基于多层前馈网络的计量经济模型敏感性分析方法

Sensitivity Analysis of Econometric Model Using Multilayer Feedforward Network

多层前馈网络计量经济模型可以描述复杂的非线性经济现象,在经济建模中的应用曰益广泛。而经济敏感性分析是一种研究经济的有效方法,潜在函数关系的可微性是应用该方法的前提条件之一,其要点是用拟合函数的导数来近似潜在函数的导数。介绍了四种敏感性分析方法,给出了多层前馈网络计量经济模型正规化灵敏度的解析计算方法,并说明了对多层前馈网络计量经济模型进行敏感性分析是一种有效识别敏感因素的方法。

Multilayer feedforward network can describe the nonlinear economic phenomena of various complexities which has been widely used to perform the economic modeling. Economic sensitivity analysis is an efficient method to study the economic systems, which requires the differentiabiity of the underlying function. The essential of this technique is to use the derivatives of the fitted function to approximate the derivatives of the underlying function. Four methods of sensitivity analysis were presented, and the analytical computation of the normalized sensitivity of the econometric model using multilayer feedforward network was given. The applicatios have shown that sensitivity analysis to this model is an efficient tool for the identification of the sensitive factors.