| 时空地理加权回归模型的时空非平稳性检验 |
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| 引用本文： | 肖燕婷,田铮,魏岳嵩.时空地理加权回归模型的时空非平稳性检验[J].系统工程理论与实践,2013,33(6):1537-1542. |
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| 作者姓名： | 肖燕婷 田铮 魏岳嵩 |
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| 作者单位： | 1. 西北工业大学 应用数学系, 西安 710072;
2. 西安理工大学 应用数学系, 西安 710054;
3. 淮北师范大学 数学科学学院, 淮北 235000 |
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| 基金项目： | 国家自然科学基金(60972150, 10926197); 西安理工大学校基金(108-211014) |
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| 摘 要： | 针对时空地理加权回归模型,通过时空加权距离构造权重矩阵,采用地理加权拟合技术得到回归系数的逐点估计. 构造合适的统计量对回归系数进行关于时间和空间的非平稳性检验,利用三阶矩χ2逼近方法计算检验的p值. 最后,模拟算例和实际例子都说明该检验方法的有效性.
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| 关 键 词： | 时空地理加权回归模型 非平稳性检验 三阶矩&chi 2逼近方法 |
| 收稿时间： | 2011-03-25 |
Testing for spatial-temporal nonstationarity based on geographically and temporally weighted regression model |
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| XIAO Yan-ting
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TIAN Zheng
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WEI Yue-song.Testing for spatial-temporal nonstationarity based on geographically and temporally weighted regression model[J].Systems Engineering —Theory & Practice,2013,33(6):1537-1542. |
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| Authors: | XIAO Yan-ting TIAN Zheng WEI Yue-song |
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| Institution: | 1. Department of Applied Mathematics, Northwest Polytechnical University, Xi'an 710072, China;
2. Department of Applied Mathematics, Xi'an University of Technology, Xi'an 710054, China;
3. School of Mathematical Science, Huaibei Normal University, Huaibei 235000, China |
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| Abstract: | In geographically and temporally weighted regression model, the estimates of the coefficients are obtained by geographically weighted fitting technique where spatial-temporal weighted distance is used in weighted matrix. Then, appropriate statistics for testing the temporal and spatial nonstationarity of the estimated coefficients are proposed and the p values are calculated with the third-order moment χ2 approximation method. Finally, the simulation example and real example show that the test methods are valid. |
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| Keywords: | geographically and temporally weighted regression tests for nonstationarity third-order moment &chi 2 approximation method |
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