基于EGARCH模型的降水量研究  

Precipitation research based on EGARCH model

作　　者：王超华 李国东[1] WANG Chaohua,LI Guodong(School of Applied Mathematics Xinjiang University of Finance and Economics,UrumqiXinjiang 830012,Chin)

机构地区：[1]新疆财经大学应用数学学院,新疆乌鲁木齐830012

出　　处：《阜阳师范学院学报（自然科学版）》2018年第2期1-7,共7页Journal of Fuyang Normal University(Natural Science)

基　　金：国家自然科学基金(11461063);新疆维吾尔自治区自然科基金(2017D01A24)资助

摘　　要：降水量在农业、水利等各行业扮演着重要角色,提高降水量的观测与预测能力,有利于农业等各行业更好的发展。本文对沙雅县30年日均降水量动态数据进行分析,从中发现了降水量的波动聚集性,分别建立MA-GARCH与MA-EGARCH模型对降水量进行分析和预测。结果表明MA-EGARCH模型更能反映出降水量的特征,且预测短期降水量有较好的效果。通过MA-EGARCH模型能够较好的反映出降水量的动态变化。Precipitation plays an important role in agriculture, water conservancy and other industries. Improving the ability of observation and prediction of precipitation is beneficial to the better development of agriculture and other industries. The fluctuation and aggregation of precipitation are found, and the MA-GARCH and MA-EGARCH models are established to analyze and predict the precipitation. The results show that the MA-EGARCH model can better reflect the characteristics of precipitation. And the prediction of short-term precipitation has good effect. The MA-EGARCH model can better reflect the dynamic changes of precipitation.

关 键 词：降水 MA模型 EGARCH模型 波动聚集性 

分 类 号：O212[理学—概率论与数理统计]