改进的灰色模型与ARMA模型的股指预测

当前基于灰色GM（1,1）模型和ARMA模型的组合模型GM-ARMA模型存在着2点不足：一是由于GM（1,1）模型不是最优的,导致了GM-ARMA模型也不是最优的;二是GM-ARMA模型并没有恰当地结合2个子模型,这也导致了GM-ARMA模型不是最优的.为此,首先引入数据维度参数和白化背景值的系数2个参数来改进GM（1,1）模型,然后同时优化ARMA模型中的P、Q2个参数来改进GM-ARMA模型,称新的模型为RevisedGM-ARMA（RGM-ARMA）模型.实例证明RGM-ARMA的误差小于ARIMA和GM-ARMA模型,并且为组合模型的建立提供了新的思路.     

上证指数短期预测的数学模型

本文通过对上证指数K-线图、准备金率、CPI、宏观政策等进行分析,得到一些对上证指数有影响的因子,利用人工神经网络与粗糙集理论的优势,先采用粗糙集对数据进行处理,然后利用人工神经网络构造出上证指数短期预测模型,并以此模型进行分析,最后应用于股票市场,在股票的交易中取得了很好的效果。     

基于T-S推理网络的油田开发指标预测方法*

针对油田开发指标预测问题,提出一种T-S推理元模型,该模型包括输入层、模糊化层和推理层。每个推理元对应一条模糊逻辑规则,由若干T-S推理元可构成T-S推理网络。网络可调参数包括模糊集参数和模糊规则参数。提出了基于改进量子粒子群优化的参数确定方法。以油田开发指标中含水率和采油量预测为例,结果表明,该方法是有效且可行的,从而表明模糊逻辑与智能优化算法的融合对于解决指标预测问题具有一定潜力。     

基于灰色模型与ARIMA模型的股票价格预测

以三只股票的历史数据作原始序列,建立了GM(1,1)模型与ARIMA自适应过滤组合模型.分析两种模型的应用场景,并以ARIMA模型为基础建立股价反转判断模型.实验证明,所建立的模型在短期内的拟合、预测与反转判断效果较为理想.     

Forecasting with a noncausal VAR model

Simulation-based forecasting methods for a non-Gaussian noncausal vector autoregressive (VAR) model are proposed. In noncausal autoregressions the assumption of non-Gaussianity is needed for reasons of identifiability. Unlike in conventional causal autoregressions the prediction problem in noncausal autoregressions is generally nonlinear, implying that its analytical solution is unfeasible and, therefore, simulation or numerical methods are required in computing forecasts. It turns out that different special cases of the model call for different simulation procedures. Monte Carlo simulations demonstrate that gains in forecasting accuracy are achieved by using the correct noncausal VAR model instead of its conventional causal counterpart. In an empirical application, a noncausal VAR model comprised of U.S. inflation and marginal cost turns out superior to the best-fitting conventional causal VAR model in forecasting inflation.     

基于神经网络的需求预测模型

零售业的销售过程中积累了大量数据,如何从这些海量数据中提取知识、建立有效的需求预测模型,为零售商提供市场和趋势分析、降低库存成本是零售行业亟待解决的问题。在传统的零售业需求预测模型——Holt-Winter模型中应用神经网络方法,使得需求预测不依赖于数学模型的精度,预测模型中的季节性影响因子等参数能够根据预测误差作相应调整,避免了传统算法中误差的累积,大大提高了预测精度。利用Excel内嵌的VBA实现了该算法,使需求预测能够根据用户需要实现,并提供可视化的结果。     

基于支持向量机的税收预测模型的研究

针对税收收入预测不稳定,非线性、动态开放性的特点,提出了支持向量机(SVM)的税收收入预测方法,并将该方法用于某市国税系统的实际税收收入情况进行预测,和传统回归方法比较说明所提出的税收收入预测方法是可行和有效的.     

基于事例推理的知识构件的研究与实践

基于事例的推理（CBR）是一种重要的机器学习方法，广泛应用于各类智能系统，如医疗诊断系统、客户服务系统等。本文利用XML良好的语法结构和可扩展特性来规范事例知识的表示，同时应用基于构件的软件开发模式，通过EJB技术把基于事例的推理方法构件化，形成一个可应用于分布式环境下、可复用的知识构件ComCBR。最后，一个基于J2EE的简单的网上医疗诊断系统作为ComCBR的一个应用实例而得到了设计与实现。本文旨在通过规范事例知识的表示和基于构件的开发模式这两个方向的研究来推动基于事例知识研究的应用和实践。     

基于混合核函数FOA-LSSVM的预测模型

支持向量机（SVM）的核函数类型和超参数对预测的精度有重要影响。由于局部核函数学习能力强、泛化性能弱,而全局核函数泛化性能强、学习能力弱的矛盾,通过综合两类核函数各自优点构造了基于全局多项式核和高斯核的混合核函数,并引入果蝇优化算法（FOA）对最小二乘支持向量机（LSSVM）参数进行全局寻优,提出了混合核函数FOA-LSSVM 预测模型。结果表明,该模型较传统方法在电力负荷预测精度上有了明显提高,预测结果科学可靠,在预测中具有良好的实际应用价值。     

Forecasting by fuzzy double exponential smoothing model

The exponential smoothing model is a popular tool in short-term forecasting. However, the smoothing constant is arbitrary and is determined by a decision maker in both the nature and perception of the unknown system structure to make the forecasting of exponential smoothing model ineffective. Therefore, a fuzzy exponential smoothing model is proposed for short-term forecasting where its optimal smoothing constant could be obtained easily and efficiently, whereas the trend for the collected data is yet to be considered. In order to cope with this problem, a fuzzy double exponential smoothing model will be derived to enhance and enlarge the abilities of the short-term fuzzy forecasting tools. Finally, a forecasting example of Taiwan internet users is illustrated to describe the performance of the proposed model.     

Cross-border e-commerce platform for commodity automatic pricing model based on deep learning

Electronic Commerce Research - With the innovation of information technology and the rise of the Internet economy, cross-border e-commerce has grown up to be an important means and strategy for...     

A dynamic model for the optimal selection of secondary indexes

A model is presented which determines the optimal degree of secondary indexing for data processing requirements which follow variations over different time periods in a manner known in advance. The paper proves a number of properties which characterize the model and develops an algorithm which greatly reduces the solution space to be searched. The algorithm uses dynamic programming techniques and it may be used by Database Administrators to determine the time at which the entering and dropping of secondary indexes to and from the database should take place.     

“电脑”型产品需求预测的Gompertz模型与随机模拟

“电脑”型产品包括手机、电视机、电脑等无形性变质产品,这种产品需求波动性大,随机性强、历史数据失效或根本不存在历史数据,其需求量的预测往往比常规品更为困难。介绍了“电脑”型产品需求预测的Gompertz模型,并应用这个模型对2010年长沙市电脑需求情况进行了预测,通过计算机随机模拟,对2010年长沙市手机产品的需求量也进行了预测,取得了较好的效果。为进一步研究“电脑”型产品库存控制问题提供了较好的基础。     

Forecasting ENSO with a smooth transition autoregressive model

This study examines the benefits of nonlinear time series modelling to improve forecast accuracy of the El Niño Southern Oscillation (ENSO) phenomenon. The paper adopts a smooth transition autoregressive (STAR) modelling framework to assess the potentially smooth regime-dependent dynamics of the sea surface temperature anomaly. The results reveal STAR-type nonlinearities in ENSO dynamics, which results in the superior out-of-sample forecast performance of STAR over the linear autoregressive models. The advantage of nonlinear models is especially apparent in short- and intermediate-term forecasts. These results are of interest to researchers and policy makers in the fields of climate dynamics, agricultural production, and environmental management.     

改进灰色模型在物流需求预测中的应用

研究物流需求问题,物流受多种因素的综合影响,需求具有趋势性、较大波动性和随机性等变化特点,传统单一预测方法难以对其进行准确预测,为提高物流需求预测准确率,将灰色理论(GM)和支持向量机(SVM)相结合建立一种物流需求预测模型(GM-SVM)。GM-SVM首先采用灰色GM(1,1)预测模型动态预测物流需求变化趋势,然后运用SVM对GM(1,1)预测结果进行修正,以提高物流需求预测精度。采用具体物流需求实例对GM-SVM性能进行测试,实验结果表明,GM-SVM利用SVM和GM(1,1)的优势,达到优势互补,提高了物流需求的预测精度,更能全面描述物流需求的复杂变化规律。     

软件可靠性预测的ARIMA方法研究

对基于求和自回归滑动平均模型（ARIMA模型）的软件可靠性预测方法进行了研究,提出了将软件可靠性失效数据看作时间序列,通过建立相应的ARIMA（p,d,q）模型来进行预测的方法。对该方法的基本思想、模型表述、建模流程进行了详细介绍,并依据上述方法选用Musa经典数据集中的Project SS2中的数据进行了预测,结果表明预测的准确性较高,说明该方法适用于软件可靠性预测。     

A novel black-box simulation model methodology for predicting performance and energy consumption in commodity storage devices

Traditional approaches for storage devices simulation have been based on detailed and analytic models. However, analytic models are difficult to obtain and detailed models require a high computational cost which may be not affordable for large scale simulations (e.g. detailed data center simulations). In current systems like large clusters, grids, or clouds, performance and energy studies are critical, and fast simulations take an important role on them.A different approach is the black-box statistical modeling, where the storage device, its interface, and the interconnection mechanisms are modeled as a single stochastic process, defining the request response time as a random variable with an unknown distribution. A random variate generator can be built and integrated into a bigger simulation model. This approach allows to generate a simulation model for both real and synthetic complex workloads.This article describes a novel methodology that aims to build fast simulation models for storage devices. Our method uses as starting point a workload and produces a random variate generator which can be easily integrated into large scale simulation models. A comparison between our variate generator and the widely known simulation tool DiskSim, shows that our variate generator is faster, and can be as accurate as DiskSim for both performance and energy consumption predictions.     

Forecasting credit portfolio components with a Markov chain model

We consider the forecasting problem for components of a bank’s credit portfolio, in particular, for the share of non-performing loans. We assume that changes in the portfolio are described by a Markov random process with discrete time and finite number of states. By the state of a loan we mean that it belongs to a certain group of loans with respect to the existence and duration of arrears. We assume that the matrix of transitional probabilities is not known exactly, and information about it is collected during the system’s operation.     

灰色预测模型的Delphi编程实现

在许多工程系统中，由于灰色模型特有的优点，该模型常常作为预测模型来使用，本文提出了一种基于Delphi的灰色预测模型的实现方法，并给出具体的源程序。