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Co-integration Analysis of Multiplexed System Based on VAR

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Advances in Neural Networks – ISNN 2009 (ISNN 2009)

Part of the book series: Lecture Notes in Computer Science ((LNTCS,volume 5551))

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Abstract

The variation of elements in a compound system is mostly non-stationary. Whether these element variables have long-term mutual connection or balanced relations, is essential to determine the interaction relationships between the subsystems. Co-integration is usually used to describing the long-term balanced relations between these non-stationary variables in a statistical method. In view of the fact that elements of a compound system is mostly non-stationary, this paper gave a method using co-integration analysis to determine the long-term inter-relationship between elements of the compound system or its subsystems, and carried this method on the co-integration analysis of the Guangxi Province compound system, composed of education, economy science and technology system, the result of which indicated that economy growth was the reason of the development of education and technological achievements in Guangxi from 1994 to 2006.

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Author information

Authors and Affiliations

  1. Institute of Systems Engineering, Huazhong University of Science & Technology, Wuhan, 430074, China

    Zhengping He, Hongtao Zhou, Wei Zeng, Jiang Jiang & Qi Fei

Authors
  1. Zhengping He
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  2. Hongtao Zhou
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  3. Wei Zeng
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  4. Jiang Jiang
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  5. Qi Fei
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Editor information

Editors and Affiliations

  1. Departamento de Control Automático, CINVESTAV-IPN, A.P. 14-740, Av.IPN 2508, 07360, México D.F., México

    Wen Yu

  2. Deptartment of Electrical and Computer Engineering, Stevens Institute of Technology, NJ 07030, Hoboken, USA

    Haibo He

  3. Dept. of Electrical and Computer Engineering, South Dakota School of Mines & Technology, 501 E. St. Joseph Street, Rapid City, SD 57701, USA

    Nian Zhang

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© 2009 Springer-Verlag Berlin Heidelberg

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He, Z., Zhou, H., Zeng, W., Jiang, J., Fei, Q. (2009). Co-integration Analysis of Multiplexed System Based on VAR. In: Yu, W., He, H., Zhang, N. (eds) Advances in Neural Networks – ISNN 2009. ISNN 2009. Lecture Notes in Computer Science, vol 5551. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-01507-6_125

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  • DOI: https://doi.org/10.1007/978-3-642-01507-6_125

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-642-01506-9

  • Online ISBN: 978-3-642-01507-6

  • eBook Packages: Computer ScienceComputer Science (R0)

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