With the co-integration analysis on time series data,it can be found that there were a long-term dynamic equilibrium telation and a short-term error correction mechanism among economic development,system transferring ...With the co-integration analysis on time series data,it can be found that there were a long-term dynamic equilibrium telation and a short-term error correction mechanism among economic development,system transferring and administration cost in 1978～2003 in China.The economic development had a promoting influence to the administration cost,and the system transfering had a negative effect to the administration cost.With the method of pulse response function and the variance decomposition based on VAR model,it can be discovered that the administration cost had a bigger response to the change rate of economic development than to that of system transferring.展开更多
This paper mainly deals with the Bayesian statistical inference theory on the VAR(p) forecasting model based on the parameters’ Minnesota conjugate prior distribution,including the prior distribution’s structure, th...This paper mainly deals with the Bayesian statistical inference theory on the VAR(p) forecasting model based on the parameters’ Minnesota conjugate prior distribution,including the prior distribution’s structure, the parameters’ posterior distribution, and compares the forecasting accuracy of AR,VAR and BVAR model.展开更多
在实际施工过程中,基坑变形发展与多种因素有关,很难用力学模型进行定量分析,而根据已有的监测数据建立模型预测未来一段时间内的变形发展趋势,进而对当前施工方案进行评价、调整,方法更可靠。首先,分析深基坑施工实际监测数据的发展规...在实际施工过程中,基坑变形发展与多种因素有关,很难用力学模型进行定量分析,而根据已有的监测数据建立模型预测未来一段时间内的变形发展趋势,进而对当前施工方案进行评价、调整,方法更可靠。首先,分析深基坑施工实际监测数据的发展规律,由经济预向量自回归测VAR模型(vector auto regression,VAR)建立基坑施工变形预测VAR模型,并结合监测数据进行模型精度评价和预测比分析。根据分析结果,模型精度排序为:VAR模型>新陈代谢模型>神经网络模型>GM(1,1)模型,模型预测比排序为:VAR模型>新陈代谢模型>神经网络模型>GM(1,1)模型。展开更多
文摘With the co-integration analysis on time series data,it can be found that there were a long-term dynamic equilibrium telation and a short-term error correction mechanism among economic development,system transferring and administration cost in 1978～2003 in China.The economic development had a promoting influence to the administration cost,and the system transfering had a negative effect to the administration cost.With the method of pulse response function and the variance decomposition based on VAR model,it can be discovered that the administration cost had a bigger response to the change rate of economic development than to that of system transferring.
文摘This paper mainly deals with the Bayesian statistical inference theory on the VAR(p) forecasting model based on the parameters’ Minnesota conjugate prior distribution,including the prior distribution’s structure, the parameters’ posterior distribution, and compares the forecasting accuracy of AR,VAR and BVAR model.
文摘在实际施工过程中,基坑变形发展与多种因素有关,很难用力学模型进行定量分析,而根据已有的监测数据建立模型预测未来一段时间内的变形发展趋势,进而对当前施工方案进行评价、调整,方法更可靠。首先,分析深基坑施工实际监测数据的发展规律,由经济预向量自回归测VAR模型(vector auto regression,VAR)建立基坑施工变形预测VAR模型,并结合监测数据进行模型精度评价和预测比分析。根据分析结果,模型精度排序为:VAR模型>新陈代谢模型>神经网络模型>GM(1,1)模型,模型预测比排序为:VAR模型>新陈代谢模型>神经网络模型>GM(1,1)模型。
