部门间平衡动力学的参数辨识：建模与预测
动力系统
2019-08-14 v1 综合金融
摘要
本工作致力于宏观经济系统部门间平衡动力学的建模与辨识。发展了针对弱形式化动力系统的设定与辨识问题的方法。提出了一种带趋势分解与周期分量的线性平稳Cauchy问题参数匹配流程。此外，发展了用于探测真实宏观经济动力系统固有的显著谐波的方法。
引用
@article{arxiv.1904.00029,
title = {Parametric identification of the dynamics of inter-sectoral balance: modelling and forecasting},
author = {Olena Kostylenko and Helena Sofia Rodrigues and Delfim F. M. Torres},
journal= {arXiv preprint arXiv:1904.00029},
year = {2019}
}
备注
This is a preprint of a paper accepted for publication 29-March-2019 as a book chapter in 'Advances in Intelligent Systems and Computing' [https://www.springer.com/series/11156], Springer