基于面板数据的灰色曲率关联模型

对于面板数据,首先将面板数据投射为时间维度离散曲线和指标维度离散曲线;然后,基于离散曲率思想分别从时间维度和指标维度构建时间维度和指标维度关联系数公式,并以此构建面板数据灰色曲率关联模型,新的模型具有规范性、对称性、相似性、平移不变性等性质;最后通过与已有模型的对比和实例分析新的模型的合理性,结果表明,新的关联度能较好地反应面板数据的相关程度.

The grey curvature incidence model based on panel data

The panel data is projected to the time dimension discrete curves and the index dimension discrete curves. Then, based on the thinking of discrete curvature, the incidence coefficient formulas of the time dimension and index dimension are respectively constructed. The grey curvature incidence model is constructed. The properties of the model, e.g., normalization, symmetry, similarity and translation invariance, are also satisfied. Finally, the comparison to some existing models and an example are given to illustrate the rationality of the proposed model, and the results show that the proposed model can better reflect incidence degree of panel data.