基于支持向量回归机的城市用水量预测研究

对城市的用水量进行准确的预测,能够合理规划城市给排水系统。选取用水人口、居民可支配收入、生活水价三种因素作为影响因子,基于MATLAB构建了一种支持向量回归机(Support Vector Regression,SVR)的城市年用水量预测模型。MATLAB仿真结果表明,基于SVR的城市年用水量预测模型训练集的决定系数为0.990、均方误差为0.0043;测试集决定系数为0.978、均方误差为0.0043。该模型能够有效的对城市的年用水量进行预测,对降低供水电耗具有实际参考价值。     

基于粒子群优化的LS-SVM的福建航空物流需求预测

根据福建省过去十几年航空货物发送量的数据,针对航空物流预测的不确定性,将粒子群优化算法和最小二乘支持向量机相结合,采用粒子群优化最小二乘支持向量机的方法来建立模型。并将优化后的最小二乘支持向量机模型应用于福建省航空物流的需求预测中,而后通过仿真对结果进行验证。     

基于支持向量机的城市物流需求预测研究

文章利用支持向量机的非线性能力对历史物流需求量进行学习,获得模型最优参数,对将来物流需求进行预测。文章调研了焦作市历年的城市物流需求数据对模型性能进行测试,测试结果表明,支持向量机针对城市物流需求预测精度较高,为城市物流需求预测提供了有效的方法。     

基于支持向量机的舰艇部队作战油料消耗量预测研究

为了提高舰艇部队战时油料消耗量预测的准确性,提出了基于支持向量机的预测方法.分析了支持向量机的回归原理及算法,构造了舰艇部队作战油料消耗量预测模型.针对支持向量机中训练参数对预测结果的影响,采用遗传算法对相关参数取值进行优化,以获得预测性能较好的支持向量机模型.以某舰艇部队参加演习的油料消耗量数据作为实验数据,采用构建的支持向量机模型对舰艇部队油料消耗量进行预测,并将其与BP神经网络进行对比分析.实验结果表明,支持向量机比BP神经网络预测精确度更高,误差更小,有效提高了舰艇部队作战油料消耗量预测的准确性和可靠性.     

基于气象因子修正的风电场短期风速预测

为了提高风电场短期风速预测的精度,提出了基于当地气象因子和支持向量机(MF-SVM)的模型。以风场所在地的气象台所测物理因子为输入,用BP神经网络预测出未来3天的平均风速,作为风场短期风速预测的修正参考值;基于风场单台风机的历史风速,用支持向量机(SVM)方法预测出未来4小时风速值,并加以修正,实例证明模型具有较强的预测能力。此外,对模型所产生的误差来源也进行了分析。     

大丰港货物吞吐量的时间序列法预测研究

根据大丰港的历史数据,采用时间序列的回归分析方法对大丰港货物吞吐量进行预测研究。在回归分析法中,通过比较,选择指数模型、高次多项式模型以及支持向量机方法分别对大丰港的货物吞吐量进行模拟预测。对指数模型、多项式模型、支持向量机三种方法的预测结果进行比较,并结合大丰港的实际情况,最终选择使用支持向量机法给出大丰港2012—2016年的货物吞吐量预测值。     

基于PSO-SVM的空气钻井地下水水位预测

为缩短兴隆气田空气钻井周期,降低钻井成本,需对地下水水位进行预测。结合粒子群算法(PSO)和支持向量机(SVM),提出了一种新的空气钻井地下水水位预测模型。结果表明,该模型具有收敛快、预测精度高等特点,在空气钻井地下水位预测中具有一定的工程应用价值。     

基于非线性支持向量机区域物流量预测

针对现阶段物流系统样本量少的具体状况，从神经网络的非线性预测分析入手，建立物流量预测非线性支持向量机模型并在廊坊市应用，与其它预测方法进行比较，证明采用支持向量机用于区域物流量预测的正确性、可行性并具有较高精度。     

支持向量机在装备维修备件需求量预测中的应用

利用支持向量机回归算法建立备件需求模型,对未来备件需求进行了预测,并结合实例将支持向量回归算法与传统的最小二乘拟合方法作比较。结果表明,支持向量回归算法在预测精度上具有明显的优势,该方法能够较好地适应样本数量较少、需求呈非线性特征的备件预测问题。     

基于最小二乘支持向量机的短期负荷预测

支持向量机是一种基于统计学理论的新颖的机器学习方法,该方法被广泛用于解决分类和回归问题。文章将最小二乘支持向量机(LS-SVM)算法应用于电力系统短期负荷预测中,并将其预测结果和BP神经网络的预测结果进行比较分析。仿真实验表明,该方法在短期负荷预测中具有很好的预测速度和精度。     

支持向量机在航材供应模型中的研究

针对部队航材供应量预测过程中,样本采集数目较少的实际情况,采用了一种新的预测方法—支持向量机。该方法基于统计学习理论的原理,较好地解决了小样本的学习问题。并以某部队2000～2007年某项航材供应量为学习样本,建立了该项航材的供应量预测模型。计算结果表明,这种方法比传统的方法具有更少的误差和更好的预测精度。     

Real-time forecasting of German GDP based on a large factor model with monthly and quarterly data

This paper discusses a factor model for short-term forecasting of GDP growth using a large number of monthly and quarterly time series in real-time. To take into account the different periodicities of the data and missing observations at the end of the sample, the factors are estimated by applying an EM algorithm, combined with a principal components estimator. We discuss some in-sample properties of the estimator in a real-time environment and propose alternative methods for forecasting quarterly GDP with monthly factors. In the empirical application, we use a novel real-time dataset for the German economy. Employing a recursive forecast experiment, we evaluate the forecast accuracy of the factor model with respect to German GDP. Furthermore, we investigate the role of revisions in forecast accuracy and assess the contribution of timely monthly observations to the forecast performance. Finally, we compare the performance of the mixed-frequency model with that of a factor model, based on time-aggregated quarterly data.     

福建省经济运行的实证分析

任何一个国家或地区的经济发展都是由很多因素决定的,从宏观经济理论可知,拉动地区经济增长的因素主要有消费,投资和出口。本文从这三个因素入手,通过Granger-causality因果关系检验的方法,以福建省的数据为例,对区域经济的运行情况进行实证分析,得出出口是拉动福建经济的主要因素的结论。并对今后福建省的经济发展提出了一些简单的政策和建议。     

VIX forecasting based on GARCH-type model with observable dynamic jumps: A new perspective

This paper proposes to study VIX forecasting based on discrete time GARCH-type model with observable dynamic jump intensity by incorporating high frequency information (DJI-GARCH model). The analytical expression is obtained by deducing the forward iteration relations of vector composed of conditional variance and jump intensity, and parameters are estimated via maximum likelihood functions. To compare the pricing ability, we also present VIX forecasting under four simple GARCH-type models. Results find that DJI-GARCH model outperforms other GARCH-type models for the whole sample and stable period in terms of both in-sample and out-of-sample forecasting, and for the in-sample forecasting during crisis period. This indicates that incorporating both realized bipower and jump variations, and combining VIX information in the estimation can obtain more accuracy forecasting. However, the out-of-sample forecasting using parameters estimated from crisis period shows that GARCH and GJR-GARCH models performs relatively better, which reminds us to be cautious when making out-of-sample prediction.     

一种新的地方政府债务风险预警系统设计与应用

本文围绕构建地方政府债务风险预警系统,首先综合运用TOPSIS法和德尔菲法确定了样本的债务风险综合评价值;然后利用支持向量机,提出了基于结构风险最小化的地方政府债务风险预警模型,并将该模型的求解转化为非线性规划仅有线性约束问题,解决了传统方法中忽略模型置信范围、需要样本数量大及过度学习等缺陷。在实证研究中,基于训练样本的模型平均绝对百分精度达99. 69%,基于检验样本的模型平均绝对百分精度达96. 99%,数值结果表明本文所设计的地方政府债务风险预警系统是有效的,可行的。     

Google data in bridge equation models for German GDP

Interest in the use of “big data” when it comes to forecasting macroeconomic time series such as private consumption or unemployment has increased; however, applications to the forecasting of GDP remain rather rare. This paper incorporates Google search data into a bridge equation model, a version of which usually belongs to the suite of forecasting models at central banks. We show how such big data information can be integrated, with an emphasis on the appeal of the underlying model in this respect. As the decision as to which Google search terms should be added to which equation is crucial —- both for the forecasting performance itself and for the economic consistency of the implied relationships —- we compare different (ad-hoc, factor and shrinkage) approaches in terms of their pseudo real time out-of-sample forecast performances for GDP, various GDP components and monthly activity indicators. We find that sizeable gains can indeed be obtained by using Google search data, where the best-performing Google variable selection approach varies according to the target variable. Thus, assigning the selection methods flexibly to the targets leads to the most robust outcomes overall in all layers of the system.     

浙江省区域物流与经济增长的实证研究

基于浙江省1990~2012年统计数据,运用ADL模型及格兰杰因果检验对浙江省区域物流与经济增长的相互关系进行了研究。结果表明:从长期来看,浙江省GDP、全社会货物周转量及港口货物吞吐量三者之间存在着单向的因果关系。港口货物吞吐量是全社会货物周转量增加的格兰杰原因,全社会货物周转量和港口货物吞吐量平均每增长1%,分别带动浙江省GDP增长0.8672%和0.9903%。     

基于支持向量机的工程项目投资风险评价研究

提出一种工程项目投资风险评价的新方法—支持向量机评价法,由于支持向量机对样本数量的依赖性弱,通过学习有限的样本而建立的模型仍具有很强的泛化能力,具有比神经网络更好推广性能,因此在项目风险评价方面必然比神经网络具有更大的优势。实例研究也表明支持向量机方法更适合于投资项目风险评价的研究。     

Noncausal Bayesian Vector Autoregression

We consider Bayesian analysis of the noncausal vector autoregressive model that is capable of capturing nonlinearities and effects of missing variables. Specifically, we devise a fast and reliable posterior simulator that yields the predictive distribution as a by‐product. We apply the methods to postwar US inflation and GDP growth. The noncausal model is found superior in terms of both in‐sample fit and out‐of‐sample forecasting performance over its conventional causal counterpart. Economic shocks based on the noncausal model turn out to be highly anticipated in advance. We also find the GDP growth to have predictive power for future inflation, but not vice versa. Copyright © 2016 John Wiley & Sons, Ltd.     

Evaluating rater training with double-pretest one-posttest designs: an analysis of testing effects and the moderating role of rater self-efficacy

Abstract

Previous research on performance appraisal in Human Resource Management has found that frame-of-reference (FOR) training can improve rating accuracy. However, both the time-consuming development of training materials and the almost exclusive use of experimental evaluation designs limit the dissemination of FOR training as well as a better understanding of how and when it works. Therefore, unlike past research, the present studies used more general rater training materials and examined improvements in rater accuracy by means of a double-pretest one-posttest design. Study 1, using a student sample (the majority being part-time employees; N = 58), demonstrated the effectiveness of the rater training over and above a testing effect. Study 2 with participants from the workforce population (N = 45) replicated these results. In addition, in Study 2, pre-training rater self-efficacy moderated rater training effectiveness such that the rating accuracy of trainees with low self-efficacy improved more than did accuracy scores of trainees high in rater self-efficacy. We conclude that an effective FOR training can be conducted with less organization-specific materials, though both testing effects must be controlled for and individual differences (i.e. rater self-efficacy) between trainees have to be taken into account.