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排序方式: 共有545条查询结果,搜索用时 15 毫秒
81.
82.
胡晓虎 《铜陵财经专科学校学报》2012,(4):107-109
对风电场风速进行较准确预测可以调整调度计划,有效减轻风电对整个电网的不利影响。文章将小波技术和神经网络相结合对风速进行短期预测。先对原始风速数据进行小波分解,再针对各小波分量分别建立BP神经网络模型进行预测,最后通过小波重构得到原始风速预测值。仿真结果表明,所提方法能够有效地提高风速预测精度。 相似文献
83.
This study examines the relationship between oil prices and economic activity in the G-7 economies during the period 1960M1–2014M07 using a wavelet approach. The results show significant differences in the relationship between these two variables depending on the frequencies. Furthermore, we find that oil price shocks affect economic activity at low frequencies (long run) in all G-7 countries, while the effect at high frequencies (short run) is limited to a few countries. 相似文献
84.
Yoshito Funashima 《Applied economics》2017,49(7):619-634
The public sector has grown dramatically over the past few centuries in many developed countries. In this article, we use wavelet methods to distinguish between two leading explanations for this growth – Wagner’s law and the displacement effect. In doing so, we use the long-term data of 10 OECD countries for a maximum time span of 1800–2009. We find that the validity of Wagner’s law is likely to vary strongly over time for each country. A roughly similar feature in most of the countries is that the law is less valid in the earliest stage of economic development as well as in the advanced stages, with the validity tending to follow an inverted U-shaped pattern with economic development. Further, our results indicate that the long-run growth of government size cannot be adequately explained by Wagner’s law. On the other hand, the displacement effect appears to account for the bulk of the growth in most of the countries. 相似文献
85.
We examine the co-movement in daily returns of USD–INR, EUR–INR, GBP–INR, and JPY–INR currency pair futures contracts traded on the National Stock Exchange of India (NSE) using the wavelet cohesion approach. This study contributes to the literature by examining the scantly studied area of co-movement in exchange rates and using the wavelet approach, which allows us to analyse time–frequency-wise co-movement of the time series. The empirical results indicate that the currency futures markets are nearly perfectly integrated in the long run (monthly, quarterly and biannual scales) offering little potential gains from international portfolio diversification. The discrepancies between currency futures markets are small and almost fade away within 3–6 months. Moreover, international currency diversification might offer relatively higher potential gains at intraweek, weekly, and fortnightly time horizons owing to lower correlations among the currencies under consideration. Finally, our multiple-wavelet correlation and cross-correlation analysis shows that GBP acts as a potential leader/follower across scales. The results of our analysis indicate the dynamic pattern of co-movement among the major currency futures contracts, which provides several implications for portfolio managers and international investors participating in the Indian market. 相似文献
86.
为提高二次雷达(Secondary Surveillance Radar,SSR)信号分析处理能力,针
对傅里叶变换在时频域分析的局限性,利用小波信号奇异性检测特点,通过对S模式询
问、应答信号进行小波分解,计算第一层高频系数,得到信号脉冲持续时间,实现了信号报
头检测,并比较高频系数模极大值,提取出信号调制信息,实现了基于小波变换的二进制差
分相移键控(DPSK)和二进制振幅键控(ASK)解调,验证了小波变换技术分析处理二次雷
达信号的可行性。 相似文献
87.
为了解决目前算法中线性调频-伪码(LFM- PRBC)信号参数估计计算量较大的问题,提出了一种快速估计算法。该算法采用解线调与分数阶傅里叶变换(FRFT)进行参数的估计。首先对信号进行解线调估计出调频斜率的粗略值,然后由调频斜率确定旋转角,通过FRFT估计出码元宽度的粗略值。根据延时再进行解线调估计出调频斜率的精确值,再通过FRFT估计出码元宽度的精确值与起始频率。该算法不仅计算量较低,同时具有很高的估计精度与很强的抗噪性,仿真实验验证了该算法的有效性。 相似文献
88.
文章详细介绍了3种大坝变形监测的方法:极坐标法、前方交会法和GPS技术法,阐述了小波变换和灰色预测理论在实际工程变形数据分析中的应用。 相似文献
89.
This paper adapts the hybrid method, a combination of the Laplace transformation and the finite-difference approach, to the pricing of barrier-style options. The hybrid method eliminates the time steps and provides a highly accurate and precise numerical solution that can be rapidly obtained. This method is superior to lattice methods when trying to solve barrier-style options. Previous studies have tried to solve barrier-style options; however, there have continually been several disadvantages. Very small time steps and stock node spaces are needed to avoid undesirable numerically induced oscillations in the solution of barrier option. In addition, all the intermediate option prices must be computed at each time step, even though one may be only interested in the terminal price of barrier-style complex options. The hybrid method may also solve more complex problems concerning barrier-style options with various boundary constraints such as options with a time-varying rebate. In order to demonstrate the accuracy and efficiency of the proposed scheme, we compare our algorithm with several well-known pricing formulas of barrier-type options. The numerical results show that the hybrid method is robust, and provides a highly accurate solution and fast convergence, regardless of whether or not the initial asset prices are close to the barrier. 相似文献
90.
David C. M. Dickson Barry D. Hughes Zhang Lianzeng 《Scandinavian actuarial journal》2013,2013(5):358-376
We derive expressions for the density of the time to ruin given that ruin occurs in a Sparre Andersen model in which individual claim amounts are exponentially distributed and inter-arrival times are distributed as Erlang(n,?β). We provide numerical illustrations of finite time ruin probabilities, as well as illustrating features of the density functions. 相似文献