Article(id=1241522851128333014, tenantId=1146029695717560320, journalId=1227665162245664772, issueId=1241522846384583426, articleNumber=null, orderNo=null, doi=10.20043/j.cnki.MPM.202307146, pmid=null, cstr=null, oa=null, hot=null, price=null, onlineType=0, articleFormat=0, articleType=null, articleTypeStr=null, receivedDate=1689004800000, receivedDateStr=2023-07-11, revisedDate=null, revisedDateStr=null, acceptedDate=null, acceptedDateStr=null, onlineDate=1773931714087, onlineDateStr=2026-03-19, pubDate=1707494400000, pubDateStr=2024-02-10, doiRegisterDate=null, doiRegisterDateStr=null, onlineIssueDate=1773931714087, onlineIssueDateStr=2026-03-19, onlineJustAcceptDate=null, onlineJustAcceptDateStr=null, onlineFirstDate=null, onlineFirstDateStr=null, sourceXml=null, magXml=null, createTime=1773931714087, creator=13701087609, updateTime=1773931714087, updator=13701087609, issue=Issue{id=1241522846384583426, tenantId=1146029695717560320, journalId=1227665162245664772, year='2024', volume='51', issue='3', pageStart='385', pageEnd='576', issueExtLink='null', onlineDate='null', pubDate='null', beforeIssueId=null, nextIssueId=null, price=null, status=1, issueComplete=1, articleOrder=1, issueType=-1, specialIssue=null, createTime=1773931712956, creator=13701087609, updateTime=1773931842201, updator=13701087609, preIssue=null, nextIssue=null, ext={EN=IssueExt(id=1241523388544504301, tenantId=1146029695717560320, journalId=1227665162245664772, issueId=1241522846384583426, language=EN, specialIssueTitle=, coverIllustrator=null, specialIssueEditor=, specialIssueAbout=), CN=IssueExt(id=1241523388544504302, tenantId=1146029695717560320, journalId=1227665162245664772, issueId=1241522846384583426, language=CN, specialIssueTitle=, coverIllustrator=null, specialIssueEditor=, specialIssueAbout=)}, issueFiles=null}, startPage=466, endPage=470, ext={EN=ArticleExt(id=1241522851489043178, articleId=1241522851128333014, tenantId=1146029695717560320, journalId=1227665162245664772, language=EN, title=Study on prediction of under five mortality rate in Shenzhen based on ARIMA model and GM (1,1) model, columnId=1228016568949474136, journalTitle=Modern Preventive Medicine, columnName=Child and Adolescent Health, Maternal and Child Health, runingTitle=null, highlight=null, articleAbstract=
Objective

To compare the fitting effect of ARIMA model and grey model (GM) (1,1) in the under five mortality rate(U5MR) in Shenzhen, and to predict the U5MR in Shenzhen in the next 3 years, so as to provide scientific basis for the formulation of child health care plan.

Methods

Taking the U5MR in Shenzhen from 2005 to 2022 as the original data, ARIMA model and GM (1,1) model were constructed to fit the child mortality rate. The mean absolute error (MAE) and mean absolute percentage error (MAPE) were used to compare the fitting effect of the two models.

Results

From 2005 to 2022, the U5MR in Shenzhen showed a downward trend, lower than the national average. The MAE of the constructed ARIMA model and GM (1,1) model was 0.30 and 0.24, respectively, and the MAPE was 11.53% and 8.73%, respectively. The fitting effect of the GM (1,1)model was good. The U5MR in Shenzhen from 2023 to 2025 would be 1.27 ‰, 1.18 ‰, and 1.09 ‰, respectively, predicted by GM (1,1) model.

Conclusion

The fitting effect of GM (1, 1) model on U5MR in Shenzhen is better than that of ARIMA model, and it is predicted that the U5MR in Shenzhen will decrease year by year in the next 3 years.

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目的

比较ARIMA模型和GM(1,1)模型在深圳市5岁以下儿童死亡率中的拟合效果,并对未来3年本市5岁以下儿童死亡率进行预测,为儿童保健工作方案的制定提供科学依据。

方法

以2005—2022年深圳市5岁以下儿童死亡率为原始数据,分别构建ARIMA模型和GM(1,1)模型,进行儿童死亡率的拟合,采用平均绝对误差(MAE)和平均绝对百分比误差(MAPE)来比较模型的拟合效果。

结果

2005—2022年深圳市5岁以下儿童死亡率呈下降趋势,且低于全国平均水平。构建的ARIMA(1,1,0)模型和GM(1,1)模型的MAE分别为0.30、0.24,MAPE分别为11.53%、8.73%,GM(1,1)模型的拟合效果较好。利用GM(1,1)模型预测2023—2025年深圳市5岁以下儿童死亡率分别为1.27‰、1.18‰、1.09‰。

结论

GM(1,1)模型对深圳市5岁以下儿童死亡率的拟合效果优于ARIMA模型,预测未来3年本市5岁以下儿童死亡率逐年下降。

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杨伟康,E-mail:
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王嫚(1992—),女,硕士,主治医师,研究方向:妇幼保健与健康教育

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注:A为自相关(ACF)图;B为偏自相关(PACF)图。

, figureFileSmall=GT+w0LxBG6/4rq9gPpXR0A==, figureFileBig=a4n1P28k5kNTvXtj/SoMFw==, tableContent=null), ArticleFig(id=1241680454034707058, tenantId=1146029695717560320, journalId=1227665162245664772, articleId=1241522851128333014, language=EN, label=Figure 4, caption=Comparison of fitting results between ARIMA and GM(1,1)model, figureFileSmall=U+k+Q5lA3Xy+M7coFHIkOQ==, figureFileBig=Gzy4WqoGdddOc+Kdcp/9nw==, tableContent=null), ArticleFig(id=1241680454160536184, tenantId=1146029695717560320, journalId=1227665162245664772, articleId=1241522851128333014, language=CN, label=图4, caption=ARIMA模型和GM(1,1)模型拟合结果比较, figureFileSmall=U+k+Q5lA3Xy+M7coFHIkOQ==, figureFileBig=Gzy4WqoGdddOc+Kdcp/9nw==, tableContent=null), ArticleFig(id=1241680454265393792, tenantId=1146029695717560320, journalId=1227665162245664772, articleId=1241522851128333014, language=EN, label=Table 1, caption=

The criterion of fitting accuracy of GM (1,1) model

, figureFileSmall=null, figureFileBig=null, tableContent=
拟合精度等级CP
Ⅰ级(好)<0.35>0.95
Ⅱ级(合格)<0.50>0.80
Ⅲ级(勉强合格)<0.65>0.70
Ⅳ级(不合格)≥0.65≤0.70
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GM(1,1)模型拟合精度判断标准

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拟合精度等级CP
Ⅰ级(好)<0.35>0.95
Ⅱ级(合格)<0.50>0.80
Ⅲ级(勉强合格)<0.65>0.70
Ⅳ级(不合格)≥0.65≤0.70
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Prediction results of ARIMA(1,1,0)model for U5MR in Shenzhen from 2005 to 2025

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年份(年)实测值预测值残差相对误差(%)
20055.46
20065.105.23-0.13-2.55
20073.994.93-0.94-23.56
20084.404.240.163.64
20093.083.81-0.73-23.70
20103.503.440.061.71
20112.992.910.082.68
20122.542.91-0.37-14.57
20133.152.420.7323.17
20142.792.450.3412.19
20152.502.62-0.12-4.80
20162.212.30-0.09-4.07
20171.802.01-0.21-11.67
20181.871.660.2111.23
20191.801.470.3318.33
20201.491.480.010.67
20211.361.300.064.41
20221.601.070.5333.13
20231.10
20241.01
20250.70
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2005—2025年深圳市U5MR的ARIMA(1,1,0)模型预测结果

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年份(年)实测值预测值残差相对误差(%)
20055.46
20065.105.23-0.13-2.55
20073.994.93-0.94-23.56
20084.404.240.163.64
20093.083.81-0.73-23.70
20103.503.440.061.71
20112.992.910.082.68
20122.542.91-0.37-14.57
20133.152.420.7323.17
20142.792.450.3412.19
20152.502.62-0.12-4.80
20162.212.30-0.09-4.07
20171.802.01-0.21-11.67
20181.871.660.2111.23
20191.801.470.3318.33
20201.491.480.010.67
20211.361.300.064.41
20221.601.070.5333.13
20231.10
20241.01
20250.70
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Prediction results of GM(1,1)model for U5MR in Shenzhen from 2005 to 2025

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年份(年)t实测值x(0)(t)累加值x(1)(t)累加均值z(t)预测值(0)(t)残差e(t)相对误差(%)
200515.465.465.46
200625.1010.568.014.670.438.43
200733.9914.5512.564.33-0.34-8.52
200844.4018.9516.754.010.398.86
200953.0822.0320.493.71-0.63-20.45
201063.5025.5323.783.440.061.71
201172.9928.5227.033.18-0.19-6.35
201282.5431.0629.792.95-0.41-16.14
201393.1534.2132.642.730.4213.33
2014102.7937.0035.612.530.269.32
2015112.5039.5038.252.340.166.40
2016122.2141.7140.612.170.041.81
2017131.8043.5142.612.01-0.21-11.67
2018141.8745.3844.451.860.010.53
2019151.8047.1846.281.720.084.44
2020161.4948.6747.931.60-0.11-7.38
2021171.3650.0349.351.48-0.12-8.82
2022181.6051.6350.831.370.2314.38
2023191.27
2024201.18
2025211.09
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2005—2025年深圳市U5MR的GM(1,1)模型预测结果

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年份(年)t实测值x(0)(t)累加值x(1)(t)累加均值z(t)预测值(0)(t)残差e(t)相对误差(%)
200515.465.465.46
200625.1010.568.014.670.438.43
200733.9914.5512.564.33-0.34-8.52
200844.4018.9516.754.010.398.86
200953.0822.0320.493.71-0.63-20.45
201063.5025.5323.783.440.061.71
201172.9928.5227.033.18-0.19-6.35
201282.5431.0629.792.95-0.41-16.14
201393.1534.2132.642.730.4213.33
2014102.7937.0035.612.530.269.32
2015112.5039.5038.252.340.166.40
2016122.2141.7140.612.170.041.81
2017131.8043.5142.612.01-0.21-11.67
2018141.8745.3844.451.860.010.53
2019151.8047.1846.281.720.084.44
2020161.4948.6747.931.60-0.11-7.38
2021171.3650.0349.351.48-0.12-8.82
2022181.6051.6350.831.370.2314.38
2023191.27
2024201.18
2025211.09
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基于ARIMA模型与GM(1,1)模型的深圳市5岁以下儿童死亡率的预测研究
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王嫚 , 杨伟康
现代预防医学 | 儿少卫生与妇幼保健 2024,51(3): 466-470
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现代预防医学 | 儿少卫生与妇幼保健 2024, 51(3): 466-470
基于ARIMA模型与GM(1,1)模型的深圳市5岁以下儿童死亡率的预测研究
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王嫚, 杨伟康
作者信息
  • 深圳市龙华区妇幼保健院预防保健部,广东 深圳 518000
  • 王嫚(1992—),女,硕士,主治医师,研究方向:妇幼保健与健康教育

通讯作者:

杨伟康,E-mail:
Study on prediction of under five mortality rate in Shenzhen based on ARIMA model and GM (1,1) model
Man WANG, Wei-kang YANG
Affiliations
  • Department of Prevention and Health Care, Maternal and Child Health Hospital of Longhua District, Shenzhen, Guangdong 518000, China
出版时间: 2024-02-10 doi: 10.20043/j.cnki.MPM.202307146
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目的

比较ARIMA模型和GM(1,1)模型在深圳市5岁以下儿童死亡率中的拟合效果,并对未来3年本市5岁以下儿童死亡率进行预测,为儿童保健工作方案的制定提供科学依据。

方法

以2005—2022年深圳市5岁以下儿童死亡率为原始数据,分别构建ARIMA模型和GM(1,1)模型,进行儿童死亡率的拟合,采用平均绝对误差(MAE)和平均绝对百分比误差(MAPE)来比较模型的拟合效果。

结果

2005—2022年深圳市5岁以下儿童死亡率呈下降趋势,且低于全国平均水平。构建的ARIMA(1,1,0)模型和GM(1,1)模型的MAE分别为0.30、0.24,MAPE分别为11.53%、8.73%,GM(1,1)模型的拟合效果较好。利用GM(1,1)模型预测2023—2025年深圳市5岁以下儿童死亡率分别为1.27‰、1.18‰、1.09‰。

结论

GM(1,1)模型对深圳市5岁以下儿童死亡率的拟合效果优于ARIMA模型,预测未来3年本市5岁以下儿童死亡率逐年下降。

ARIMA模型  /  GM(1,1)模型  /  5岁以下儿童死亡率  /  预测
Objective

To compare the fitting effect of ARIMA model and grey model (GM) (1,1) in the under five mortality rate(U5MR) in Shenzhen, and to predict the U5MR in Shenzhen in the next 3 years, so as to provide scientific basis for the formulation of child health care plan.

Methods

Taking the U5MR in Shenzhen from 2005 to 2022 as the original data, ARIMA model and GM (1,1) model were constructed to fit the child mortality rate. The mean absolute error (MAE) and mean absolute percentage error (MAPE) were used to compare the fitting effect of the two models.

Results

From 2005 to 2022, the U5MR in Shenzhen showed a downward trend, lower than the national average. The MAE of the constructed ARIMA model and GM (1,1) model was 0.30 and 0.24, respectively, and the MAPE was 11.53% and 8.73%, respectively. The fitting effect of the GM (1,1)model was good. The U5MR in Shenzhen from 2023 to 2025 would be 1.27 ‰, 1.18 ‰, and 1.09 ‰, respectively, predicted by GM (1,1) model.

Conclusion

The fitting effect of GM (1, 1) model on U5MR in Shenzhen is better than that of ARIMA model, and it is predicted that the U5MR in Shenzhen will decrease year by year in the next 3 years.

ARIMA model  /  GM (1,1) model  /  Under 5 mortality rate  /  Prediction
王嫚, 杨伟康. 基于ARIMA模型与GM(1,1)模型的深圳市5岁以下儿童死亡率的预测研究. 现代预防医学, 2024 , 51 (3) : 466 -470 . DOI: 10.20043/j.cnki.MPM.202307146
Man WANG, Wei-kang YANG. Study on prediction of under five mortality rate in Shenzhen based on ARIMA model and GM (1,1) model[J]. Modern Preventive Medicine, 2024 , 51 (3) : 466 -470 . DOI: 10.20043/j.cnki.MPM.202307146
5岁以下儿童死亡率(under five mortality rate,U5MR)是衡量一个国家和地区社会、经济、医疗卫生及妇幼保健水平的重要指标[1]。在许多国家的统计数据中,都以U5MR作为儿童死亡状况的第一监测指标[2]。中国儿童发展纲要(2021—2030年)中明确提出,到2030年U5MR降低至6‰以下[3],深圳市儿童发展规划(2021—2030年)中的目标为3.5‰以下[4]。本研究利用2005—2022年深圳市U5MR数据分别构建ARIMA模型和 GM(1,1)模型,比较两种模型的拟合效果,选出最适合于本市U5MR的预测模型。通过构建的模型预测未来三年深圳市U5MR,提前掌握U5MR变化趋势,为相关部门有效制定相应的防控措施及政策提供科学依据。
资料来源于深圳市卫生健康委员会公布的《深圳市卫生统计年鉴》中的2005—2022年深圳市U5MR数据,真实可靠。
ARIMA模型称作自回归求和移动平均模型,是由Box和Jenkins于1970年提出的比较成熟的时间序列建模方案,模型建立的主要步骤如下[5]:(1)判断序列的平稳性:根据时间序列图、自相关函数(autocorrelation function,ACF)及偏自相关函数(partial autocorrelation function,PACF)判断序列的平稳性,若为非平稳性序列,则需要通过差分、数据转换等方法将非平稳的序列转化为平稳性序列,并确定差分阶数d。(2)模型的识别:根据序列的ACF图及PACF图进行定阶,确定p、q的数值和模型的类型。(3)模型参数估计:利用现有的样本数据对已选出的模型参数进行估计。(4)模型检验:通过计算Ljung-Box Q统计量来判断模型残差是否为白噪声,若模型残差序列是白噪声序列,说明所建立的模型是适宜的,可以用于预测。
灰色预测模型是由我国学者邓聚龙教授于1985年提出,用于解决小样本、贫信息数据的分析、预测,其中,GM(1, 1)模型是最核心、最常见的灰色预测模型,模型建立的主要步骤如下[6-7]:(1)设原始序列x(0)={x(0)(t), t=1, 2, ……, n},作一次累加生成新序列x(1)={x(1)(t), t=1, 2, ……, n},并对累加序列计算紧邻均值序列z(t)=[x(1)(t)+x(1)(t-1)]/2。(2)建立灰色一阶微分方程:x(0)(t)+az(1)(t)=u,其中,a称为发展系数,μ称为灰色作用量,利用最小二乘法求解参数aμ。求解白化微分方程:dx(1)/dt+ax(1)=μ,得到模型:(1)t+1)=[x(0)(1)-u/a)]e-at+u/a, t=1, 2, ……, n。(3)将数列(1)(t+1)作递减还原,即得到原始数列x(0)(t)的估计值:x(0)(t)=(1)(t)-(1)(t-1)。(4)模型精度检验:计算后验误差C值和小概率误差P值,来判断模型的拟合精度,C值越小,P值越大,表示模型拟合精度越好,见表1
采用SPSS 20.0软件构建ARIMA模型,Excel 2019构建GM(1,1)模型,并根据构建的模型对研究数据进行拟合、预测。
根据拟合结果与实际值计算出拟合误差,采用平均绝对误差(MAE)和平均绝对百分比误差(MAPE)来比较两种模型的拟合优劣。
2005—2022年深圳市U5MR总体呈下降趋势,死亡率由2005年的5.46‰下降至2022年的1.60‰,下降了70.70%。这与全国U5MR的变化趋势一致,且死亡率远低于全国平均水平。见图1
首先绘制原始数据的时间序列图,由图2可知,深圳市U5MR随时间推移呈明显的下降趋势,属于非平稳性序列,需进行差分平稳。经过一阶差分后,序列表现为平稳,因此差分d的阶数等于1。再对一阶差分后的序列绘制自相关(ACF)图及偏自相关(PACF)图,由图3可知,ACF在一阶之后在置信区间内缓慢变化,呈拖尾性,因此q=0;PACF在一阶以后迅速回落至置信区间内,骤减趋于0,呈一阶截尾,因此p=1;初步构建ARIMA(1,1,0)模型。经检验,模型拟合统计量R2为0.850,标准化BIC为-1.359,模型参数检验t=-2.511,P<0.05。对模型残差进行白噪声检验,结果Q6=2.694,P>0.1,Q12=4.459,P>0.1,说明残差满足白噪声检验,模型是适宜的,可以用于预测。经预测,2023—2025年深圳市5岁以下儿童死亡率分别为1.10‰、1.01‰、0.70‰,具体拟合及预测结果见表2
根据2005—2022年深圳市U5MR的实测值x(0)(t),计算累加值x(1)(t)及累加均值z(t),然后计算累加序列的一阶微分方程,根据最小二乘法计算发展系数a和灰色作用量u,求得a=0.076 7,u=5.273 8,代入公式得预测模型为:(1)(t+1)=-63.298 8 e-0.0767t+68.758 8。对数列(1)(t+1)作递减还原,即得到原始数列x(0)(t)的估计值(0)(t)。对模型的拟合精度进行检验,计算得到后验差比C值为0.28,小误差概率P值为1.0,根据表1的判断标准可知,模型精度等级为Ⅰ级,可用于外推预测。经预测,2023—2025年深圳市5岁以下儿童死亡率分别为1.27‰、1.18‰、1.09‰,具体拟合及预测结果见表3
ARIMA模型和GM(1,1)模型的拟合值均与实际值相吻合,拟合精度良好,均可用于预测,两种模型的拟合及预测效果见图4。但是,ARIMA模型的平均绝对误差(MAE)和平均绝对百分比误差(MAPE)分别为0.30、11.53%,GM(1,1)模型的平均绝对误差(MAE)和平均绝对百分比误差(MAPE)分别为0.24、8.73%。因此,针对深圳市5岁以下儿童死亡率的预测,GM(1,1)模型的预测效果优于ARIMA模型。
根据2005—2022年深圳市U5MR的数据可以看出,深圳市U5MR呈逐年下降趋势,与全国U5MR的变化趋势一致,但死亡率远低于全国平均水平[8]。这与深圳市快速的经济发展、健全的医疗体系、完善的救助系统以及惠民的政策是密不可分的。
通过构建数学模型来预测事物的发生趋势已成为人们认识事物发展规律及制定决策的一个重要手段。在众多统计模型中,ARIMA模型和GM(1,1)模型是较为常见、且比较成熟的时间序列预测模型,因模型构建过程简单,只需要历史数据即可进行建模预测,可行性较高,因此被广泛应用于疾病发病率和死亡率预测、妇幼保健指标预测、卫生人力资源和卫生费用预测、药品价格预测、门诊量预测等医疗卫生领域,为医疗决策的有效制定提供了科学依据[9-14]。然而,ARIMA模型和GM(1,1)模型均存在自身的优势和不足,对于波动较大的时间序列数据,特别是当序列存在周期性波动或季节性波动时宜选用ARIMA模型,但该模型的缺点是需要较大的样本数据才能取得良好的预测效果;当数据的样本量较小时宜选用GM(1,1)模型,但若序列波动较大,则预测效果可能不佳。因此,在实际工作中,应根据数据的特征选择合适的预测模型。
5岁以下儿童死亡占18岁以下儿童死亡的90%以上,U5MR综合反映了一个国家和地区社会经济发展水平和居民健康状况,因此,对U5MR进行精准预测可以为社会、卫生政策的科学制定提供重要的参考依据。国内学者通过采用ARIMA模型[15-16]或GM(1,1)模型[17-19]对不同地区U5MR进行预测,均取得了较好的预测效果。然而,单个模型的预测结果可能存在偏差,为了提高预测精度,通常需要采用多个模型进行对比分析。本研究为了寻找比较适合于深圳市U5MR的预测模型,同时构建了ARIMA模型和GM(1,1)模型进行拟合及预测,从拟合结果来看,两种模型的拟合值均与实际值相吻合,通过了模型检验,均可用于深圳市U5MR的外推预测。但是,通过比较两种模型的平均绝对百分比误差可以发现,GM(1,1)模型的平均绝对百分比误差小于ARIMA模型的平均绝对百分比误差,说明GM(1,1)模型对深圳市U5MR的预测效果优于ARIMA模型,这与庞艳蕾[20]等的研究结果一致。
利用GM(1,1)模型对2023—2025年深圳市U5MR进行预测,结果分别为1.27‰、1.18‰、1.09‰,即未来三年深圳市U5MR逐渐下降,与现有的变化趋势一致。然而,U5MR受很多因素的影响,比如社会、经济、医疗资源、卫生政策、居住环境等,且各种影响因素的特点不同,对U5MR的影响程度也不一样。本研究仅利用既往的监测数据通过构建数学模型来预测U5MR未来的发展趋势,未考虑其他因素变化对U5MR的影响,因此,在未来的研究中应将这部分影响因素纳入进来进行综合分析及预测。
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doi: 10.20043/j.cnki.MPM.202307146
  • 接收时间:2023-07-11
  • 首发时间:2026-03-19
  • 出版时间:2024-02-10
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    深圳市龙华区妇幼保健院预防保健部,广东 深圳 518000

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鹅膏菌科Amanitaceae 2 11 5.26 鹅膏菌属 Amanita 10 4.78
小菇科 Mycenaceae 2 12 5.74 丝盖伞属 Inocybe 5 2.39
多孔菌科 Polyporaceae 8 14 6.70 蜡蘑属 Laccaria 5 2.39
红菇科 Russulaceae 3 23 11.00 小皮伞属 Marasmius 6 2.87
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