| 多维时序定阶方法对偏最小二乘回归模型预报精度的改进 |
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| 引用本文： | 崔斌,李慧,吴国富.多维时序定阶方法对偏最小二乘回归模型预报精度的改进[J].数学的实践与认识,2003,33(8):72-77. |
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| 作者姓名： | 崔斌 李慧 吴国富 |
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| 作者单位： | 中国科学院数学与系统科学研究院,北京,100080 |
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| 摘 要： | 运用时间序列多维自回归模型的定阶方法 ,解决了偏最小二乘回归模型中自变量的选择问题 .通过对我国财政收入的预报分析表明 ,这两种统计模型的结合使用 ,较大程度地提高了预报精度
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| 关 键 词： | 多维自回归模型 定阶 偏最小二乘回归模型 预报精度 |
| 修稿时间： | 2003年5月31日 |
The Method of Pricing Order of the Multivariate Autoregression Model for Amelioration of Forecast Precision of the Partial Least-Squares Regression Model |
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| CUI Bin,\ LI Hui,\ WU Guo-fu.The Method of Pricing Order of the Multivariate Autoregression Model for Amelioration of Forecast Precision of the Partial Least-Squares Regression Model[J].Mathematics in Practice and Theory,2003,33(8):72-77. |
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| Authors: | CUI Bin \ LI Hui \ WU Guo-fu |
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| Abstract: | This paper makes use of the method o f pricing order of the Multivariate Autoregression Model to resolve the choosing problem of variable about the Partial Least-Squares Regression Model. The indi cation of forecast analysis for China′s fiscal expenditures, the combination of the two kinds of models can raise the forecast precision. |
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| Keywords: | multivariate autoregression model pricing order partial least-squares regression model forecast precision |
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