基于EMD-GA-BP与EMD-PSO-LSSVM的中国碳市场价格预测

由于碳交易市场价格的波动性大及相互影响关系的复杂性,本文试图构建碳价格长期和短期的最优预测模型。考虑到碳交易价格波动的趋势性和周期性特点,基于经验模态分解算法(EMD)、遗传算法(GA)—神经网络(BP)模型、粒子群算法(PSO)—最小二乘支持向量机(LSSVM)模型及由它们构建的组合预测模型,对中国碳市场交易价格进行短期预测和长期预测。实证分析中将影响碳交易价格的不同宏观经济因素和碳价格时间序列因素做为输入变量,分别代入组合模型进行预测。研究结果表明,在短期预测中,EMD-GA-BP模型预测效果优于GA-BP模型和PSO-LSSVM模型;而在长期预测中,组合模型EMD-PSO-LSSVM模型预测效果优于只考虑碳价格波动趋势性或周期性预测效果。     

基于VAR—GM(1.1)—SVR模型的房地产价格预测研究

为提高房地产价格预测精度,克服传统统计数据真实性低、时效性差的缺点,本文以网络搜索数据为基础,首先通过斯皮尔曼相关分析和时差相关分析筛选出与房地产价格具有高度相关性的先行关键词,并利用向量自回归模型(VAR)和GM(1.1)模型分别预测房地产价格;然后构建基于向量自回归模型和GM(1.1)模型的VAR—GM(1.1)—SVR模型将以上两个模型的预测结果进行预测融合,并以西安市数据为例进行验证,得出均方误差(MSE)和标准平均方差(NMSE)分别为0.97和0.03,优于单一模型预测效果.     

B—J法在储蓄预测中的应用研究

本文运用 B— J法对我国居民储蓄存款余额作出预测 ,通过 ARIMA和 ARIMAX模型的比较 ,说明回归项的引入有利于提高模型预测效果     

国民经济第三产业发展预测的等维新息模型

国民经济系统是一个典型的灰色系统,利用灰色系统理论的GM(1 ,1 )模型建立了我国第三产业产值的预测模型,并对2 0 0 1年第三产业增加值进行了预测,进而建立了等维新息模型,得到2 0 0 1—2 0 0 5年第三产业产值的预测值,取得了良好的分析效果.     

基于ARIMA-GM组合模型的邮电业务总量预测

对传统预测具有波动性及季节性双重趋势时间序列的模型—ARIMA乘积季节模型进行了改进,先用ARIMA乘积季节模型对邮电业务总量历史数据进行识别和拟合,然后用GM(1,1)模型对其带阀值的残差序列进行修正,最后结合二者得到ARIMA-GM这一组合预测模型.利用此模型对09年上半年中国邮电业务总量进行了预测,结果表明,组合预测方法比单项ARIMA乘积季节模型预测具有更高的精度.     

焊接接头疲劳寿命预测研究

利用作者构造的焊接接头疲劳抗力起始—扩展模型,可精确预测焊件的疲劳寿命,预测结果与实测结果吻合良好。     

谈谈AR模型在短期经济预测中的应用

短期经济预测是我们制订国民经济计划和进行决策时必不可少的一个程序,也是一种科学的定量分析方法.进行短期经济预测的方法很多,如:回归分析与相关分析法,因果关系法、趋势分析与简单季节分析法等等.本文引入AR方法(即自回归分析法)结合我国历年来棉布的销售量资料,加以探索和分析并进行短期经济预测. 一AR模型的一般特征 为了便于识别和应用AR模型,我们先谈谈它的基本特征. AR模型作为B—J(Box-Jekins)模型的一种特殊情况,其表达式为: xt=φ1xt-1+φ1xt-2+…+φpxt-p+et(1) 式中, P> 0,称为模型的阶, et为白噪声,上式可简记为AR(p) …     

两个线性模型间最优线性无偏预测的等价性

设M1和M2是两个带有预测量的线性模型,通过使用矩阵秩方法,本文给出了模型M1下预测量的最优线性无偏预测同时也是模型M2下的最优线性无偏预测的充分必要条件.作为这个结果的应用,我们给出了两个线性混合模型间最优线性无偏预测等价性的充分必要条件.     

GM(1,1)改进模型及其应用

根据 GM( 1 ,1 )灰色模型的指数特性 ,通过在区间上求积分给出了关于背景值的一个比较确切的计算公式 ,讨论了由此建立的 GM( 1 ,1 )改进模型的适用范围和预测精度 .结果表明改进模型比原 GM( 1 ,1 )模型适用性要强、模拟和预测精度要高 ,不仅适用于低增长序列、也适用于高增长序列 ,不仅适用于短期预测 ,同样也适用于中、长期预测     

基于出行目的链的出行生成—分布组合模型分析

目前,我国城市轨道交通客流预测大多采用交通产生、吸引、出行分布、出行方式划分四阶段模型,其中出行生成与分布是方式划分和交通分配的前提,是模型重要的组成部分.在对传统的四阶段模型的分析基础上,结合非集计模型的优点,论文提出了基于出行目的链的出行生成—分布组合模型.模型充分考虑了居民出行链、出行目的等对客流预测的影响,在完善我国轨道交通客流预测理论和方法,提高预测精度等方面具有一定的理论价值和实际意义.     

On the strong equality between supercompactness and strong compactness

We show that supercompactness and strong compactness can be equivalent even as properties of pairs of regular cardinals. Specifically, we show that if ZFC + GCH is a given model (which in interesting cases contains instances of supercompactness), then there is some cardinal and cofinality preserving generic extension ZFC + GCH in which, (a) (preservation) for regular, if is supercompact', then is supercompact' and so that, (b) (equivalence) for regular, is strongly compact' iff is supercompact', except possibly if is a measurable limit of cardinals which are supercompact.

     

Collapsing successors of singulars

Let be a singular cardinal in , and let be a model such that for some -cardinal with . We apply Shelah's pcf theory to study this situation, and prove the following results. 1) is not a -c.c generic extension of . 2) There is no ``good scale for ' in , so in particular weak forms of square must fail at . 3) If then and also . 4) If then .

     

An improved estimate for the highest Lyapunov exponent in the method of freezing

Let and be the eigenvalues of the matrix . The main result of the Method of Freezing states that if , and , then

for the highest exponent of the system, where

The previous best known value and the substantially smaller values of are reduced to the still smaller value.

     

A sinc-collocation method for initial value problems

A collocation procedure is developed for the initial value problem , , using the globally defined sinc basis functions. It is shown that this sinc procedure converges to the solution at an exponential rate, i.e., where and basis functions are used in the expansion. Problems on the domains and are used to illustrate the implementation and accuracy of the procedure.

     

Shadowing orbits of ordinary differential equations on invariant submanifolds

A finite time shadowing theorem for autonomous ordinary differential equations is presented. Under consideration is the case were there exists a twice continuously differentiable function mapping phase space into with the property that for a particular regular value of the submanifold is invariant under the flow. The main theorem gives a condition which implies that an approximate solution lying close to is uniformly close to a true solution lying in . Applications of this theorem to computer generated approximate orbits are discussed.

     

Uniqueness and value-sharing of entire functions

In this paper, we study the uniqueness problems on entire functions sharing one value with the same multiplicities. We generalize and unify some previous results of Fang and Hua [M.L. Fang, X.H. Hua, Entire functions that share one value, J. Nanjing Univ. Math. Biquarterly 13 (1) (1996) 44-48], Yang and Hua [C.C. Yang, X.H. Hua, Uniqueness and value-sharing of meromorphic functions, Ann. Acad. Sci. Fenn. Math. 22 (2) (1997) 395-406] and Fang [M.L. Fang, Uniqueness and value-sharing of entire functions, Comput. Math. Appl. 44 (2002) 828-831].     

Non-existence and uniqueness results for boundary value problems for Yang-Mills connections

We show uniqueness results for the Dirichlet problem for Yang-Mills connections defined in -dimensional () star-shaped domains with flat boundary values. This result also shows the non-existence result for the Dirichlet problem in dimension 4, since in 4-dimension, there exist countably many connected components of connections with prescribed Dirichlet boundary value. We also show non-existence results for the Neumann problem. Examples of non-minimal Yang-Mills connections for the Dirichlet and the Neumann problems are also given.

     

On the rational homotopy type of function spaces

The main result of this paper is the construction of a minimal model for the function space of continuous functions from a finite type, finite dimensional space to a finite type, nilpotent space in terms of minimal models for and . For the component containing the constant map, in positive dimensions. When is formal, there is a simple formula for the differential of the minimal model in terms of the differential of the minimal model for and the coproduct of . We also give a version of the main result for the space of cross sections of a fibration.

     

Convergence of random step lines to Ornstein-Uhlenbeck-type processes

The paper deals with random step-line processes defined by sums of independent identically distributed random variables multiplied by independent indicators. These processes describe some models in which random variables are replaced with other ones. We prove the convergence in distribution of such processes to the weighted Ornstein-Uhlenbeck process. Supported by the Hungarian Foundation for Scientific Research (grant No. OTKA-T016933-1996) and by the Hungarian Ministry of Culture and Education (grant No. 179-1995). Proceedings of the Seminar on Stability Problems for Stochastic Models, Hajdúszoboszló, Hungary, 1997, Part I.     

On implementation via demand commitment games

A simple version of the Demand Commitment Game is shown to implement the Shapley value as the unique subgame perfect equilibrium outcome for any n-person characteristic function game. This improves upon previous models devoted to this implementation problem in terms of one or more of the following: a) the range of characteristic function games addressed, b) the simplicity of the underlying noncooperative game (it is a finite horizon game where individuals make demands and form coalitions rather than make comprehensive allocation proposals and c) the general acceptability of the noncooperative equilibrium concept. A complete characterization of an equilibrium strategy generating the Shapley value outcomes is provided. Furthermore, for 3 player games, it is shown that the Demand Commitment Game can implement the core for games which need not be convex but have cores with nonempty interiors. Received March 1995/Final version February 1997