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中文题名:

 最大信息量下的混沌秩次集对预测模型(IC-SPA)的建立和极端气温的预测    

姓名:

 张殷    

保密级别:

 公开    

学科代码:

 070101    

学科专业:

 数学与应用数学    

学生类型:

 学士    

学位:

 理学学士    

学位年度:

 2014    

学校:

 北京师范大学    

校区:

 北京校区培养    

学院:

 数学科学学院    

研究方向:

 时间序列分析    

第一导师姓名:

 童行伟    

第一导师单位:

 数学科学学院    

提交日期:

 2014-05-22    

答辩日期:

 2014-05-08    

外文题名:

 Information-max of Chaos Set Pair Analysis (IC-SPA) Model and Its Application in Extreme Temperature    

中文关键词:

 最大信息量 ; 混沌时间序列分析 ; 秩次集对分析 ; 相空间重构 ; 极端气温预测    

中文摘要:
在以往混沌时间序列的分析中,往往只关注其动态物理机制的变化而忽略了其本身所含的信息量的刻画。事实上,相空间重构后原来时间序列所含的信息量也会随着改变,同时考虑到秩次集对分析是利用历史集合确定当前集合的后续值,所以需要保证历史集合的信息量尽可能大。因此本文加入了对重构相空间中信息量的研究,利用新定义的最大信息量下的最小预测误差函数选取嵌入维,建立了IC-SPA(Information-max of chaos SPA analysis)模型,并用IC-SPA模型预测了太原,密云,石家庄每月的极端最高气温,并和传统的预测误差最小法的SPA模型,BP模型,AR模型进行比较,IC-SPA模型都达到了很好的效果。IC-SPA模型的预测相比较其他模型,其MRE太原减小了40.45%,43.02%,58.68%, 密云减小了37.89%,55.29%,56.04%, 石家庄减小0%, 75%,52.11% ,说明IC-SPA模型有很好的预测能力。
外文摘要:
For the traditional chaos time series analysis, it usually focuses on the dynamic change of physical mechanism, but ignores the description of information which contains its own characterization. In fact, with the phase space reconstruction, the information will also change. With considering the prediction theory of Set Pair Analysis (SPA)—namely using the historical sets to predict the next value of current set, the history sets should contains great information. Based on that, I add the information factor to phase space reconstruction, provide a new way to calculate the embedding dimension,and the information chaos SPA analysis (IC-SPA) model is established. In the new model, the information in reconstructed phase space is max, which provide good history sets to prediction. Three cases in forecasting extreme temperature in Taiyuan, Miyun, Shijiazhuang are taken to examine the performance of IC-SPA model. The results indicate that the mean relative error (MRE) decreased 40.45%,43.02%,58.68% in Taiyuan, 37.89%,55.29%,56.04% in Miyun, and 0%, 75%,52.11% in Shijiazhuang, respectively, compared with rank set pair analysis(R-SPA), Back-Propagation (BP) neural network model and autoregression (AR) model.
参考文献总数:

 37    

插图总数:

 8    

插表总数:

 6    

馆藏号:

 本070101/1417    

开放日期:

 2014-05-22    

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