房地产景气预警中DI的改进及与CI的精度比较研究

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200311:100026788(2003)0120088206DICI1,2,2,3(1.,430074;2.,430074;3.,430074):DICI,,LDI,,,(DICI)L:;;;:F301:ATheImprovementofDIandResearchforPrecision2comparisonbetweenDIandCIintheEarlyWarningSystemofRealEstateLIBin,DINGLie2yun,YEYan2bing(HuazhongUniversityofScienceandTechnology,Wuhan430074,China)Abstract:TheProsperityIndexmethod,includingthediffusionindex(DI)andthecompositeindex(CI),isacommonapproachtoanalysistheearlywarning.Practically,thereexistsomeproblemssuchasthedisaccordofthewarningdegreebetweentheDIandCI,leadingtotheerrorofthewarningcondi2tionappraisal.Inthisarticle,basedonthesuitableimprovementtothecalculationmethodoftheDI,theconceptofcomparisonoftheprecisionintheEarlyWarningSystemofRealEstatehasbeenintro2ducedandthemorescientificearlywarningindexcanbechosenbymeansofcomparingtheprecisionofthetwoindexes(DIandCI)inordertoeliminatethecontradictionbetweenthetwoindexes.Keywords:prosperityindex;earlywarning;comparisonofprecision;appraisal:2001203215:(79870055):(1966-),,,,,1,,LL,;,L,L,,(CI)[1,2].(DI)Z(CI)ZDICI,:©1995-2005TsinghuaTongfangOpticalDiscCo.,Ltd.Allrightsreserved.DI,DI,,Z,Z,DICI,,DICIZ1990-2000,DICIDICI1,2(),1,19912000,1994,1999,1992,1998,2000;2,1994,1998,1991,19971999Z1DI2CIDICI,,Z2DIDI,DI,Z,UpjjZUpjj=(uijöci)l(1)l[5],,Zl=1;l(0,1);,l1Zuiji(xi1,xi2,,xim),uij=(xij-xij-1)öxij-1(2)ciUijZ(1)(2),DIDIj=6ni=1wiUpijö6wi(3)wi,nDI.3DICI,DICI,,,DICI,DICI,DICIZ3.1DI981DICI©1995-2005TsinghuaTongfangOpticalDiscCo.,Ltd.Allrightsreserved.(3),DItwiUpjj,(x1t,x2t,,xnt)DIt,(3)UptjZDI=w1(u1töc1)l6iwi+w2(u2iöc2)l6iwi++wn(untöcn)l6iwi(4)DI,ZDI=f(u1t,u2t,,unt)=f(u01t,u02t,,u0nt)+5f5u1t0(u1t-u01t)+5f5u2t0(u2t-u02t)++5f5unt0(unt-u0nt)+Rn,u01t,u02t,u03t,,u0nt;Rn(uit-u0it),,ZDIDI=[w1(u01töci)l+w2(u02töci)l++wn(u0ntöci)l]6iwi+6ilwici6jwj(u0itöci)l-1õuit-6ilwici6jwj(u0itöci)l-1õu0it(5)K=(k1,k2,,kn)=lw1c16jwju01tc1l-1,lw2c26jwju02tc2l-1,,lwncn6jwju0ntcnl-16jwj=1,K=lw1c1u01tc1l-1,lw21c2u02tc2l-1,,lwncnu0ntcnl-1VT=(u1t,u2t,,unt),k0=6iwiu0itcil-6ilwiciu0itcil-1õu0it,(5)DI=KV+k0,DIDIMDI,MDI=KMVKTMDI=k21Mu1t+k22Mu2t++k2nMnt(6)Mu1t,Mu2t,,Muntu1t,u2t,,untZ(xt1,xt2,,xtn),uit,Mu1t=Mu2t==Munt=f2[6](6):MDI=(k21+k22++k2n)f2MDI=6ni=1lwiciu0itcil-12f2DIRDIRDI=MDI=fõ6lwiciu0itcil-12(7)3.2CI,CIZ3.2.1CI1)citcit=(xit-xit-1)öxt-1100=uit100(8)2)citSCitSCit=cit6mt=1ûcitûöm=uit6mt=1ûuitûöm(9)mZ3),,AtZAt=6ni=1wiõSCit6ni=1wi(10)0920031©1995-2005TsinghuaTongfangOpticalDiscCo.,Ltd.Allrightsreserved.6ni=1wi=1,At=6ni=1wiõSCit4)CItCIt=CIt-1õ(200+At)ö(200-At)(11)3.2.2CICI,ttZ[6].(8)-(11),CIt=CIt-1õ200+6ni=1wiõuit6tuitöm200-6ni=1wiõuit6tuitöm(12)6iuitöm,Z,CIt-16tuitöm,B=6iûuitûömZ(12),CIt=CIt-1õ200+6ni=1wiu0itöB200-6ni=1wiõu0itöB+6nj=1400wjöB200-6twiu0itöB2(ujt-u0jt)+RnCItMCIt=CI2t-1õ6nj=1400wjöB200-6iwiu0itöB22õMujtCItRCIt=fõCIt-1õ6nj=1400wjöB200-6iwiu0itöB22,t=2,CI1=100ZRDIRCIDICI,:R,Z44.1,,Z,69[2]Z1)();2)();3)();4)();5)();6)().191DICI©1995-2005TsinghuaTongfangOpticalDiscCo.,Ltd.Allrightsreserved.11990-2000GNP19902.123345226364215.196.089.4270132.22102.119912.853419026019178.176.898.869146.65108.319923.475582140161245.191.0130.8082.0163.87111.419935.17246322149294559.0131.0293.0593224.03119.819948.96570618337774975.4194.5275.72179.0293.96126.3199510.249161944485351,440.9284.1142.64285.0347.52118.4199612.79726094616011,432.7315.6161.60336.0391.90112.2199714.5210657294242961,376.8349.8282.17286464.42103.1199824.1410679974806641,658.5544.0190.00379.8492.71122.1199926.329671305929621,741.3563.5196.54453.7521.84101.6200030.2814069006838441,990.85570.91212.6453.82554.25100.84.2,,9:w=[0.2,0.1,0.1,0.1,0.1,0.1,0.1,0.1,0.1]4.3,,(1)l=0.8,,MATLABSPSS1991-2000,:1991-2000DI=[0.3722,0.4383,0.6939,0.4310,0.4296,0.4252,0.2641,0.6682,0.4595,0.18]RDI=[6.92,10.56,6.02,8.19,7.24,8.23,10.56,5.20,8.14,14.34]1990(100),19912000CI=[100.63,101.53,103.50,103.52,102.54,102.23,102.12,103.08,102.40,102.57]RCI=[13.3,7.7,8.3,11,14.9,1.8,12,43,40.9]3,4(3)L4.41,23,4:1),,L2),RDIRCI,,,L2.2920031©1995-2005TsinghuaTongfangOpticalDiscCo.,Ltd.Allrightsreserved.3421991199619921997199319981994199919952000,L3)2000,0.16,,2001L:[1].[J].,1996,(2):21-26.[2],.[J].,2000,(6):5-8.[3]BarnettW,ChenP.Theaggregation2theoreticmonetaryaggregatesarechaoticandhavestrangeattractors:ane2conometricapplicationofmathematicalchaos[A].WilliamBarnett.DynamicEconomicModeling[C].Cambridge:CambridgeUniversityPress,1988.275-296.[4]GuckenheimerJ,HolmesP.NonlinearOscillations.DynamicalSystemsandBifureationsofVectorFields[M].NewYork:Springer2Verlag,1997.[5],TsonisAA.Chaos:fromTheorytoApplications[M].NewYork:PlenumPress,1992.[6]BjerhammarA.TheoryofErrorsandGeneralizedMatrixInverses[M].Amsterdam:ElsevierScientificPublishingCompany.1993.[7],.[J].,2002,22(4):58-61.391DICI©1995-2005TsinghuaTongfangOpticalDiscCo.,Ltd.Allrightsreserved.

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