基于面板数据的灰色差值关联模型构建及其应用  

Grey difference incidence model of panel data and its application

作　　者：孙婧 党耀国[1] 杨圣祥 王俊杰[1] 杨绍闻 SUN Jing;DANG Yao-guo;YANG Sheng-xiang;WANG Jun-jie;YANG Shao-wen(College of Economics and Management,Nanjing University of Aeronautics and Astronautics,Nanjing 210016,China;School of Computer Science and Informatics,De Montfort University,Leicester LE19BH,United Kingdom)

机构地区：[1]南京航空航天大学经济与管理学院,南京210016 [2]德蒙福特大学计算机科学与信息学院,莱斯特LE19BH

出　　处：《控制与决策》2024年第11期3839-3847,共9页Control and Decision

基　　金：国家自然科学基金项目(72271120,72001107,71771119);中国博士后科学基金项目(2020T130297,2019M660119)。

摘　　要：针对现有面板数据灰色关联模型在保序性、稳定性和正负性等方面存在的问题,利用差值特征和指数函数构建灰色关联系数,提出方向判断因子来表征正负相关性,设计波动调节因子以刻画序列间的相对波动程度,并利用熵权法确定面板数据的指标权重,提出适用于面板数据的灰色差值关联模型.此外,给出灰色关联分析中反对称性和排列保序性的定义,并证明新模型具有反对称性和排列保序性等性质.最后,将该模型应用于京津冀地区2013~2021年大气污染的趋势分析,表明模型结果的实用性;通过两组蒙特卡洛实验与传统模型进行对比,验证新模型具有稳定性和排列保序性,更适用于对象排列具有不固定性的面板数据.There are three problems such as order preservation,stability and positive and negative in the grey incidence model applicable to panel data.To solve these problems,this paper has the following efforts.Firstly,the grey incidence coefficient is constructed based on the difference characteristics and exponential function,and the direction judgment factor is proposed to represent the positive and negative correlation.Secondly,the fluctuation adjustment factor is designed to describe the relative fluctuation degree between sequences.Thirdly,indicator weights are determined using the entropy method.A grey difference incidence model for panel data is proposed.In addition,antisymmetry and order-preserving property are defined in grey incidence analysis,and the new model is proved to have antisymmetry and order-preserving property.Finally,the model is applied to analyze the trend of air pollution in the Beijing-Tianjin-Hebei region from 2013 to 2021,which shows the practicability of the model.Through two sets of Monte Carlo experiments,the robustness and order-preserving property of the model are verified.The model is more suitable for the panel data with non-fixed object arrangement.

关 键 词：灰色关联分析 面板数据 差值 保序性 稳定性 

分 类 号：N941.5[自然科学总论—系统科学]