位置：成果数据库 > 期刊 > 期刊详情页
Granger相关性与时间序列预测
  • ISSN号：1001-0920
  • 期刊名称：控制与决策
  • 时间：2014.4
  • 页码：764-768
  • 分类：O212.4[理学—概率论与数理统计;理学—数学] F275[经济管理—企业管理;经济管理—国民经济]
  • 作者机构：[1]School of Mathematical Sciences, Dalian University of Technology, Liaoning 116024, P. R. China
  • 相关基金：Supported by the National Natural Sciences Foundation of China （Grant No. 61175041）, the Funds of Doctoral Programme of China （Grant No. 2010041110036）, the Fundamental Research Funds for the Central Universities （Grant Nos. DUT12LK16; DUT12LK29） and the Funds for Frontier Interdisciplines of DUT （Grant Nos. DUT12JS05; DUT10JS06）.
  • 相关项目：基于动态数据和模糊认知图的复杂不确定系统建模、分析与控制
作者： 王立柱|刘晓东|
关键词： 风险评估, COPULA, 分配, 资本, 风险指数, 风险值, 组合和, 保险, capital allocation, tail value of risk, exponential tail value of risk, copula.
中文摘要：

Corresponding author E-mail address： lxsong@dlut.edu.cn

同期刊论文项目
热声直线发电机系统阻抗匹配机理及最大声功捕获控制策略研究
期刊论文 5
基于动态数据和模糊认知图的复杂不确定系统建模、分析与控制
期刊论文 71 会议论文 5
同项目期刊论文
Extraction of Fuzzy Rules from Fuzzy Decision Trees: An Axiomatic Fuzzy Sets (AFS ) Approach
An integrated multiple criteria decision making model applying axiomatic fuzzy set theory
Mining axiomatic fuzzy set association rules for classification problems
A new admissibility condition of discrete-time singular systems with time-varying delays
组合惩罚下联合均值与方差模型的变量选择
Development of near set within the framework of axiomatic fuzzy sets
DBCAMM: A novel density based clustering algorithm via using the Mahalanobis metric
Supplier evaluation and selection using axiomatic fuzzy set and DEA methodology in supply chain mana
Extraction of fuzzy rules from fuzzy decision trees: an axiomatic fuzzy sets (AFS) approach
Identification for semiparametric varying coefficient partially linear models
Determination of temporal information granules to improve forecasting in fuzzy time series
Variable selection in the high - dimensional continuous generalized linear model with current status
Human-Centric Analysis and Interpretation of Time Series: A Perspective of Granular Computing
Some Asymptotic Formulas for a Brownian Motion with a Regular Variation from a Parabolic Domain
Semanticdescription method for face features of larger Chinese ethnic groups based onimproved WM met
A NEW DATA CLASSIFIER BASED ON FUZZY RULES
The modeling and prediction of time series based on synergy of high order fuzzy cognitive maps and f
Profile Likelihood Inferences on the Partially Linear Model with a Diverging Number of Parameters
The exit probabilities of brownian motion with variable dimension applying to the control of populat
Local analysis of continuous-time Takagi-Sugeno fuzzy system with disturbances bounded by magnitude
Penalized Selection of Variable Contributing to Enhanced Seed Yield in Mungbean (Vigna radiata L.)
Combined-penalized likelihood estimations with a diverging number of parameters
The use of axiomatic fuzzy set theory in AHP and TOPSIS methodology to determine strategies prioriti
A rapid fuzzy rule clustering method based on granular computing
Dynamic programming approach for segmentation of multivariate time series
Precise Large Deviations for Sums of Independent Random Variables with Consistently Varying Tails
An interval weighed fuzzy c-means clustering by genetically guided alternating optimization
Numerical prediction of time series based on FCMs with information granules
Variable selection in the high-dimensional continuous generalized linear model with current status d
A delay decomposition approach to H∞ admissibility for discrete-time singular delay systems
A generated approximation of the gamma function related to Windschitl’s formula
Fuzzy forecasting based on automatic clustering and axiomatic fuzzy set classification
Fuzzy clustering with semantic interpretation
Some new continued fraction approximation of Euler’s constant
Using Convex Combination of Copulas and EM Algorithm for Credibility
Supplier selection using axiomatic fuzzy set and TOPSIS methodology in supply chain management
Using interval information granules to improve forecasting in fuzzy time series
Time series long-term forecasting model based on information granules and fuzzy clustering
Shadow determination and compensation for face recognition
A human-computer cooperation fuzzy c-means clustering with interval-valued weights
The linguistic forecasting of time series using improved fuzzy cognitive map
Effective intervals determined by information granules to improve forecasting in fuzzy time series
The Modeling of Time Series Based on Fuzzy Information Granules
Asymptotic behavior of random time absolute ruin probability with D boolean AND L tailed and conditi
基于证据理论的模糊时间序列预测模型
H-infinity filtering design for 2-D discrete-time linear systems with polytopic uncertainty
Face recognition based two dimensional locality preserving projection in frequency domain
Improved Gath-Geva clustering for fuzzy segmentation of hydrometeorological time series
Forecasting shanghai composite index based on fuzzy time series and improved c-fuzzy decision trees
Nearness approximation space based on axiomatic fuzzy sets
基于FCM的广义模糊时间序列模型
非负不同分布负相伴随机变量下的精细大偏差
一致变化尾的随机和局部精确大偏差
基于信息颗粒和模糊聚类的时间序列分割
一种混合的模糊时间序列预测模型
V-型端齿削弱永磁直线电机端部磁阻力波动方法
热声发电系统双功率优化运行阻抗匹配分析
热声发电系统最大电能输出阻抗匹配及机械谐振特性分析
齿槽效应对永磁直线伺服电机法向力波动的影响
期刊信息
  • 《控制与决策》
  • 北大核心期刊（2011版）
  • 主管单位:中华人民共和国教育部
  • 主办单位:东北大学
  • 主编：张嗣瀛 王福利
  • 地址：沈阳市东北大学125信箱
  • 邮编：110004
  • 邮箱：kzyjc@mail.neu.edu.cn
  • 电话：024-83687766
  • 国际标准刊号：ISSN：1001-0920
  • 国内统一刊号：ISSN：21-1124/TP
  • 邮发代号:8-51
  • 获奖情况:
  • 1997年被评为辽宁省优秀编辑部,1999年期刊影响因子在信息与系统类期刊中排名第二位
  • 国内外数据库收录:
  • 俄罗斯文摘杂志,美国数学评论（网络版）,德国数学文摘,荷兰文摘与引文数据库,美国工程索引,美国剑桥科学文摘,英国科学文摘数据库,日本日本科学技术振兴机构数据库,中国中国科技核心期刊,中国北大核心期刊（2004版）,中国北大核心期刊（2008版）,中国北大核心期刊（2011版）,中国北大核心期刊（2014版）,中国北大核心期刊（2000版）
  • 被引量:32961