P75 4.3.3 三参数Logistic模型
由公式
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y = \frac{c}{1+ae^{-bt}}
y=1+ae−btc推到为二阶Bernouli方程
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\frac{dy}{dt}=by-\frac{b}{c}y^2
dtdy=by−cby2。重温高等数学求复合函数的导数。
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v=-bt; u = 1+ae^v;y=\frac{c}{u}
v=−bt;u=1+aev;y=uc
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\frac{dy}{dt} = \frac{dy}{du} \cdot \frac{du}{dv} \cdot \frac{dv}{dt}
dtdy=dudy⋅dvdu⋅dtdv
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\frac{dv}{dt} = v^{'} = (-bt)^{'} = -b
dtdv=v′=(−bt)′=−b
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\frac{du}{dv} = u^{'} = (1+ae^v)^{'} = ae^v = ae^{-bt} = \frac{c}{y} - 1
dvdu=u′=(1+aev)′=aev=ae−bt=yc−1
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\frac{dy}{du} = (\frac{c}{u})^{'} = -\frac{c}{u^2} = -\frac{c}{(1+ae^{-bt})^2}=-\frac{c}{(\frac{c}{y})^2}=-\frac{y^2}{c}
dudy=(uc)′=−u2c=−(1+ae−bt)2c=−(yc)2c=−cy2
最后：
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\frac{dy}{dt} = \frac{dy}{du} \cdot \frac{du}{dv} \cdot \frac{dv}{dt} = -\frac{y^2}{c} \cdot (\frac{c}{y}-1) \cdot (-b) = \frac{by^2}{c} \cdot (\frac{c}{y}-1)=by-\frac{b}{c}y^2
dtdy=dudy⋅dvdu⋅dtdv=−cy2⋅(yc−1)⋅(−b)=cby2⋅(yc−1)=by−cby2
根据Taylor多项式近似,可得到 Δ y Δ x = y t − y t − 1 Δ t = b y t − 1 − b c y t − 1 2 \frac{\Delta y}{\Delta x} = \frac{y_t-y_{t-1}}{\Delta t}=by_{t-1}-\frac{b}{c}y_{t-1}^2 ΔxΔy=Δtyt−yt−1=byt−1−cbyt−12.
y t − y t − 1 Δ t = y ′ ( t − 1 ) = d y d t ∣ y t − 1 = b y t − 1 − b c y t − 1 2 \frac{y_t-y_{t-1}}{\Delta t} = y^{'}(t-1)=\frac{dy}{dt} \bigg|_{y_{t-1}} =by_{t-1}-\frac{b}{c}y_{t-1}^2 Δtyt−yt−1=y′(t−1)=dtdy∣∣∣∣yt−1=byt−1−cbyt−12
y t = ( 1 + b Δ t ) y t − 1 − b Δ t c y t − 1 2 y_t =(1+b\Delta t)y_{t-1} - \frac{b\Delta t}{c}y_{t-1}^2 yt=(1+bΔt)yt−1−cbΔtyt−12
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