年刊(A辑)》 CSCD 北大核心 2007年第5期611-620,共10页
给出了一种用于估计变系数模型中未知函数的逐元B-Spline方法,建立了估计量的局部渐近偏差,方差和渐近正态分布,开发了一种快速选择估计量窗宽的方法,通过Monte Carlo模拟研究了估计量的有限样本性质.
关键词 变系效模型 逐元B-spline估计量 渐近正态性
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