| 时间序列趋势加权平滑预测模型研究 |
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| 引用本文： | 陈传波,潘非,李其申,陆枫. 时间序列趋势加权平滑预测模型研究[J]. 小型微型计算机系统, 2001, 22(11): 1299-1301 |
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| 作者姓名： | 陈传波 潘非 李其申 陆枫 |
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| 作者单位： | 华中科技大学,计算机科学与技术学院, |
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| 基金项目： | 国家高性能计算基金资助项目 |
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| 摘 要： | 时间序列预测模型在生产性行业里具有广泛的作用。在时间序列预测中，实测值序列所呈现的趋势对于数据预测起着不容忽视的作用。本文提出了趋势加权平滑预测思想，利用权函数的形式对实测值序列中的趋势性成分进行提取并加以利用，能够使预测值更加趋近于实测值。我们将该思想应用到一类实时量预测模型实例中，取得了满意效果。
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| 关 键 词： | 趋势加权 时间序列 预测模型 随机过程 |
| 文章编号： | 1000-1220(2001)11-1299-03 |
TREND WEIGHTING SMOOTH PREDICTING MODEL IN TIME SERIAL |
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| CHEN Chuan bo PAN Fei LI Qi shen LU Feng. TREND WEIGHTING SMOOTH PREDICTING MODEL IN TIME SERIAL[J]. Mini-micro Systems, 2001, 22(11): 1299-1301 |
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| Authors: | CHEN Chuan bo PAN Fei LI Qi shen LU Feng |
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| Abstract: | Time serial predicting model can act well in many industries. In time serial predicting, the trend displayed by measured value serial can be very important to data predicting. This paper put forward a kind of data predicting idea based on trend weighting smooth predicting, picking up and making use of the trend portion in measured value serial by weight function can make predicted value more approaching to measured value. We applied this idea into a type of real time data predicting model example and made good production. |
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| Keywords: | Trend weighting Time serial Predicting model |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
