煤炭大数据指数编制及经验模态分解模型研究

基于开放性数据源、连续观测昨多变量数据编制的大数据指数,与传统的统计调查指数存在的差异不仅在于数据本身的无限扩张,而且在于编制方法以及分解研究的规则、模型方面的差异。在大数据背景下,率先尝试性地提出大数据指数的定义和数据假设,将"互联网大数据指数"引入煤炭交易价格指数综合编制太原煤炭交易大数据指数,从而反映煤炭价格的变动趋势;导入经验模态分解模型,对所编制的煤炭大数据指数进行分解研究,尝试比较与传统的统计调查指数的差异。研究表明:新编制的煤炭价格大数据指数要比太原煤炭交易价格指数更为敏感和迅速,能更好地反映煤炭价格的变动趋势。随着"互联网+"和大数据战略的逐渐普及,基于互联网大数据编制的综合指数会影响到更多领域,将成为经济管理和社会发展各个领域的晴雨表和指示器;与传统统计调查指数逐步融合、互补或者升级,成为宏观经济大数据指数的重要组成部分。

The Big Data Index Compiling of Coal and the Research of EMD Models

Based on open data source,continuous observation and multivariate data establishment,the big data index shows a couple of differences with traditional statistical survey index in terms of unlimited expansion of data itself,indexing and decomposition methods as well as different research approaches.In the light of big data,this paper takes the lead in trying to put forward the definition of big data index and data hypothesis,then introducing"internet big data index"into CTPI(Coal Transaction Price Index)in order to synthetically compile a big data index of coal trading in Taiyuan,which is expected to depict the changing tendency of coal price.This paper adopt EMD (Empirical Mode Decomposition )model for decomposition research of the already-made big data index coal transaction,intending to compare it with the one made through traditional statistical survey.The study shows that the big data index of coal price is more sensitive and rapid than CTPI in reflecting the changing tendency of coal price.With the increasing popularity of"Internet Plus"and Strategy of Big Data,comprehensive index based on the internet big data will affect more and more fields,becoming a barometer and indicator of economic management and all other fields of social development,gradually replacing or turning into a vital supplement of traditional statistical survey index.