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| 基于整体性思想的数据分析 | |
| 引用本文： | 罗纯,陈雪平,张应山.基于整体性思想的数据分析[J].应用概率统计,2011,27(2):183-193. |
| 作者姓名： | 罗纯 陈雪平 张应山 |
| 作者单位： | 1. 上海应用技术学院理学院,上海,200235 2. 江苏技术师范学院数理学院,常州,213001 3. 华东师范大学金融与统计学院,上海,200241 |
| 基金项目： | 江苏技术师范学院青年科研基金，教育部高校博士点专项基金 |
| 摘 要： | 通过对风险函数的分解,首先得到了传统上在独立同分布模型或线性模型假定下被忽视的度量复杂系统非线性程度的重要指标-扭曲度,然后对如何降低风险进行了讨论.逐步引出了干扰度、偏离度和信息分解比,它们与风险函数和扭曲度一起组成五个指标;最后权衡这五个指标,达到对稳定中心度量指标的控制.这也是用整体性思想进行数据分析的一种尝试. |
| 关 键 词： | 偏离度 干扰度 风险函数 信息分解比 扭曲度 |
Data Analysis Based on Global Thinking |
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| Luo CHUN,CHEN XUEPING,ZHANG YINGSHAN.Data Analysis Based on Global Thinking[J].Chinese Journal of Applied Probability and Statisties,2011,27(2):183-193. | |
| Authors: | Luo CHUN CHEN XUEPING ZHANG YINGSHAN |
| Institution: | Luo Chun(College of Sciences,Shanghai Institute of Technology,Shanghai,200235)Chen Xueping(School of Mathematics and Physics,Jiangsu Teachers University of Technology,Changzhou,213001)Zhang Yingshan(School of finance and statistic,East China Normal University,200241) |
| Abstract: | Through the decomposition of risk function, we first get an important indicator for the measure ofnonlinearity of complex systems which has be traditionally neglected in the independently and identicallydistributed models or linear models. Then how to reduce risk is discussed. The we gradually introducethe departure degree, the disturbing degree and the information-decomposition ratio which constitute thefive indicators together with the distortion degree and the risk function. Finally, we discuss how to co... |
| Keywords: | Departure degree disturbing degree risk function information-decomposition ratio distortion degree |
| 本文献已被 CNKI 万方数据 等数据库收录！ | |