煤炭大数据指数编制及经验模态分解模型研究

发布时间：2018-03-10 07:37

本文选题：煤炭交易　切入点：大数据指数　出处：《统计与信息论坛》2016年08期 　论文类型：期刊论文

【摘要】：基于开放性数据源、连续观测昨多变量数据编制的大数据指数,与传统的统计调查指数存在的差异不仅在于数据本身的无限扩张,而且在于编制方法以及分解研究的规则、模型方面的差异。在大数据背景下,率先尝试性地提出大数据指数的定义和数据假设,将"互联网大数据指数"引入煤炭交易价格指数综合编制太原煤炭交易大数据指数,从而反映煤炭价格的变动趋势;导入经验模态分解模型,对所编制的煤炭大数据指数进行分解研究,尝试比较与传统的统计调查指数的差异。研究表明:新编制的煤炭价格大数据指数要比太原煤炭交易价格指数更为敏感和迅速,能更好地反映煤炭价格的变动趋势。随着"互联网+"和大数据战略的逐渐普及,基于互联网大数据编制的综合指数会影响到更多领域,将成为经济管理和社会发展各个领域的晴雨表和指示器;与传统统计调查指数逐步融合、互补或者升级,成为宏观经济大数据指数的重要组成部分。
[Abstract]:Based on an open data source, big data index, which was compiled by continuous observation of multivariable data yesterday, is different from the traditional statistical survey index not only in the infinite expansion of the data itself, but also in the compilation method and the rules of decomposition research. Under the background of big data, the definition and data hypothesis of big data index are first put forward, and then the "Internet big data index" is introduced into the coal trading price index to compile the coal trade big data index. Thus reflecting the changing trend of coal price, introducing empirical mode decomposition model to decompose the compiled coal big data index, Try to compare the differences with the traditional statistical survey index. The study shows that the newly compiled coal price big data index is more sensitive and rapid than the Taiyuan coal trading price index. It can better reflect the changing trend of coal prices. With the gradual popularization of the "Internet" and big data's strategy, the composite index compiled on the basis of Internet big data will affect more fields. It will be the barometer and indicator of economic management and social development, and will gradually merge with the traditional statistical survey index, complement or upgrade, and become an important part of the macro economic big data index.
【作者单位】：山西财经大学统计学院;
【基金】：全国统计科学重点研究课题《基于移动通信大数据的流动人口精细化挖掘研究》(2015433) 山西省高等学校哲学社会科学研究项目《晋商商业遗产研究》(2013325) 山西省统计学会课题《城市流动人口的大数据测度方法研究》(KY[2015]008)
【分类号】：F224.0;F426.21;F764.1

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