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双函数系数ARCH-M模型的正交加权经验似然检验
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作者 赵培信 张晓蔓 姜茜 《应用概率统计》 北大核心 2026年第1期104-116,共13页
本文考虑一类双函数系数ARCH-M模型的检验问题,通过构造正交加权的辅助随机向量,提出了一种基于正交加权的经验似然检验方法.在一些正则条件下,从理论上证明了所构造的经验对数似然比检验统计量渐近服从中心卡方分布,进而得到了一定置... 本文考虑一类双函数系数ARCH-M模型的检验问题,通过构造正交加权的辅助随机向量,提出了一种基于正交加权的经验似然检验方法.在一些正则条件下,从理论上证明了所构造的经验对数似然比检验统计量渐近服从中心卡方分布,进而得到了一定置信水平的拒绝域,最后通过数值模拟讨论了其检验功效. 展开更多
关键词 函数系数模型 arch-M模型 假设检验 经验似然
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Theoretical model and numerical simulation research on minimum overburden thickness of TBM excavation based on surrounding rock arching theory
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作者 ZHOU Zhong SUI Yuchao YAN Haitao 《Journal of Southeast University(English Edition)》 2026年第1期12-25,共14页
Based on the surrounding rock arching and hingeless arch structure theories,a theoretical formula for the minimum overburden thickness was derived.By substituting different mechanical parameters of multiple tunnels at... Based on the surrounding rock arching and hingeless arch structure theories,a theoretical formula for the minimum overburden thickness was derived.By substituting different mechanical parameters of multiple tunnels at home and abroad into this formula,minimum self-supporting arch formulas under different surrounding rock classes were obtained.Based on the actual engineering case of a dual-mode shield tunnel,a numerical model for the tunnel boring machine excavation mode was established to verify the theoretical formulas.Next,three surrounding rock classes,four soil layer thickness gradients,and twelve overburden thickness gradients were designed,resulting in 144 models formed by the combination of the three factors.Uniform tests were conducted,and the pressure arch heights under different surrounding rock classes were obtained.The results show that in the theoretical formulas,the tunnel radius has a linear positive correlation with the pressure arch height,while the tunnel depth has a linear positive correlation with the square of the pressure arch height.According to numerical simulation results,the pressure arch height increases with the increase of the overburden thickness and then tends toward a critical value of twice the tunnel diameter.Finally,the results of the numerical model are in good agreement with those calculated using the theoretical formulas,verifying the rationality of the established theoretical formulas. 展开更多
关键词 minimum overburden thickness tunnel boring machine(TBM) pressure arch numerical simulation self-supporting arch
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Deformation and stability of a circular-arc arch compressed by a rigid plate:incorporating tension,shear,and bending
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作者 Yunkai TANG Shengyi TANG +3 位作者 Kai LING Donghui LIU Huadong YONG Youhe ZHOU 《Applied Mathematics and Mechanics(English Edition)》 2026年第1期19-38,共20页
The contact deformation and buckling of elastic rods against rigid surfaces represent a prevalent phenomenon in applications such as oil drilling,arterial stents,and energy harvesting.This has attracted widespread att... The contact deformation and buckling of elastic rods against rigid surfaces represent a prevalent phenomenon in applications such as oil drilling,arterial stents,and energy harvesting.This has attracted widespread attention from researchers.In this paper,the deformation and buckling behaviors of a circular arch subject to compression by a rigid plate are investigated with a planar elastic rod model that incorporates tension,shearing,and bending.In comparison with the existing models that solely consider the bending energy,the deflection curve,the internal force distribution,and the critical load of the present model show good agreement with the finite element results.Through the dimensional analysis and order-of-magnitude estimation,we examine the factors influencing the critical load.The study reveals that the semi-central angle of the arch has the most significant effect.The dimensionless geometric parameter describing arch slenderness becomes prominent when the semi-central angle is less than 30°,while Poisson's ratio and the cross-sectional shear correction factor exhibit negligible influence.Furthermore,the variation in the proportions of strain energy components during critical buckling is presented with respect to the semi-central angle and the geometric parameter,thereby delineating the applicable ranges of both the original model(OM)and the modified model(MM). 展开更多
关键词 circular-arc arch elastic rod finite deformation BUCKLING critical load
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Damage Evolution and Dynamic Characteristics of Arch Dams under Seismic Action
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作者 Shuigen Hu Hao Wang +2 位作者 Qingyang Wei Maosen Cao Drahomír Novák 《Structural Durability & Health Monitoring》 2026年第2期1-22,共22页
As vital hydraulic infrastructures,concrete dams demand uncompromising safety assurance.Seismic effect commonly serves as a potential factor contributing to the damage of concrete dams,making seismic performance analy... As vital hydraulic infrastructures,concrete dams demand uncompromising safety assurance.Seismic effect commonly serves as a potential factor contributing to the damage of concrete dams,making seismic performance analysis crucial for structural integrity.Numerical simulation based on damage mechanics is usually considered as the approach for investigating the seismic damage behavior of concrete dams.To address the limitations of existing studies and extract the key dynamic characteristics of concrete arch dams,a concrete elastoplastic damage mechanics model is adopted,a seismic load input technique involving the viscoelastic boundary along with equivalent nodal forces is generated,and a spring-contact pair simulation technique formodeling the transverse joints of arch dams is developed.The damage process of an arch dam under the classic Koyna seismic load is simulated,with the damage evolution process under seismic action being characterized.The middle sections of the arch dam near the upper portion are considered regions prone to damage under seismic action.Furthermore,the nonlinear dynamic characteristics caused by the opening and closing collision between transverse joints of the arch damunder strong seismic action are extracted.The extracted dynamic characteristic provides a manifestation for the dynamic damage diagnosis of arch dams based on seismic responses. 展开更多
关键词 arch dam seismic load seismic damage damage evolution dynamic characteristic
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Multipoint Deformation Prediction Model Based on Clustering Partition of Extra High-Arch Dams
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作者 Bin Ou Haoquan Chi +3 位作者 Xu’an Qian Shuyan Fu Zhirui Miao Dingzhu Zhao 《Computer Modeling in Engineering & Sciences》 2026年第1期546-576,共31页
Deformation prediction for extra-high arch dams is highly important for ensuring their safe operation.To address the challenges of complex monitoring data,the uneven spatial distribution of deformation,and the constru... Deformation prediction for extra-high arch dams is highly important for ensuring their safe operation.To address the challenges of complex monitoring data,the uneven spatial distribution of deformation,and the construction and optimization of a prediction model for deformation prediction,a multipoint ultrahigh arch dam deformation prediction model,namely,the CEEMDAN-KPCA-GSWOA-KELM,which is based on a clustering partition,is pro-posed.First,the monitoring data are preprocessed via variational mode decomposition(VMD)and wavelet denoising(WT),which effectively filters out noise and improves the signal-to-noise ratio of the data,providing high-quality input data for subsequent prediction models.Second,scientific cluster partitioning is performed via the K-means++algorithm to precisely capture the spatial distribution characteristics of extra-high arch dams and ensure the consistency of deformation trends at measurement points within each partition.Finally,CEEMDAN is used to separate monitoring data,predict and analyze each component,combine the KPCA(Kernel Principal Component Analysis)and the KELM(Kernel Extreme Learning Machine)optimized by the GSWOA(Global Search Whale Optimization Algorithm),integrate the predictions of each component via reconstruction methods,and precisely predict the overall trend of ultrahigh arch dam deformation.An extra high arch dam project is taken as an example and validated via a comparative analysis of multiple models.The results show that the multipoint deformation prediction model in this paper can combine data from different measurement points,achieve a comprehensive,precise prediction of the deformation situation of extra high arch dams,and provide strong technical support for safe operation. 展开更多
关键词 Extra high arch dams deformation prediction data noise reduction spatial distribution clustering partition
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Prenatal diagnosis of double aortic arch:a case report and literature review
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作者 Lao Hong 《镜湖医学》 2025年第1期60-61,F0003,共3页
Introduction Aortic arch anomalies are congenital malformations of the position or branching of the aortic arch,or both.Double aortic arch(DAA)is a very rare malformation,affecting approximately 0.005%~0.007% of fetus... Introduction Aortic arch anomalies are congenital malformations of the position or branching of the aortic arch,or both.Double aortic arch(DAA)is a very rare malformation,affecting approximately 0.005%~0.007% of fetuses[1],and there has been no relevant literature mentioning the prenatal finding DAA in Macao till now. 展开更多
关键词 FETUSES aortic arch anomalies congenital malformations aortic archor prenatal diagnosis double aortic arch aortic arch daa
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我国股市波动的ARCH类模型分析 被引量:6
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作者 温素彬 《淮海工学院学报(自然科学版)》 CAS 2002年第2期64-67,共4页
股票价格的频繁波动是股票市场最明显的特征之一。 ARCH类模型可以成功地预测金融资产收益率的方差。通过对我国股价指数的统计描述 ,表明我国金融资产收益率存在自回归条件异方差特征 ,并表现出非正态性。利用 ARCH类模型对深圳成份指... 股票价格的频繁波动是股票市场最明显的特征之一。 ARCH类模型可以成功地预测金融资产收益率的方差。通过对我国股价指数的统计描述 ,表明我国金融资产收益率存在自回归条件异方差特征 ,并表现出非正态性。利用 ARCH类模型对深圳成份指数的波动进行拟合 ,结果表明 。 展开更多
关键词 股市波动 arch类模型分析 arch模型 Garch模型 Tarch模型 EGarch模型
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(1,1)-阶GARCH类模型的非负性、平稳性及记忆性研究
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作者 潘群星 杜修立 张兵 《统计与决策》 北大核心 2025年第9期66-71,共6页
文章运用Maclaurin级数把(1,1)-阶GARCH类模型展开成ARCH(∞)过程,利用其脉冲响应函数和Volterra级数来考察模型的非负性(模型设定)、协方差平稳性及记忆性问题,结果表明:IGARCH、EWMA模型都是一个短记忆而非永久记忆过程,FIGARCH模型... 文章运用Maclaurin级数把(1,1)-阶GARCH类模型展开成ARCH(∞)过程,利用其脉冲响应函数和Volterra级数来考察模型的非负性(模型设定)、协方差平稳性及记忆性问题,结果表明:IGARCH、EWMA模型都是一个短记忆而非永久记忆过程,FIGARCH模型的记忆性仍是公开的,这三种模型都无法实现平稳;平稳的LMGARCH模型是一个长记忆过程,平稳的HYGARCH模型是一个中记忆过程;以上模型的设定都存在非负性约束条件。 展开更多
关键词 (1 1)-阶Garch类模型 arch(∞)过程 脉冲响应函数 VOLTERRA级数
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基于ARMA-EGARCH-M模型的沪深股市波动性分析 被引量:7
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作者 何帮强 惠军 《合肥工业大学学报(自然科学版)》 CAS CSCD 北大核心 2007年第7期864-868,共5页
文章讨论了ARCH模型族的拟合波动性的优缺点,建立ARMA-EGARCH-M模型,简要说明了此模型的优点;以2000年1月11日-2006年3月15日上证综指和深证成指收盘价为样本,对我国沪深股市收益率分布用ARMA-EGARCH-M模型进行拟合分析,结果表明该模型... 文章讨论了ARCH模型族的拟合波动性的优缺点,建立ARMA-EGARCH-M模型,简要说明了此模型的优点;以2000年1月11日-2006年3月15日上证综指和深证成指收盘价为样本,对我国沪深股市收益率分布用ARMA-EGARCH-M模型进行拟合分析,结果表明该模型能更有效地拟合我国沪深股市的波动性;最后解释实证结果和分析了我国股市的行为。 展开更多
关键词 arch模型 Garch模型 EGarch模型 ARMA—EGAURCH—M模型 异方差
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ARCH类模型研究及其在沪市A股中的应用 被引量:33
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作者 陈健 《数理统计与管理》 CSSCI 北大核心 2003年第3期10-13,26,共5页
本文主要介绍ARCH(AutoregressiveConditionalHeteroskedasticity)模型、GARCH模型和E GARCH模型 ,分析这些模型的特点和适用范围 ,并在模型中引入t分布取代正态分布假设 ,最后利用这些模型对上证指数进行了实证分析。
关键词 arch模型 沪市A股 Garch模型 EGarch模型 T分布 正态分布 上证指数 方差 误差 波动 集群性
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基于比较视角的我国股票市场波动ARCH效应研究 被引量:6
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作者 耿庆峰 黄志刚 《福州大学学报(哲学社会科学版)》 CSSCI 北大核心 2013年第2期45-51,共7页
我国同期的主板市场不存在ARCH效应,中小板市场存在弱势ARCH效应,创业板市场存在明显的ARCH效应;GARCH(1,2)模型能较好地刻画中小板指数,GARCH(1,1)模型能较好地刻画创业板指数;EGARCH(1,2)能较好地刻画中小板市场波动的非对称性,EGARCH... 我国同期的主板市场不存在ARCH效应,中小板市场存在弱势ARCH效应,创业板市场存在明显的ARCH效应;GARCH(1,2)模型能较好地刻画中小板指数,GARCH(1,1)模型能较好地刻画创业板指数;EGARCH(1,2)能较好地刻画中小板市场波动的非对称性,EGARCH(1,1)模型能较好地刻画创业板市场波动的非对称性;GARCH(1,2)-M模型不能有效刻画中小板指数,GARCH(1,1)-M也不能有效刻画创业板指数,表明中小板市场及创业板市场日收益序列对风险溢价的敏感性不强。 展开更多
关键词 创业板市场 arch模型 Garch模型 EGarch模型
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我国创业板市场波动的ARCH效应研究 被引量:5
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作者 耿庆峰 《南京财经大学学报》 2012年第5期58-65,共8页
相对于主板市场而言,创业板上市公司具有明显的高科技、高成长、波动性大等特点。ARCH类模型较好地拟合了资本市场中资产收益的"尖峰厚尾"、"波动率集聚"等一系列的特征,广泛应用于资产收益与波动率的分析。选取201... 相对于主板市场而言,创业板上市公司具有明显的高科技、高成长、波动性大等特点。ARCH类模型较好地拟合了资本市场中资产收益的"尖峰厚尾"、"波动率集聚"等一系列的特征,广泛应用于资产收益与波动率的分析。选取2010/6/1—2012/5/31的创业板指数日收盘价,运用GARCH族模型对我国创业板指数的日收益及波动率进行研究的结果表明,我国创业板市场存在明显的ARCH效应,且GARCH(1,1)、EGARCH(1,1)模型都能较好地拟合,而GARCH(1,1)-M在验证指数波动对收益影响却不显著,表明创业板市场收益与波动关联性不强。 展开更多
关键词 创业板市场 arch模型 Garch模型 EGarch模型
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ARCH模型在预测股价变动中的应用 被引量:1
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作者 王立凤 《统计与决策》 CSSCI 北大核心 2006年第7期142-142,共1页
关键词 arch模型 合理应用 股价变动 预测 自回归条件异方差 arch类模型 时间序列数据 Garch 通货膨胀率 统计特性
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基于ARCH类模型的我国茭白价格波动特征
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作者 赵金朔 王哲 +1 位作者 赵帮宏 王晓燕 《浙江农业科学》 2025年第11期2809-2816,共8页
茭白作为一种小宗鲜食型高端水生蔬菜,研究其价格波动特征对把握茭白市场价格规律、促进农民增收具有重要作用。本文运用自回归条件异方差模型(ARCH类模型)对2014-2023年全国茭白价格波动特征进行分析。结果表明,茭白价格具有显著的波... 茭白作为一种小宗鲜食型高端水生蔬菜,研究其价格波动特征对把握茭白市场价格规律、促进农民增收具有重要作用。本文运用自回归条件异方差模型(ARCH类模型)对2014-2023年全国茭白价格波动特征进行分析。结果表明,茭白价格具有显著的波动集簇性。茭白作为小宗农产品具有“高风险高收益、低风险低收益”特征。我国茭白价格信息存在“杠杆效应”,冲击的影响是非对称性的。据此提出提高机械化水平、降低生产成本,强化品牌建设、提升产品竞争力,延长上市周期、提高抗风险能力等措施,以期促进茭白产业健康发展。 展开更多
关键词 农民收益 茭白价格波动 arch类模型
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深证成指周收益率波动及预测实证研究——基于ARCH模型
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作者 林雨 幸伟 刘堂发 《会计之友》 北大核心 2013年第34期80-83,共4页
文章以1996—2012年深证成指(399001)周收盘价为对象,就我国股市波动情况进行实证研究。研究结果表明,我国深成指周收益率序列不存在自相关;对比GARCH(1,1)模型和GARCH-M(1,1)模型,不含常数项的GARCH-M(1,1)模型优于捕捉深成指周收益率... 文章以1996—2012年深证成指(399001)周收盘价为对象,就我国股市波动情况进行实证研究。研究结果表明,我国深成指周收益率序列不存在自相关;对比GARCH(1,1)模型和GARCH-M(1,1)模型,不含常数项的GARCH-M(1,1)模型优于捕捉深成指周收益率的波动性。文章最后对其波动性进行了预测分析。 展开更多
关键词 深证成分指数 arch效用 Garch模型 Garch—M模型
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汇率波动非对称效应的计量检验—基于非对称ARCH类模型 被引量:1
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作者 朱新玲 黎鹏 《统计教育》 2008年第7期31-33,共3页
本文利用非对称ARCH类模型对1994年1月1日至2007年8月24日的人民币/美元的日汇率序列的波动特性进行了计量检验,检验结果表明在此期间汇率序列的波动存在显著的条件异方差性和波动过程的非对称性,利空消息引起的汇率波动大于利好消息引... 本文利用非对称ARCH类模型对1994年1月1日至2007年8月24日的人民币/美元的日汇率序列的波动特性进行了计量检验,检验结果表明在此期间汇率序列的波动存在显著的条件异方差性和波动过程的非对称性,利空消息引起的汇率波动大于利好消息引起的汇率波动。 展开更多
关键词 非对称性 Tarch EGarch 非对称C-arch
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基于LSTM-ARCH的短期风速预测 被引量:1
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作者 柴同 滕旭东 +3 位作者 仇未星 王波 韩玮 张绮兰 《兰州石化职业技术大学学报》 2025年第3期32-36,共5页
提高风速的预测精度对于风电场的正常运维起着关键作用。提出了一种LSTM模型和ARCH模型相结合的短期风速预测方法,通过LSTM模型捕捉风速序列的模式和局部特征,并对这些特征进行训练,基于训练好的LSTM模型,预测未来6h的风速数据并与真实... 提高风速的预测精度对于风电场的正常运维起着关键作用。提出了一种LSTM模型和ARCH模型相结合的短期风速预测方法,通过LSTM模型捕捉风速序列的模式和局部特征,并对这些特征进行训练,基于训练好的LSTM模型,预测未来6h的风速数据并与真实数据加以对比,求得残差值。之后利用ARCH模型对历史残差序列进行分析建模,以修正未来6h的预测值,从而实现对风速的短期预测。最后利用新疆某风场的实际风速数据进行实验,以均方根误差等三个指标来验证各模型的预测精度,以此来评判所提模型的可行性及有效性。 展开更多
关键词 风速预测 LSTM模型 arch模型
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Influence of Welding Residual Stress on the Structural Behaviour of Large-Span Steel Tube Arch Rib 被引量:1
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作者 Chunling Yan Renzhang Yan +2 位作者 Zhenxiu Zhan Xiyang Chen Yu Han 《Structural Durability & Health Monitoring》 2025年第4期1037-1056,共20页
The steel tube arch rib in a large-span concrete-filled steel tube arch bridge has a large span and diameter,which also leads to a larger weld seam scale.Large-scale welding seams will inevitably cause more obvious we... The steel tube arch rib in a large-span concrete-filled steel tube arch bridge has a large span and diameter,which also leads to a larger weld seam scale.Large-scale welding seams will inevitably cause more obvious welding residual stress(WRS).For the purpose of studying the influence of WRS from large-scale welding seam on the mechanical properties of steel tube arch rib during arch rib splicing,test research and numerical simulation analysis on the WRS in arch rib splicing based on the Guangxi Pingnan Third Bridge,which is the world’s largest span concrete-filled steel tube arch bridge,were conducted in this paper,and the distribution pattern of WRS at the arch rib splicing joint was obtained.Subsequently,the WRS was introduced into the mechanical performance analysis of joints and structures to analyze its effects.The findings reveal that the distribution of WRS in the arch rib is greatly influenced by the rib plate,and the axial WRS in the heat-affected zone are primarily tensile,while the circumferential WRS are distributed in an alternating pattern of tensile and compressive stresses along the circumferential direction of the main tube.Under the influence of WRS,the ultimate bearing capacity of the joint is reduced by 29.4%,the initial axial stiffness is reduced by 4.32%,and the vertical deformation of the arch rib structure is increased by 4.7%. 展开更多
关键词 Large-span steel tube arch large-scale welding welding residual stress multi-scale models splicing joint
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The Comparison of Different Degree of Convexity and 3D Modeling of Involute Hyperbolic Arch Dam 被引量:3
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作者 DU Qi-lu DU Ting-na ZHAO Hai-feng 《Computer Aided Drafting,Design and Manufacturing》 2011年第2期7-12,共6页
Because of good quality of compressive resistance, the hyperbolic arch dam is being increasingly applied to engineering projects. In order to satisfy the needs of compressive resistance under the conditions of high wa... Because of good quality of compressive resistance, the hyperbolic arch dam is being increasingly applied to engineering projects. In order to satisfy the needs of compressive resistance under the conditions of high water pressure, a stress analysis is required for the dam. During the stress analysis process however, due to the complexity of the three-dimensional modeling, it is very hard to form a model. Therefore, the stress analysis process is a barrier for the arch dam. In this article, based on the research of the new line-type arch dam, a mathematical model in different degree of convexity conditions of the dam is established; using the C + + language program, a computer three-dimensional model simulation is realized on AutoCAD. The accurate three-dimensional model is providing a finite element optimization design of the involute hyperbolic arch dam for the next step. 展开更多
关键词 the involute hyperbolic arch dam arch axis upstream arch arc downstream arch arc 3D modelling C program design
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单指标ARCH-M模型的经验似然估计
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作者 张晓蔓 赵培信 《齐鲁工业大学学报》 2025年第6期71-80,共10页
考虑一类单指标自回归条件异方差-均值(ARCH-M)模型的估计问题。基于经验似然方法及局部最小二乘估计理论,对模型的参数分量提出了一种基于经验似然的估计方法。在一些正则性条件下,证明了所构造的对数似然比估计量渐近服从标准卡方分布... 考虑一类单指标自回归条件异方差-均值(ARCH-M)模型的估计问题。基于经验似然方法及局部最小二乘估计理论,对模型的参数分量提出了一种基于经验似然的估计方法。在一些正则性条件下,证明了所构造的对数似然比估计量渐近服从标准卡方分布,从而给出了参数分量的置信域。在不同估计方法下进行模拟研究,以比较提出的经验似然估计方法与现有估计方法的有限样本性能。 展开更多
关键词 单指标模型 arch-M模型 经验似然 置信域 卡方分布
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