Model Comparison for Temperature-Based Weather Derivatives in Mainland China

Abstract:

In this paper, we provide a comparison of two models of temperature-based weather derivatives. The Alaton et al. model (2002) and the continuous-time autoregressive (CAR) model of Benth et al. (2007) are applied to temperature data from twelve cities in China. The objective is to determine which is the better model for temperature derivative modeling in Chinese cities. We found the CAR model to be more accurate in terms of normality of residuals and smaller relative errors. However, the shortcomings of both the Alaton et al. model and the CAR model are revealed in this study as well.     

基于VVA的多分辨率交通仿真建模过程评价框架研究

文章从多分辨率交通仿真的建模过程入手,研究了系统仿真的校核、验证与确认(Verification Validation Accreditation,VVA)过程评价的原理。在此基础上,提出了基于VVA的多分辨率交通仿真建模的过程评价框架。通过研究仿真系统生命周期中的一系列活动来评价研究结果的正确性和有效性,提高了系统的可信性,使仿真系统能够满足实际应用的需要。     

基于多Agent的供应链牛鞭效应建模与仿真

文章基于多Agent技术构建了啤酒游戏供应链的仿真模型,给出了基于多Agent技术和Swarm平台构建供应链仿真模型的方法。基于该模型对供应链牛鞭效应进行了仿真分析,进一步深化了对牛鞭效应的认识。     

基于Fluent的波节管内流体流动与传热特性研究

为了深入研究影响波节管传热效果的主要因素,应用CFD软件Fluent对波节管内流体的流动和传热特性进行数值模拟,分别研究了不同入口流速v(0.3,0.5,0.7和0.9 m/s)、波峰直径D_1(28,30,32,34和36 mm)、弧形段长S_1(34,23,17,13和10 mm)下波节管内流体的流动与传热特性。结果表明,不同型号波节管的努塞尔数(Nu)、流体压力损失以及综合性能随着入口流速的增加而增加;随着波峰直径D_1(弧形段长S_1)的增大,波节管的Nu先增大后减小,最后趋于一个相对稳定的值。当波节管的波峰直径D_1=34 mm时,波节管的传热性能最好,流体压力损失最大,综合性能最好;弧形段长S_1=23 mm时,波节管的换热性能最佳,流体压力损失最大,综合性能最好。通过参数正交分析可知,影响波节管传热效果的因素由强到弱依次为入口流速v、波峰直径D_1、弧形段长S_1。研究成果可为工程实际中提高波节管传热性能提供理论指导。     

上部覆盖层下伏页岩一类潜在滑坡演化变形机制分析

为研究上部覆盖层下伏页岩这一类型的滑坡失稳变形,需要确定其变形的潜在影响因素,从定量角度上分析这一类型滑坡灾害的变形演化问题。以容县六王镇西流河潜在滑坡为研究对象,借助钻孔勘探、室内试验和地质调绘,详细分析了西流河滑坡的工程地质概况,并推测其可能的变形演化机制,然后利用Geostudio数值软件建立西流河滑坡的渗流模型,模拟其在不同降雨工况下的渗流规律。研究发现:西流河滑坡在持续降雨过程中稳定性系数从1.224逐步降低至1.09,稳定性系数不断下降,滑坡体内由垂直入渗逐步转化沿滑动带稳定渗流;当遭遇极端暴雨情况(50年重现期)时,滑坡体内稳定渗流场显著增厚,饱和滑带土增多,滑坡安全储备达到极限。由此可以得出:上部覆盖层下伏页岩一类滑坡变形演化过程主要分滑坡体上部覆盖层堆积阶段,垂直入渗至页岩富水软化阶段和稳定渗流至潜在滑动带软化蠕变这3个阶段;其中上部覆盖层的高渗透性和下伏页岩的隔水特征是导致页岩风化带软化蠕变和稳定渗流场形成的关键因素。研究结果为上部覆盖层下伏页岩这一类滑坡影响因素的研究提供了一些证据,对研究滑坡演化变形机制具有借鉴意义。     

互联网商业生态系统动态演化仿真研究——以阿里巴巴为例

文章尝试将商业生态系统理论与互联网相结合，解释互联网商业生态系统内部结构的静态和动态演化过程，从理论上深度探索了互联网商业生态系统内部生态发展的内在机理和运行机制，并运用计算机仿真方法模拟了互联网商业生态系统的内部演化过程。研究发现：互联网生态结构的演化过程经历了萌芽期、成长期、繁殖期、分化期四个主要阶段，商圈发展经历了平台、商家、消费者三主体到平台、商家、消费者、专业服务商、增值服务商五主体的进化过程，并不断进化和繁殖生成新的专业服务商和增值服务商，随之产生新的互联网商业生态系统。最后，文章以阿里巴巴电子商务生态系统为案例从经验上对其内部生态系统的发展和演化构成进行了分析。     

信道估计偏差对空时编码的OFDM系统性能的影响

本文研究了采用空时编码的OFDM系统的性能，通过Monte Carlo仿真分析了系统性能和信道估计偏差对系统的影响。     

Agent-Based Facilitation of Water Allocation: Case Study in the Drome River Valley

The purpose of the 1992 French Water Act is to encourage negotiation and dialogue among local stakeholders within a framework which is very similar to a patrimonial approach. Potential use of models in such post-normal approaches is analyzed. Two kinds of models are compared: one is agent-based, the other follows a more classical approach. They are compared according to their contributions as negotiation support tools. This comparison is based on a specific collective decision process dealing with water allocation at the sub-basin scale, in which authors are involved. Both are used to support collective decision processes through simulation of resource use dynamics. Agent-Based Models entail the broadening of spatial information of actors in the process, revealing inter-connected topics not taken into consideration earlier. This makes it possible to remain relevant, despite the sometimes rapidly evolving stakes. The central point of this paper is the implementation, within a practical application, of theories advocating the use of ABM as a collective decision support system. This application promotes a better understanding of the kind of support ABM provides and the way it does so. This is brought about more by re-framing the discussion and modifying the representation of the system on the part of the stakeholders than by providing specific agreements.     

On-line/Off-line: Joint Negotiation Teaching in Montreal and Vienna

E-business systems, the most recent generation of information systems, can be effectively used in teaching. One such system was developed and used in a collaborative project that involved teaching of negotiation theory and practice to students from Austria and Canada. The system provides customized course materials and a platform to conduct various e-negotiation activities. The design allows combining e-learning technologies designed to support students in their independent and individual learning with conventional face-to-face training. Our experience indicates that professional negotiation training accompanied by e-learning, and tools to support decision-making and negotiation can foster students' appreciation of the technology as well as demonstrate its limitations. The combination of technology-intensive and conventional resources contributed to students' awareness of social influences on negotiations, importance of communication, and focussed their attention on the problem and its solution. Deeper customization of the course content and delivery may further contribute to effective learning and acquiring of both communication and analytical skills.     

深空天线组阵相关合成算法的Simulink仿真与分析

为对深空网天线组阵中几种相关合成算法进行分析比较,构建了一种新的Simulink仿真模型。将其应用于某测控站天线组阵试验数据,验证了模型的可行性。在此仿真模型下,对Simple、Sumple和Matrix-free 算法进行了频标同源/频标不同源、弱信号/强信号、2/3/6个天线等组阵情况下的仿真分析。三种算法在频标同源情况下的合成效率均优于不同源的情况;强信号组阵情况下,三种算法的信噪比合成性能基本相当;Simple算法在6天线情况下,信噪比合成性能下降;Sumple算法在组阵的天线数目很少时,合成信噪比较低且不稳定,在天线数目较多时性能良好;Matrix-free算法性能稳健,合成效率始终大于95%。该Simulink仿真模型对于进行天线组阵信号相关算法的分析具有一定的价值。