混沌系统在经济风险预测中的控制与应用

项目名称： 混沌系统在经济风险预测中的控制与应用

项目编号： No.11271061

项目类型： 面上项目

立项/批准年度： 2013

项目学科： 数理科学和化学

项目作者： 王立冬

作者单位： 大连民族学院

项目金额： 72万元

中文摘要： 经济风险影响着社会经济的持续稳定和健康发展，通过对经济风险的预测，进而达到对潜在风险的防范与控制的目的。已有的经济数据表明，经济系统中确实存在着混沌行为，因此建立有效的非线性的混沌经济模型成为研究的重点。提出了经济系统风险的唯象预测方法，通过状态重构技术以及蚁群算法估计临界状态点函数中的未知参数；通过关联维计算确定影响因素的个数，再由支持向量机方法将这些因素从众多的因素中挑选出来，之后根据经济理论、经验和事实建立混沌动力学模型，达到较精确的短期轨道预测的目的；根据事物的生长发展过程满足S型增长曲线的分形特点，由其自相似性，预测当前经济系统所处的发展阶段，从而实现中期的区间预测的目的；给出了经济风险预测的变参数混沌动力学模型，根据当前经济系统所处的状态特点，利用非线性回归分析方法并结合蚁群算法动态调整参数的取值范围，进而预测经济系统的中期走势。

中文关键词： 动力系统；混沌；敏感性；；

英文摘要： As we all known that the economic risk influences the sustained stability and healthy development of socio-economic, thus the risk prediction can achieve the purpose of prevention and control of potential risks. The known economic data shows that the economic system exists chaotic behavior with no doubt, and therefore the focus is the study of establishing an effective non-linear chaotic economic model. By the state reconstruction and ant colony algorithm estimating the unknown parameters in the critical state point function, the phenomenological prediction method has been presented; the number of influencing factors is determined by the correlation dimension method and then these factors is selected by the support vector machine method, and finally the chaotic dynamics model is established according to economic theory, experiences and facts; the development state of current economic system is predicted by the self-similarity of the S-shaped economic growth curve; a new chaotic model on the dynamic change of parameter is studied by the use of nonlinear regression analysis method and ant colony system. The first two methods can be used to predict the short term trajectory and the last two methods is good at the long term interval prediction.

英文关键词： Dynamical system；Chaos；Sensitivity；；