运筹与管理Issue(5)：160-165,6.
基于ARIMA的油田A类物资市场价格预测
Study on Market Price of Oilfield Class-A Materials Forecasting Based on ARIMA Model
摘要
Abstract
The monthly market-price forecasting framework for the Oilfield Class-A materials , taking a large pro-portion in total purchasing cost , is considered based on the ARIMA model in time series method .The framework includes the sample set module and the ARIMA module .The sample set module provides a sample input for fore-casting and updating in real time .The ARIMA module includes how to fit , test , forecast , evaluate and dynami-cally revise the model .According to the framework , in China Daqing Oilfield , market-prices in three places from January to December in 2011 of the Small Deformed Steel Bar(20-HRB335)in Class-A materials are predicted, including Tianjin, Shijiazhuang and Shenyang .The accuracies of the prediction are no more than 2.13%, 1 .64% and 1 .82%, respectively , which is given a high evaluation by users .It provides the basis for Daqing Oilfiled Materials Corporation in making optimal material purchasing decision .Finally, suggestions of improving this framework are presented .关键词
应用数学/市场价格预测/时间序列方法/ARIMA模型/大庆油田A类物资Key words
applied mathematics/market price forecasting/time series method/ARIMA model/class-A oilfield materials of Daqing分类
管理科学引用本文复制引用
王春宝,刘若阳..基于ARIMA的油田A类物资市场价格预测[J].运筹与管理,2013,(5):160-165,6.基金项目
大庆油田物资集团项目（dqc-2010-xdgl-ky-002）；中国科学院管理、决策与信息系统重点实验室资助项目 （）
