CAJ | 학술논문

介绍一种精度较高的时间序列短期预测方法,即带有周期性的ARMA模型。通过该数学模型的分析与研究,对时间序列整个变化的规律性做出近似描述,更准确的认识与了解到时间序列的结构与特征,进而达到最小方差意义下的最优预测。
개소일충정도교고적시간서렬단기예측방법,즉대유주기성적ARMA모형。통과해수학모형적분석여연구,대시간서렬정개변화적규률성주출근사묘술,경준학적인식여료해도시간서렬적결구여특정,진이체도최소방차의의하적최우예측。
This paper introduces a precise short--term prediction method of Times Series that is with periodic ARMA model.Through the analysis and study of the mathematical model the sequence of the whole change regularity making approximate description can more accurately understand the times series and it's structure and characteristics and to achieve the minimum variance under the meaning of the optimal forecasting.