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21.
We investigate the impact of corrections for dynamic selection bias on forecasting accuracy in a multi‐period stay/leave model. While corrections for selection bias are needed for consistent coefficient estimates, they do not necessarily produce more accurate forecasts than uncorrected techniques. Theorem 1 shows that, apart from estimation errors, a shrinkage principle applies: the heterogeneity restriction imposed by uncorrected and combination techniques improves accuracy for forecasting individuals that leave, and hurts accuracy for forecasting individuals that stay. This has important implications for decision making because of the potential for asymmetric losses. We also present an illustrative empirical application and results from Monte Carlo experiments. We find that differences in relative accuracy vary directly with the degree of selection bias and inversely with the percentage of the initial population that stays. Copyright © 2007 John Wiley & Sons, Ltd. 相似文献
22.
基于多能法和概率方程的井喷爆炸后果分析 总被引：1，自引：0，他引：1
就天然气井喷后形成的可燃性气云爆炸事故进行风险分析而言,TNT当量法存在对爆源附近超压预测偏高、对较远位置处的预测偏低、只能提供超压不涉及冲量等不足.多能法基于受限空间体积的观念使其比基于点源的TNT当量法具有更符合蒸气云爆炸实际情形的优势,该方法兼顾了超压和正相压力波持续时间.概率方程同样具有既考虑超压也考虑冲量因素的能力,同时该模型提供了与超压以及伤害百分比之间的转换关系.因此,将多能法与概率方程结合无疑将提高风险分析的准确度和方便性.具体应用时首先确定伤害标准,然后根据概率方程将伤害程度转换为超压和冲量,最后依照多能法将超压等换算为安全距离.实例的结果表明,在同样的伤害准则下该方法得到的安全距离比用TNT当量法得到的更合理. 相似文献
23.
把握出行者的日时间分配是交通行为分析的重要内容之一. 本文基于离散-连续建模思想, 结合运用Ordered Probit离散选择模型和Hazard连续选择模型, 建立了由上班(上学), 下班(放学)出发时刻模型和上班(上学), 下班(放学)出行耗时模型组成的通勤时间预测模型系统, 预测了通勤者的日时间安排. 研究表明, 所建模型能够以较高的预测精度, 预测通勤者的活动-出行时间安排. 研究将为活动-出行行为的整体建模预测和分析奠定时间轴预测基础, 为城市居民的交通行为分析提供模型工具, 为制定交通管理政策, 解决城市交通拥挤问题提供决策分析依据. 相似文献
24.
住房金融及政策的有序Probit模型 总被引：2，自引：0，他引：2
李章华 《北京联合大学学报(自然科学版)》2004,18(1):39-42
采用有序Probit方法,建立住房金融及政策期望证实和相关诸因素之间的多元回归模型,通过改进这些政策和措施来推动住房市场发展.所用的方法不仅考虑了不同群体的消费偏好,也考虑了每个样本个体再选择因素上的差异. 相似文献
25.
Nenad Njegovan 《Journal of forecasting》2005,24(6):421-432
This paper uses the probit model to examine whether leading indicator information could be used for the purpose of predicting short‐term shifts in demand for business travel by air to and from the UK. Leading indicators considered include measures of business expectations, availability of funds for corporate travel and some well‐known macroeconomic indicators. The model performance is evaluated on in‐ and out‐of‐sample basis, as well as against a linear leading indicator model, which is used to mimic the current forecasting practice in the air transport industry. The estimated probit model is shown to provide timely predictions of the early 1980s and 1990s industry recessions and is shown to be more accurate than the benchmark linear model. Copyright © 2005 John Wiley & Sons, Ltd. 相似文献
26.
An ordered probit regression model estimated using 10 years' data is used to forecast English league football match results. As well as past match results data, the significance of the match for end‐of‐season league outcomes, the involvement of the teams in cup competition and the geographical distance between the two teams' home towns all contribute to the forecasting model's performance. The model is used to test the weak‐form efficiency of prices in the fixed‐odds betting market. A strategy of selecting end‐of‐season bets with a favourable expected return according to the model appears capable of generating a positive return. Copyright © 2004 John Wiley & Sons, Ltd. 相似文献