基于支持向量基的航运场运价预警问题研究.docVIP

4 基于支持向量机的航运市场运价预警 杨华龙（大连海事大学 交通学院，辽宁 大连 116026)摘要：为分析预测航运市场运价波动的警情，建立基于支持向量机的运价预警模型，并构造相应的算法. 选择作为警兆指标，结合航运专家知识经验，确定航运市场运价的实际警度. 依据训练样本数据，利用支持向量机的学习功能，通过编制MATLAB软件程序，获得市场运价警度的分类超平面及预测警度区间，并进行内插和外推检验. 检验结果表明此方法对于航运市场运价预警有很好的适用性. 关键词：航运市场；运价；预警；支持向量机中图法分类号： 文献标识码：APre-warning of freight rate in dry bulk shipping market based on support vector machine YANG Hualong, DONG Fang (Transportation Management College, Dalian Maritime Univ., Dalian 116026, China) Abstract: A pre-warning model of freight rate was established based on support vector machine and its algorithm was developed in order to analyze and forecast the alarm of freight rate fluctuation of dry bulk in shipping market. In accordance with shipping experts’ knowledge and experiences, the actual alarm degrees of freight rate within the sample interval of dry bulk in shipping market were determined by BCI, BPI, BSI and BHSI, which were selected as alarm criteria. The classification supper planes and forecasting intervals of freight rate alarm degree of dry bulk in shipping market were obtained by making use of the learning function of support vector machine and programming the MATLAB software based on the training sample data. And then the interpolation and extrapolation examines were carried on. The examination results show that this methodology has a very good serviceability with regard to the pre-warning of freight rate for dry bulk in shipping market. Key words: dry bulk shipping market; freight rate; pre-warning; support vector machine. 引 言 运价是反映航运供求关系的“晴雨表”，是调节航运市场运力的有效杠杆。由于航运市场运价系统具有非线性和不确定性等特点，作为价格指数的—种，运价指数是分析航运市场运价系统的一种重要方法[1]，在航运市场运价分析中已得到广泛应用。研究运价指数的波动规律，探讨其发展变化趋势已经日益为人们所重视[2]。Byington[3]对进出口航运运价指数的弹性进行了计量经济分析，Parsons[4]，曾庆成[]采用神经网络方法预测了运价指数的走势。上述方法主要是通过运价指数信息对航运市场运价的变化趋势作出一定程度的评估和预测，但尚无法对航运市场运价警情做出准确的预判。BDI的指数计算方法是将BPIBCI、BSI相加，取平均数，然后乘以一个固定的换算系数0.998007990得出的。反映巴拿马型船舶市场的运价指数，由3条程租和4条期租典型航线根据各自的权重加权而成反映好望角型船舶市场的运价指数，?由7条程租和4条期租典型航线根据各自的权重加权而成BSI反映了超级大灵便型船（52454载重吨/10年或以下船龄/4x30吨吊杆）的市场租金变化情况据各自的