模型的修正 meaning in English
modifying the model
Examples
- 5 fritzson p , engelson v . modelica - a unified object - oriented language for system modeling and simulation . lecture notes in computer science 1445 , springer - verlag , 1998 , pp . 67 - 90
但如果仿真建模工具能采取适当策略自动地把引起问题的根源限定到较小的范围内并提示给用户，那么模型的修正效率将大大提高。 - The author also gave the uncertainty of the prediction values in this paper according to bayes theorem . the method can be used to correct the original error model conveniently and effectively
该方法的优点是在利用预报过程中插入的标准量时，无须对所有数据重新建模就能方便而有效地实现对原有误差模型的修正。 - After the instrument error of sins is analyzed , it can be concluded that the quadratic model is more sensible to navigation error , and with instrument error taken into account , the linear model is better than the quadratic model
通过捷联惯导仪器误差的分析，发现二次模型对捷联惯导导航参数误差更为敏感，考虑惯导仪器误差后，线性模型的修正效果要优于二次模型。 - Also , this paper studies the amendable methods of dynamic numeration model , and bring forward that optimized method can revise finite element model , while validating the construed results of structural mode is almost equal to true values
本文研究了各种动力计算模型的修正方法，针对有限元程序，提出了用优化的方法实现结构动力有限元模型的修改，通过算例验证，结构模态分析结果更接近于实测值。 - Underlying the assumption that the stock price accords with the model of the stock price fluctuating sources , by comprehensivily applying the stochasitic differential theory and no - arbitriagc thcory , this paper , under the conditions that the risk - free rate r is constant or ito stochasitic process , successively works out the option pricing about the stock price model with that the short - term profit function is piecewise lecture function arid that one with that the short - term profit function is possion jump process , derivats counterpart partial differential equation of option pricing . the outcome states : 1 . when the short - term profit function is unusual flunctuating sources bring out a piecewise lecture function , this amendment on the lognormal distribution model does not improve the option price , because this partial differential equation of option pricing is the same one underlying the lognormal distribution model ( see equation 2 . 14 )
本文基于股价符合波动源模型的假设，综合运用随机微分理论等数学原理和无套利理论等金融理论，依此对短期收益率函数为分段阶梯函数和possion跳跃过程的股价波动源模型分别在无风险利率是常数和随机过程的条件下作了期权定价，推导出了相应的期权定价偏微分方程，结果表明： 1 、由异常波动源带来的短期收益率函数是分段阶梯函数时，这种对股价对数正态分布模型的修正不能改善期权价格，因为基于这种模型的期权定价偏微分方程与基于股价对数正态分布模型的期权定价偏微分方程完全相同(见方程2 . 14 ) 。