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.     

矿山工程地质综合研究方法及在金川二矿区的应用

针对地下矿山工程的特点、研究现状及存在的问题 ,本文结合金川二矿区深部工程地质研究 ,提出了分项→综合→应用的矿山工程地质综合研究方法。该方法已经应用于金川二矿区二期工程无矿柱大面积连续开采矿岩突变失稳风险预测 ,取得了重要成果 ,为二期开拓工程设计及开采顺序的优化设计提供了重要依据。     

南疆铁路沿线区域人口发展和城镇化水平预测

根据南疆铁路沿线四地州人口发展过程和人口现状与城镇化水平现状,采用联合国人口基金提供的People人口预测软件和大型统计软件SPSS,以及联合国人品司推荐持用于预测世界各国城市人口的方法,简称URGD法,以1998年的统计数据为基础对区域的人口发展和城镇化水平进行了预测到2015年南疆铁路沿线地州人口将达到887万人,城镇化水平将达到37％,随后又对预测的意义进行了探讨,提出了人口发展规划和城镇化水平目标规划,并为规划的实现提出了几点主要的保障措施。     

Peeling Layers of an Onion: Inventory Model with Multiple Delivery Modes and Forecast Updates

This paper is concerned with a periodic review inventory system with fast and slow delivery modes and regular demand forecast updates. At the beginning of each period, on-hand inventory and demand information are updated. At the same time, decisions on how much to order using fast and slow delivery modes are made. Fast and slow orders are delivered at the end of the current and the next periods, respectively. It is shown that there exists an optimal Markov policy and that it is a modified base-stock policy.     

2006～201O年宁波非公有制经济领域人才需求预测

通过建立GM(1,1)模型,结合宁波市2005年对非公有制经济领域人才资源的抽样调查数据,对2006～2010年期间宁波市非公有制经济领域人才需求量和人才质量进行动态分析和预测.     

业绩补偿承诺对定增并购双价格偏离的影响机理

业绩补偿承诺制度的初衷是降低估值溢价,引入盈利预测增长率探究其对定增并购双价格偏离的影响机理进而揭示制度发挥作用的路径。采用层级回归分析表明:业绩补偿承诺对双价格偏离具有正向影响,对盈利预测增长率具有负向影响;盈利预测增长率对双价格偏离具有正向影响,其在业绩承诺与价格偏离之间的作用机制呈现出“遮掩效应”;进一步分析发现,业绩补偿承诺对定增并购绩效具有价值促进作用,并提升了并购双方互利共赢的空间,大股东因业绩承诺所获得的高价格偏离是价值补偿的体现。研究结果丰富和拓展了业绩补偿承诺和双价格偏离的相关研究,对制度的合理安排及契约价值的发挥具有重要的意义。     

非负权重最优组合预测的优性迭代算法

本文在优性组合预测方法存在判定理论的基础上，提出了求解非负权重最优组合预测问题的迭代算法．该算法具有运算简便、方法直观、计算量小、在计算机上容易实现等特点．     

A state space model for rub‐off triangles

In this paper we suggest a distribution‐free state space model to be used with the Kalman filter in run‐off triangles. It works with original incremental amounts and relates the triangle with a column of observed values, which can be chosen in order to describe better the risk volume in each year. On the traditional application of run‐off triangles (the paid claims run‐off), this model relates the amount paid j years after the accident year with a column of observed values, that can be the claims paid on the first year, the number of claims, premiums, number of risks, etc. Two advantages of this model are the perfect split between observed values and random variables and the capacity to incorporate the changes in the speed of the company's reality into the model and in its projections. Particular care is taken on the evaluation of the final forecast mean square error as well as on the estimation of the model parameters, specially the error variances. Also, two sets of claims data are analysed. In comparison with other methods, namely, the chain ladder, the analysis of variance, the Hoerl curves and the state space modelling with the chain ladder linear model, the proposed model gave a final reserve with a mean square error within the smallest. Copyright © 2003 John Wiley & Sons, Ltd.     

农业发展的集成预测

利用R/S分析研究了农业发展的总趋势.农业发展的长期变化过程既带有趋势变化成分,又带有周期变化成分,还带有随机变化成分,因而根据趋势变化分析、周期变化分析和随机变化分析集成的方法来预测农业发展是可行的,提出的集成预测模型的拟合误差比单一模型的拟合误差小,预测效果比较好,是农业发展预测的一条比较有效的途径.