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ESMO2023:恩扎卢胺联合雄激素剥夺治疗对比安慰剂联合雄激素剥夺治疗在中国转移性激素敏感性前列腺癌患者中的疗效和安全性(中国ARCHES)
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作者 李永红 《现代泌尿外科杂志》 2024年第1期81-82,共2页
2019年发表的全球ARCHES试验(NCT02677896)结果显示,与安慰剂(placebo,PBO)+雄激素剥夺治疗(androgen deprivation therapy,ADT)相比,恩扎卢胺+ADT延长了转移性激素敏感性前列腺癌(metastatic hormone-sensitive prostate cancer,mHSPC... 2019年发表的全球ARCHES试验(NCT02677896)结果显示,与安慰剂(placebo,PBO)+雄激素剥夺治疗(androgen deprivation therapy,ADT)相比,恩扎卢胺+ADT延长了转移性激素敏感性前列腺癌(metastatic hormone-sensitive prostate cancer,mHSPC)患者的总生存期和放射影像学无进展生存期(radiographic progression-free survival,rPFS)^([1])。然而,该试验无中国患者入组。欧洲肿瘤内科学会(European Society for Medical Oncology,ESMO)2023年会议报道了中国ARCHES研究(NCT04076059)的初步结果,这是一项评估恩扎卢胺+ADTvs.PBO+ADT在中国m HSPC患者中的疗效和安全性的多中心、随机、双盲、PBO对照的Ⅲ期试验^([2])。 展开更多
关键词 转移性激素敏感性前列腺癌 恩扎卢胺 雄激素剥夺治疗 安慰剂 中国患者 archES
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Health diagnosis of ultrahigh arch dam performance using heterogeneous spatial panel vector model 被引量:1
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作者 Er-feng Zhao Xin Li Chong-shi Gu 《Water Science and Engineering》 EI CAS CSCD 2024年第2期177-186,共10页
Currently,more than ten ultrahigh arch dams have been constructed or are being constructed in China.Safety control is essential to long-term operation of these dams.This study employed the flexibility coefficient and ... Currently,more than ten ultrahigh arch dams have been constructed or are being constructed in China.Safety control is essential to long-term operation of these dams.This study employed the flexibility coefficient and plastic complementary energy norm to assess the structural safety of arch dams.A comprehensive analysis was conducted,focusing on differences among conventional methods in characterizing the structural behavior of the Xiaowan arch dam in China.Subsequently,the spatiotemporal characteristics of the measured performance of the Xiaowan dam were explored,including periodicity,convergence,and time-effect characteristics.These findings revealed the governing mechanism of main factors.Furthermore,a heterogeneous spatial panel vector model was developed,considering both common factors and specific factors affecting the safety and performance of arch dams.This model aims to comprehensively illustrate spatial heterogeneity between the entire structure and local regions,introducing a specific effect quantity to characterize local deformation differences.Ultimately,the proposed model was applied to the Xiaowan arch dam,accurately quantifying the spatiotemporal heterogeneity of dam performance.Additionally,the spatiotemporal distri-bution characteristics of environmental load effects on different parts of the dam were reasonably interpreted.Validation of the model prediction enhances its credibility,leading to the formulation of health diagnosis criteria for future long-term operation of the Xiaowan dam.The findings not only enhance the predictive ability and timely control of ultrahigh arch dams'performance but also provide a crucial basis for assessing the effectiveness of engineering treatment measures. 展开更多
关键词 Ultrahigh arch dam Structural performance Deformation behavior Diagnosis criterion Panel data model
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Recent Construction Technology Innovations and Practices for Large-Span Arch Bridges in China
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作者 Jielian Zheng 《Engineering》 SCIE EI CAS CSCD 2024年第10期110-129,共20页
Arch bridges provide significant technical and economic benefits under suitable conditions.In particular,concrete-filled steel tubular(CFST)arch bridges and steel-reinforced concrete(SRC)arch bridges are two types of ... Arch bridges provide significant technical and economic benefits under suitable conditions.In particular,concrete-filled steel tubular(CFST)arch bridges and steel-reinforced concrete(SRC)arch bridges are two types of arch bridges that have gained great economic competitiveness and span growth potential due to advancements in construction technology,engineering materials,and construction equipment over the past 30 years.Under the leadership of the author,two record-breaking arch bridges—that is,the Pingnan Third Bridge(a CFST arch bridge),with a span of 560 m,and the Tian’e Longtan Bridge(an SRC arch bridge),with a span of 600 m—have been built in the past five years,embodying great technological breakthroughs in the construction of these two types of arch bridges.This paper takes these two arch bridges as examples to systematically summarize the latest technological innovations and practices in the construction of CFST arch bridges and SRC arch bridges in China.The technological innovations of CFST arch bridges include cable-stayed fastening-hanging cantilevered assembly methods,new in-tube concrete materials,in-tube concrete pouring techniques,a novel thrust abutment foundation for nonrocky terrain,and measures to reduce the quantity of temporary facilities.The technological innovations of SRC arch bridges involve arch skeleton stiffness selection,the development of encasing concrete materials,encasing concrete pouring,arch rib stress mitigation,and longitudinal reinforcement optimization.To conclude,future research focuses and development directions for these two types of arch bridges are proposed. 展开更多
关键词 Concrete-filled steel tubular arch bridges Steel-reinforced concrete arch bridges Cable-stayed fastening-hanging cantilevered assembly Non-rocky thrust abutment foundation Stiff skeleton Encasing concrete pouring Longitudinal reinforcement optimization
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Numerical Simulation Analysis of Welded Joints in Arch Ribs of Large Span Steel Pipe Arch Bridges
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作者 Deer He Nianchun Deng Xiuning Peng 《Journal of Harbin Institute of Technology(New Series)》 CAS 2024年第3期19-30,共12页
In order to study the residual stress distribution law of welded joints of arch ribs of large-span steel pipe concrete arch bridges,numerical simulation of temperature,stress and strain fields based on ABAQUS for weld... In order to study the residual stress distribution law of welded joints of arch ribs of large-span steel pipe concrete arch bridges,numerical simulation of temperature,stress and strain fields based on ABAQUS for welded joints of arch-ribbed steel tubes using 7-,8-and 9-layer welds is carried out and its accuracy is demonstrated.The steel pipe welding temperature changes,residual stress distribution,different processes residual stress changes in the law,the prediction of post-weld residual stress distribution and deformation are studied in this paper.The results show that the temperature field values and test results are more consistent with the accuracy of numerical simulation of welding,the welding process is mainly in the form of heat transfer;Residual high stresses are predominantly distributed in the Fusion zone(FZ)and Heat-affected zone(HAZ),with residual stress levels tending to decrease from the center of the weld along the axial path,the maximum stress appears in the FZ and HAZ junction;The number of welding layers has an effect on the residual stress distribution,the number of welding layers increases,the residual stress tends to decrease,while the FZ and HAZ high stress area range shrinks;Increasing the number of plies will increase the amount of residual distortion. 展开更多
关键词 steel pipe and concrete arch bridge arch rib multi-pass welding residual stress numerical simulation
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中国汽油价格波动基于ARCH模型的分析研究
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作者 马仕涵 《江苏商论》 2024年第12期3-10,33,共9页
本文采用ARCH模型,并使用Eviews10统计学软件,利用2014年到2024年近11年的92号汽油价格,分析中国汽油市场价格的波动性。通过分析北京、上海、广州三个地区的92号汽油价格,表明中国汽油价格残差序列具有明显的“尖峰厚尾”特征,也具有... 本文采用ARCH模型,并使用Eviews10统计学软件,利用2014年到2024年近11年的92号汽油价格,分析中国汽油市场价格的波动性。通过分析北京、上海、广州三个地区的92号汽油价格,表明中国汽油价格残差序列具有明显的“尖峰厚尾”特征,也具有显著的波动性特性。同时也印证了ARCH模型能够很好地描述中国汽油价格市场的波动性特性。本文最后根据实证分析结果,对中国应积极应对国际油价的变化,提出可操作性建议。 展开更多
关键词 汽油价格 arch模型 Garch模型 波动性
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Hybrid Procedure for Interruption of Aortic Arch Associated with Bicuspid Aortic Valve Stenosis in an Infant
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作者 Jiajun Xu Zhuo Shi +1 位作者 Shanshan Shi Xiangming Fan 《Congenital Heart Disease》 SCIE 2024年第5期535-540,共6页
Interrupted Aortic Arch(IAA)combined with aortic stenosis(AS)is a rare and complex congenital cardiac anomaly that presents significant challenges in clinical management.In this letter,we aim to share our experience i... Interrupted Aortic Arch(IAA)combined with aortic stenosis(AS)is a rare and complex congenital cardiac anomaly that presents significant challenges in clinical management.In this letter,we aim to share our experience in performing hybrid procedures on an infant diagnosed with IAA combined with bicuspid AS.This child exhibited significant recovery during follow-up. 展开更多
关键词 NEONATE interruption of aortic arch aortic stenosis hybrid procedurecript
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Influence of axial stress on failure characteristics of deep arched hard rock roadway
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作者 Kang PENG Ren-zhi LAI +1 位作者 Song LUO Xi-bing LI 《Transactions of Nonferrous Metals Society of China》 SCIE EI CAS CSCD 2024年第12期4032-4048,共17页
To study the influence of axial stress on the failure characteristics of deep arched roadway considering structural effect,true triaxial compression tests were conducted on cubic granite specimens with a three-centere... To study the influence of axial stress on the failure characteristics of deep arched roadway considering structural effect,true triaxial compression tests were conducted on cubic granite specimens with a three-centered arched hole structure.A video monitoring device was utilized to record the failure process of surrounding rocks.The test results show that under 10−60 MPa axial stress,the surrounding rock failure process included the calm stage,particle ejection stage,fragment ejection stage,and rock slice buckling and spalling stage.Under higher axial stresses(70 and 80 MPa),the failure process is characterized by violent fragment spray during the fourth stage.As the axial stress increases,the failure of surrounding rock increases,while the initial vertical failure stress first increases and then decreases.According to the failure characteristics of roadway under different axial stresses,arranging the roadway along the direction of a moderate axial stress level is desired. 展开更多
关键词 axial stress failure characteristic true triaxial test arched roadway V-shaped notch acoustic emission ROCKBURST
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A Nonlinear Explicit Model of A Non-Circular Subsea Tunnel-Liner System with An FGM Inverted Arch Under Mechanical Loading and Fire Fields
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作者 HE Jie CHANG Guo-yong +1 位作者 LIU Yang LI Zhao-chao 《China Ocean Engineering》 SCIE EI CSCD 2024年第5期855-865,共11页
This paper proposes an explicit scheme to analyze the failure of a subsea polyhedral tunnel-liner system with an inverted arch under mechanical loading and fire fields.The thin-walled liner is made of Functionally Gra... This paper proposes an explicit scheme to analyze the failure of a subsea polyhedral tunnel-liner system with an inverted arch under mechanical loading and fire fields.The thin-walled liner is made of Functionally Graded Materials(FGMs),which may improve the stability behavior of the tunnel-liner system.Hydrostatic pressure is inevitable in the liner since underground water may penetrate the cracks of the tunnel,and reach the outer surface of the liner.In addition,an elevated temperature loading is taken into account,considering that fire may occur in the tunnel-liner system.Under the combination of mechanical loading and thermal loading,the liner deforms into a single-lobe shape,which is depicted by a trigonometric function.The total potential energy is expressed quantitatively after the energy approach and thin-walled shell theory are used.The minimum potential energy is obtained when the critical buckling occurs.The critical buckling pressure is calculated,which considers the effect of the thermal field.The present analytical prediction is subsequently compared precisely with other closed-form solutions.Finally,the effects of several parameters,such as the geometric shapes,temperature variations,and volume fraction indices,are discussed to further survey the buckling performance of the nonlinear buckling of an FGM polyhedral liner with an inverted arch.One may address a polyhedral liner with fewer polyhedral sides,and a lower volume fraction index is recommended to rehabilitate cracked tunnels in engineering applications. 展开更多
关键词 tunnel-liner system with an inverted arch volume fraction index mechanical and thermal loadings rehabilitation BUCKLING
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Prediction model of surrounding rock deformation in doublecontinuous-arch tunnel based on the ABC-WNN
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作者 Yahui Zhang 《Railway Sciences》 2024年第6期717-730,共14页
Purpose–The wavelet neural network(WNN)has the drawbacks of slow convergence speed and easy falling into local optima in data prediction.Although the artificial bee colony(ABC)algorithm has strong global optimization... Purpose–The wavelet neural network(WNN)has the drawbacks of slow convergence speed and easy falling into local optima in data prediction.Although the artificial bee colony(ABC)algorithm has strong global optimization ability and fast convergence speed,it also has the drawbacks of slow speed while finding the optimal solution and weak optimization ability in the later stage.Design/methodology/approach–This article uses an ABC algorithm to optimize the WNN and establishes an ABC-WNN analysis model.Based on the example of the Jinan Yuhan underground tunnel project,the deformation of the surrounding rock of the double-arch tunnel crossing the fault fracture zone is predicted and analyzed,and the analysis results are compared with the actual detection amount.Findings–The comparison results show that the predicted values of the ABC-WNN model have a high degree of fitting with the actual engineering data,with a maximum relative error of only 4.73%.On this basis,the results show that the statistical features of ABC-WNN are the lowest,with the errors at 0.566 and 0.573,compared with the single back propagation(BP)neural network model and WNN model.Therefore,it can be derived that the ABC-WNN model has higher prediction accuracy,better computational stability and faster convergence speed for deformation.Originality/value–This article uses firstly the ABC-WNN for the deformation analysis of double-arch tunnels.This attempt laid the foundation for artificial intelligence prediction in deformation analysis of multiarch tunnels and small clearance tunnels.It can provide a new and effective way for deformation prediction in similar projects. 展开更多
关键词 Double arch tunnel Deformation prediction Artificial bee colonies Surrounding rock Wavelet neural network
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Effects of comprehensive nursing with cognitive behavioral therapy in orthodontic osteodilated arch treatment
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作者 Xin Yang Zeng-Xiang Wang +3 位作者 Yu-Xing Tian Chao Peng Hui-Ning Yang Ying Wu 《World Journal of Clinical Cases》 SCIE 2024年第22期5051-5058,共8页
BACKGROUND This work explored the effects of cognitive behavior therapy(CBT)-based comprehensive nursing intervention(CNI)mode in arch expansion to treat patients with orthodontic osteodilated arch(OOA).AIM To explore... BACKGROUND This work explored the effects of cognitive behavior therapy(CBT)-based comprehensive nursing intervention(CNI)mode in arch expansion to treat patients with orthodontic osteodilated arch(OOA).AIM To explore the application effect of CBT-based CNI model in orthodontic expansion arch treatment.METHODS Using convenient sampling method,81 patients with OOA were selected and rolled into a control group(Ctrl group,40 cases)and an observation group(Obs group,41 cases).During the treatment,patients in the Ctrl group received routine nursing intervention mode,and the those in the Obs group received CBT mode on the basis of this.Before and after intervention,the incidence of oral mucositis,the mastery rate of correct arch expansion method,self-rating anxiety scale score,soft scale index,and plaque index were compared for patients in different groups.In addition,satisfaction and complications were comparatively analyzed.RESULTS Incidence of oral mucositis in the Obs group was lower(14.6%vs 38.5%),and the mastery rate of correct arch expansion method was obviously higher(90.2%vs 55.0%)was obviously higher(all P<0.05).Meanwhile,the soft scale index and plaque index in the Obs group were much lower(P<0.05).The compliance(90.24%)and satisfaction(95.12%)in the Obs group were greatly higher(P<0.05).CONCLUSION The CBT-based CNI mode greatly improved the mastery rate of correct arch expansion method during arch expansion in treating patients with OOA and enhanced the therapeutic effect of arch expansion and the oral health of patients,improving the patient compliance. 展开更多
关键词 Orthodontic osteodilated arch Cognitive behavior therapy Comprehensive nursing intervention mode Nursing effect Pain management Oral care
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基于SARIMA-ARCH的电量预测模型
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作者 许然 杨黎娜 钟强 《电脑与电信》 2024年第5期88-91,共4页
电量预测是供电单位购电的重要依据,是电力经济稳定运行的根本基础。提出采用SARIMA-ARCH融合模型对某地区售电量进行预测。首先,采用季节时间序列分析方法(SARIMA)对月度电量时间序列进行建模,通过ACF和PACF图筛选确定出最佳模型阶数,... 电量预测是供电单位购电的重要依据,是电力经济稳定运行的根本基础。提出采用SARIMA-ARCH融合模型对某地区售电量进行预测。首先,采用季节时间序列分析方法(SARIMA)对月度电量时间序列进行建模,通过ACF和PACF图筛选确定出最佳模型阶数,得到季节性时间序列模型(SARIMA)基础预测模型;提取模型残差的波动性,建立自回归条件异方差(ARCH)模型;最后,将SARIMA-ARCH模型与常规SRIAM和ARIMA的预测值进行对比分析。结果表明,SARIMAARCH混合模型的预测精度较高。 展开更多
关键词 SARIMA 时间序列分析 arch效应 售电量
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基于ARCH族模型的股票超高频数据的波动性研究——以浦发银行为例
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作者 徐丹蕾 王云媛 《中小企业管理与科技》 2024年第16期56-58,共3页
论文基于浦发银行股票的逐笔交易数据,利用ARCH族模型对其超高频数据中的波动性进行了研究。论文首先通过对数据的预处理和单位根检验,确保了数据的平稳性,随后应用多种ARCH族模型对波动性进行建模与比较,最终选择TGARCH(2,1,1)模型作... 论文基于浦发银行股票的逐笔交易数据,利用ARCH族模型对其超高频数据中的波动性进行了研究。论文首先通过对数据的预处理和单位根检验,确保了数据的平稳性,随后应用多种ARCH族模型对波动性进行建模与比较,最终选择TGARCH(2,1,1)模型作为最优模型。该模型不仅能够捕捉数据中的波动集聚效应,还揭示了显著的波动非对称性。研究结果表明,浦发银行的股票收益波动性具有显著的持久性和杠杆效应,负面冲击对波动的影响大于正面冲击。基于这些发现,论文提出了加强高频交易监管、优化投资策略和强化风险管理等政策启示。 展开更多
关键词 超高频数据 arch族模型 波动性 浦发银行
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基于状态转移ARCH模型的中国股市波动性研究 被引量:44
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作者 蒋祥林 王春峰 吴晓霖 《系统工程学报》 CSCD 2004年第3期270-277,共8页
通过引入波动性状态转移的ARCH(SWARCH)模型对中国股票市场的波动性进行了研究.SWARCH模型较传统的ARCH类模型显著地提高了股票市场波动性的描述与预测能力.实证结果表明,促使中国股市低波动性状态向高波动性状态转移的主要原因是股市... 通过引入波动性状态转移的ARCH(SWARCH)模型对中国股票市场的波动性进行了研究.SWARCH模型较传统的ARCH类模型显著地提高了股票市场波动性的描述与预测能力.实证结果表明,促使中国股市低波动性状态向高波动性状态转移的主要原因是股市的政策因素,这与因为实体经济基础的变化而促使美国股市波动性状态转移有着本质的区别. 展开更多
关键词 波动性 arch类模型 状态转移模型
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悬挂式单轨交通柔性吊杆拱桥风-车-桥耦合仿真分析
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作者 曾敏 《城市轨道交通研究》 北大核心 2025年第1期36-43,共8页
[目的]悬挂式单轨交通柔性吊杆拱桥因具有结构刚度小、轨道梁梁体宽跨比小的特点,易受风荷载作用从而影响桥梁结构的安全性和列车的舒适性,需对风-车-桥耦合结构进行研究。[方法]以我国首条悬挂式单轨交通线路为工程背景,通过ANSYS有限... [目的]悬挂式单轨交通柔性吊杆拱桥因具有结构刚度小、轨道梁梁体宽跨比小的特点,易受风荷载作用从而影响桥梁结构的安全性和列车的舒适性,需对风-车-桥耦合结构进行研究。[方法]以我国首条悬挂式单轨交通线路为工程背景,通过ANSYS有限元软件建立长度为80 m的柔性吊杆拱桥模型,通过Fluent有限元软件以及多体动力学软件UM进行风-车-桥耦合分析,并通过平稳性指标判断行车情况。[结果及结论]在风荷载作用下,列车的横向平稳性指标变化较竖向更剧烈,其平稳性处于列车运行合格的边缘。当车速和风速增大时,列车的横向振动明显提升;车速40 km/h下,20 m/s风速相比于10 m/s风速的最大桥梁横向位移增幅达159.5%,最大竖向位移增幅达11%;15 m/s风速相比于10 m/s风速的最大桥梁横向位移增幅达70%,最大竖向位移增幅达24.1%。 展开更多
关键词 悬挂式单轨交通 柔性吊杆拱桥 风-车-桥耦合系统
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我国畜产品价格波动分析——基于ARCH类模型 被引量:38
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作者 唐江桥 雷娜 徐学荣 《技术经济》 2011年第4期86-91,共6页
运用ARCH类模型对我国主要畜产品的价格波动率进行了分析。结果表明:牛肉、羊肉和鸡肉的价格波动具有显著的波动积聚性,鸡蛋价格波动没有显著的异方差效应;除牛肉市场外,羊肉和鸡肉市场不具有高风险、高回报的特征;猪肉、牛肉、羊肉和... 运用ARCH类模型对我国主要畜产品的价格波动率进行了分析。结果表明:牛肉、羊肉和鸡肉的价格波动具有显著的波动积聚性,鸡蛋价格波动没有显著的异方差效应;除牛肉市场外,羊肉和鸡肉市场不具有高风险、高回报的特征;猪肉、牛肉、羊肉和鸡肉的价格波动没有非对称性。认为应在畜产品市场出现大的价格波动时及时采取平抑措施,且政府需规范畜产品市场秩序、完善畜产品市场制度。 展开更多
关键词 畜产品 价格波动 波动积聚性 arch类模型
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人民币汇率预期的ARCH效应分析 被引量:21
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作者 任兆璋 宁忠忠 《华南理工大学学报(自然科学版)》 EI CAS CSCD 北大核心 2004年第12期83-88,共6页
使用人民币NDF(无本金交割远期交易 )汇率作为人民币汇率预期的代理变量 ,使用ARCH(AutoregressiveConditionalHeteroskedastic)模型族研究其波动特征 .结果表明 ,人民币汇率预期存在ARCH效应 ,具有尖峰、厚尾、波动群集性和非对称性等... 使用人民币NDF(无本金交割远期交易 )汇率作为人民币汇率预期的代理变量 ,使用ARCH(AutoregressiveConditionalHeteroskedastic)模型族研究其波动特征 .结果表明 ,人民币汇率预期存在ARCH效应 ,具有尖峰、厚尾、波动群集性和非对称性等特征 .这些特征要求在应对人民币升值或贬值冲击时 ,在保持汇率基本稳定的前提下 ,应使汇率更具灵活性 ,适度扩大人民币汇率的浮动区间并逐步改善人民币汇率的形成机制 . 展开更多
关键词 人民币汇率 预期 波动 arch模型
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中国粮食价格波动特征研究——基于X-12-ARIMA模型和ARCH类模型 被引量:32
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作者 李剑 宋长鸣 项朝阳 《统计与信息论坛》 CSSCI 2013年第6期16-21,共6页
以小麦和大豆为例,研究2002年1月至2012年6月中国粮食价格波动特征。首先利用X-12-ARIMA模型对价格序列进行季节调整,然后运用ARCH类模型对剥离季节因素的价格序列进行波动分析。结果发现:中国粮食价格季节性波动逐年减弱;粮食价格具有... 以小麦和大豆为例,研究2002年1月至2012年6月中国粮食价格波动特征。首先利用X-12-ARIMA模型对价格序列进行季节调整,然后运用ARCH类模型对剥离季节因素的价格序列进行波动分析。结果发现:中国粮食价格季节性波动逐年减弱;粮食价格具有明显的波动集簇性,前期价格波动和外部冲击对后期价格的影响具有持续性;粮食市场不存在"高风险、高回报"特征;小麦价格波动的非对称性不显著,而大豆价格波动则呈现明显的非对称特征,且上期价格上涨信息引发的波动要大于下跌信息。 展开更多
关键词 粮食 价格波动 X-12-ARIMA季节调整模型 arch类模型
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基于ARMA-GARCH模型的黄金价格实证分析 被引量:31
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作者 潘贵豪 胡乃联 +1 位作者 刘焕中 李国清 《黄金》 CAS 北大核心 2010年第1期5-8,共4页
研究黄金价格的动态演变过程至关重要。文中以1971年1月至2008年12月期间的伦敦黄金交易市场下午定盘价格为基础,利用时间序列的相关理论,建立了黄金价格的ARMA-GARCH模型,并对2008年数据进行了实证分析,其结果非常接近。利用该模型可... 研究黄金价格的动态演变过程至关重要。文中以1971年1月至2008年12月期间的伦敦黄金交易市场下午定盘价格为基础,利用时间序列的相关理论,建立了黄金价格的ARMA-GARCH模型,并对2008年数据进行了实证分析,其结果非常接近。利用该模型可动态刻画黄金价格数据的生成过程,也可帮助黄金产品投资者和生产者做出更加灵活、科学的决策。 展开更多
关键词 黄金价格 arch效应 时间序列 实证分析
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基于EEMD和ARCH的风电功率超短期预测 被引量:6
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作者 李乐 刘天琪 +4 位作者 陈振寰 王福军 关铁英 何川 吴星 《电测与仪表》 北大核心 2015年第18期16-21,共6页
针对风电功率具有非平稳性和波动集群现象,提出一种基于集合经验模态分解和自回归条件异方差组合模型预测方法。该方法通过EEMD分解法将风电出力分解为一系列平稳的时序分量,再由游程判定法,将时序分量重组为波动分量、短期趋势分量和... 针对风电功率具有非平稳性和波动集群现象,提出一种基于集合经验模态分解和自回归条件异方差组合模型预测方法。该方法通过EEMD分解法将风电出力分解为一系列平稳的时序分量,再由游程判定法,将时序分量重组为波动分量、短期趋势分量和长期趋势分量,以集中分量特征信息降低预测难度;针对各分量的波动特征,建立相应的ARCH预测模型。算例结果表明,该种组合预测方法简单,具有较高的预测精度,能更好的反应风电功率的波动特性。 展开更多
关键词 超短期预测 EEMD 游程检验法 arch
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金融市场预测决策的有力工具:ARCH模型 被引量:10
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作者 张汉江 马超群 曾俭华 《系统工程》 CSCD 1997年第1期43-46,29,共5页
ARCH模型为最近15年里发展起来的关于时间序列的模型.由于它反映了随机过程的一种特殊特性:方差随时间而变化,从而在金融市场预测和决策中取得了显著成果.本文在分析金融市场数据特性的基础上,较为详细地介绍了ARCH模型的形式与分类、... ARCH模型为最近15年里发展起来的关于时间序列的模型.由于它反映了随机过程的一种特殊特性:方差随时间而变化,从而在金融市场预测和决策中取得了显著成果.本文在分析金融市场数据特性的基础上,较为详细地介绍了ARCH模型的形式与分类、参数估计和模型假设检验等若干理论问题,并适当地探讨了ARCH模型在金融市场研究中的应用前景. 展开更多
关键词 金融 预测 arch 金融市场 条件异方差
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