关键词: 产能利用率, 合意区间, 多重分形去趋势波动分析, 替代数据法

Abstract: To achieve precise identification and control of industrial overcapacity, an estimation method of consensual industrial capacity utilization interval based on Surrogate Data method and Multifractal Detrended Fluctuation Analysis is proposed. Firstly, the long-range correlation and multifractal characteristics of the original time series are judged.Secondly, the Hurst index of all rearranged sequences is calculated by Surrogate Data and Multifractal Detrended Fluctuation Analysis method, and then the consensual industrial capacity utilization interval is determined according tothe convergence of exponents. Finally, the coal industry is taken as an example to verify the model. The results show that the method can adaptively determine the threshold value from the evolution law of data itself, and effectively overcome limitations of subjectivity and lack of theoretical basis of the traditional statistical and empirical methods; the consensual capacity utilization interval of China’s coal industry is 73.73%~86.23%. This study provides a quantitative analysis tool for the monitoring and identification of industrial overcapacity risks and provides a decision-making basis for deepening the governance of coal overcapacity.

Key words: capacity utilization, consensual interval, multifractal detrended fluctuation analysis, surrogate data