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Analysis of Convergence Trend of Adaptive MCM Volatility Index |
WEI Ming-ming |
Jiangxi Provincial Atmospheric Observation and Technical Center, Nanchang, Jiangxi 330096, China |
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Abstract The rule of adaptive Monte Carlo method(MCM) for measurement uncertainty evaluation is analyzed and apply it to practise areas. Firstly, the basic principles of MCM, the detailed process, steps and program implementation on the evaluation of adaptive MCM are introduced. Secondly, combined with the characteristics that the stability of adaptive MCM needs to be analyzed, the concept of adaptive MCM volatility index is proposed. Finally, the general law of convergence trend of adaptive MCM volatility index is concluded by means of simulation experiments, which use representative linear model (relational model of measuring error value by using platinum resistance air temperature sensor) and non-linear model (resistance-temperature relationship model). Ultimately, a technical reference for the measurement uncertainty evaluation by adaptive MCM is provided.
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Received: 16 July 2018
Published: 19 April 2019
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