论文部分内容阅读
从当前备受国际关注的国家风险问题出发,试图找到稳定有效的方法对中国的6个主要的石油进口来源国的国家风险进行预测.研究利用了ICRG国家风险综合得分的数据,在运用灰色预测模型和灰色马尔可夫模型的基础上,加入了小波原理对序列残差进行降噪处理,提出了小波灰色马尔可夫模型用于对国家风险得分的预测.经过多个序列不同模型的试验比较,证实小波灰色马尔可夫模型在对石油资源国的国家风险得分拟合与预测中均有较好的效果.
Based on the current national risk issues of international concern, this paper tries to find a stable and effective method to predict the national risk of six major oil-importing countries in China.We use the data from the ICRG national risk composite score, Model and gray Markov model, the wavelet principle is added to denoise the residuals of the sequence, and the wavelet gray Markov model is proposed for the prediction of the national risk score.After comparing the results of different models with different sequences It is proved that the wavelet gray Markov model has a good effect in fitting and forecasting the country risk score of petroleum resource countries.