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In this paper we propose an ARMA time-series model for the wind speed at a single spatial location, and estimate it on in-sample data recorded in three different wind farm regions in New York state. The data have a three-hour granularity, but based on applications to financial wind derivatives contracts, we also consider daily average wind speeds. We demonstrate that there are large discrepancies in the behaviour of daily average and three-hourly wind speed records. The validation procedure based on out-of-sample observations reflects that the proposed model is reliable and can be used for various practical applications, like, for instance, weather prediction, pricing of financial wind contracts, wind generated power, etc. Furthermore, we discuss some striking resemblances with temperature dynamics.  相似文献   

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现代田园城市评价指标是衡量和评价中国新型城镇化发展状况和趋势的一种工具。在对国内外城镇化发展评价指标体系进行分析的基础上,根据现代田园城市的内涵及特征,从产业高效、城乡协调、资源集约、环境友好和城市宜居五个方面构建一套科学、合理的综合评价指标体系,以期推动中国新型城镇化下现代田园城市的建设和发展。  相似文献   

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Daisy P. Waters reviews Using Microsoft Access XP, Hazel Cameron reviews Business Statistics on the Web, Elizabeth Parang reviews JSTOR: A History, and Sheila Corman reviews MARC21 for Everyone.  相似文献   

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In the comparison of estimators, the typical viewpoint of mean squared error has been challenged by C. R. Rao. In this article we propose a method of selecting estimators in normal populations based on their regions of preference. These regions of preference are a natural consequence of Rao's emphasis on Pitman nearness. We apply the method in the case of estimation of the mean of a bivariate normal through the James-Stein class.  相似文献   

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A major winter storm brought up to 42 inches of snow in parts of the Mid-Atlantic and Northeast states for January 22–24, 2016. The blizzard of January 2016 impacted about 102.8 million people, claiming at least 55 lives and $500 million to $3 billion in economic losses. This article studies two important aspects of extreme snowfall events: 1. trends in annual maxima and threshold exceedances and 2. return levels for extreme snowfall. Applying extreme value methods to the extreme snow data in the New York City area, we quantify linear trends in extreme snowfall and assess how severe the 2016 blizzard is in terms of return levels. To find a more realistic standard error for the extreme value methods, we extend Smith’s method to adapt to both spatial and temporal correlations in the snow data. Our results show increasing, but insignificant trends in the annual maximum snowfall series. However, we find that the 87.5th percentile snowfall has significantly increased by 0.564 inches per decade, suggesting that, while the maximum snowfall is not significantly increasing, there have been increases in the snowfall among the larger storms. We also find that the 2016 blizzard is indeed an extreme snow event equivalent to about a 40-year return level in the New York City area. The extreme value methods used in this study are thoroughly illustrated for general readers. Data and modularized programming codes are to be available online to aid practitioners in using extreme value methods in applications.  相似文献   

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文章利用一次八城市实施的大规模抽样调查的数据,运用方差分析方法,分别检验了被访者和访问员的个人背景资料(年龄、性别、文化程度等)对"访问时间"的影响是否显著.其结果发现在面访调查访问中,影响访问时间的因素主要是被访问者的年龄以及访问员的经验.  相似文献   

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李月 《统计研究》2010,27(9):16-25
 改革开放以来中国经济取得了举世瞩目的成就,然而在GDP高增长率的背后却蕴藏着许多发展问题。本文提出了有效经济增长的范畴,试图从一个全新的角度重新审视中国经济增长的历程。通过构建有效经济增长动态模型及相关变量的测定方法,实证分析了改革开放以来我国有效经济增长的趋势特征,指出提高消费比例中超额人均消费的比重,是当前我国改善有效需求不足现状的关键所在。  相似文献   

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Summary We study the question of how changes in neighbourhood demographics affect findings of environmental equity. Many cross-sectional studies of association between neighbourhood racial and ethnic composition and the location of environmentally undesirable sites have been conducted. However, no evaluations have been conducted that examine how neighbourhood demographics change over time, and how those changes are related to the observed cross-sectional results. If the question is whether an observed association is the result of discrimination, it is crucial that the historical changes in neighbourhood structure are well understood. We develop some methods based on standard statistical techniques and illustrate their application by using the metropolitan New York City region as a case-study.  相似文献   

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