组合预测模型时间要素研究

运筹与管理 ›› 2014, Vol. 23 ›› Issue (3): 190-196.

组合预测模型时间要素研究

沈斌¹, 崔祥民^2,3, 王天东¹

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

收稿日期:2012-08-28 出版日期:2014-03-25
作者简介:沈斌(1979-),男,江苏省建湖县人,博士,讲师,研究方向为会计预测。
基金资助:
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)

Study on Factor of Time about the Variable Weight of Combined Forecasting

SHEN Bin¹, CUI Xiang-min^2,3, WANG Tian-dong¹

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

Received:2012-08-28 Online:2014-03-25

摘要/Abstract

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。

关键词: 组合预测, 时间要素, AR(p)模型, 精度

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.

Key words: combined forecasting, factor of time, AR(p)model, precision

中图分类号:

C934

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.

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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