| 组合预测模型时间要素研究 |
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| 引用本文： | 沈斌,崔祥民,王天东. 组合预测模型时间要素研究[J]. 运筹与管理, 2014, 23(3): 190-196 |
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| 作者姓名： | 沈斌 崔祥民 王天东 |
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| 作者单位： | 1.浙江农林大学 经管学院,浙江 杭州 311300;2.江苏科技大学 公共管理学院,江苏 镇江 212003;3.南京大学 商学院,江苏 南京 210093 |
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| 基金项目： | 国家自然科学基金(70773051);江苏省教育厅高校哲学社会科学基金(2011SJD630052) |
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| 摘 要： | 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。
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| 关 键 词： | 组合预测 时间要素 AR(p)模型 精度 |
| 收稿时间： | 2012-08-28 |
Study on Factor of Time about the Variable Weight of Combined Forecasting |
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| SHEN Bin,CUI Xiang-min,WANG Tian-dong. Study on Factor of Time about the Variable Weight of Combined Forecasting[J]. Operations Research and Management Science, 2014, 23(3): 190-196 |
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| Authors: | SHEN Bin CUI Xiang-min WANG Tian-dong |
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| Affiliation: | 1. School of Economics & Management,Zhejiang A&F University,Hangzhou 311300, China;2. School of Public Administration,Jiangsu University of Science and Technology,Zhenjiang 212003, China;3. School of Business,Nanjing University,Nanjing 210093, China |
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| Abstract: | 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—dimension 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 single forecast method, and if the time span of samples is longer, the prediction accuracy is higher. |
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| Keywords: | combined forecasting factor of time AR(p)model precision |
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