extreme value theory 中文意思是什麼

extreme value theory 解釋
極值理論
  • extreme : adj 1 極端的;過激的 (opp moderate)。2 極限的,非常的。3 盡頭的,末端的。4 〈古語〉最後的,臨終...
  • value : n 1 價值;重要性;益處。2 估價,評價。3 價格,所值;交換力。4 (郵票的)面值。5 等值;值得花的代...
  • theory : n. 1. 理論,學理,原理。2. 學說,論說 (opp. hypothesis)。3. 推測,揣度。4. 〈口語〉見解,意見。
  1. One is the evt - based var model ( including gev model and gpd model ), the other is the quantile regression var model. secondly, i evaluate predictive performance of a selection of var models for chinese stock market data. these var models include riskmetrics method, historical simulation, monte carlo method, and the three recent models based on quantile regression and extreme value theory

    本文首先重點探討了極值分佈var模型(包括廣義極值分佈和廣義帕雷托分佈兩個模型)和分位數回歸var模型;然後在此基礎上將六個var模型(包括上述三種模型、歷史模擬法、 riskmetrics方法以及蒙特卡洛法)實證應用於估計上證指數、上證180 、深證成指、深證綜指95 var和99 var ;同時採用區間預測法、損失函數法和符號檢驗法對這些var模型進行了選擇評估。
  2. This paper first conducts the research to the steel wire roller conveyer ball bearing rolling body and the steel wire roller conveyer spot contact question, gives the main geometry parameter of the zone of contact by the hertz contact theory, stress extreme value as well as contact body elasticity approach quantity formula, and acts according to the practical application to carry on the simplification, calculates the main parameter of the bearing zone

    本論文首先對鋼絲滾道球軸承滾動體與鋼絲滾道的點接觸問題進行研究,由hertz接觸理論給出接觸區的主要幾何參數,應力極值以及接觸體彈性趨近量的計算公式,並根據實際應用進行簡化,計算出課題所研究軸承接觸區的主要參數。
  3. Indoor radon distribution in switzerland : lognormality and extreme value theory

    瑞士室內氡氣分佈:對數常態及極端值理論。
  4. The structure system of this paper is : first to introduce the historical background and relevant definition of decision - making ; then to present the theory frame of error - eliminating and pave the way to follow - up chapters ; the following chapter is core content of this paper : first of all, the relevant definition and characteristics of change of time and space based fuzzy error system are put forward, and then detailed discussions on time delay, mutation, interaction, error category, extreme value of error system and transformation words of error system are conducted

    本論文結構體系為:首先系統介紹了決策相關的歷史沿革以及相關的定義和理論;其次介紹了消錯學的理論框架,為后續章節的論述作好鋪墊;再者是本文的的核心部分:首先引入基於時空變化的模糊錯誤系統的定義及相關的性質,而後在各節中分別探討了模糊錯誤系統的時滯,熵變,突變;以及決策錯誤種類分析,錯誤的相互作用,模糊錯誤系統的極值和模糊錯誤轉化詞的應用。
  5. Similar to the famous von - mise condition on the extreme value theory of 1 - max style, the judge condition that absolutely continuous distribution function is in the domain of attraction of p - max style distribution function is given. at the same time, the error inequality between samples and true values is obtained, and almost sure convergence theorems on the extreme value theory of p - max style are also given

    類似於l - max型極值理論中著名的von - mise條件,本文給出了絕對連續分佈函數f落在p - max型極值分佈函數的吸收域中的判斷條件,給出了樣本與真值的誤差不等式,並給出了關于p - max型極值理論的幾乎處處收斂定理。
  6. The paper gave disperse pattern of laplace function under in - uniform grid, which fulfills acceptance character and error maximization theory. it also has fulfills the character of extreme value

    本文在一個不規則網路上離散拉普拉斯運算元的差分格式,不但能滿足相容性及極值原理,而且還具有誤差極少性質。
  7. According to the theory that the probabilistic distribution of seismic intensity fits extreme value type hi, a method to confirm seismic power that is pertinent to the period of expectant use is discussed. at the same time, the way to deal with seismic details is given by introducing system coefficient and coefficient factor. in summary, this paper provides engineers a seismic design method that is pertinent to the period of the building ' s expectant use

    根據地震烈度的概率分佈符合極值型的理論,探討了在相同概率保證下,不同設計使用年限與設計基準期之間地震作用的關系以及不同設計使用年限與設計基準期之間抗震構造的關系,引入了對應于設計使用年限的地震作用調整系數和抗震構造折減系數及其體系影響系數和局部影響系數,發現了現行抗震鑒定標準所採用的設計使用年限。
  8. Study for portfolio risk based on extreme value theory

    基於極值理論的資產組合風險研究
  9. Along with a price limit and capital requirement, the existence of a margin decrease the likelihood of a customer defaulting, a broker going bankrupt and systemic instability of the futures market. this paper applies sub - theories of generalized pareto distribution inherited from extreme value theory to examine the margin policy for price extremal movements

    本文運用極值理論的廣義帕累托分佈( gpd ) ,對以上證180指數和深證100指數為標的的股指期貨保證金進行了研究,並且將之與正態分佈假設下的保證金水平進行比較。
  10. Operational risk measurement models, such as basic indicator approach, standardized approach, internal measurement approach, loss distribution approach and extreme value theory etc, all have some shortcomings

    摘要操作風險計量模型有基本指標法、標準法、內部衡量法、損失分佈法、極端值模型等,各種模型都存在一定的缺陷。
  11. Whether there is damage in composite material or not is determined by four methods : the damage detection method based on extreme value theory, the damage detection method based on ellipse technique, the damage detection method based on four points arch technique and the damage detection method based on nerve net

    研究四種損傷定位方法的原理,即:基於極值理論的損傷定位方法、基於橢圓技術的損傷定位方法、基於四點圓弧定位法的損傷定位方法、基於神經網路技術的損傷定位方法。
  12. So it can avoid risk of model and computer rightly the var of extreme event. this article presents the theory of extreme value and character of tail of distribution and gives the example of var with index of shanghai stock market by evt, then compares the var result of different computation methods and concludes that traditional var method is static state model and var with evt is dynamic conservative model and has the ability of forecasting risk out of sample comparing to historical simulation method

    本文系統地闡述了極值理論和極值分佈特徵,以上證指數為例,將極值理論應用於風險價值的計算,並將應用結果與傳統var方法計算的結果進行了比較分析,最後得出結論:傳統的var計算模型是靜態的模型,應用極值理論計算var的模型是動態的、相對保守的模型;與歷史模擬法相比較,極值理論具有超越樣本的預測能力。
  13. In this thesis, the extreme value theory of p - max style is studied

    本文主要對p - max型極值理論進行了初步的研究。
  14. The application of multivariate extreme value theory in operational risk quantification

    多變量極值理論在銀行操作風險度量中的運用
  15. In this paper, global and local indoor radon distributions are modeled using extreme value theory ( evt )

    本文中全球及地區室內氡氣濃度分佈使用極端值理論。
  16. The extreme values which lies in the tail are some rarely happened events that have significant influence. extreme value theory ( evt ) is the statistical model to study the behavior of extreme v alues

    分佈在尾部的點都是一些極少發生但又具有顯著影響的觀測值,或者稱為極值,極值理論是對這些極值提供統計分析的模型。
  17. The variational inequality has close relations with the theory of extreme value theory and partial differential equation, therefore, it has been extended to infinite dimensional space during the progress of relevant studies

    他們研究的變分不等式具有如下形式:這種變分不等式與極值理論和偏微分方程都有密切聯系。因此人們在研究中已經把它推廣到了無限維空間。
  18. The theory of extreme value ( evt ) is a branch of order statistics, which traditionally can be used as a tool forecasting tsunami, earthquake and flood. recently it has been applied to financial risk management

    極值理論是次序統計學的一門分支,傳統上被用來預測海嘯、地震、洪水等自然災害,近年來已被廣泛地應用於金融風險的管理中。
  19. In the term of extreme value theory, especially, extreme distribution - ii, the 4th chapter amends power law regulation, which makes up parametric estimating problem of extreme value method. as these results, a new method to estimate var, based on laplace & extreme value - ii distribution is put forward

    論文第四章,通過研究極值ii型分佈,從順序統計量的角度出發,研究極值分佈的尾部展開的一些性質,提出了一種估計極值分佈參數的方法,完善了極值理論的參數估計問題,結合實際應用提出了laplace極值混合分佈和一種估計var的新方法。
  20. Based on the theory of regional economic discrepancy, the paper will give a numerical discription of the conditions of discrepancy by per capita gdp and appraise the absolute discrepancy by range at the some time, and appraise the relative discrepancy by extreme value relative range > coefficient of variation > weighted coefficient of variation

    論文以區域經濟發展差異理論為基礎,使用人均gdp等指標來量化地區經濟發展水平差異狀況,用極差來衡量區域經濟絕對差異,用極值相對差、變異系數、加權變異系數來衡量區域經濟相對差異。
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