航空发动机静电传感器温度漂移特性分析

高稳定性的传感器是传感器设计追求的目标,其中温漂是影响设计传感器性能稳定性的主要因素。采用ARIMAGARCH模型对传感器温度的线性和非线性漂移进行了建模,找出温度漂移数据的变化规律。对于线性漂移,滞后1阶的样本自相关系数大于2倍标准差,说明该温漂序列具有短期相关性。对于非线性漂移,残差平方的自相关系数2阶截尾,偏自相关系数1阶截尾,说明具有ARCH效应。研究结果表明,在不影响信度的情况下,提出的模型能够更加精确的预测置信区间,表明长时间的高温实验对传感器稳定性造成的影响能够控制在合理范围内。     

浙江省卫生技术人才需求预测

本文基于2002～2007年浙江省卫生技术人员人数资料,利用SPSS统计分析软件中的ARIMA模型,建立了卫生技术人才需求预测模型,建立了人才缺口量的计算模型,预测了浙江省卫生技术人才需求总数,以及每年需要补充的人才的数量,为政府决策、高校专业设置及招生、就业工作等提供参考。     

Stock index prediction based on wavelet transform and FCD-MLGRU

With the development of artificial intelligence, deep learning is widely used in the field of nonlinear time series forecasting. It is proved in practice that deep learning models have higher forecasting accuracy compared with traditional linear econometric models and machine learning models. With the purpose of further improving forecasting accuracy of financial time series, we propose the WT-FCD-MLGRU model, which is the combination of wavelet transform, filter cycle decomposition and multilag neural networks. Four major stock indices are chosen to test the forecasting performance among traditional econometric model, machine learning model and deep learning models. According to the result of empirical analysis, deep learning models perform better than traditional econometric model such as autoregressive integrated moving average and improved machine learning model SVR. Besides, our proposed model has the minimum forecasting error in stock index prediction.     

基于ARIMA模型的民用航空发动机低压转子振动故障分析

民用航空发动机运行数据是航空公司制定发动机维护方案的重要参考依据。针对某航空公司CFM56-7B发动机的振动值变化趋势提出了一种基于回归分析和ARIMA(Autoregressive Integrated Moving Average Model)模型的故障分析方法。采用回归分析法对各航段发动机振动值和转速之间的关系进行回归拟合,针对指数拟合方程的指数项系数建立ARIMA分析模型,得到方程拟合系数预测值与真实值之间的对应关系并分析结果,从而预判发动机是否有振动故障征兆。结果表明,ARIMA模型能够较好地描述发动机振动-转速拟合系数变化趋势,能够有效地预测发动机振动故障,可为航空公司制定发动机维护方案提供重要依据。     

对我国工农业总产值的分析与建模

针对我国工农业总产值1952年-2010年的数据进行了研究,运用了统计学中的建模方法,并使用了SAS软件,对历年数据建立了时间序列模型,揭示出了数据的变化规律,可以通过模型对以后几年工农业生产总值进行预测。     

基于多模型集成的铁矿粉库存量预测方法

针对铁矿粉库存量预测问题,结合灰色系统模型与时间序列模型的优点,提出一种基于多模型集成的库存量集成预测方法.根据库存量历史数据,分别建立基于残差修正的等维新息GM(1,1)模型与自回归积分移动平均模型ARIMA(p,d,q);采用基于信息熵的方法对2种模型进行加权集成;分别采用单一模型与集成模型对铁矿粉库存量进行预测.仿真验证结果表明:集成预测模型实现库存量的准确预测,在3种模型中预测结果最好.     

油田压裂井增油量的预测及其生产规划的优化设计

利用现有压裂井产油观测数据，采用动态数据处理方法，建立了月增油量的预测模型；依据预测结果，利用整数规划的方法，规划设计未来年度油田的压裂井数及压裂方式。     

中国人均GDP的时间序列模型的建立与分析

人均GDP是人们了解和把握一个国家或地区宏观经济运行状况的有效工具．本文在介绍时间序列模型的基础上，结合1952-2006年的中国人均GDP数据值，应用SPSS软件对数据进行了兮析，建立了中国人均GDP的时间序列模型．文章详细介绍了模型建立的整个过程，并由此模型时中国2007-2010年中国人均GDP的数值进行了预测．这对我们从宏观上了解中国经济的发展状况，为国家制定科学合理的经济发展战略具有重要意义．     

On trend extraction models: Interpretation,empirical evidence and forecasting performance

This paper deals with the economic interpretation of the unobserved components model in the light of the apparent problem posed by previous work in that several practiced methodologies seem to lead to very different models of certain economic variables. A detailed empirical analysis is carried out to show how the failure in obtaining quasi-orthogonal components can seriously bias the interpretation of some decomposition procedures. Finally, the forecasting performance (in both the short and long run) of these decomposition models is analyzed in comparison with other alternatives.     

Multiple prediction intervals for time series: Comparison of simultaneous and marginal intervals

Simultaneous prediction intervals for forecasts from time series models that contain L (L ≤ 1) unknown future observations with a specified probability are derived. Our simultaneous intervals are based on two types of probability inequalities, i.e. the Bonferroni- and product-types. These differ from the marginal intervals in that they take into account the correlation structure between the forecast errors. For the forecasting methods commonly used with seasonal time series data, we show how to construct forecast error correlations and evaluate, using an example, the simultaneous and marginal prediction intervals. For all the methods, the simultaneous intervals are accurate with the accuracy increasing with the use of higher-order probability inequalities, whereas the marginal intervals are far too short in every case. Also, when L is greater than the seasonal period, the simultaneous intervals based on improved probability inequalities will be most accurate.