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融资融券交易的信息治理效应 被引量:132
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作者 李志生 李好 +1 位作者 马伟力 林秉旋 《经济研究》 CSSCI 北大核心 2017年第11期150-164,共15页
本文基于2009—2014年我国上市公司业绩预告和分析师盈利预测数据,从管理层信息披露和分析师预测的角度研究融资融券交易的信息治理效应。通过比较分析融资融券标的股票与非标的股票,以及股票加入融资融券标的前后上市公司信息环境的差... 本文基于2009—2014年我国上市公司业绩预告和分析师盈利预测数据,从管理层信息披露和分析师预测的角度研究融资融券交易的信息治理效应。通过比较分析融资融券标的股票与非标的股票,以及股票加入融资融券标的前后上市公司信息环境的差异,我们发现融资融券交易同时具有内部信息治理和外部信息治理的作用。其中内部信息治理效应表现为,融资融券交易的推出有效促使了管理层对非强制信息和坏消息的披露,提高了管理层业绩预告的及时性和准确性;融资融券的外部信息治理效应体现在显著降低了财务分析师对目标公司盈利预测的偏差与分歧。在控制相关因素以及通过双重差分模型控制内生性后,以上结果依然稳健。本文的研究结果表明,融资融券交易通过影响管理层和分析师的信息行为进而影响公司的信息环境,这为融资融券交易改善股票市场定价效率和市场质量提供了新的解释。 展开更多
关键词 融资融券 信息披露 业绩预告 分析师盈利预测
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卖空机制提高了分析师盈余预测质量吗——基于融资融券制度的经验证据 被引量:50
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作者 黄俊 黄超 +1 位作者 位豪强 王敏 《南开管理评论》 CSSCI 北大核心 2018年第2期135-148,共14页
本文借助中国资本市场推出融资融券制度这一"自然实验",系统考察了卖空机制的引入对证券分析师盈余预测质量的影响。研究发现,由于卖空机制的引入有助于负面消息更及时地融入股价,并约束管理层的机会主义行为,从而提高了公司... 本文借助中国资本市场推出融资融券制度这一"自然实验",系统考察了卖空机制的引入对证券分析师盈余预测质量的影响。研究发现,由于卖空机制的引入有助于负面消息更及时地融入股价,并约束管理层的机会主义行为,从而提高了公司的信息透明度,由此可以降低分析师盈余预测偏差,提高其预测准确性。进一步的研究显示,由于非明星分析师对私有信息的获取较少,因此与明星分析师相比,卖空机制的引入对非明星分析师盈余预测质量的提升作用更明显;而且,在机构投资者持股比例较低的公司,管理层的机会主义行为受到的外部监督制约较小,卖空机制的引入更能改善其信息环境,因而分析师盈余预测质量提升也更明显。 展开更多
关键词 卖空机制 盈余预测 明星分析师 机构投资者
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路段上短时间区段内交通量预测ARIMA模型 被引量:14
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作者 朱顺应 王红 李关寿 《重庆交通学院学报》 2003年第1期76-77,95,共3页
探讨了用于路段上小时间间隔里交通量预测ARIMA模型的一般形式及其参数标定、检验、预测的方法,进一步探讨了它的应用.
关键词 交通量 短时间间隔 预测 ARIMA模型 交通工程
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我国医院卫生资源短期配置情况预测 被引量:12
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作者 陈胤孜 李静 王锡玲 《中国卫生资源》 北大核心 2021年第4期453-457,461,共6页
目的预测我国31个省(自治区、直辖市)医院卫生资源的短期配置情况。方法用一般线性回归模型拟合2010—2018年各省(自治区、直辖市)的床位数、医师数、护士数和常住人口数,用均数法估计床位使用率,用比例法预测2019—2021年综合重症监护... 目的预测我国31个省(自治区、直辖市)医院卫生资源的短期配置情况。方法用一般线性回归模型拟合2010—2018年各省(自治区、直辖市)的床位数、医师数、护士数和常住人口数,用均数法估计床位使用率,用比例法预测2019—2021年综合重症监护室(intensive care unit,ICU)的床位数、医师数、护士数、呼吸机数和体外膜氧合(extracorporeal membrane oxygenator,ECMO)数。结果2021年,我国每千常住人口床位数为5.42张,每千常住人口医师数为1.64人,每千常住人口护士数为2.54人。区域床位配置差异较大,东北、西北及中部地区的床位数高于南部地区,医师、护士分布较为均匀。每10万常住人口综合ICU床位数为4.37张,地区综合ICU床位配置数量与地区人口密度成正比,综合ICU的医护数、呼吸机数和ECMO数明显不足。结论我国医院卫生人力资源较为缺乏。综合ICU的资源缺口较大,应加强综合ICU的资源配置,并将综合ICU作为新型冠状病毒疫情防控及未来其他新发、突发传染病防控的重点对象。 展开更多
关键词 医院 卫生资源 短期 预测 床位 医师 护士 体外膜氧合 重症监护室
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Support vector machine forecasting method improved by chaotic particle swarm optimization and its application 被引量:11
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作者 李彦斌 张宁 李存斌 《Journal of Central South University》 SCIE EI CAS 2009年第3期478-481,共4页
By adopting the chaotic searching to improve the global searching performance of the particle swarm optimization (PSO), and using the improved PSO to optimize the key parameters of the support vector machine (SVM) for... By adopting the chaotic searching to improve the global searching performance of the particle swarm optimization (PSO), and using the improved PSO to optimize the key parameters of the support vector machine (SVM) forecasting model, an improved SVM model named CPSO-SVM model was proposed. The new model was applied to predicting the short term load, and the improved effect of the new model was proved. The simulation results of the South China Power Market’s actual data show that the new method can effectively improve the forecast accuracy by 2.23% and 3.87%, respectively, compared with the PSO-SVM and SVM methods. Compared with that of the PSO-SVM and SVM methods, the time cost of the new model is only increased by 3.15 and 4.61 s, respectively, which indicates that the CPSO-SVM model gains significant improved effects. 展开更多
关键词 chaotic searching particle swarm optimization (PSO) support vector machine (SVM) short term load forecast
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Very Short-term Spatial and Temporal Wind Power Forecasting: A Deep Learning Approach 被引量:6
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作者 Tianyu Hu Wenchuan Wu +3 位作者 Qinglai Guo Hongbin Sun Libao Shi Xinwei Shen 《CSEE Journal of Power and Energy Systems》 SCIE CSCD 2020年第2期434-443,共10页
In power systems that experience high penetration of wind power generation,very short-term wind power forecast is an important prerequisite for look-ahead power dispatch.Conventional univariate wind power forecasting ... In power systems that experience high penetration of wind power generation,very short-term wind power forecast is an important prerequisite for look-ahead power dispatch.Conventional univariate wind power forecasting methods at presentonly utilize individual wind farm historical data.However,studies have shown that forecasting accuracy canbe improved by exploring both spatial and temporal correlations among adjacent wind farms.Current research on spatial-temporal wind power forecasting is based on relatively shallow time series models that,to date,have demonstrated unsatisfactory performance.In this paper,a convolution operation is used to capture the spatial and temporal correlations among multiple wind farms.A novel convolution-based spatial-temporal wind power predictor(CSTWPP)is developed.Due to CSTWPP’s high nonlinearity and deep architecture,wind power variation features and regularities included in the historical data can be more effectively extracted.Furthermore,the online training of CSTWPP enables incremental learning,which makes CSTWPP non-stationary and in conformity with real scenarios.Graphics processing units(GPU)is used to speed up the training process,validating the developed CSTWPP for real-time application.Case studies on 28 adjacent wind farms are conducted to show that the proposed model can achieve superior performance on 5-30 minutes ahead wind power forecasts. 展开更多
关键词 Convolution neural network deep learning incremental learning short-term wind power forecast spatialtemporal correlation
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A forecasting model for wave heights based on a long short-term memory neural network 被引量:6
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作者 Song Gao Juan Huang +3 位作者 Yaru Li Guiyan Liu Fan Bi Zhipeng Bai 《Acta Oceanologica Sinica》 SCIE CAS CSCD 2021年第1期62-69,共8页
To explore new operational forecasting methods of waves,a forecasting model for wave heights at three stations in the Bohai Sea has been developed.This model is based on long short-term memory(LSTM)neural network with... To explore new operational forecasting methods of waves,a forecasting model for wave heights at three stations in the Bohai Sea has been developed.This model is based on long short-term memory(LSTM)neural network with sea surface wind and wave heights as training samples.The prediction performance of the model is evaluated,and the error analysis shows that when using the same set of numerically predicted sea surface wind as input,the prediction error produced by the proposed LSTM model at Sta.N01 is 20%,18%and 23%lower than the conventional numerical wave models in terms of the total root mean square error(RMSE),scatter index(SI)and mean absolute error(MAE),respectively.Particularly,for significant wave height in the range of 3–5 m,the prediction accuracy of the LSTM model is improved the most remarkably,with RMSE,SI and MAE all decreasing by 24%.It is also evident that the numbers of hidden neurons,the numbers of buoys used and the time length of training samples all have impact on the prediction accuracy.However,the prediction does not necessary improve with the increase of number of hidden neurons or number of buoys used.The experiment trained by data with the longest time length is found to perform the best overall compared to other experiments with a shorter time length for training.Overall,long short-term memory neural network was proved to be a very promising method for future development and applications in wave forecasting. 展开更多
关键词 long short-term memory marine forecast neural network significant wave height
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Ultra-short Term Wind Speed Prediction Using Mathematical Morphology Decomposition and Long Short-term Memory 被引量:5
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作者 Mengshi Li Zhiyuan Zhang +1 位作者 Tianyao Ji Q.H.Wu 《CSEE Journal of Power and Energy Systems》 SCIE CSCD 2020年第4期890-900,共11页
This paper proposes a new model,which consists of a mathematical morphology(MM)decomposer and two long short term memory(LSTM)networks,to perform ultra-short term wind speed forecast.The MM decomposer is developed in ... This paper proposes a new model,which consists of a mathematical morphology(MM)decomposer and two long short term memory(LSTM)networks,to perform ultra-short term wind speed forecast.The MM decomposer is developed in order to improve the forecast accuracy,which separates the wind speed into two parts:a stationary long-term baseline and a nonstationary short-term residue.Afterwards,two LSTM networks are implemented to forecast the baseline and residue,respectively.Besides,this paper makes an integrated forecast that takes into account multiple climate factors,such as temperature and air pressure.The baseline,temperature and air pressure are used as the inputs of baseline network for training and prediction,and the baseline,residue,temperature and air pressure are used as the inputs of residue network for training and prediction.The performance of the proposed model has been validated using data collected from the Australian Meteorological Station,which is compared with least squares-support vector machine(LS-SVM),back-propagation artificial neural network(BPNN),LSTM,MM-LS-SVM,and MM-BPNN.The results demonstrate that the proposed model is more suitable to solve non-stationary time-series forecast,and achieves higher accuracy than the other models under various conditions. 展开更多
关键词 Deep learning long short-term memory network mathematical morphology wind speed forecast
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Propagation analysis and prediction of the COVID-19 被引量:5
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作者 Lixiang Li Zihang Yang +8 位作者 Zhongkai Dang Cui Meng Jingze Huang Haotian Meng Deyu Wang Guanhua Chen Jiaxuan Zhang Haipeng Peng Yiming Shao 《Infectious Disease Modelling》 2020年第1期282-292,共11页
Based on the official data modeling,this paper studies the transmission process of the Corona Virus Disease 2019(COVID-19).The error between the model and the official data curve is quite small.At the same time,it rea... Based on the official data modeling,this paper studies the transmission process of the Corona Virus Disease 2019(COVID-19).The error between the model and the official data curve is quite small.At the same time,it realized forward prediction and backward inference of the epidemic situation,and the relevant analysis help relevant countries to make decisions. 展开更多
关键词 COVID-19 short-term forecast Epidemic control
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Hybrid Model for Short-Term Passenger Flow Prediction in Rail Transit
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作者 Yinghua Song Hairong Lyu Wei Zhang 《Journal on Big Data》 2023年第1期19-40,共22页
A precise and timely forecast of short-term rail transit passenger flow provides data support for traffic management and operation,assisting rail operators in efficiently allocating resources and timely relieving pres... A precise and timely forecast of short-term rail transit passenger flow provides data support for traffic management and operation,assisting rail operators in efficiently allocating resources and timely relieving pressure on passenger safety and operation.First,the passenger flow sequence models in the study are broken down using VMD for noise reduction.The objective environment features are then added to the characteristic factors that affect the passenger flow.The target station serves as an additional spatial feature and is mined concurrently using the KNN algorithm.It is shown that the hybrid model VMD-CLSMT has a higher prediction accuracy,by setting BP,CNN,and LSTM reference experiments.All models’second order prediction effects are superior to their first order effects,showing that the residual network can significantly raise model prediction accuracy.Additionally,it confirms the efficacy of supplementary and objective environmental features. 展开更多
关键词 short-term passenger flow forecast variational mode decomposition long and short-term memory convolutional neural network residual network
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基于神经网络的城市大气雾霾污染短时预测方法研究
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作者 刘娜 《环境科学与管理》 CAS 2023年第7期99-104,共6页
受到城市区域气候变化快、特征隐秘性强、可分析时间段短的影响,大气雾霾污染变化特征差异较大,短时预测适应性降低,由此,设计了基于神经网络的城市大气雾霾污染短时预测方法。构建神经网络预测结构,利用神经元的遗传特征,关联每一时间... 受到城市区域气候变化快、特征隐秘性强、可分析时间段短的影响,大气雾霾污染变化特征差异较大,短时预测适应性降低,由此,设计了基于神经网络的城市大气雾霾污染短时预测方法。构建神经网络预测结构,利用神经元的遗传特征,关联每一时间点下的有效雾霾特征,保证预测量信息特征范围的最大化,确定雾霾污染函数预测信息及其相关配置函数,进行大气雾霾短时预测层计算输出,获得短时预测结果。实验数据表明,提出方法具备减小预测误差,优化预测逻辑环境,提升预测速度的能力,保证适应性强,具有较高的推广与研究价值。 展开更多
关键词 神经网络 雾霾污染 短时 预测
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Short-Term Prediction of Photovoltaic Power Generation Based on LMD Permutation Entropy and Singular Spectrum Analysis
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作者 Wenchao Ma 《Energy Engineering》 EI 2023年第7期1685-1699,共15页
The power output state of photovoltaic power generation is affected by the earth’s rotation and solar radiation intensity.On the one hand,its output sequence has daily periodicity;on the other hand,it has discrete ra... The power output state of photovoltaic power generation is affected by the earth’s rotation and solar radiation intensity.On the one hand,its output sequence has daily periodicity;on the other hand,it has discrete randomness.With the development of new energy economy,the proportion of photovoltaic energy increased accordingly.In order to solve the problem of improving the energy conversion efficiency in the grid-connected optical network and ensure the stability of photovoltaic power generation,this paper proposes the short-termprediction of photovoltaic power generation based on the improvedmulti-scale permutation entropy,localmean decomposition and singular spectrum analysis algorithm.Firstly,taking the power output per unit day as the research object,the multi-scale permutation entropy is used to calculate the eigenvectors under different weather conditions,and the cluster analysis is used to reconstruct the historical power generation under typical weather rainy and snowy,sunny,abrupt,cloudy.Then,local mean decomposition(LMD)is used to decompose the output sequence,so as to extract more detail components of the reconstructed output sequence.Finally,combined with the weather forecast of the Meteorological Bureau for the next day,the singular spectrumanalysis algorithm is used to predict the photovoltaic classification of the recombination decomposition sequence under typical weather.Through the verification and analysis of examples,the hierarchical prediction experiments of reconstructed and non-reconstructed output sequences are compared.The results show that the algorithm proposed in this paper is effective in realizing the short-term prediction of photovoltaic generator,and has the advantages of simple structure and high prediction accuracy. 展开更多
关键词 Photovoltaic power generation short term forecast multiscale permutation entropy local mean decomposition singular spectrum analysis
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基于极限学习机的市场需求侧短期电力负荷预测方法
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作者 艾渊 《信息与电脑》 2023年第21期4-6,共3页
为了优化市场需求侧短期电力负荷预测效果,减小负荷预测偏差,引入极限学习机,开展基于极限学习机的市场需求侧短期电力负荷预测方法研究。从缺失电力负荷数据补充、异常电力负荷数据识别与修正两个维度,对市场需求侧短期电力负荷数据进... 为了优化市场需求侧短期电力负荷预测效果,减小负荷预测偏差,引入极限学习机,开展基于极限学习机的市场需求侧短期电力负荷预测方法研究。从缺失电力负荷数据补充、异常电力负荷数据识别与修正两个维度,对市场需求侧短期电力负荷数据进行预处理。在此基础上,建立基于极限学习机的负荷预测模型,预测市场需求侧短期电力负荷数据的动态变化。实验分析结果表明,应用文章提出的方法,短期电力负荷数据集的预测平均绝对百分比误差始终小于对照组,均未超过1%,预测精度较高。 展开更多
关键词 极限学习机 市场需求侧 电力负荷 短期 预测
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Bias-Corrected Short-Range Ensemble Forecasts for Near-Surface Variables during the Summer Season of 2010 in Northern China 被引量:2
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作者 ZHU Jiang-Shan KONG Fan-You LEI Heng-Chi 《Atmospheric and Oceanic Science Letters》 CSCD 2014年第4期334-339,共6页
A running mean bias (RMB) correction ap- proach was applied to the forecasts of near-surface variables in a seasonal short-range ensemble forecasting experiment with 57 consecutive cases during summer 2010 in the no... A running mean bias (RMB) correction ap- proach was applied to the forecasts of near-surface variables in a seasonal short-range ensemble forecasting experiment with 57 consecutive cases during summer 2010 in the northern China region. To determine a proper training window length for calculating RMB, window lengths from 2 to 20 days were evaluated, and 16 days was taken as an optimal window length, since it receives most of the benefit from extending the window length. The raw and 16-day RMB corrected ensembles were then evaluated for their ensemble mean forecast skills. The results show that the raw ensemble has obvious bias in all near-surface variables. The RMB correction can remove the bias reasonably well, and generate an unbiased ensemble. The bias correction not only reduces the ensemble mean forecast error, but also results in a better spreaderror relationship. Moreover, two methods for computing calibrated probabilistic forecast (PF) were also evaluated through the 57 case dates: 1) using the relative frequency from the RMB-eorrected ensemble; 2) computing the forecasting probabilities based on a historical rank histogram. The first method outperforms the second one, as it can improve both the reliability and the resolution of the PFs, while the second method only has a small effect on the reliability, indicating the necessity and importance of removing the systematic errors from the ensemble. 展开更多
关键词 short-range ensemble forecast bias-corrected ensemble forecast running mean bias correction near-surface variable forecast
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RESEARCH ON MUNICIPAL WATER DEMANDS FORECAST 被引量:3
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作者 赵新华 田一梅 陈春芳 《Transactions of Tianjin University》 EI CAS 2001年第1期21-25,共5页
Based on the changing law of municipal water demand,a trigonometric function model for short-term water demand forecast is established using the time-series analysis approach.The method for forecasting water demand du... Based on the changing law of municipal water demand,a trigonometric function model for short-term water demand forecast is established using the time-series analysis approach.The method for forecasting water demand during holidays and under unexpected events is also presented.Meanwhile,a computer software is developed.Through actual application,this method performs well and has high accuracy,so it can be applied to the daily operation of a water distribution system and lay a foundation for on-line optimal operation. 展开更多
关键词 water supply short-term demand forecast time-series analysis
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青海地震前驱波的短临前兆特征分析 被引量:3
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作者 夏玉胜 马震 +1 位作者 李滔 崔国信 《西北地震学报》 CSCD 北大核心 2010年第3期264-267,共4页
查阅了约100个5级以上地震前青海省各台站各类仪器记录的资料,经排除"疑似前驱波"对确认真实的地震前驱波分析其短临前兆特征,进而探讨了利用前驱波进行地震短临预报的相关问题。
关键词 青海 地震前驱波 特征 短临前兆 地震预报
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Early transmission dynamics of COVID-19 in a southern hemisphere setting:Lima-Peru:February 29^(th)-March 30^(th),2020 被引量:3
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作者 César V.Munayco Amna Tariq +8 位作者 Richard Rothenberg Gabriela G.Soto-Cabezas Mary F.Reyes Andree Valle Leonardo Rojas-Mezarina César Cabezas Manuel Loayza Gerardo Chowell 《Infectious Disease Modelling》 2020年第1期338-345,共8页
The COVID-19 pandemic that emerged in Wuhan China has generated substantial morbidity and mortality impact around the world during the last four months.The daily trend in reported cases has been rapidly rising in Lati... The COVID-19 pandemic that emerged in Wuhan China has generated substantial morbidity and mortality impact around the world during the last four months.The daily trend in reported cases has been rapidly rising in Latin America since March 2020 with the great majority of the cases reported in Brazil followed by Peru as of April 15th,2020.Although Peru implemented a range of social distancing measures soon after the confirmation of its first case on March 6th,2020,the daily number of new COVID-19 cases continues to accumulate in this country.We assessed the early COVID-19 transmission dynamics and the effect of social distancing interventions in Lima,Peru.We estimated the reproduction number,R,during the early transmission phase in Lima from the daily series of imported and autochthonous cases by the date of symptoms onset as of March 30th,2020.We also assessed the effect of social distancing interventions in Lima by generating short-term forecasts grounded on the early transmission dynamics before interventions were put in place.Prior to the implementation of the social distancing measures in Lima,the local incidence curve by the date of symptoms onset displays near exponential growth dynamics with the mean scaling of growth parameter,p,estimated at 0.96(95%CI:0.87,1.0)and the reproduction number at 2.3(95%CI:2.0,2.5).Our analysis indicates that school closures and other social distancing interventions have helped slow down the spread of the novel coronavirus,with the nearly exponential growth trend shifting to an approximately linear growth trend soon after the broad scale social distancing interventions were put in place by the government.While the interventions appear to have slowed the transmission rate in Lima,the number of new COVID-19 cases continue to accumulate,highlighting the need to strengthen social distancing and active case finding efforts to mitigate disease transmission in the region. 展开更多
关键词 COVID-19 SARS-CoV-2 Transmission potential short-term forecast Reproduction number Generalized growth model
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错峰预警信号系统的实现 被引量:2
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作者 黄远明 《电力需求侧管理》 北大核心 2007年第3期59-61,共3页
错峰预警信号系统基于错峰用电方案,通过准确的负荷预测,并将负荷预测结果转化为预警信号,以短信息为通信手段引导客户迅速响应,最终实现有序用电。介绍了广东电网错峰预警系统结构、信号发布流程、畅通系统信道及监督检查方法。
关键词 错峰预警 预警信号 短信息 负荷预测 有序用电
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基于支持向量机的短期负荷预测 被引量:2
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作者 陈亮宏 罗毅初 龙雪涛 《机电工程技术》 2012年第12期18-20,48,共4页
提出一种基于支持向量机的电力系统短期负荷预测方法,将SVM引入短期负荷预测,通过不断输入新的负荷数据来更新回归函数,以获得更快的计算速度和较好的预测精度,利用佛山地区的历史负荷作为训练数据,结果证明了该方法能在一定程度上提高... 提出一种基于支持向量机的电力系统短期负荷预测方法,将SVM引入短期负荷预测,通过不断输入新的负荷数据来更新回归函数,以获得更快的计算速度和较好的预测精度,利用佛山地区的历史负荷作为训练数据,结果证明了该方法能在一定程度上提高电力负荷的预测精度。 展开更多
关键词 短期负荷预测 支持向量机 结构最小化原则
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一次短时暴雨天气过程及短时临近预报分析 被引量:2
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作者 郑石 王启威 +4 位作者 王冠 李艳芳 关健华 于文博 李东宇 《现代农业科技》 2014年第22期226-228,共3页
利用常规气象资料和多普勒天气雷达回波资料对2014年7月4日发生在湖州德清的短时暴雨天气过程进行了分析,结果显示:在大尺度天气背景下,辅以精细化的数值预报产品,降水云团的移动发展可通过外推预报技术进行预报,预报员可提前1~2... 利用常规气象资料和多普勒天气雷达回波资料对2014年7月4日发生在湖州德清的短时暴雨天气过程进行了分析,结果显示:在大尺度天气背景下,辅以精细化的数值预报产品,降水云团的移动发展可通过外推预报技术进行预报,预报员可提前1~2h对此次短时暴雨过程作出预警,提高这类局地强对流天气临近预报的准确率。 展开更多
关键词 多普勒雷达 暴雨 短时预报
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