共查询到20条相似文献，搜索用时 703 毫秒
1.
This paper describes the procedure of using the GM (1,1) weighted Markov chain (GMWMC) to forecast the utility water supply, a quantity that usually has significant temporal variability. The GMWMC is formulated into five steps: (1) use GM (1,1) to fit the trend of the data, and obtain the relative error of the fitted values; (2) divide the relative error into ‘state’ data based on pre-set intervals; (3) calibrate the weighted Markov chain model: herein the parameters are the pre-set interval and the step of transition matrix (TM); (4) by using auto-correlation coefficient as the weight, the Markov chain provides the prediction interval. Then the mid-value of the interval is selected as the relative error for the data. Upon combining the data and its relative error, the predicted magnitude in a specific time period is obtained; and, (5) validate the model. Commonly, static intervals are used in both model calibration and validation stages, usually causing large errors. Thus, a dynamic adjustment interval (DAI) is proposed for a better performance. The proposed procedure is described and demonstrated through a case study, which shows that the DAI can usually achieve a better performance than the static interval, and the best TM may exist for certain data. 相似文献
2.
许伟河 《福建工程学院学报》2014,(4):386-391
文章运用基于滚动窗口的马尔科夫链预测模型,对上证综指的变动进行研究,创新的给出概率转移矩阵、极限概率以及预测准确率的时变特征,并给出马尔科夫链预测模型的最优窗口长度和状态定义阀值。研究揭示,大盘波动幅度与大盘的极限概率有着密切的关系;股指期货推出后大盘平盘概率占据主导地位,平稳性显著提高,马尔科夫链预测模型的预测准确率也有了较大提高。 相似文献
3.
CHANG Hong RU Feng XUE Jun-yi 《重庆大学学报(英文版)》2006,5(4):205-211
1 Introduction a After many years’ research and developments, communication networks have demonstrated more and more important functions in a substation automation system (SAS). In our experience in developing and applying such systems, we have witnessed… 相似文献
4.
杜雯 《黄冈师范学院学报》2013,33(3):55-58,68
以奥运会奖牌数预测的实际问题为背景,结合灰色系统理论与马尔科夫预测的相关理论与方法,提出了一种新的奥运会奖牌数预测的灰色马尔科夫预测模型,从而为未来奥运会奖牌数预测提供了一种有效的方法。 相似文献
5.
合理建模非编码序列对正确识别DNA序列中的调控元件非常重要 .基于卡方统计检验 ,给出了选用Markovchain模型来模拟序列背景分布的原因及如何确定Markovchain阶数的方法 .卡方测试分析模拟数据发现它能有效地确定模型阶数 .选择分析啤酒酵母中 1 0类基因的上游序列集发现 :所有序列集至少具有一阶以上的上下文相关性 ,除 1组基因外 ,其余 9组数据集具有二阶或三阶的上下文相关性 .这说明用高阶Markovchain来建模背景序列比单碱基模型 (零阶 )更合理 相似文献
6.
Finite time-horizon Markov model for IEEE 802.11e 总被引：1，自引：0，他引：1
We model wireless local area network channel utilization over a finite interval through a finite time-horizon Markov （FTHM） model. By accurately capturing time-varying utilization, the FTHM model allows for generally distributed transmission-opportunity （TXOP） duration, which most existing models do not account for. An absorbing state is introduced to limit the lifetime of the counting process, resulting in a non-ergodic Markov chain that is solved via transient analysis. The model predictions for time-varying utilization are validated by simulation with errors of no more than 0.1% after eight beacon intervals. Moreover, we show that the FTHM model prediction error is below 4% for Poisson distributed and uniformly distributed TXOP durations. 相似文献
7.
随着纯电动汽车市场的不断扩大,对销售量的精确预测成为人们当前关注的热点。提取影响销售量的7个关键因素以及2017~2019年9月的纯电动汽车销售量,首先利用BP神经网络模型对33个月的数据进行测试,并用训练好的模型预测2019年1~9月销售量,再利用马尔科夫（Markov）模型将BP神经网络模型预测的相对误差划分为6种状态,对预测结果进行修正。通过对BP神经网络模型与Markov-BP神经网络模型预测结果进行对比检验,发现Markov-BP神经网络的预测准确度更高,表明采用Markov-BP神经网络模型对纯电动汽车月度销售量进行预测具有一定现实意义。 相似文献
8.
大数据时代知识增长速度呈指数级增长,提升大学生自主学习能力迫在眉睫。根据大学生自主学习能力调查问卷,利用马尔可夫链构建大学生自主学习能力预测模型,通过模糊综合评判法对大学生自主学习能力进行评估,并对实验结果进行分析比较,给出不同年级、不同性别以及学习动机对自主学习能力的影响,最后给出大学生提升自主学习能力的方法与建议。 相似文献
9.
马尔可夫预测法是应用概率论中马尔可夫链的理论和方法来研究各种状态的变化规律,并由此预测状态未来变化趋势的一种方法。农村劳动力的流动受到多种因素影响,可以看作是一个随机的状态过程。马尔可夫链是对农村劳动力的流动预测的一个较好的方法,本文利用马尔可夫链对永兴傣族乡农村劳动力流动趋势进行了预测分析。 相似文献
10.
韩素芳 《蒙自师范高等专科学校学报》2011,(6):81-84
文章以耕地利用动态度为度量,利用模糊有序聚类方法将耕地需求量划分为不同的状态区间,并建立马尔可夫链状态转移概率矩阵,以规范化的各阶自相关系数为权重改进传统的马尔可夫链预测模型,用改进后的模型对土地利用规划中耕地需求量进行预测。实验结果表明,改进后的方法预测结果与实际情况吻合,具科学性和实用性。 相似文献
11.
唐向来 《湖南科技学院学报》2005,26(11):26-29
本文把一支个股（浦发银行,代码600000）每天的股价变化过程看成是一个齐次马尔可夫链,建立一个数学模型对马尔可夫链的有关理论进行实证分析,从而说明股价变化过程确实具有马尔可夫性,并利用理论值进行预测分析. 相似文献
12.
林添华 《安顺师范高等专科学校学报》2009,11(3):90-92
马尔可夫公式是一种特殊的概率模式。其研究对象为一个运行系统的状态和状态转移。由于许多经济系统的动态过程可以抽象成状态转移过程,所以应用马尔可夫链方法研究一个运行系统的状态和状态转移,在经济生活中有着非常广泛的应用前景。在利用马尔可夫链进行市场预测时,其关键是状态转移概率的确定。 相似文献
13.
We consider a multivariate generalized latent variable model to investigate the effects of observable and latent explanatory variables on multiple responses of interest. Various types of correlated responses, such as continuous, count, ordinal, and nominal variables, are considered in the regression. A generalized confirmatory factor analysis model that is capable of managing mixed-type data is proposed to characterize latent variables via correlated observed indicators. In addressing the complicated structure of the proposed model, we introduce continuous underlying measurements to provide a unified model framework for mixed-type data. We develop a multivariate version of the Bayesian adaptive least absolute shrinkage and selection operator procedure, which is implemented with a Markov chain Monte Carlo (MCMC) algorithm in a full Bayesian context, to simultaneously conduct estimation and model selection. The empirical performance of the proposed methodology is demonstrated through a simulation study. An application of the proposed method to a study of adolescent substance abuse based on the National Longitudinal Survey of Youth is presented. 相似文献
14.
The purpose of this ITEMS module is to provide an introduction to subscores. First, examples of subscores from an operational test are provided. Then, a review of methods that can be used to examine if subscores have adequate psychometric quality is provided. It is demonstrated, using results from operational and simulated data, that subscores have to be based on a sufficient number of items and have to be sufficiently distinct from each other to have adequate psychometric quality. It is also demonstrated that several operationally reported subscores do not have adequate psychometric quality. Recommendations are made for those interested in reporting subscores for educational tests. 相似文献
15.
Jim Tognolini 《Assessment & Evaluation in Higher Education》1995,20(2):161-173
Methods of test equating and scaling have been studied in the statistically advanced literature of educational and psychological measurement, and applied extensively where mass testing and selection procedures are required; for example, selection for tertiary study. Usually the procedures themselves require large data sets, and they are applied in order to ensure that students are not advantaged or disadvantaged because of the arbitrary features of the origin and units of measurement of the various tests. However, equating may be necessary where the data sets are relatively small. This paper provides an example of selection into a professional faculty within a university, following study from a range of subjects available in various faculties at the first-year level, and shows the need and a procedure for equating the grades in the different subjects. The procedure itself is based on a psychometric model studied extensively in the psychometric literature, and the purpose of this paper is to introduce the rationale for its application from first principles for a broader professional education audience and to illustrate its application with a practical example. 相似文献
16.
随着现代信息技术和海洋开发技术的飞速发展,人们对水声通信的需求日益增加。本文针对水声信道可用通信带宽有限、传输时延大的特性,提出了一种基于马尔科夫链的认知水声通信中的频谱预测方法,并用MATLAB对其性能进行了仿真。仿真结果显示与无频谱预测及随机接入情况下相比,本文所提方法可以合理地动态分配水下的频谱资源、有效的减少数据碰撞概率,从而提高频道利用率以及节点接入频道的准确率。 相似文献
17.
随着大数据的发展和物流科技信息化进程的加快,企业供应链数据呈爆炸式增长,且种类繁多、关系网络复杂,而传统CPRF技术中的预测模型已经不能适应供应链大数据需求预测,更不能依据需求预测进行有效的库存管理,经典的周期库存盘点策略也不能很好地适应非正态分布的需求数据,如何对供应链大数据进行准确预测并补货已成为供应链研究的热点。依据大数据的分位数回归预测技术,利用历史数据信息进行准确预测,并将分位数回归预测与补货模型合理有效连接,通过真实数据仿真分析,表明在98%的服务水平下,平均库存得到了降低。 相似文献
18.
随着机动车数量的迅猛增加,城市交通拥堵状况日益严峻,城市道路拥堵严重影响着居民的日常工作和生活,因此研究道路拥堵程度,以及对道路拥堵变化进行预测则显得尤为重要。为此,构建一个基于拥堵指标的MM-SVR模型,在考虑下一时段可能到达路段的潜在车流量情况下,对道路拥堵情况进行深入探究。首先,融合速度、区域内交通流量构建道路拥堵程度指标,然后基于历史数据构建将马尔科夫链与支持向量机预测相结合的MM-SVR模型对道路拥堵进行预测,以向前[n]阶状态的交通流量和速度作为输入量,将道路拥堵程度指标作为输出量。在实例验证中,使用广州市某片区的实时交通流数据对模型效果进行评测,并且使用SVR以及Adaboosting模型进行对比实验。实验结果表明,该模型无论是在拟合优度还是预测误差上均优于对比模型,在实时反映交通流拥堵情况方面有着良好表现。 相似文献
19.