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神经元网络在宏观经济建模与控制中应用的研究
张建勋
1994-03-01
学位类型工学博士
中文摘要本文首先介绍了计量经济学和:宏观经济模型理论的发展历史及主要内容。通过 分析,我们认为在复杂多变的宏观经济系统中,各个经济变量之间的非线性作用因素 在宏观经济系统的运行中起了很大的作用。指出要建立精确的,高质量的宏观经济模 型,经济系统中的非线性因素是不容忽视的。本文同时又介绍了两种常用的神经网络 (BP型神经网络和Hopfjeld型神经网络)的结构和基本特性。接着利用BP型人工神经 网络建立了一个非线性的宏观经济模型(简单模型)。而后利用这个模型做了一些经济 方面的预测,经济政策的评估等模型应用工作。从而证明了用神经网络建立的非线性 宏观经济模型与经济变量的历史数据的拟合程度要好于用传统方法建立的线性宏观 经济模型。而且这种以神经网络为基础的宏观经济模型也可以用多项的统计检验指标 来评价。经济政策的执行过程,也就是对宏观经济系统运行过程的参与和控制过程。非 线性宏观经济模型的建立,对设计高性.能的宏观经济控制系统有很大帮助。但是传统 的线性设计方法对非线性系统不会有很好的控制效果。利用神经网络设计的非线性的 自适应控制系统能够在被控系统的内部结构未知的情况下取得较好的控制效果。这一 特点特别适合于宏观经济系统的调控问题。我们还成功地用神经网络解决了宏观经济 系统中的最优规划和最优控制问题。本文还将模糊理论和神经网络理论结合起来,使 它们各自发挥自己的优势,弥补对方的不足。首先利用这种方法建立了一个简单的模 糊宏观经济模型,而后又对用神经网络构成的模糊控制系统做了讨论。基于人能够在 操纵实际系统的同时,不断地积累知识,改善控制规则的思想,本文提出了一种网络型 的具有参数自适应能力的模糊控制系统。计算机对这种方法的仿真计算给出了良好的 控制效果。最后本文应用浑沌动力学的理论对宏观经济系统在运行过程中可能出现的 各种复杂运动和现象的内部因素和外部条件做了一些讨论。其中着重讨论了商业循环 和供需平衡这两个在宏观经济系统中占有重要地位的问题。在本文的最后一章中,用 一个经济系统实例说明了如何从系统的某个变量的时间序列型的试验数据中汲取有 关系统的一些运行特性和发展趋势。这对建立宏观经济系统模型和进行趋势预测很有 帮助。
英文摘要In this paper we discuss the theory of the macro-economic model and the econometricas, we also briefly present the developing history of the macro-economic model and its applications. Then we introduce the idea that the nonlinear factors make the macro- economic system operations appear to be complex and changeable. In order to set up a high performing macro-economic model, we must consider the nonlinear factors in the macro- economic systems deeply. In this paper we introduce two kinds of neural networks that are often used in many fields, one is BF' neural networks, and the other is Hopfield neural networks. We discuss the structures and characteristics of these two kinds of neural networks. After that, we construct a nonlinear macro-economic model (a brief model) with a BP neural network, then some forecasts in the macro-economics are made with this network model, and some judgments on the macro-economic policies are also made. The results of this work show that the nonlinear macro-economic model established with neural networks is better in accordance with the actual macro-economics than some linear macro-economic models that are set up with traditional methods, and this kind of macro-economic model can also be judged by some statistic judgments. The procedure of executing economic policies is the procedure of affecting and controlling the operation of economics. The establishment of the nonlinear macro-economic model is helpful very much for devising a macro-economic control system that possesses high performance, but traditional design methods of linear controller with a nonlinear macro- economic system cannot get good control results. A self-adaptive control system devised with neural networks can get good control results on the condition that the structure of controlled systems are unknown, this characteristic of the neural network controller is particularly adaptive to the macro-economic control system, so we present several kinds of the macro- economic control systems designed with neural networks, and we successfully solve the optimal programming and optimal control problems in the macro-economics with neural networks. In this paper we combine the fuzzy control theory with neural network theory, make them help each other. A brief fuzzy macro-economic model is established with this method. Then we discuss the fuzzy control system designed with neural networks. Because of the fact that the man can accumulate the system knowledge and improve the control rules gradually in the process of operating the control systems, we present a network fuzzy controller that can turn the parameters itself according to the situation of control system. The results of computer simulation show that this kind of fuzzy control system possesses potent control abilities for some systems that are unstable or unknown in structure inside. In the last part of this paper, we discuss some complicated mov
语种中文
文献类型学位论文
条目标识符http://ir.ia.ac.cn/handle/173211/5639
专题毕业生_博士学位论文
推荐引用方式
GB/T 7714
张建勋. 神经元网络在宏观经济建模与控制中应用的研究[D]. 中国科学院自动化研究所. 中国科学院自动化研究所,1994.
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