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This paper concerns the statistical model of the dependence structure of multivariate financial data using the concept of copulas.

摘要本文利用Copula函数的概念研究了保险投资组合多元金融数据的统计模拟。

We used three different Copulas to model financial time series in empirical research and compute the VaR of portfolios.

我们选取了三种具有代表性的Copula函数对金融时间序列建模,以描述不同金融数据间的相依关系,并将其应用于证券市场的风险度量,进行Monte Carlo模拟计算投资组合的VaR。

We use our own programme that named "FEP" in calculates of all the article, and with the mechanics model of viscous damper cell is to be put up, it can simulate the viscous damper in different parameters of damping, and I instructed the formula of calculation and give the resemble way of which is applicable to the structure-liquid couping analysis.

在程序中可模拟流体与固体结构之间的耦合作用,并通过计算动力响应与渡槽实验有水工况监测数据相对照,取得了比较吻合的结果。

This real-time system includes measurement and control of analogs, digitals, temperature, DC motor and stepping motor.

这个实时系统对多个开关量、模拟量、温度信号、直流电动机和步进电动机等进行实时的数据采集和控制。

A feasible and easy-to-realize structure of general optimization system for complex flowsheet on DOPS(Data-Oriented Process System)is proposed in this paper.

论述了在数据驱动的化工流程模拟系统DOPS上实现的通用复杂过程优化系统的结构,该系统结构灵活,易于实现大系统的优化。

The results achieved by the unsteady simulation on the basis of Reynolds averaged Navier-Stokes are fitted to the experiential wind profile well. The results indicate that the numerical simulation based on CFD provides a new solution to study the downburst wind characteristics under the current conditions without detailed full scale data.

数值结果表明,基于雷诺平均的Navier-Stokes方程进行的非定常数值模拟结果同根据实测数据提出的三种经验风剖面吻合良好,在目前实测资料稀少的情况下,有助于更好地研究下击暴流风的基本特征。

A lot of fieldworks have been done to collect the runtime data of the workshop in several famous shipyards. A survey is carried out among the workers and engineers to get the important information during practical production, such as production process, resource distribution, facility layout, etc. A simulate software named SSHM (Simulation for Ship Hull Manufacturing) is developed for the design of the automated ship hull manufacturing workshop by using object-oriented methodology. Analysis and Evaluation of productivity for the design project is also carried out.

在对几家大型造船厂的钢料加工车间的实地调研和考察之后,分析了某车间运行的实际情况;对该车间的主要的技术操作员和专家采用问卷调查的形式进行了咨询,获取了大量的实际生产过程的重要信息;对车间目前的工艺流程、资源分配、规划布局和实际生产过程的大量生产数据加以分析和整理:利用面向对象的方法建立加工车间的系统模型和仿真模型,开发了模拟钢料加工车间自动化生产的仿真软件SSHM (Simulation for Ship Hull Manufacturing),并对仿真设计方案的生产效率进行了分析和讨论。

Combined system simulation with optimal control, selected a typical water cooled primary/secondary chilled water system, used the research achievements of Annex 30 in IEA for the reference, this work firstly presents both the basic component models and the control system component models. Secondly gives the main models for parameter identification and experiment validation. Finally a dynamic digital simulator is set up using TRNSYS as the platform to substitute a real system to test and evaluate some kinds of online optimal supervisory control strategies after giving some essential data file input and finishing all the PID controllers'tuning.

本文将空调系统的仿真模拟与优化控制相结合,首先选择比较典型的水冷式二级泵集中空调系统,在国际能源组织IEA第30子课题Annex 30多年研究成果的基础上,建立了系统各设备的部件模型和控制系统部件模型,对主要模型参数的辨识方法进行分析,同时对其准确性给予验证;在此基础上,建立了以TRNSYS为仿真平台的集中空调水系统数字仿真器;通过必备数据文件的输入和对所有下位机控制回路PID参数的调试,最终完成可用于评估各种上位机优化控制方案的空调水系统数字仿真器。

Firstly, we simulate the signal received by OTHR according to the real working condition, and then save the signal data in file. Secondly, we develop the signal processing program and the visual users interface. Finally we compare the performance of these two kinds of OTHR system.

本文首先根据OTHR的工作环境模拟其回波信号,并将其保存为数据文件;编写信号处理程序,并给出可视化用户界面;最后利用OTHR仿真系统,对二相编码连续波和线性调频连续波这两种信号体制的OTHR作性能分析。

Firstly, we simulate the signal received by OTHR in each antenna according to the real working condition, and save the signal datum in file. Secondly, we develop the signal processing program and the visual users interface. Thirdly, we utilize the simulation system to analyze Linear Frequency Modulated Continuous Wave OTHR system and Binary Phase-coded Continuous Wave OTHR system. Finally we compare the performance in suppression of interference of these two kinds of OTHR system.We achieve two aims in this simulation system.

本文首先根据OTHR的工作环境模拟OTHR各个阵元接收的回波信号,并将其保存为数据文件;然后根据OTHR的系统结构,编写信号处理程序,并给出可视化用户界面;最后利用OTHR仿真系统,对二相编码连续波和线性调频连续波这两种发射波形的OTHR作抗干扰性能分析。

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