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1)  4-dimensional variational (4D-VAR) assimilation
4D-VAR同化
2)  GRAPES 3D-Var
GRAPES3D-Var同化系统
1.
Based on the GRAPES 3D-Var system,this paper introduced a method to calculate the temperature increment by geopotential increment using the hydrostatic equilibrium equation.
基于GRAPES3D-Var同化系统,介绍了根据静力平衡关系由高度场的增量来计算温度场的增量的方法,并结合常规探空资料同化,针对影响华南地区的一次冷空气过程的个例,分析了常规观测资料对初始场的影响。
3)  value at risk
VaR
1.
Some Properties of Kernel Estimation of Value at Risk for ρ-mixing Financial Time Series;
ρ-混合金融时序VaR核估计的一些性质
2.
Calculation of Value at Risk in Electricity Market by Extreme Value Theory and Bayes Estimation;
基于极值理论和贝叶斯估计的电力市场风险值VaR计算
3.
Considering participators risk bias,which is measured by the method of value at risk,the risk constraints in a two-echelon supply chain coordination under buy-back contract is equal to giving the order of an upper bound.
在基于回购合同的两级供应链协同中引入参与者的风险态度,风险偏好水平用VaR度量,风险约束相当于赋予订购量一个上限约束。
4)  VaR(Value at Risk)
VaR
1.
VaR(Value at Risk) is one of the mainstream methods about the risk management now.
VaR方法是目前国际上风险管理的主流方法之一。
2.
This paper reviewed the concept of VaR(Value at Risk) and its calculating method,and pointed out that predicting the volatiedlity rate of market factors is the key to VaR.
介绍了VaR的含义及计算方法,指出推测市场因子的波动率是计算的关键。
3.
Take the government bonds owned by the commercial bank for example, this paper uses parameter method of VaR(Value at Risk) technique, together with the AR(2)—GARCH(1,1)model, a.
本文以商业银行国债资产为研究对象,运用VaR方法中的参数分析法,结合AR(2)-GARCH(1,1)模型,对我国商业银行面临的利率风险进行了实证分析。
5)  value-at-risk
VaR
1.
The Realized Volatility and Its Empirical Study on Value-at-Risk;
已实现波动率及其在VaR中的实证研究
2.
The value-at-risk(VaR) model is a statistical model to estimate and control financial risk,and used to measure the most probable loss on the next deal stage of financial asset portfolio.
VaR风险管理技术是一种用来评估和计量金融市场风险的统计学模型和方法,用于测量在概率给定的情况下,金融资产投资组合在下一阶段的最多可能损失。
6)  four-dimension information visualization
4D信息可视化
补充资料:alcohol soluble phenolic baking var-nish
分子式:
CAS号:

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