运筹与管理
運籌與管理
운주여관리
OPERATIONS RESEARCH AND MANAGEMENT SCIENCE
2014年
3期
190-196
,共7页
组合预测%时间要素%AR( p)模型%精度
組閤預測%時間要素%AR( p)模型%精度
조합예측%시간요소%AR( p)모형%정도
combined forecasting%factor of time%AR( p) model%precision
为了分析时间因素对组合预测模型预测精度的影响,基于对长期内各预测方法预测精度稳定性的考虑,借鉴一维AR( p)模型建模思路,提出了基于时间因素的组合预测模型建模方法。实例验证表明:相对于单个预测方法,考虑时间因素的组合预测方法的预测精度更高,且样本时间跨度越长,预测精度也越高。
為瞭分析時間因素對組閤預測模型預測精度的影響,基于對長期內各預測方法預測精度穩定性的攷慮,藉鑒一維AR( p)模型建模思路,提齣瞭基于時間因素的組閤預測模型建模方法。實例驗證錶明:相對于單箇預測方法,攷慮時間因素的組閤預測方法的預測精度更高,且樣本時間跨度越長,預測精度也越高。
위료분석시간인소대조합예측모형예측정도적영향,기우대장기내각예측방법예측정도은정성적고필,차감일유AR( p)모형건모사로,제출료기우시간인소적조합예측모형건모방법。실례험증표명:상대우단개예측방법,고필시간인소적조합예측방법적예측정도경고,차양본시간과도월장,예측정도야월고。
To analyze the factor of time which affects the combined forecasting ’ s prediction accuracy , based on all of the forecasting method ’ s prediction accuracy stability , reference for the modeling thought of one-dimen-sion AR( p) model, we present the combined forecasting based on the factor of time .The example verification shows that the prediction accuracy of the combined forecasting based on the factor of time is higher than the sin -gle forecast method , and if the time span of samples is longer , the prediction accuracy is higher .