中国海洋大学学报：社会科学版
中國海洋大學學報：社會科學版
중국해양대학학보：사회과학판
Journal of Ocean University of China
2013年
3期
7~11
,共null页
运价指数 多重分形理论 多重分形谱分析法
運價指數 多重分形理論 多重分形譜分析法
운개지수 다중분형이론 다중분형보분석법
shipping price index; multi-fractal theory; multi-fractal spectrum analysis
运用多重分形理论对于散货航运价格指数的分布结构进行研究，对运价指数的广义Hurst指数、质量指数r（q）进行估算，结果表明干散货航运价格指数时间序列具有多重分形特征。并且结合多重分形谱分析法对运价指数的内部结构进行了研究，发现多重分形谱图左端明显低于右端，呈密集型分布，表明国际干散货运价指数总体呈增大趋势。
運用多重分形理論對于散貨航運價格指數的分佈結構進行研究，對運價指數的廣義Hurst指數、質量指數r（q）進行估算，結果錶明榦散貨航運價格指數時間序列具有多重分形特徵。併且結閤多重分形譜分析法對運價指數的內部結構進行瞭研究，髮現多重分形譜圖左耑明顯低于右耑，呈密集型分佈，錶明國際榦散貨運價指數總體呈增大趨勢。
운용다중분형이론대우산화항운개격지수적분포결구진행연구，대운개지수적엄의Hurst지수、질량지수r（q）진행고산，결과표명간산화항운개격지수시간서렬구유다중분형특정。병차결합다중분형보분석법대운개지수적내부결구진행료연구，발현다중분형보도좌단명현저우우단，정밀집형분포，표명국제간산화운개지수총체정증대추세。
Based on the multi fractal theory, this paper explores the distribution structure of the shipping price index of dry bulk, and estimates the generalized Hurst exponent and mass index. The results show that the time series of the shipping price index of dry bulk have multi-fractal characteristics. Meanwhile, combined with the multi-fractal spectrum analysis, the paper studies the internal structure of the freight index, and finds that the left end of the multi-fractal spectrum is obviously lower than the right end, and that the distribution is intensive, indicating that the shipping price index of dry bulk shows an overall growth trend.
