基于Box-Jenkins方法的青南高原降水量时间序列分析建模与预测

应用基于Box-Jenkins方法的时间序列分析技术,对青南高原的四个典型地区1961-2005年降水量序列进行ARMA建模分析:验证了四地区年降水量序列的时间序列特性,研究并选择了这些序列的最佳ARMA模型,本文也通过模型对未来降水量进行了预测.模型实证分析的结果表明:在青藏高原降水量时间序列分析建模与预测方面,Box-Jenkins方法及其模型是一种精度较高且切实有效的方法模型.     

ARMA模型在哈尔滨气温预测中的应用

将时间序列分析引入到气温时间序列预测的研究中,深入分析气温样本数据,并对其建立ARMA模型.采用最佳准则函数法确定模型的阶数,并利用自相关函数对模型的残差进行了检验.通过条件期望预测和适时修正预测方法求得预测值,与真实值的比较得到适时修正预测精确度比条件期望预测的精确度高.     

Autoregression Model of Time Series with Matrix Cross-Section Data北大核心CSCD

矩阵型截面数据时间序列的优点在于可以同时刻画多个对象的多个属性.本文重点研究了矩阵型截面数据时间序列的自回归模型,给出了该模型的参数估计、模型识别、白噪声检验三个方面的理论结果.最后再利用矩阵型截面数据时间序列自回归模型,对两支银行股的日收益率序列和日成交量变化率序列进行建模分析.     

稀疏VAR在股票收益率研究的应用

向量自回归模型(VAR)广泛应用在对时间相依的多元时间序列建模中,但在高维数据建模中,自回归的系数膨胀可能导致噪音估计、不稳定的预测、解释上的困难等问题。在实际应用中,序列的真实模型往往具有稀疏性,因此运用稀疏VAR模型对高维时间序列进行建模,不仅可以解决高维数据带来的上述困难,也有利于寻找高维数据内在的真实模型。本文以10家公司的股票收益率为研究对象,采用3种不同的稀疏估计方法,不但分析了股票收益率之间的动态关系,而且通过实证分析展示了稀疏估计的优势。     

基于时间序列法的国税月度收入预测模型研究

研究了基于时间序列方法的国税月度收入预测. 通过采用Box-Jenkins的ARIMA模型, 结合国税月度收入数据, 分析并提出了一套针对月度税收收入的预测研究框架, 包括对税收预测模型的拟合、检验、预测、评价、动态修正等主要环节的处理方法. 在该研究框架的指导下, 以增值税、海关代征税和营业税为例, 对2006年各月的税收收入进行了模拟预测, 月度税收收入预测的平均相对误差分别控制在5.47\%, 8.63\%和2.37\%. 最后给出了在实际应用中动态修正税收预测模型的建议, 并简要讨论了时间序列方法在税收预测中面临的问题.     

基于EM算法的混合自回归滑动平均模型的参数估计

研究了一类用于时间序列建模的混合自回归滑动平均模型.该模型是由m个ARMA分量经过混合得到的,给出了混合自回归滑动平均模型参数估计的期望极大化(EM)算法,从而得到了混合系数和分量模型的参数,通过仿真说明了其有效性.     

Box-Jenkins方法在银行业市盈率预测中的应用

试用比较先进的Box-Jenkins时间序列分析方法对上市银行市盈率的历史数据进行分析,建立银行业盈利预测的ARIMA模型对我国行业经济进行分析。     

基于MCMC方法的ARFIMA模型贝叶斯分析及实证研究

在经济领域中,时间序列具有序列相关和长记忆等特征,用考虑了时间序列短记忆性和长记忆的ARFIMA来模型分析研究经济时间序列有利于提高拟合及预测的精度。近几十年来对ARFIMA模型参数估计和分数差分算子阶数d的研究越来越多,该模型的应用也越来越广泛。基于贝叶斯方法在参数估计中的优越性,本文结合众多应用此方法的文献所得到的后验分布特点,提出了合理的先验分布,考虑到计算难度,采用MCMC方法对模型的参数进行估计,最后应用我国过去几十年的GDP数据进行实证分析,得到了ARFIMA模型参数的后验分布图、均值、方差及95%的置信区间。     

基于SVR的RAR区域经济预测模型

由于区域经济系统中许多经济变量呈现出强非线性与大波动性的特征,使得传统的时间序列线性建模和预测技术难以适应区域经济预测的要求.为此,提出基于支持向量机改进的残差自回归区域经济预测模型.首先采用时间序列分析中的残差自回归模型对时间序列趋势进行线性拟合,然后对残差自回归模型估计后的残差序列采用支持向量回归方法再次提取其非线性特征,从而提高区域经济时间序列模型的预测精度.最后以广东省GDP的预测实例说明模型的有效性.     

我国保险赔付的时间序列分析——建模与预测

本文采用季节性时间序列模型,对我国保险业2002年1月至2008年11月的赔付支出数据进行分析,建立了Box-Jenkins季节模型,结果显示该模型具有较好的预测效果,可为我国保险业赔付的监管与决策提供参考。     

Parity in knot theory and graph-links

The present monograph is devoted to low-dimensional topology in the context of two thriving theories: parity theory and theory of graph-links, the latter being an important generalization of virtual knot theory constructed by means of intersection graphs. Parity theory discovered by the second-named author leads to a new perspective in virtual knot theory, the theory of cobordisms in two-dimensional surfaces, and other new domains of topology. Theory of graph-links highlights a new combinatorial approach to knot theory.     

Beyond elementary catastrophe theory

We give a brief discussion of the relations between elementary catastrophe theory, general catastrophe theory, singularity theory, bifurcation theory, and topological dynamics. This is intended to clarify the status, and potential applicability, of “catastrophe theory,” a phrase used by different authors and at different times with different meanings. Catastrophe theory has often been criticized for (supposed) applicability only to gradient systems of differential equations; but properly speaking this criticism can apply only to the elementary version of the theory (where it is in any case wrong). Roughly speaking, elementary catastrophe theory deals with the singularities of real-valued functions, general catastrophe theory with singularities of flows. Between these lies singularity theory, which deals with vector-valued functions. All relate strongly to bifurcation theory and topological dynamics. The issue is more subtle than it appears to be, and we describe an example where elementary catastrophe theory has been used to solve a long-standing problem about nongradient flows: degenerate Hopf bifurcation.     

On the decision problem for theories of finite models

An infinite extension of the elementary theory of Abelian groups is constructed, which is proved to be decidable, while the elementary theory of its finite models is shown to be undecidable. Tarski’s proof of undecidability for the elementary theory of Abelian cancellation semigroups is presented in detail. Szmielew’s proof of the decidability of the elementary theory of Abelian groups is used to prove the decidability of the elementary theory of finite Abelian groups, and an axiom system for this theory is exhibited. It follows that the elementary theory of Abelian cancellation semigroups, while undecidable, has a decidable theory of finite models.     

NON-ARCHIMEDEAN PROBABILITY: FREQUENCY AND AXIOMATICS THEORIES

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Frame quasi-uniformities

This paper presents an entourage-like theory of quasi-uniformities for frames. The theory comprises the theory of uniformities for frames as well as the classical theory of quasi-uniformities for spaces.     

横观各向同性板的弹性理论和弹性改进理论及一种新的厚板理论

本文从横观各向同性体弹性力学位移形式的基本方程出发,考虑板面承受横向荷载,建立了横观各向同性板弯曲的弹性理论.并由此建立了一个在板的每边能满足三个边界条件的弹性改进理论和一种新的厚板理论.文中求得了周边简支多边形板的弹性改进理论解,数值结果与三维弹性理论精确解的结果非常接近.新的厚板理论和以往的中厚板理论的系统比较表明,我们提出的厚板理论最靠近弹性理论的结果.     

Strong shape theory and resolutions

It is shown that the strong shape theory of compact metrizable spaces extends to a theory for all topological spaces. The extension resembles the inverse systems approach to shape theory of Marde?i? and Segal. Fundamental roles are played by the Steenrod homotopy theory of Edwards and Hastings and the theory of ANR-resolutions due to Marde?i?.     

应用图论分析与最优化理论来数据挖掘大规模水牛普里昂蛋白结构数据

图论、最优化理论显然在蛋白质结构的研究中大有用场. 首先, 调查/回顾了研究蛋白质结构的所有图论模型. 其后, 建立了一个图论模型: 让蛋白质的侧链来作为图的顶点, 应用图论的诸如团、 $k$-团、 社群、 枢纽、聚类等概念来建立图的边. 然后, 应用数学最优化的现代摩登数据挖掘算法/方法来分析水牛普里昂蛋白结构的大数据. 成功与令人耳目一新的数值结果将展示给朋友们.     

Bitopological spaces

The paper is, in essence, a monograph devoted to the theory of bitopological spaces and its applications. Not exhausting the entire subject, it reflects basic ideas and methods of the theory. The Introduction gives an idea of the origins of the basic notions, contents, methods, and problems both of the classical (in the spirit of Kelly) and of the general theory of bitopological spaces. The classical theory is described rather schematically in Chapter I, only the theory of extensions of topological and bitopological spaces and the theory of completion of uniform spaces are presented in more detail. The main focus is on the general theory of bitopological spaces (Chapter II). Notions, methods, and results presented here have no analogues in the classical theory. As applications, foundations of the theory of bitopological manifolds, in particular, bitopologically represented piecewise linear manifolds (Chapter III), and the foundations of the theory of bitopological groups are presented (Chapter IV). Translated fromZapiski Nauchnykh Seminarov POMI, Vol. 242, 1997, pp. 7–216. Translated by A. A. Ivanov.