historical simulation 中文意思是什麼

historical simulation 解釋
歷史模擬
  • historical : adj 1 史學的;有關歷史的。2 歷史的,歷史上的;過去的。3 有根據的,真實的,非杜撰的 (opp legendar...
  • simulation : n. 假裝;模擬;裝病,裝瘋;【生物學】擬態,擬色。
  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 researches the basic statistical rule of oil - gas dynamic system from the systematic theory, combining with the common characteristic and structure characteristic of oil - gas dynamic system, taking the design requirement of oil field development programming into consideration, by using of functional simulation principle ( including nn method, differential simulation method ) and historical data of oil field, establishes the in - out conjunctional relationship of dynamic index of oil field development, and researches the two level index prediction of development dynamic with both oil field and oil production plant on the basis of the in - out conjunctional relationship. furthermore, this paper analyzes the " decision - making variable ", " object " and " restriction terms " by the optimization theory and set up several optimal models which compose the oil field development programming, it is following : optimization model of the production composing ( solving the optimal composing of each subentry production and cor responding cost, workload, including the onshore thin oil production, the heavy oil thermal process production, tertiary oil recovery production, and the offshore production ) ; optimization model of measure production structure ( determining the optimal composing of each measure production and measure workload, which is composed of fracture, acidulation, capital repair and so on ) ; optimization model of the production distraction ( optimal distribution of the whole oil field production to each oil production plant ) and the integrated development programming model of oil field

    本文從系統理論出發研究油氣動態系統基本統計規律,結合油氣動態系統的一般特點,結構特點,兼顧油田開發規劃設計的要求,利用功能模擬原理(含神經網路方法、微分模擬方法) ,依據油田歷史數據,建立了油田開發動態指標間的輸入輸出關聯關系,並在此輸入輸出關聯關系的基礎上研究了油田及採油廠兩級的開發動態指標預測,同時利用最優化原理,在分析「決策變量」 、 「目標」及「約束條件」的基礎上建立了多個構成油田開發規劃的「優化模型」 ,這些優化模型包括:產量構成優化模型(解決陸上稀油產量、稠油熱采產量、三次採油產量、海上產量及對應的成本、工作量的最優構成問題) ;措施產量結構優化模型(解決壓裂、酸化、大修等各項措施產量及措施工作量的最優構成問題) ;產量分配優化模型(將油田的產量最優地分配到各採油廠)以及油田綜合開發規劃模型。
  3. During the course of establishing this kind of system, we have adopted some advanced instruments and analyzing ways, and used var ( value at risk ) as the base of making models. we also have used regression and historical simulation to evaluate the risks existing during the course of commercial banks " operation, upgraded these ways to make them cooperate with china ' s economic practice, pointed out some indexes and concepts which have practical significance, expanded the academic fields, and connected the normal ways and practical ways together. in this thesis, we have paid more attention to the practical research

    在進行風險評估體系的構建過程中,本文充分借鑒了國外先進的研究工具和分析方法,以var ( valueatrisk )方法作為相關模型構建的數理基礎,採用了回歸分析、歷史模擬等系列研究工具,對我國商業銀行經營過程中的風險情況進行了跟蹤模擬與綜合測評,並結合我國具體現實對所用方法進行了升級與改造,提出了一些具有較強使用價值的指標概念,並在此基礎上進行了進一步的理論延伸,做到了規范研究與實證研究相結合,著重突出了現實意義。
  4. Diffusion patterns ; time scales ; random walk simulation ; beijing area ; historical state

    擴散模態時間尺度隨機遊走北京地區歷史背景
  5. The result shows that this method is easy to be finished by smaller error and higher ability on historical simulation and independent prediction, which provide a new method for forecasting the incidence of a disease. based these two types of model, we set up a medical service system which is easily operated and applicable with nice interface

    在建立了寧夏地區某些疾病發病率氣象預報模型的基礎上,用功能強大的visualbasic6 . 0和matlab6 . 0兩種語言混合編程,開發了界面美觀、操作簡單、適用性強的醫療氣象預報服務系統。
  6. The computer stochastic simulation test was used to study repeat number for controlling the probability of type ii errors and establish a formula calculating sample size in the ease of known historical data

    利用計算機摸擬試驗,從控制犯第二類錯誤的概率來研究兩總體均值比較試驗時的重復次數問題,求得在已知歷史資料情況下樣本容量的計算公式。
  7. This work aims at studying multi - scale structures of large - scale stratiform precipitating clouds typical of henan province of central - eastern china in spring and autumn drought periods of china, the potentials and techniques of artificial rain increase. through analysis of historical weather / climate and cloud physical data, developed are a number of multi - scale observational schemes including intensive observational items, and space / time resolutions of data for integrative field observations to obtain real - time measurements of the structures at large -, medium -, small - and micro - scale. from analysis of observed separate items, their integrative treatment and numerical simulation we place focus on case studies and their integration in investigating such structures of stratiform precipitating clouds over the target region, rainfall physical mechanisms and exploitation of artificial rainfall increase potentials, whereupon a conceptual model is constructed and a range of catalysis schemes are proposed to improve smaller - scale forecasting accracy and techniques for the rainfall increase, with the dominant results given below

    以地處中原、具有典型代表意義的河南層狀降水雲系為主要研究對象,在對該地歷史天氣氣候和雲物理等資料分析的基礎上,研究設計雲系多尺度觀測方案(包括加密觀測項目、觀測時空解析度) ,實施有設計的外場綜合觀測,獲取雲系結構多尺度(大、中、小、微)配套的實時觀測資料;通過對各種觀測資料的分項和綜合處理分析,以典型個例觀測和數值模擬分析研究為重點,綜合多個例分析,研究河南層狀降水雲系多尺度宏微觀結構特徵、降水物理機制和人工增雨潛力條件,建立典型層狀雲系人工增雨概念模型,研究科學的人工增雨作業技術系統。
  8. Firstly, this thesis gives a brief historical retrospect of the development of dve. then based on the analysis of current typical dve systems and the future requirements of dve, this thesis proposes building a web - based distributed virtual environment ( wdve ). the target of wove is to create a real virtual space, a cyberspace, which is a single simulation environment inhabited by millions and consisting of various virtual environments on the internet

    本文首先簡要回顧分散式虛擬環境的發展歷史,然後根據其未來發展的技術需求,在分析現有典型系統的基礎上,提出建立一個基於web的分散式虛擬環境( web - baseddistributedvirtualenvironment , wdve ) ,並指出wdve的最終目標是要在internet上建立一個可以容納成千上萬用戶的、面向多種領域的模擬環境,以實現網上的虛擬世界,即賽伯空間( cyberspace ) 。
  9. The four kind of quantified risk methods, delta - normal school, historical - simulation, stress - testing and structured monte karlo are introduced systemically in this article, then they are distinguished in detail from methods excellent and inferior, apply circus, applied difficultly and easily. the conclusion on apply is targeted. on the basis, delta - normal school is taken apart and explained from the view of math and statistics, and aimed at the problems produced in practice, the covariance matrix is simplified, boost it up in practice

    自上個世紀90年代以來,出現了很多對市場風險進行量化的嘗試,其結果是產生了多種看法不一的模型與工具,其中被國際上廣泛接納和採用的是風險價值體系中對風險進行量化的數學方法。
  10. 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。
  11. With the development of vr technology and network mechanics of communication, the simulation training based on vr and the web conforms to new historical reference trend " research area. the implementation of this system will give new exploitation idea and policy for every other long - distance simulation training system of our nation

    隨著虛擬現實技術和網路通訊技術的發展, web上基於vr的模擬培訓是一個適應新的歷史發展趨勢的研究領域,本系統的實現對我國其它相關領域的遠程模擬培訓系統開發提供了新的開發思想和策略。
  12. The var model could be formulated hi 3 ways : historical stimulation method, variance - covariance approach and monte - carlo simulation

    Var模型的建立有歷史模擬法、方差?協方差法和蒙特卡羅模擬法,本文在j
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