随机模糊神经网络模型预测铁水硅含量

该文在考虑了具有模糊化和非模糊化的模糊逻辑系统用于高炉铁水含硅量[Si]时各种噪声干扰的同时,把模糊数学理论和随机系统理论结合在一起,建立了一种新的高炉铁水含硅量[Si]的智能预报模型,该模型是由非单值模糊化、模糊规则库、模糊推理机、特殊非模糊化构成的随机模糊神经网络逻辑系统.通过结合莱钢1号高炉实时在线采集的生产数据,进行仿真研究,结果表明,该套模型能够很好地预测高炉铁水含硅量[Si].     

Prediction of the Indian summer monsoon using a stacked autoencoder and ensemble regression model

The study of climatic variables that govern the Indian summer monsoon has been widely explored. In this work, we use a non-linear deep learning-based feature reduction scheme for the discovery of skilful predictors for monsoon rainfall with climatic variables from various regions of the globe. We use a stacked autoencoder network along with two advanced machine learning techniques to forecast the Indian summer monsoon. We show that the predictors such as the sea surface temperature and zonal wind can predict the Indian summer monsoon one month ahead, whereas the sea level pressure can predict ten months before the season. Further, we also show that the predictors derived from a combination of climatic variables can outperform the predictors derived from an individual variable. The stacked autoencoder model with combined predictors of sea surface temperature and sea level pressure can predict the monsoon (June-September) two months ahead with a 2.8% error. The accuracy of the identified predictors is found to be superior to the state-of-the-art predictions of the Indian monsoon.     

The Twin Crises: Determinants of Banking and Currency Crises in the Turkish Economy

Several twin crises occurred in the Turkish economy in the last three decades. In this article, we aim to analyze the link between banking and currency crises and to illustrate the essential determinants of these twin crises by developing a multivariate logit model for the period 1990–2013. The empirical findings show that Turkish currency crises are mainly due to excessive fiscal deficits, rises in short-term external debt, overvaluation of Turkish lira, and external adverse shocks; banking crises are primarily caused by excessive money supplies and bank short positions. The empirical findings also indicate that banking crises lead to currency crises, and vice versa.     

“十三五”期间我国经济——能源——环境系统变量发展预测

本文以动态可计算一般均衡模型为基础,2010年投入产出表延长表为基准数据,对“十三五”期间我国经济--能源--环境系统相关变量进行了预测。分析结果显示：“十三五”期间我国经济将实现新常态下的稳定适宜增长,GDP增速保持在65%左右,产业结构进一步优化,第三产业比重明显上升,第二产业明显下降。由于经济增长的原因,能源消费总量与碳排放总量依然较高,但能源消费结构进一步优化,碳排放强度明显降低,节能减排的形势依然比较严峻。     

Takeover Prediction and Portfolio Performance: A Note

This paper empirically tests whether it is possible to generate abnormal returns from investing in a portfolio of predicted successful takeover targets. Portfolios are formed on the basis of predictions from models similar to those estimated by Palepu (1986). However, unlike Palepu (1986), the portfolios in this paper are formed using a decision rule that results in smaller portfolios with higher average takeover probabilities. This provides a stronger test of whether share prices reflect future takeover probabilities. The results show that while the models have significant explanatory power, the portfolios fail to beat the return on the market over a 12-month holding-period.     

Polytomous logistic regression

In this paper a review will be given of some methods available for modelling relationships between categorical response variables and explanatory variables. These methods are all classed under the name polytomous logistic regression (PLR). Models for PLR will be presented and compared; model parameters will be tested and estimated by weighted least squares and by likelihood. Usually, software is needed for computation, and available statistical software is reported.
An industrial problem is solved to some extent as an example to illustrate the use of PLR. The paper is concluded by a discussion on the various PLR-methods and some topics that need a further study are mentioned.     

一种提高薄互层储集层分辨率的新方法

目前，薄储集层横向追综、对比的困难，在于薄互层结构的高频信息经地层吸收，采集和接收后变得很弱，甚至被强干扰掩没，从记录上很难对薄互层储集层作追踪对比。本文提出了一种在复数域提高地震记录分辨率的处理方法，实际资料处理表明；它既提高了地震记录的分辨率又不降低其信噪比，是一种既经济又理想的处理方法。     

煤层瓦斯的赋存因素及涌出量预测

煤矿安全生产的一个重大问题就是矿井瓦斯,瓦斯涌出量的准确预测是煤矿通风系统优化及制定合理瓦斯防治措施的前提条件,禹州市富山煤矿矿井瓦斯随着煤层埋藏深度的增加,瓦斯涌出量将会增大,采区正常生产期间为1个回采工作面、2个煤巷掘进工作面,因此,计算得出生产采区相对瓦斯涌出量为4.43m3/t,绝对瓦斯涌出量为2.77m3/min。     

Excessive Volatility is Also a Feature of Individual Level Forecasts

The excessive volatility of prices in financial markets is one of the most pressing puzzles in social science. It has led many to question economic theory, which attributes beneficial effects to markets in the allocation of risks and the aggregation of information. In exploring its causes, we investigated to what extent excessive volatility can be observed at the individual level. Economists claim that securities prices are forecasts of future outcomes. Here, we report on a simple experiment in which participants were rewarded to make the most accurate possible forecast of a canonical financial time series. We discovered excessive volatility in individual-level forecasts, paralleling the finding at the market level. Assuming that participants updated their beliefs based on reinforcement learning, we show that excess volatility emerged because of a combination of three factors. First, we found that submitted forecasts were noisy perturbations of participants’ revealed beliefs. Second, beliefs were updated using a prediction error based on submitted forecast rather than revealed past beliefs. Third, in updating beliefs, participants maladaptively decreased learning speed with prediction risk. Our results reveal formerly undocumented features in individual-level forecasting that may be critical to understand the inherent instability of financial markets and inform regulatory policy.     

河南省耕地与粮食变化分析及预测

河南省是我国重要的粮食生产基地,其稳定的耕地资源对粮食生产具有重要意义.本文利用河南省29年耕地资源和粮食产量数据进行分析,研究了粮食生产和耕地资源的变化特征.结果表明,随着河南省人口的不断增长,耕地资源在不断减少,其人均耕地面积也在不断下降;河南省粮食总产量和单产极不稳定,给社会经济发展和粮食安全带来了隐患.最后,建立GM(1,1)预测模型,对2010年、2015年和2020年粮食产量、人均耕地等分别进行了预测.针对预测结果,提出了稳定、提高耕地资源和粮食生产的具体建议与对策,为政府正确决策提供了科学依据.