系统管理学报2012，Vol.21Issue(1)：105-110,6.
AC算法的EMD分解GMDH组合的预测模型及应用
Prediction Model of AC Algorithm based on EMD Decomposition Combined with GMDH and its Application
摘要
Abstract
First,EMD is employed to decompose data containing multiple shock models into linear addition of various components of a single shock model satisfying certain conditions, Then non-parametric AC algorithm is applied with vibration mode function and known extension of a similar period in history is used to predict. This pa'per uses GMDH to objectively determine weight, constructs combination forecast model and uses the prediction model to empirically investigate crude oil futures. The results indicate that using the EMD method to improve AC prediction model improves the accuracy of prediction. On this basis, the predictions of the combination model using of GMDH to determine the weight are more accurate.关键词
自组织相似体合成/数据分组处理方法/经验模式分解Key words
analogy composition/ group method of data handling/ empirical mode decomposition分类
信息技术与安全科学引用本文复制引用
李成刚,田益祥,何继锐..AC算法的EMD分解GMDH组合的预测模型及应用[J].系统管理学报,2012,21(1):105-110,6.基金项目
四川省软科学研究计划资助项目(2008ZR0016) （2008ZR0016）
