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41.
In this paper we present a stochastic model for daily average temperature to calculate the temperature indices upon which temperature-based derivatives are written. We propose a seasonal mean and volatility model that describes the daily average temperature behavior using the mean-reverting Ornstein-Uhlenbeck process. We also use higher order continuous-time autoregressive process with lag 3 for modeling the time evolution of the temperatures after removing trend and seasonality. Our model is fitted to 11 years of data recorded, in the period 1 January 2005 to 31 December 2015, Bahir Dar, Ethiopia, obtained from Ethiopia National Meteorological Services Agency. The analytical approximation formulas are used to price heating degree days (HDD) and cooling degree days (CDD) futures. The suggested model is analytically tractable for derivation of explicit prices for CDD and HDD futures and option. The price of the CDD future is calculated, using analytical approximation formulas. Numerical examples are presented to indicate the accuracy of the method. The results show that our model performs better to predict CDD indices. 相似文献
42.
Offshore pipelines are critical infrastructures and any possible damage may have devastating financial and environmental consequences. Earthquake-related geohazards (such as strong ground motion, active seismic faults, submarine landslides and debris flows) consist crucial threats that an offshore pipeline has to overcome. The main aim of the current study is to examine analytically a seabed-laid offshore pipeline subjected to a lateral kinematic distress due to a submarine landslide or a debris flow. Extra emphasis is given on the impact of pipe-soil interaction on the pipe response, by the realistic representation of the soil resistance via a tri-linear model. Firstly, the proposed analytical model is validated with a numerical model utilizing the finite-element method. Subsequently, various combinations of soil parameters and loading conditions that affect the examined problem are investigated with realistic input data taken from the offshore section of the high-pressure natural-gas pipeline TAP (Trans Adriatic Pipeline) in the Adriatic Sea. Finally, useful conclusions are drawn regarding the applicability and the efficiency of the proposed approach. 相似文献
43.
The spatial and temporal variability of tidal mixing in Bohai Sea is studied using a numerical approach. In calculating tidal mixing, accurate barotropic tidal current is obtained via a harmonic analysis package utilizing the simulated current output from a high-resolution regional ocean model. And a “small-scale” roughness map is adopted to describe the detailed topographic features of Bohai Sea. It is shown that the tidal mixing estimated in Bohai Sea is much higher than the level of global background, and fluctuates considerably at some regions within a single day. In Liaodong Bay, Bohai Bay and Bohai Strait, the mixing varies greatly, with the peak value of O (10?2) m2 s?1. The order of magnitude of mixing in Laizhou Bay is about O (10?5～10?3) m2 s?1. Mixing with background level of O (10?5) m2 s?1 only appears in central area. Result also shows that rough topography plays relatively a more important role than tidal current in enhancing diapycnal mixing in Bohai Sea. The distributions of tidal mixing in selected sections reveal that the vertical stratification in Bohai Sea is not obvious, generally renders a barotropic structure. 相似文献
44.
近年来日益严重的登革热疫情已在中国南部地区形成疫情高发区,并对中国的公共卫生安全形成了一定的威胁。登革热主要受到区域内复杂的自然环境条件以及社会经济因素的影响,而利用地理空间分析方法和模型探究登革热疫情的影响因素,并对其未来流行风险的空间分布进行模拟,是有效开展登革热预防控制工作的重要基础。本文收集了珠江三角洲地区2010-2014年的登革热病例资料和土地利用、人口密度两种社会经济要素数据,构建土地利用回归（LUR）模型以分析登革热疫情与不同空间范围内的土地利用和人口密度之间的关系,并结合SLEUTH模型获取的2030年土地利用数据以及基于人口密度预测模型获取的2030年人口密度数据,预测珠江三角洲地区2030年登革热疫情风险的空间分布。结果表明,社会经济要素对登革热疫情空间分布的影响在不同范围内存在差异,半径分别为10、7、10、2和1 km的缓冲区内的人口密度、草地、城镇用地、林地和耕地进入LUR模型并对疫情有显著的影响（相关系数分别为0.779、-0.473、0.818、-0.642和-0.403）,所构建的LUR模型效果较好（调整R2为0.796,F=390.409,P<0.01）,留一交叉检验结果显示模型的相对均方根误差为0.7046,预测值与实测值的拟合精度达到0.7101。2030年城市空间扩展的区域主要分布在深圳、东莞以及广佛的交界地区,而登革热风险预测模型表明2030年登革热疫情风险较大的区域与珠江三角洲城镇用地占比、人口分布较高的地区有高度的一致性,尤其是广佛地区。因此,LUR模型可以较好地预测登革热疫情的空间分布,从而为当地卫生部门防控登革热提供方法支持。 相似文献
45.
提出一种确定不等式约束Partial EIV模型解及精度评定的新方法，在总体最小二乘准则下，将附有不等式约束的Partial EIV模型转换为标准最优化问题。采取WHP拟牛顿修正的SQP方法求解，并利用SUT法对参数估值进行精度评定，可以减小迭代次数、提高收敛速度，且精度评定方法简单有效。 相似文献
46.
The thermophysics of asteroids has become an important frontier for the research of asteroids in recent years. In this paper, we have introduced the thermophysical models commonly used in this field, by using these thermophysical models and combining with the data observed by the space or ground-based IR telescopes, some thermophysical parameters of asteroids, such as the thermal inertia, geometric albedo, effective diameter, surface roughness, and surface temperature, etc., can be derived. We have mentioned also the shape model and IR observation of asteroids, as well as the obtained thermophysical parameters for a part of asteroids. These thermophysical parameters can be further applied to studying the asteroids’ Yarkovsky effect, YORP effect, and so on, even can provide the relevant information for the spacecraft landing on the asteroid surface and the return mission of a spacecraft after the asteroid sampling. 相似文献
47.
Conductor casing jetting technique has been increasingly applied in deepwater drilling. The insight into the jetting excavation mechanisms is critical in guiding a successful conductor casing jetting operation. The real- time continuous jet excavation process is simulated with the volume of fluid (VOF) multiphase method of CFD (Computational Fluid Dynamics) ANSYS Fluent calculation software in the current study. The cohesive soil is modelled by using a kind of viscous fluid with Herschel-Bulkley model. In addition, a laboratory half round nozzle jet excavation test is designed for verification by comparison of the observed jet excavation profile with the numerical results. The sensitivity parameters affecting the conductor jetting excavation mechanism in cohesive soil are thus investigated. It is found that the application of Herschel-Bulkley (HB) model for cohesive soil and the VOF method of Fluent can provide a good simulation of jet excavation process. The maximum excavation depth can be determined by the undrained ultimate bearing capacity of the circular foundation with a bearing capacity factor of 6.7. The nozzle position, jet velocity and soil strength have significantly influence on the depth and width of the jet excavation profile in conductor oblique jet. 相似文献
48.
针对InSAR技术研究地表三维形变时监测信息不足的问题，以GPS监测信息为先验信息，建立附有随机模型约束的地表三维形变模型。考虑到SAR卫星极轨方式运行导致LOS向观测量对南北向形变不敏感的问题，以GPS南北向形变观测值作为强约束，构建三维形变解算的函数约束条件。模拟数据与西安地区实测数据的计算结果表明，基于随机模型与函数模型共同约束的地表三维形变参数最小二乘解的精度优于仅有函数模型约束或仅有随机模型约束及无任何约束的参数解精度。 相似文献
49.
西昆仑北段玛尔坎苏地区探明的大型碳酸锰成矿带，是我国近年最重要的找矿成果之一。该锰矿带构造上属北昆仑晚古生代弧后伸展盆地，其构造动力学背景为古特提斯洋向北俯冲于塔里木地块之下形成的弧盆体系。锰矿体主要发育于晚石炭世喀拉阿特河组含炭泥质灰岩夹薄层灰岩中。矿石中主要金属矿物为菱锰矿（75%~95%），次为软锰矿、硫锰矿及少量黄铁矿等。含锰岩系岩性和岩相学研究表明，玛尔坎苏锰矿带属典型的海相沉积锰矿床，其矿床成因可能与晚古生代半局限盆地沉积和海底热液活动有关。海底热液活动可能为成矿提供了丰富的物质来源。含锰岩系元素和同位素地球化学特征表明，玛尔坎苏锰矿沉淀时的水体环境为常氧条件，而矿层下盘（部分）岩系的岩性及地球化学特征反映其沉积时的水体环境为低氧—贫氧条件。玛尔坎苏锰矿带锰矿石具有负的δ13C值（-23.3‰~-10.0‰），推测有机质导致的还原作用是该锰矿由原生氧化锰在成岩期转化为菱锰矿和形成富锰矿的重要机制。 相似文献
50.
利用中美德INDEPTH IV合作项目2007—2009年间布置于青藏高原中、北部140个宽频地震台站记录到的天然地震数据,经过接收函数成像处理,获得了3条穿过昆仑—阿尼玛卿缝合带清晰的壳幔结构图像.结果显示柴达木南缘莫霍面位于约50 km深度,羌塘地块、可可西里地块、东昆仑造山带莫霍面位于约65 km深度,昆仑—阿尼玛卿缝合带以北约50 km存在莫霍面深度突变.在可可西里和柴达木岩石圈地幔之间观测到北倾界面,这可能是可可西里岩石圈向北俯冲到柴达木地幔之下的证据.可可西里地块地壳内宽缓的负转换震相带是低速带的反映,其向北挤入到东昆仑山下发生挤压增厚,可能是东昆仑山隆升的原因;由于刚性柴达木岩石圈的阻挡,物质向东改向,则可能是该地区向东旋转的构造应力场产生的原因.本文研究结果不支持亚洲岩石圈地幔在东昆仑—柴达木交界处向南俯冲,据此,我们提出了新的东昆仑造山模式. 相似文献