CAJ | 학술논문

运用R/S分形理论对我国及各省区1952-2012年期间粮食产量的波动规律及预测方法的选择进行了研究，结果表明：自1952年以来，我国粮食产量不断增长，但是增速逐渐变缓。粮食产量存在着明显的波动特征，正负波动基本相当。在1952-2012年期间，我国粮食产量的时间序列具有较明显的持续性，但这种持续性影响经过一段时期之后即会消失。各个省区的 Hurst 指数存在较大的差别，从区域分布来看， Hurst指数较高的省区主要为我国水土资源及气候条件均相对较为优越的粮食主产区。 Hurst指数高的粮食产量时间序列具有自相关性，使用ARM A模型进行短期预测的精度会相对较高。Hurst指数在0.5附近的粮食产量时间序列波动基本处于随机状态，适合使用马尔科夫链模型进行短期预测。Hurst指数低的时间序列是反持久性的时间序列，具有均值回复的特征，适合使用EMD提取趋势线进行预测。
운용R/S분형이론대아국급각성구1952-2012년기간양식산량적파동규률급예측방법적선택진행료연구，결과표명：자1952년이래，아국양식산량불단증장，단시증속축점변완。양식산량존재착명현적파동특정，정부파동기본상당。재1952-2012년기간，아국양식산량적시간서렬구유교명현적지속성，단저충지속성영향경과일단시기지후즉회소실。각개성구적 Hurst 지수존재교대적차별，종구역분포래간， Hurst지수교고적성구주요위아국수토자원급기후조건균상대교위우월적양식주산구。 Hurst지수고적양식산량시간서렬구유자상관성，사용ARM A모형진행단기예측적정도회상대교고。Hurst지수재0.5부근적양식산량시간서렬파동기본처우수궤상태，괄합사용마이과부련모형진행단기예측。Hurst지수저적시간서렬시반지구성적시간서렬，구유균치회복적특정，괄합사용EMD제취추세선진행예측。
The paper uses R/S fractal theory to research the fluctuation and prediction methods of grain output of all the prov-inces in China from 1952 to 2012 .The results showed that :Since 1952 ,China's grain output continues to grow ,but the growth rate slows down gradually .There was an obvious fluctuation characteristics in grain output .Positive and negative fluc-tuation was almost equal .From 1952 to 2012 ,China's grain output time series is persistence ,but this continuous effect will disappear after a sustained period .Hurst exponent of each province had a big difference .From the perspective of regional dis-tribution ,the provinces with higher Hurst exponent mostly were main grain production area .Its land and water resources and climatic conditions were relatively favorable .Grain output time series with higher Hurst exponent has a statistically significant autocorrelation ,using the ARMA model for short-term prediction will has relatively high accuracy .Grain output time series with Hurst exponent near to 0.5 basically is in random fluctuation state ,Markov chain model is suitable for its short-term fore-cast .Time series with lower Hurst exponent has anti-persistence and can predict by EMD .