商业研究
商業研究
상업연구
COMMERCIAL RESEARCH
2014年
6期
51-56
,共6页
趋势外推模型%ARMA模型%煤炭需求%组合预测
趨勢外推模型%ARMA模型%煤炭需求%組閤預測
추세외추모형%ARMA모형%매탄수구%조합예측
trend extrapolation model%ARMA model%coal demand%combination forecast
煤炭资源是我国第一大能源资源,准确地预测煤炭需求动态趋势,对于保障能源供需平衡和规避能源供给风险,促进我国经济社会可持续发展具有重要意义。由于煤炭消费具有非线性和不确定性特征,任何单项煤炭需求预测模型都不能较好地拟合煤炭需求的变动趋势,进而导致预测精度偏低。本文利用ARMA模型拟合其不确定性趋势,紧紧围绕我国煤炭实际消费的非平稳变动特征,通过趋势外推模型拟合煤炭需求的确定性趋势;建立了基于趋势组合的我国煤炭需求预测模型,该模型运用表明其实用性和精确度都好于已有的组合预测模型。
煤炭資源是我國第一大能源資源,準確地預測煤炭需求動態趨勢,對于保障能源供需平衡和規避能源供給風險,促進我國經濟社會可持續髮展具有重要意義。由于煤炭消費具有非線性和不確定性特徵,任何單項煤炭需求預測模型都不能較好地擬閤煤炭需求的變動趨勢,進而導緻預測精度偏低。本文利用ARMA模型擬閤其不確定性趨勢,緊緊圍繞我國煤炭實際消費的非平穩變動特徵,通過趨勢外推模型擬閤煤炭需求的確定性趨勢;建立瞭基于趨勢組閤的我國煤炭需求預測模型,該模型運用錶明其實用性和精確度都好于已有的組閤預測模型。
매탄자원시아국제일대능원자원,준학지예측매탄수구동태추세,대우보장능원공수평형화규피능원공급풍험,촉진아국경제사회가지속발전구유중요의의。유우매탄소비구유비선성화불학정성특정,임하단항매탄수구예측모형도불능교호지의합매탄수구적변동추세,진이도치예측정도편저。본문이용ARMA모형의합기불학정성추세,긴긴위요아국매탄실제소비적비평은변동특정,통과추세외추모형의합매탄수구적학정성추세;건립료기우추세조합적아국매탄수구예측모형,해모형운용표명기실용성화정학도도호우이유적조합예측모형。
Coal is the largest energy resources in China , so accurately predicting dynamic trend in coal demand has an important significance for guaranteeing the balance between energy supply and its demand to avoid the energy supply risks, and affirm economic and social sustainable development in China .Due to the nonlinear and uncertain characteris-tics of coal consumption , a single coal demand forecast model cannot better anticipate change trend of coal demand , which leads to the low prediction accuracy .Utilizing ARMA model to determine its uncertainty trend , and encircling the non-stationary characteristics of changes of actual consumption of coal in China to explore the deterministic trend of de -mand for coal , the paper establishes China′s coal demand forecast model based on trend combination .The application of this model depicts that it is more useful and accurate than the existing combination forecast model .