运筹与管理Issue(3):190-196,7.
组合预测模型时间要素研究
Study on Factor of Time about the Variable Weight of Combined Forecasting
摘要
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-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 .关键词
组合预测/时间要素/AR( p)模型/精度Key words
combined forecasting/factor of time/AR( p) model/precision分类
管理科学引用本文复制引用
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,(3):190-196,7.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 ()