mean absolute deviation 中文意思是什麼
mean absolute deviation
解釋
絕對平均差-
On the one hand, the author discusses markowitz ' s mean - variance portfolio selection model, single - index portfolio selection model, and simplified model of optimal portfolio selection. at the same time, based on the rules of optimal portfolio selection and other risk - metric indices, the author also discusses mean - absolute deviation model, mean - semivariance model and mean - value at risk model. on the other hand, the author discusses the asset pricing model, including the capital asset pricing model ( capm ), the multi - factor asset pricing model, and the arbitrage pricing model ( apt )
一方面，作者討論了馬科維茲的均值-方差資產組合選擇模型、單指數資產組合選擇模型、最優資產組合選擇的簡化模型，同時根據最優資產組合選擇原則和其他風險度量指標，討論了均值-絕對離差、均值-半方差和均值-風險價值資產組合選擇模型；另一方面，作者討論了資產定價模型，包括多因素資產定價模型和套利定價模型，特別是在四種因素變量的基礎上，探討多因素資產定價模型。 -
During the course of the research, the criterions of the interpolation effect are mean error ( me ), mean absolute error ( mae ), root mean squared interpolation error ( rmse ) and the difference of mean square deviation between the measured and the estimated surface air temperature. the conclusions are as follows : ( 1 ) by contrasting the gaussian weighted model associated with the error modification with the gaussian weighted model, the error modification is proved to considerably ameliorate the precision of spatial interpolation ; ( 2 ) on the base of the gaussian weighted model, taking altitudinal effect into account can reflect the trend in which temperature changes according to the topographic altitude and may ameliorate the precision of spatial interpolation correspondingly and apparently, which indicates that topographical effect on the preciseness of spatial interpolation can not be disregarded in terms of the region with complicated topography ; ( 3 ) the map of daily surface air temperature distribution, using the modified gaussian weighted model a and b, can accurately reflect the temperature - changing - with - topographical - altitude trend. among them, the better is the model a, whose me is below 0. 03 ?
在此過程中，採用平均誤差（ me ） ，平均絕對誤差（ mae ） ，插值平均誤差平方的平方根（ rootmeansquaredinterpolationerror ，簡稱rmsie ） ，插值前後測站要素值的均方差（ meansquaredeviation ，簡稱msd ）差值作為判定插值效果的標準，得出如下結論：通過高斯權重法與結合逐步訂正的高斯權重法的對比，說明結合逐步訂正方案的高斯權重法可大大提高地面日氣溫的插值精度；在高斯權重法中加入海拔影響項可以反映出溫度隨地形高度的變化趨勢，同時也能較大地提高地面日氣溫的空間插值精度，說明在地形復雜的區域，地形影響在插值精度中是不可忽略的；對于高斯權重法的兩種改進方案得到的地面日氣溫分布圖都能很好地反映出表面大氣氣溫隨地形高度的變化趨勢。 -
Mean absolute deviation
平均絕對離差 -
Since 1952 the markowitz ’ s mean - variance portfolio theory inception, sur - rounding this issue which how to measure risks, it has generated a lot of risk mea - surement methods and bring a lot of portfolio models, such as mean - semivariancemethods, mean - downside risk methods, mean - absolute deviation methods, mean - absolute semideviation methods, mean - absolute downside risk, and soon. 1999, duarte proposed a portfolio optimization uniform model that unifiedthe six methodologies mentioned above
自從1952年markowitz的均值-方差投資組合理論問世以來，圍繞著如何對風險進行度量這一問題先後產生了許多的風險度量方法，帶來了很多的投資組合模型，如均值-半方差法、均值-下滑風險方法、均值-絕對離差方法、均值-絕對半離差方法、均值-絕對下滑風險方法等等。 -
Optimization of the mean semi - absolute deviation portfolio selection model with the restricted short selling based on the pivoting algorithm
半絕對偏差投資組合模型及其旋轉演算法研究
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