散货船运输市场周期性分析与预测  

Periodical Analysis and Forecast of Bulk Carrier Transport Market

作　　者：李亚美 朱玉田[1] 刘义杰 刘钊[1] LI Yamei;ZHU Yutian;LIU Yijie;LIU Zhao(School of Mechanical Engineering,Tongji University,Shanghai 201804,China;State Key Laboratory of Ocean Engineering,School of Naval Architecture,Ocean&Civil Engineering,Shanghai Jiao Tong University,Shanghai 200240,China)

机构地区：[1]同济大学机械与能源工程学院,上海201804 [2]上海交通大学船舶海洋与建筑工程学院海洋工程国家重点实验室,上海200240

出　　处：《综合运输》2022年第1期108-112,共5页China Transportation Review

摘　　要：国际散货船航运市场在国际航运市场中占有举足轻重的地位,其走势具有周期性,可以预测船舶航运市场的整体趋势,进一步对全球经济形势分析预测。通过对克拉克森报告进行分析和调研,根据调研结果并结合新冠疫情影响确定了散货船航运市场的主要影响因素,采用相关股票指数和数据对各影响因素量化,对历史数据建立时滞模型并进行多元回归分析,进而建立时滞回归模型,构造了代价函数并采用梯度下降法建立多变量线性回归模型,得出表征散货船市场情况的波罗的海指数(BDI)与影响其走势的几种主要因素之间的代数关系,从而用近几年各影响因素的值来预测未来几个月内波罗的海指数的发展趋势,为船市的进一步布局规划提供参考。The international bulk carrier market occupies a pivotal position in the international shipping market.Its rise and fall are related to the development of the global economy,and its trend is cyclical,which can predict the overall trend of the shipping market,and further analyze and predict the global economic situation.Through the analysis and investigation of Clarkson report,according to the results of the investigation and combined with the influence of COVID-19 epidemic situation,the main influencing factors of bulk carrier shipping market were determined,the relevant stock indexes and data were used to quantify the influencing factors.The time-delay model of historical data was established and multiple regression analysis was carried out,then the time-delay regression model was introduced,the cost function was constructed and the multivariable linear regression model was established by gradient descent method to establish the algebraic relationship between the BDI index,which characterizes the situation of the bulk carrier market,and several main factors that affect its trend.The values of the influencing factors in recent years were used to predict the development trend of the BDI index in the next few months,so as to provide reference for the further layout planning of the shipping market.

关 键 词：散货船市场 克拉克森报告 时滞回归模型 预测 波罗的海指数 

分 类 号：U674.134[交通运输工程—船舶及航道工程]