Sentence examples for reverting model from inspiring English sources

Compared with the mean reverting model, GBM is more appropriate to embody oil price movements, as GBM conforms to both the stochastic characteristics of oil prices and the two requirements mentioned above.

If we reject the hypothesis and b is in the interval 0 < b < 1 it means that we have an autoregressive process, which tends to revert to its long-run mean value, and is therefore equivalent to a mean reverting model in continuous time.

They pointed out that the geometric Brownian motion (GBM) should be a foundational model and the mean reverting model could describe the stochastic characteristics of oil price more accurately since oil price fluctuated around the cost of oil production which was stable.

But the difficulty and the cost of oil exploitation have increased rapidly with soaring demand during the past two decades, and this change has been reflected in the oil price fluctuation (see Fig. 1), so the mean reverting model is not as accurate to describe the characteristics of oil price.

The method being put forward is more flexible than the Gaussian mean-reverting model, even for the generalised mean-reverting framework considered in Chen et al. [13, 14].

Further analysis considers the modeling of this difference using mean-reverting models.

For this reason, this work promotes the use of a mean-reverting model hugely enhanced by the power of two filtering approaches combined together.

Today we have reverted to models from prior centuries -- a class of indentured servants who will be freed when they have served their time.

In the aftermath of the 2008 McMaster report, and the fiasco of the Arts Council cuts, I speculated on my own blog that Arts Council England might be reverting to this model by disproportionately cutting subsidy to smaller companies.

In the "no-feedback" mode, the aerosol direct and indirect effects were disabled, with the models reverting to either climatologies of aerosol properties, or a no-aerosol weather simulation.

When the bond length approaches infinity, the model reverts to a well-known existing analytical model.