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In the empirical analysis part, statistical descriptions on the sample funds are made firstly, which show that the actual distribution of each sample fund"s daily net value return possesses the characteristic of leptokurtosis. So it is necessary to add student T distribution and GED to capture such leptokurtosis characteristic other than normal distribution. Secondly, ARCH test shows that there exists volatility clustering in each sample fund"s daily net value return, so GARCH related models should be used to describe such volatility clustering characteristic.

实证分析部分首先对样本基金进行统计描述,得出其收益序列均存在尖峰厚尾特征,不服从正态分布,因此有必要在下面的VaR计算中加入T分布和GED分布来捕捉这种尖峰厚尾特征;并且经ARCH检验后得出收益序列存在明显的波动聚集性的特征,因此可以选择GARCH类模型来描述这种特性,经过模型筛选,得出最适合我国开放式股票型基金的收益波动性模型为GARCH(1,1)模型

In the POPF model, wind farm is modeled by the probabilistic wind farm model considering the reactive power-slip characteristic, and the inequality constraints include not only the unit output constraints, the ratio constraints, the voltage constraints and the line current constraints but also the reactive compensation capacity constraints in wind farm and the system climbing capacity constraints per minute. By introducing the NCP function, the KKT conditions of POPF system are transformed equivalently. Based on the transformed nonsmooth nonlinear algebraic equations, the FOSMM is used to determine the POPF model expressed by the numerical characteristic of variables. The model includes nonsmooth functions, so it can be solved by a semismooth Newton-type method based on the subdifferential.

概率最优潮流模型中,风电场采用考虑无功功率—滑加热器差特性的风电概率模型,不等式约束中除了机组出力约束、有载调压变压器变比约束、电压约束和支路电流约束,也考虑了风电场无功补偿容量约束、系统的分钟级爬坡能力约束;使用非线性互补函数将概率最优潮流的KKT条件转化为一组包含有不光滑函数的非线性代数方程组,然后基于一次二阶矩法确定了以待求量的数字特征表示的POPF模型,由于该模型包含不光滑函数,因此采用基于次微分的半光滑牛顿型方加热器法求解。

To achieve the object of adapting to change more powerfully, the model adopts the method of extending the definition of conceptions and relationships inside the submodel as well as betweenthe submodels.

提出一种基于本体的适应人员和业务变化的工作流模型,通过加入对子模型内部及子模型之间相关概念和关系的定义,达到模型对人员和业务变化适应性的目的。

In the full paper which outlines our special design strategy; the two subtopics of topic 2 are the establishment of multi-models and switch conditions (subtopic 2.1) and the analysis of stability(subtopic 2.2); in subtopic 2.2, based on the book written by Wang et al, we explain how all the controllers can have dynamic performances that are very similar in topic 3, we point out that eq.

首先建立作动器故障参数模型;然后根据故障的随机性,设计一系列并行的辨识模型,每个模型对应一种故障,同时对应于每个辨识模型建立一个控制器;最后根据飞行品质的要求,设计鲁棒跟踪控制器,由于控制器采用了积分项,可很好地抑制扰动。

And then, sets up the 3-D model of the forth-friable constructional superincumbent bed water-content system, the model of hydrology-geographical concept and the numerical model of the quality of groundwater to initially recognize and validate these models.

然后,建立第四系松散堆积层含水系统三维立体模型、水文地质概念模型以及地下水流水质数值模型并进行求解,对模型进行初步的识别和验证。

Lower level model is model of balance of dynamic network user, superstratum model is a system best model.

下层模型是动态网络用户平衡模型,上层模型是系统最优模型

Finally, the given symbolic logic formula can prove the rationality of component model and validity of framework extension.

在分析了框架元模型组成元素的基础上,应用面向领域的特征模型的方法,对构件模型组织结构进行统一的抽象和描述,并用命题逻辑公式来表示构件之间的逻辑关系和语义约束;用UniCon语言给出了扩展点及其依赖关系的表示方式;最后通过给定的命题逻辑规则公式来验证构件模型的合理性、框架扩展的正确性。

During exploration of iron deposits some metallogenic models are established such as synclinal ore-control model and diagonal occurrence model corresponding to iron deposits of sedimentary-metamorphic type;'Hanxing type' model and rol...

在勘查过程中,通过不断地研究和总结,对沉积变质型铁矿提出了向斜控矿模式及斜磁化模型;对接触交代型铁矿提出了"邯邢式"模式和低缓磁异常模型,以及"大冶式"模式和次级磁异常模型;对与陆相火山岩有关的铁矿提出了"玢岩型"模式及磁异常模型

Although the measures such as the simulation method with detailed generator model in which the dynamic behavior of exciting system is taken into account and installing power system stabilizers in main generators of Northeast Power Grid were adopted, it was still unable to effectively verify the reasonableness of parameter setting of PSS as well as its integrated matching result, and there was not enough scientific foundation for the selection of power grid model, especially load models. Moreover, it was hard to make accurate quantitative analysis, even though the qualitative analysis, on the close extent of selected models to actual operation of power grid.

虽然采取了计及励磁系统动态行为的详细发电机模型的仿真方法、在东北电网重要发电机组上加装电力系统稳定器(power system stabilizer,PSS)等措施,但PSS参数整定的合理性及整体匹配效果无法得到有效验证,选择电力系统模型尤其是负荷模型还缺乏足够科学依据,对所选模型与电网运行实际的贴近程度也很难做出准确的定量甚至定性的分析。

The hyperbolic-type nonlinear model and rigid and perfectly-plastic model are usually adopted to simulate the constitutive behavior in tangent direction of contact surface. in fact, however, the hyperbolic-type nonlinear model can not definitely display the plastic flow deformation after shear failure while rigid-perfectly-plastic model can not describe the nonlinear deformation before shear failure.

对于土与结构间接触面的切向本构关系,目前通常采用双曲线非线性弹性模型或刚塑性模型来描述,但是,传统的双曲线非线性模型不能明确地表达剪切破坏后的塑性流动变形特性;而刚塑性模型又无法描述剪切破坏之前的非线性弹性变形。

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Yang yinshu、Wang xiangsheng、Li decang,The first discovery of haemaphysalis conicinna.

1〕 杨银书,王祥生,李德昌。安徽省首次发现嗜群血蜱。

Chapter Three: Type classification of DE structure in Sino-Tibetan languages.

第三章汉藏语&的&字结构的类型划分。