摘要
提出基于统计熵的非线性诊断方法,对于实证模型进行非线性诊断,可以大大提高模型的解释力度和分析能力.通过蒙特卡罗模拟数据的分析结果表明,该方法对线性、非线性模型都能够正确地给予诊断.
In this paper, the diagnose method based on entropy is provided. The method is very important to diagnose the possible nonlinearity of the model since good fitting model should improve the power of interpretative and analytic. And its effectiveness is testified by Monte Carlo simulation.
出处
《系统工程理论与实践》
EI
CSCD
北大核心
2008年第12期93-98,共6页
Systems Engineering-Theory & Practice
基金
国家自然科学基金创新群体基金(70221001)
国家软科学研究计划项目(2006GXS2B047)
中国科学院院长奖专项基金
