基于VMD-WA-RFR模型的BDI指数影响因素研究

A research on the influencing factors of BDI based on the VMD-WA-RFR model

BDI指数是干散货航运市场中极为重要的综合性指数,本文全面研究了该指数不同类型的影响因素,将影响因素归纳划分为内部因素及外部因素,并采用基于VMD算法、小波分析理论与随机森林回归构建的VMD-WA-RFR模型,综合分析各影响因素与BDI指数的关系,对深化影响因素分析的理论基础以及增强航运市场调节的指导作用有重要的意义。进一步研究发现:一是,借助VMD-WA-RFR模型能够得出BDI指数影响因素的重要性排名,加强有针对性地调节航运市场的理论依据;二是,能够刻画影响因素对BDI指数的影响程度,具有能够迅速科学地制定调节当前航运市场最有效方案的现实意义;三是,通过随机森林回归模型能够实现对BDI指数的预测,表明模型具有较高的预测精确度。

BDI is a very important comprehensive index in the dry bulk shipping market. This paper has taken into account the different types of influencing factors, including internal factors and external factors, and uses the VMD - WA - RFR model based on the VMD algorithm, the wavelet analysis theory and the random forest regression method to analyze synthetically the relation- ship between the influence factors and the BDI index, which is of great significance to deepen the theoretical basis on which the influencing factors are analyzed and to enhance the guiding role of the regulation in the shipping market. Further investigation shows that ： first, the VMD - WA - RFR model can get the importance ranking of the factors affecting BDI index, which strength-ens the theoretical basis for the targeted regulation of the shipping market ; second, it can depict the degree of the impact of fac-tors on the BDI index, and it has the practical significance to quickly and scientifically formulate the most effective solutions to the current shipping market; and third, it can achieve the prediction of BD1 index through random forest regression model, indi- cating that the model has higher prediction accuracy.