Research of Gas Concentration Predication Based on HJM Model and Monte Carlo Method

Abstract

On the basis of financial HJM model and Monte Carlo method and by use of powerful data analysis ability of Microsoft Excel,historical data of gas concentration was analyzed and then a practical rule of gas overflow was gotten,so as to realize prediction of coal mine gas overflow.With gasdetected equipments,the method of predicting gas concentration can effectively reduce rate of accidents,and has certain extersion and application value.

Keywords

• gas concentration predication
• data analysis
• monte carlo
• hjm model
• vba
• excel