气温衍生品是天气衍生品交易中最活跃的合约之一,确定合理预测气温动态变化的模型,是气温衍生品开发设计的基础。考虑到气温在时间变化上具有趋势性、季节性和周期性等特点,文中使用了以O-U均值回复过程为基础的Continuous Time Autoreg...气温衍生品是天气衍生品交易中最活跃的合约之一,确定合理预测气温动态变化的模型,是气温衍生品开发设计的基础。考虑到气温在时间变化上具有趋势性、季节性和周期性等特点,文中使用了以O-U均值回复过程为基础的Continuous Time Autoregressive Model(CAR)模型、Seasonal Autoregressive Integrated Moving Average(SARIMA)模型和小波神经网络算法,并选择漠河、北京、乌鲁木齐、芜湖、昆明和海口具有地域性代表的城市气温进行拟合,使用无偏绝对百分比误差、绝对百分比误差和平均绝对比例误差检验指标检验了模型的预测精度。研究结果表明,小波神经网络算法在预测6个城市的无偏绝对百分比误差、绝对百分比误差和平均绝对比例误差的值最小;同时,相比CAR模型、SARIMA模型,其预测效果最优。因此,小波神经网络算法能够很好地拟合气温数据的变化,可以为我国气温天气衍生品的定价提供一定的指导。展开更多
In the field of model-based system assessment,mathematical models are used to interpret the system behaviors.However,the industrial systems in this intelligent era will be more manageable.Various management operations...In the field of model-based system assessment,mathematical models are used to interpret the system behaviors.However,the industrial systems in this intelligent era will be more manageable.Various management operations will be dynamically set,and the system will be no longer static as it is initially designed.Thus,the static model generated by the traditional model-based safety assessment(MBSA)approach cannot be used to accurately assess the dependability.There mainly exists three problems.Complex:huge and complex behaviors make the modeling to be trivial manual;Dynamic:though there are thousands of states and transitions,the previous model must be resubmitted to assess whenever new management arrives;Unreusable:as for different systems,the model must be resubmitted by reconsidering both the management and the system itself at the same time though the management is the same.Motivated by solving the above problems,this research studies a formal management specifying approach with the advantages of agility modeling,dynamic modeling,and specification design that can be re-suable.Finally,three typical managements are specified in a series-parallel system as a demonstration to show the potential.展开更多
The dynamic wireless communication network is a complex network that needs to consider various influence factors including communication devices,radio propagation,network topology,and dynamic behaviors.Existing works ...The dynamic wireless communication network is a complex network that needs to consider various influence factors including communication devices,radio propagation,network topology,and dynamic behaviors.Existing works focus on suggesting simplified reliability analysis methods for these dynamic networks.As one of the most popular modeling methodologies,the dynamic Bayesian network(DBN)is proposed.However,it is insufficient for the wireless communication network which contains temporal and non-temporal events.To this end,we present a modeling methodology for a generalized continuous time Bayesian network(CTBN)with a 2-state conditional probability table(CPT).Moreover,a comprehensive reliability analysis method for communication devices and radio propagation is suggested.The proposed methodology is verified by a reliability analysis of a real wireless communication network.展开更多
基金the National Natural Science Foundation of China(52105070,U21B2074)Department of Science and Technology of Liaoning Province China(2033JH1/10400007).
文摘In the field of model-based system assessment,mathematical models are used to interpret the system behaviors.However,the industrial systems in this intelligent era will be more manageable.Various management operations will be dynamically set,and the system will be no longer static as it is initially designed.Thus,the static model generated by the traditional model-based safety assessment(MBSA)approach cannot be used to accurately assess the dependability.There mainly exists three problems.Complex:huge and complex behaviors make the modeling to be trivial manual;Dynamic:though there are thousands of states and transitions,the previous model must be resubmitted to assess whenever new management arrives;Unreusable:as for different systems,the model must be resubmitted by reconsidering both the management and the system itself at the same time though the management is the same.Motivated by solving the above problems,this research studies a formal management specifying approach with the advantages of agility modeling,dynamic modeling,and specification design that can be re-suable.Finally,three typical managements are specified in a series-parallel system as a demonstration to show the potential.
基金supported by the Chinese Universities Scientific Fund(ZYGX2020ZB022)the National Natural Science Foundation of China(51775090).
文摘The dynamic wireless communication network is a complex network that needs to consider various influence factors including communication devices,radio propagation,network topology,and dynamic behaviors.Existing works focus on suggesting simplified reliability analysis methods for these dynamic networks.As one of the most popular modeling methodologies,the dynamic Bayesian network(DBN)is proposed.However,it is insufficient for the wireless communication network which contains temporal and non-temporal events.To this end,we present a modeling methodology for a generalized continuous time Bayesian network(CTBN)with a 2-state conditional probability table(CPT).Moreover,a comprehensive reliability analysis method for communication devices and radio propagation is suggested.The proposed methodology is verified by a reliability analysis of a real wireless communication network.
