查询词典 stochastic dynamic model

Based on this assumption,this paper proposes a stochastic optimization model,in which the term structure of interest rate follows vasicek model.

基于该假设，本文提出了一个随机优化模型，其中利率期限结构是一个vasicek形式的随机过程。

The stochastic optimization model can be translated into a linear programming model using the monte carlo simulation for interest.

应用对利率期限结构的monte carlo模拟，本文将随机优化模型转化为线性规划问题。

Based on different optimization criteria, this problem is formulated as a chance constrained programming model and a stochastic programming model with recourse.

提出了基于随机模拟的禁忌搜索算法，基于随机机产生的测试问题的实验结果验证了算法的有效性。

In order to reduce the effects of packet dropout on the system, a dropout compensator is added to the system, and a model for networked control systems with stochastic delays and dropout compensators is constructed, Based on this model, the sufficient conditions for the system asymptotical stability,γ suboptimum and optimum are given, and the output feedback control law for system H(subscript ∞) optimal control is obtained.

为了降低数据包丢失对系统稳定性的影响，在系统中增加了补偿器，并建立了具有丢包补偿器和随机网络诱导时延的NCS模型。在此模型的基础上，给出了系统渐近稳定和γ次优、最优的充分条件，并且获得了系统最优H控制的输出反馈控制律。

Firstly, soil aspect, the non- balanced time series model for forecasting soil aquiferous capacity is built up by stochastic theory, and the BP network model is set up by MATLAB artificial neural network tool, the forecasting result is very good.

第一，关于土壤方面，利用随机理论建立了预测土壤含水量的非平稳时序模型，同时运用MATLAB人工神经网络工具箱建立了土壤含水量预测的BP网络模型，取得了较为满意的效果。

3D stochastic geological model is built under the control of microfacies model. The spatial distribution of property and calcicolous intercalation are determined.

通过相控随机建模建立研究区三维地质模型，确定了储层物性及钙质夹层的空间分布。

This paper mainly studied the price fixing of derivative securities under the random interest rate model which applied stochastic differential equations on the basis of option pricing theory and the model of derivative securities pricing, several majo

在双因子Vasicek随机利率模型下给出了折价债券满足的偏微分方程和债券定价公式，通过分析到期收益率与远期利率的动态变化过程，推导出双因子Vasicek随机利率模型下折价债券买权和卖权的定价。

For the coherence in metadata, a serverless architecture model based on all the data and metadata is adopted because they can be storaged in all place and can be dynamicly transferred; The associative mode of the disc metadata's journal structure and the memory metadata's journal structure can turn away the timing waste in scanning the enormous file system by fsck; Afterwards a intercalating checkpoint algorithm and a rollback recovery algorithm based on the metadata fault tolerance in cluster file system is implemented; A fetched stochastic process model is setup to analyze availability of this system, it can reduce the inspecting fault time and then they support high availability.

为了达到复杂的元数据管理一致性，采用了一个无集中式服务器的体系结构，保证所有的数据和元数据能够存放到系统的任意地方，并且在操作的过程中可以动态迁移；采用元数据的磁盘日志结构和内存日志结构相结合的方式对元数据进行管理，减少了fsck对庞大的文件系统中元数据的扫描时间；为了实现故障恢复，提出了元数据容错的设置检查点算法和回卷恢复的算法，提高了文件系统元数据服务的可用性；给出了基于元数据故障的随机过程模型，可以通过减少检错时间提高文件系统的可用度。

By conditional heteroscedasticity model and stochastic volatility model, the author analyzes the characteristics of peaked kurtosis and fat tails distributing in the series of the return of stock index, discusses the asymmetry and long-memory effect of the volatility process, and studies the information-driving process of volatility in stock market by using the decomposed trade volume as the agent variable of information.

先后运用条件异方差模型、随机波动模型等捕捉股指收益序列分布的尖峰厚尾特征，进而研究了波动过程的不对称性、长记忆效应等，并以经过分解的交易量作为信息的代理变量，研究股市波动的信息驱动过程。

Dynamical linear model includes state space model and system equation on the basis of stochastic chain ladder.

为了充分挖掘历史数据中隐藏的信息，贝叶斯估计理论被引入到随机模型的参数评估中。

It was just a normal day of school

那只是上学的普通一天

Which is a very good reference in this issue.

这是一个在这个问题上很好的参考。