小波神经网络在房地产价格指数预测中的应用

2004-04-09227200571006-9348200507-0096-03200052RBFMATLABTP391.9ARealEstatePriceIndicesForcastbyUsingWaveletNeuralNetworkWANGJingTIANPengAntaiSchoolofManagementShanghaiJiaotongUniv.Shanghai200052ChinaABSTRACTAsrealestatepriceindicesplaymoresignificantrolesitisnecessarytogivemoreeffectivemethodforforecastingrealestatepriceindices.ByexploitingthedatafromtheShanghaihousingpriceindexofChinaRealEs-tateIndexSystemCREISthispaperpresentsawaveletneuralnetworkWNNmodeltogiveitsforecasting.ThecomparisonsamongWNNtheexponentialsmoothingandRBFneuralnetworkwhicharewidelyapplicableshowthattheforecastingoftheWNNmodelismoreeffectivegiventhelargesample.KEYWORDSRealestatepriceindicesForecastWaveletneuralnetwork112345678910210CREIS354050Laspeyress1112Pc=(ni=1Pi×Ai(ni=1Ai1PcPiAinIf=PcPs×1000269IfPs12199612～200111311BPRBFRBF4-L20∞122)yk+1=(Nj=0cjΦjx+a03Φjx=9Mi=1Фjixcabxkykyk-1yk-M+1Фjix=Фx-mji/djiФxmd)y=ψxθθθ=mjidjicja0Jθ=12(Npn=1yn)-yn2=12(Npn=1en245J5a0=-(Npn=1yn)-yn55J5cj=-(Npn=1yn)-ynФjix625J5mji=-(Npn=1yn)-yncj5Ф5x-1dji75J5dji=-(Npn=1yn)-yncj5Ф5x-xn-mjid2ji8Δθ=-5J5θpθθk+1=θk+Δθ9Morlet-Gaussinφx=-xe-12x2M=5207950536-5556-603RBF25414RBF1RBFRBF100001.132618.22333.79%100000.704411.74922.56%n=17/3α=0.31.53985RBF1.J.2002425-27.2JeffreyEZabel.ControllingforqualityinhousingpriceindicesJ.JournalofRealEstateFinanceandEconomics.1999193223-241.3CregCostelloCraigWatkins.TowardsasystemoflocalhousepriceindicesJ.HousingStudies2002176857-873.4YFu.estimatingthelaggingerrorinrealestatepriceindicesJ.RealEstateeconomics200331175-98.5JDombrowJRKnightCFSirmans.Aggregationbiasinrepeat-salesindicesJ.JournalofRealEstateFinanceandEconomics1997141-275-88.6RichardAMeese.Theconstructionofresidentialhousingpricein-dicesacomparisonofrepeat-salehedonic-regressionandhy-bridapproachesJ.JournalofRealEstateFinanceandEconom-ics19971451-73.7RichardJButtimerJr.Amodelforsecuritiesdependentuponare-alestateindexJ.Journalofhousingeconomics1997616-30.8JamasRFollainACharles.Calhoun.Constructingindicesofpriceofmultifamilypropertiesusingthe1991residentialfinancesurveyJ.JournalofRealEstateandEconomics199714235-255.9.GM11J.199922390～93.10.D.1999.11.M.2001.12.M.1994.1977-1958-89