一类有序样品聚类的动态规划方法

The Dynamic Programming Clustering Methodsfor Some Order Samples

变结构特征的识别在经济计量模型建立中具有重要价值 .本文用动态规划方法讨论了一类社会经济系统模型结构变化点的问题 ,并通过实例进行了验证 .文中引进了线性模型来划分变结构模型 ,并编写出用动态规划方法聚类的计算程序 .大量模拟计算表明该方法实用性强 ,算法简便 ,便于应用 .

The problem of structure change plays an important role in modeling econometric models. This paper discussed a class of social economic system models structure change point by dynamic programming method,which are illustrated by examples. We introduced a linear model to classify structure change models and gave a dynamic programming program for clustering some order sample. The simulating examples proved that this method is practical.