摘要
讨论工程和经济学领域中的R/S分析方法 (重标极差方法 )的若干改进及应用。对于全国火灾起数的分析 ,计算赫斯特指数H时应用 2种新的数据分组方法 ;引入赫斯特指数的差值ΔH以利于判断下一年的火灾起数是否会激增 ;对于已计算出的赫斯特指数H进行R/S分析 ,得到一组新的赫斯特指数H1,即赫斯特指数的赫斯特指数 ,以及相应的ΔH1,依此类推可以得到高阶赫斯特指数及其差值H2 ,ΔH2 ,H3 ,ΔH3 等 ;根据 195 0— 1999年全国火灾起数 ,用R/S方法预测 2 0 0
This paper discusses some improvements for the R/S analysis method(rescaled range analysis) in engineering and economics and their application. For the analysis of total fire number in China, two new data grouping methods for calculating the Hurst exponent H are presented. The difference of Hurst exponent ΔH is introduced to judge the possibility whether or not the next year's fire number will be increased suddenly. For the R/S analysis of the calculated Hurst exponents, a new group of Hurst exponent H 1, i.e., Hurst exponent of Hurst exponent, and related ΔH 1, can be reached, the rest high order Hurst exponent and related difference H 2,ΔH 2,H 3,ΔH 3 and the like may be deduced by analogy. According to the fire numbers from 1950~1999, the fire number of year 2000 is forecasted with R/S method.
出处
《中国工程科学》
2004年第5期39-44,共6页
Strategic Study of CAE
关键词
R/S分析
重标极差方法
高阶赫斯特指数
全国火灾起数
预测
R/S analysis
rescaled range analysis
high order Hurst exponent
total fire number of whole country
forecast