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Study On Extension Forecasting Method Of Economic Chaos

Posted on:2005-06-08Degree:MasterType:Thesis
Country:ChinaCandidate:B LiFull Text:PDF
GTID:2156360125464735Subject:Management Science and Engineering
Abstract/Summary:PDF Full Text Request
Economic system is a complex system that someone participation , opening , and having function of information feedback . Traditional economic theory emphasize stabilization and equilibrium, ascribe the ruleless fluctuate of economic phenomenon to affect of the around-the-clock, stochastic factor's operation, and exclude. But this theory is striked since the chaos is bringed forward. Research indication, affirmatory economic system also produce chaotic dynamic action, so economic chaos has been cared more and more, the study on forecasting method of economic chaos also become an information problem currently. But traditional forecasting model of economic chaos most based on large sample, in practical production and movement, small sample's economic chaotic problem is plentiful existing , an effective resolvent is not existed at present.Based on generally learning and researching a great deal of literature and datum, paper firstly build a chaotic information 's describing model which is qualitative and quantitative syncretizing. This model judges time's sequence qualitative firstly , if the conclusion is not chaos , it shows sequence exist obvious rule .If the conclusion is chaos , then calculate most lyapunov exponent to judge .As well as based on traditional forecasting method of economic chaos, combined forecasting model is used to confirm the sequence's state function in paper, this method can integrate the advantage of every forecasting, assemble the forecasting information of different model in order to improve forecasting precision.At last based on forecited work, extension and rough set, rough set and algebra theory have been syncretized respectively, put forward methods of rough extension and rough algebra, finally present a rough extension combined forecasting method of economic chaos based on rough algebra, his method firstly make use of rough algebra filtering every forecasting model automatically in the combined forecasting the first time , utilizing rough extension processing secondary filter and ascertaining the weight. At last, we take an example to testify the validity and feasibility of this method.
Keywords/Search Tags:Economic chaos, Extension, Rough set, Algebra theory
PDF Full Text Request
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