2004, Volume 6, Issue 5
Strategic Study of CAE >> 2004, Volume 6, Issue 5
Improved R /S Method and Analysis and Forecast to China Fire Data
1. China Offshore Oil Research Center, Beijing 100027, China
2. China Stock Exchange Executive Council, Beijing 100020, China
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Abstract
This paper discusses some improvements for the R/S analysis method (rescaled range analysis) in engineering and economics and their application. For the analysis of total fire number in China, two new data grouping methods for calculating the Hurst exponent H are presented. The difference of Hurst exponent AH is introduced to judge the possibility whether or not the next year's fire number will be increased suddenly. For the R/S analysis of the calculated Hurst exponents, a new group of Hurst exponent H1,i. e. , Hurst exponent of Hurst exponent, and related △H1, can be reached, the rest high order Hurst exponent and related difference H2, △H2, H3, △H3 and the like may be deduced by analogy. According to the fire numbers from 1950〜1999, the fire number of year 2000 is forecasted with R/S method.
Keywords
R/S analysis ; rescaled range analysis ; high order Hurst exponent ; total fire number of whole country ; forecast
References
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