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Air Quality Risk Measurement Based on CAViaR Model: A Case Study of PM10 in Beijing 基于CAViaR模型的空气质量风险测量——以北京市PM10为例
Pub Date : 2023-01-01 DOI: 10.4236/jamp.2023.1110189
Peng Sun, Fuming Lin
Air pollution control has always been a global challenge, and significant progress has been made in recent years in controlling air pollutants. However, in some major cities, air pollutant concentrations still exceed the standards. Some scholars have used linear models or conditional autoregressive iterative models to apply the VaR method to predict pollutant concentrations. However, traditional methods based on quantile regression estimation can lead to inadequate risk estimates. Therefore, we propose a method based on the Conditional Autoregressive Value at Risk (CAViaR) model, which uses the kth power expectile regression to estimate VaR. This method does not specify the type of the distribution of data, is easier to calculate the asymptotic variance, more sensitive to extreme values. Applying our method to the data of PM10 in Beijing, we investigate the fitting effects in the case of k = 1, k = 2, and k = 1.9 through predictive tests. The results show that the kth power expectile regression estimates are better than quantile and expectile regression estimates to some extent.
大气污染控制一直是全球性的挑战,近年来在控制大气污染物方面取得了重大进展。然而,在一些主要城市,空气污染物浓度仍然超标。已有学者采用线性模型或条件自回归迭代模型将VaR方法应用于污染物浓度预测。然而,基于分位数回归估计的传统方法可能导致风险估计不足。因此,我们提出了一种基于条件自回归风险值(CAViaR)模型的方法,该方法使用第k次期望回归来估计VaR,该方法不指定数据分布的类型,更容易计算渐近方差,对极值更敏感。将该方法应用于北京市PM10数据,通过预测检验考察了k = 1、k = 2和k = 1.9情况下的拟合效果。结果表明,第k次幂期望回归估计在一定程度上优于分位数和期望回归估计。
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引用次数: 0
Long Time Behavior of a Class of Generalized Beam-Kirchhoff Equations 一类广义束- kirchhoff方程的长时间行为
Pub Date : 2023-01-01 DOI: 10.4236/jamp.2023.1110196
Guoguang Lin, Keshun Peng
In this paper, we study the long time behavior of a class of generalized Beam-Kirchhoff equation , and prove the existence and uniqueness of the global solution of this class of equation by Galerkin method by making some assumptions about the nonlinear function term . The existence of the family of global attractor and its Hausdorff dimension and Fractal dimension estimation are proved.
本文研究了一类广义Beam-Kirchhoff方程的长时性,并通过对非线性函数项的若干假设,用Galerkin方法证明了这类方程整体解的存在唯一性。证明了全局吸引子族的存在性及其Hausdorff维数和分形维数的估计。
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引用次数: 0
A Study of Compound Action Potentials in Current-Coupled Tracts: the General Case 电流耦合束复合动作电位的研究:一般情况
Pub Date : 2023-01-01 DOI: 10.4236/jamp.2023.1111213
Aman Chawla, Salvatore Domenic Morgera
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引用次数: 0
How Classical, Quantum-Mechanical, and Relativistic Wave and Field Equations Are Uniformly Generated by Velocity-Field Divergence Equations 经典的、量子力学的、相对论的波和场方程是如何由速度场散度方程统一生成的
Pub Date : 2023-01-01 DOI: 10.4236/jamp.2023.119178
Frank Blume
We expand previously established results concerning the uniform representability of classical and relativistic gravitational field equations by means of velocity-field divergence equations by demonstrating that conservation equations for (probability) density functions give rise to velocity-field divergence equations the solutions of which generate—by way of superposition—the totality of solutions of various well-known classical and quantum-mechanical wave equations.
通过证明(概率)密度函数的守恒方程产生速度场散度方程,我们扩展了先前建立的关于经典和相对论引力场方程的均匀可表示性的结果,速度场散度方程的解通过叠加的方式产生各种著名的经典和量子力学波动方程的解的总和。
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引用次数: 0
Separating Space and Time for Dimensional Analysis and Euclidean Relational Modeling 分离空间和时间的量纲分析和欧几里得关系建模
Pub Date : 2023-01-01 DOI: 10.4236/jamp.2023.119177
Steven D. P. Moore
The theory of relativity links space and time to account for observed events in four-dimensional space. In this article we describe an alternative static state causal discrete time modeling system using an omniscient viewpoint of dynamical systems that can express object relations in the moment(s) they are observed. To do this, three key components are required, including the introduction of independent object-relative dimensional metrics, a zero-dimensional frame of reference, and application of Euclidean geometry for modeling. Procedures separate planes of matter, extensions of space (relational distance) and time (duration) using object-oriented dimensional quantities. Quantities are converted into base units using symmetry for space (Dihedral360), time (Dihedral12), rotation (Dihedral24), and scale (Dihedral10). Geometric elements construct static state outputs in discrete time models rather than continuous time using calculus, thereby using dimensional and positional natural number numerals that can visually encode complex data instead of using abstraction and irrationals. Static state Euclidean geometric models of object relations are both measured and expressed in the state they are observed in zero-time as defined by a signal. The frame can include multiple observer frames of reference where each origin, point, is the location of a distinct privileged point of reference. Two broad and diverse applications are presented: a one-dimensional spatiotemporal orbital model, and a thought experiment related to a physical theory beyond Planck limits. We suggest that expanding methodologies and continued formalization, novel tools for physics can be considered along with applications for computational discrete geometric modeling.
相对论把空间和时间联系起来,以解释在四维空间中观察到的事件。在这篇文章中,我们描述了一个备选的静态因果离散时间建模系统,使用动态系统的全知观点,可以在观察到的时刻表达对象关系。要做到这一点,需要三个关键组成部分,包括引入独立的物体相对维度度量,零维参考框架,以及应用欧几里得几何进行建模。程序使用面向对象的维度量分离物质平面、空间扩展(关系距离)和时间(持续时间)。使用空间(Dihedral360)、时间(Dihedral12)、旋转(Dihedral24)和尺度(Dihedral10)的对称性将数量转换为基本单位。几何元素在离散时间模型中构建静态输出,而不是使用微积分在连续时间模型中构建静态输出,从而使用可以直观地编码复杂数据的维度和位置自然数,而不是使用抽象和无理数。物体关系的静态欧几里得几何模型是在信号定义的零时间内观察到的状态下测量和表示的。帧可以包括多个观察者参考帧,其中每个原点点是一个独特的特权参考点的位置。提出了两种广泛而多样的应用:一维时空轨道模型,以及与超越普朗克极限的物理理论相关的思想实验。我们建议扩展方法和持续的形式化,可以考虑新的物理工具以及计算离散几何建模的应用。
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引用次数: 0
Lower Bounds of Decay Rates for Solution to the Single-Layer Quasi-Geostrophic Model 单层准地转模式解的衰减率下界
Pub Date : 2023-01-01 DOI: 10.4236/jamp.2023.118144
Haoyu Zhao
In this paper, we study the long-time behavior of solutions of the single-layer quasi-geostrophic model arising from geophysical fluid dynamics. We obtain the lower bound of the decay estimate of the solution. Utilizing the Fourier splitting method, under suitable assumptions on the initial data, for any multi-index α, we show that the solution Ψ satisfies
本文研究了地球物理流体动力学中单层准地转模型解的长时间行为。我们得到了解的衰减估计的下界。利用傅里叶分裂方法,在初始数据的适当假设下,对于任意多指标α,我们证明解Ψ满足
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引用次数: 0
Dirichlet-to-Neumann Map for a Hyperbolic Equation 双曲方程的Dirichlet-to-Neumann映射
Pub Date : 2023-01-01 DOI: 10.4236/jamp.2023.118145
Fagueye Ndiaye, Mouhamadou Ngom, Diaraf Seck
In this paper, we provide an explicit expression for the full Dirichlet-to-Neumann map corresponding to a radial potential for a hyperbolic differential equation in 3-dimensional. We show that the Dirichlet-Neumann operators corresponding to a potential radial have the same properties for hyperbolic differential equations as for elliptic differential equations. We numerically implement the coefficients of the explicit formulas. Moreover, a Lipschitz type stability is established near the edge of the domain by an estimation constant. That is necessary for the reconstruction of the potential from Dirichlet-to-Neumann map in the inverse problem for a hyperbolic differential equation.
本文给出了三维双曲型微分方程径向势对应的Dirichlet-to-Neumann映射的一个显式表达式。我们证明了对应于势径向的Dirichlet-Neumann算子对于双曲型微分方程和椭圆型微分方程具有相同的性质。我们用数值方法实现了显式公式的系数。此外,通过估计常数在区域边缘附近建立了Lipschitz型稳定性。这对于双曲型微分方程反问题中Dirichlet-to-Neumann映射的势的重建是必要的。
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引用次数: 0
Collatz Iterative Trajectories of All Odd Numbers Attain Bounded Values 所有奇数的Collatz迭代轨迹获得有界值
Pub Date : 2023-01-01 DOI: 10.4236/jamp.2023.1110200
Jinqing Zhang, Xintong Zhang
The aim of this paper is to study the 3x + 1 problem based on the Collatz iterative formula. It can be seen from the iterative formula that the necessary condition for the Collatz iteration convergence is that its slope being less than 1. An odd number N that satisfies the condition of a slope less than 1 after nth Collatz iterations is defined as an n-step odd number. Through statistical analysis, it is found that after nth Collatz iterations, the iterative value of any n-step odd number N that is greater than 1 is less than N, which proves that the slope less than 1 is a sufficient and necessary condition for Collatz iteration convergence.
本文旨在研究基于Collatz迭代公式的3x + 1问题。由迭代公式可以看出,Collatz迭代收敛的必要条件是其斜率小于1。定义经过N次Collatz迭代后满足斜率小于1条件的奇数N为N阶奇数。通过统计分析发现,经过第N次Collatz迭代后,任意N阶奇数N大于1的迭代值都小于N,证明斜率小于1是Collatz迭代收敛的充要条件。
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引用次数: 0
Asset Pricing and Simulation Analysis Based on the New Mixture Gaussian Processes 基于新型混合高斯过程的资产定价及仿真分析
Pub Date : 2023-01-01 DOI: 10.4236/jamp.2023.118153
Bo Peng
European compound option pricing model is established by using the mixed bifractional Brownian motion. Firstly, using the principle of risk-neutral pricing, the European option pricing formulas and the parity formulas are obtained. Secondly, with the Delta hedging strategy, the corresponding compound option pricing formulas and the parity formulas are got. Finally, using the daily closing price data of “Lingang B shares” and “Yitai B shares” respectively, the results show that the mixed model is closer to the true value than the previous model.
利用混合双分数布朗运动,建立了欧式复合期权定价模型。首先,利用风险中性定价原理,得到欧式期权定价公式和平价定价公式。其次,利用Delta套期保值策略,得到了相应的复合期权定价公式和平价公式。最后,分别使用“临港B股”和“亿泰B股”的日收盘价数据,结果表明混合模型比之前的模型更接近真实值。
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引用次数: 0
Enhanced Circular Dichroism of Z-Shaped Nanorod in Rectangular Nanohole Arrays 矩形纳米孔阵列中z形纳米棒的圆二色性增强
Pub Date : 2023-01-01 DOI: 10.4236/jamp.2023.119180
Ziye Zhang
Chiral nanostructures have attracted much attention due to the valuable applications in biochemistry, medicine industries, and photonic devices. In this study, we propose an ease-of-fabrication planar nanostructure that consists of rectangular nanohole arrays in which the Z-shaped nanorod is arranged. Theoretically, such chiral nanostructure supports significant absorption circular dichroism (CD) compared with the Z-shaped nanorod because charge distributions are tuned after the introduction of the rectangular frame. Meanwhile, the Z-shaped nanorod directs the flow of current on the rectangular frame, thereby generating the effective quadruple electron oscillation in the Z-shaped nanorod. A novel mode also emerges when an identical Z-shaped nanorod is added into the rectangular hole. The studies will provide a novel approach to enhance the CD effect of planar structures.
手性纳米结构由于在生物化学、医药工业和光子器件等方面的重要应用而受到广泛关注。在这项研究中,我们提出了一种易于制造的平面纳米结构,该结构由矩形纳米孔阵列组成,其中排列着z形纳米棒。理论上,与z形纳米棒相比,这种手性纳米结构支持显著的吸收圆二色性(CD),因为在引入矩形框架后电荷分布被调整。同时,z形纳米棒引导电流在矩形框架上的流动,从而在z形纳米棒中产生有效的四重电子振荡。当在矩形孔中加入相同的z形纳米棒时,也会出现新的模式。该研究为提高平面结构的CD效应提供了一种新的途径。
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Journal of Applied Mathematics and Physics
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