国际油价波动的独立源影响因素及其集成智能预测研究

项目名称： 国际油价波动的独立源影响因素及其集成智能预测研究

项目编号： No.71203055

项目类型： 青年科学基金项目

立项/批准年度： 2013

项目学科： 宏观管理与政策

项目作者： 范丽伟

作者单位： 河海大学

项目金额： 23万元

中文摘要： 研究国际油价波动的影响因素并准确预测其趋势，对于国家规避油价风险、保障经济与能源安全具有重要的现实意义。本项目借鉴吸收目前油价波动分析及预测的最新成果，基于系统分解的思路，利用独立成分分析技术提取国际油价波动的独立源影响因素并消除噪声因素，并借助情景分析与时间序列分析预测各独立源因素的走势；在系统分析方法集成的研究框架下，以独立源因素预测为基础，利用支持向量机、贝叶斯分析等方法构建国际油价的集成智能预测模型，并进行参数优化以提高预测的准确性及鲁棒性；最后基于预测结果构建可计算一般均衡模型研究油价波动对我国宏观经济的影响。以期推进基于系统分解与集成视角预测国际油价的研究进展，同时为国家规避油价风险和保障能源及经济安全提供定量化决策依据。

中文关键词： 油价；预测；独立成分分析；支持向量机；

英文摘要： Analyzing the influencing factors of international oil price and accurately forecasting the trend of oil price have practical signifiance in safeguarding national economic and energy securities. Built upon the recent work in oil price analysis and forecasting, this project aims to extract the indepent factors for affecting international oil price by using independent component analysis technique. In this way, the noise factors may be removed. The trends of independent factors will also be predicted by time series analysis and scenario analysis. In the framework of "Divide And Conquer", we constuct the integrated forecasting model using the techniques such as support vector machine and Bayes analysis. The accuracy and robustness of the integrated model can be improved by optimizing the parameters. Based on the forecasting results, we will examine the impacts of international oil price fluctuation on China's macroeconomy. It is expected that the research on this project can not only promote the progress of oil price forecasting from the point of view of "Divide and Conquer", but also provide some quantitative information for policy making in safeguarding national energy and economic securities.

英文关键词： Oil prices；Forecasting；Independent component analysis；Support vector machine；