| 引入虚拟变量的时间序列分解法在卷烟销量预测中的应用 |
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| 引用本文： | 罗彪,闫维维,万亮. 引入虚拟变量的时间序列分解法在卷烟销量预测中的应用[J]. 计算机系统应用, 2012, 21(12): 215-220,148 |
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| 作者姓名： | 罗彪 闫维维 万亮 |
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| 作者单位： | 中国科学技术大学 管理学院, 合肥 230026;中国科学技术大学 管理学院, 合肥 230026;中国科学技术大学 管理学院, 合肥 230026 |
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| 基金项目： | 国家自然科学基金委青年科学基金(70802058);教育部博士点基金新教师基金(200803581007);国家自然科学基金创新研究群体项目(70821001);安徽省自然科学基金第五批优秀青年科技基金(10040606Y35) |
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| 摘 要： | 时间序列分解法依据时间序列的长期特征和季节性特征对未来进行合理预测，但处理季节因素时，在我国会受到传统节日的影响．以时间序列分解法为基础，将中国传统节日设定为虚拟变量，构建基于时间序列分解法和虚拟变量的改进模型．通过虚拟变量估测传统节日对序列的影响，对传统方法进行适用性改进．在对某省卷烟90个月总销量预测的算例中，改进后的预测方法能够提高预测精度，有利于企业据此合理安排生产销售计划．
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| 关 键 词： | 虚拟变量 时间序列分解法 卷烟销量 预测 |
| 收稿时间： | 2012-04-23 |
| 修稿时间： | 2012-05-20 |
Application of Time-series Decomposition with Dummy Variables to Cigarette Sales Forecast |
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| LUO Biao,YAN Wei-Wei and WAN Liang. Application of Time-series Decomposition with Dummy Variables to Cigarette Sales Forecast[J]. Computer Systems& Applications, 2012, 21(12): 215-220,148 |
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| Authors: | LUO Biao YAN Wei-Wei WAN Liang |
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| Affiliation: | School of Management, University of Science & Technology of China, Hefei 230026, China;School of Management, University of Science & Technology of China, Hefei 230026, China;School of Management, University of Science & Technology of China, Hefei 230026, China |
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| Abstract: | According to the long term and seasonal trends of time series, time-series decomposition makes a reasonable forecast of future, but when dealing with seasonal factors in China, it＇ll be influenced by Chinese traditional festivals. Based on time-series decomposition, this paper built a modified model consisting of time-series decomposition and dummy variables which represent Chinese traditional festivals. In an example of the 90 months＇ cigarette sales forecast in a province, the new model can effectively improve the prediction accuracy, and it＇s helpful for enterprises to make production and sales plans. |
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| Keywords: | dummy variables time-series decomposition cigarette sales forecast |
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