組合預(yù)測(cè)中單項(xiàng)預(yù)測(cè)模型的選擇研究
發(fā)布時(shí)間：2018-10-29 09:06
【摘要】：隨著社會(huì)經(jīng)濟(jì)的發(fā)展,統(tǒng)計(jì)預(yù)測(cè)技術(shù)也在逐漸成熟當(dāng)中。目前,越來(lái)越多的現(xiàn)象被以數(shù)據(jù)這種具體的形式體現(xiàn)出來(lái)。因此,統(tǒng)計(jì)預(yù)測(cè)技術(shù)得以被應(yīng)用于多個(gè)領(lǐng)域。從農(nóng)業(yè)到工業(yè),從人口到經(jīng)濟(jì),從能源到社會(huì)發(fā)展,從交通運(yùn)輸?shù)结t(yī)療衛(wèi)生,統(tǒng)計(jì)預(yù)測(cè)技術(shù)幾乎無(wú)處不在。針對(duì)同一個(gè)社會(huì)經(jīng)濟(jì)預(yù)測(cè)問(wèn)題,由于決策者考慮的問(wèn)題不同,通常會(huì)選擇不同的預(yù)測(cè)方法。但是在處理數(shù)據(jù)的過(guò)程中單純的單項(xiàng)預(yù)測(cè)模型在某些情況下已無(wú)法滿足我們對(duì)預(yù)測(cè)精度的需求,組合預(yù)測(cè)開(kāi)始越來(lái)越廣泛的出現(xiàn)在實(shí)際應(yīng)用當(dāng)中。然而組合預(yù)測(cè)中單項(xiàng)預(yù)測(cè)模型的選擇還存在需要繼續(xù)研究的問(wèn)題。本文即圍繞如何選擇并確定組合預(yù)測(cè)中的單項(xiàng)預(yù)測(cè)模型展開(kāi)研究與討論。本文首先闡明了論文的研究背景和研究意義,回顧國(guó)內(nèi)外研究文獻(xiàn),提出本文研究的主要內(nèi)容、研究框架和研究方法。其次,對(duì)于統(tǒng)計(jì)預(yù)測(cè)技術(shù)給出了進(jìn)一步的論述,明確了預(yù)測(cè)工作的詳細(xì)步驟,概括說(shuō)明了單項(xiàng)預(yù)測(cè)模型和組合預(yù)測(cè)模型的相關(guān)理論,并對(duì)評(píng)價(jià)預(yù)測(cè)效果的指標(biāo)體系做了介紹。然后,分別從定性和定量?jī)蓚�(gè)角度分析組合預(yù)測(cè)中單項(xiàng)預(yù)測(cè)模型的選擇。定性角度的分析包括單項(xiàng)預(yù)測(cè)模型選擇應(yīng)遵循的原則、以及模型選擇,即通過(guò)預(yù)測(cè)目的、歷史數(shù)據(jù)變化的特征、預(yù)測(cè)模型的適用性初步確定單項(xiàng)預(yù)測(cè)模型的選擇范圍。定量角度的分析包括單項(xiàng)預(yù)測(cè)模型個(gè)數(shù)的確定以及權(quán)重的確定,從而得到適宜的組合預(yù)測(cè)模型。同時(shí)選取1994年到2013年中國(guó)私人汽車(chē)擁有量的歷史數(shù)據(jù),進(jìn)行建模分析,驗(yàn)證單項(xiàng)預(yù)測(cè)模型選擇步驟的合理性和可行性。最后從預(yù)測(cè)值和誤差評(píng)價(jià)體系兩個(gè)方面分析模型的預(yù)測(cè)結(jié)果,并為今后采用組合預(yù)測(cè)模型建模提出建議。
[Abstract]:With the development of social economy, statistical forecasting technology is gradually maturing. At present, more and more phenomena are reflected in the concrete form of data. Therefore, statistical prediction technology can be applied in many fields. From agriculture to industry, from population to economy, from energy to social development, from transportation to health care, statistical forecasting technology is almost everywhere. For the same socio-economic forecasting problem, different prediction methods are usually chosen because of the different problems considered by decision makers. However, in the process of processing the data, the single prediction model can not meet our demand for prediction accuracy in some cases, and the combination forecasting is becoming more and more widely used in practical applications. However, the choice of single prediction model in combinatorial forecasting still needs to be studied. This paper focuses on how to select and determine the single prediction model in combination forecasting. In this paper, the background and significance of the research are first expounded, and the domestic and foreign research literature is reviewed, and the main contents, research framework and research methods of this paper are proposed. Secondly, the paper gives a further discussion on statistical forecasting technology, clarifies the detailed steps of forecasting work, summarizes the relevant theories of single prediction model and combination forecasting model, and introduces the index system for evaluating the effect of prediction. Then, the selection of single prediction model in combination prediction is analyzed from qualitative and quantitative perspectives. The qualitative analysis includes the principles to be followed in the selection of the single prediction model and the selection of the model, that is, the selection range of the single prediction model is preliminarily determined by the prediction purpose, the characteristics of historical data change and the applicability of the prediction model. The quantitative angle analysis includes the determination of the number of single prediction models and the determination of weights, so as to obtain a suitable combination prediction model. At the same time, the historical data of Chinese private car ownership from 1994 to 2013 are selected to model and analyze, to verify the rationality and feasibility of the single prediction model selection step. Finally, the prediction results of the model are analyzed from two aspects: the prediction value and the error evaluation system, and some suggestions are put forward for the modeling of the combined forecasting model in the future.
【學(xué)位授予單位】：長(zhǎng)安大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2015
【分類(lèi)號(hào)】：F426.471
本文編號(hào)：2297254
[Abstract]:With the development of social economy, statistical forecasting technology is gradually maturing. At present, more and more phenomena are reflected in the concrete form of data. Therefore, statistical prediction technology can be applied in many fields. From agriculture to industry, from population to economy, from energy to social development, from transportation to health care, statistical forecasting technology is almost everywhere. For the same socio-economic forecasting problem, different prediction methods are usually chosen because of the different problems considered by decision makers. However, in the process of processing the data, the single prediction model can not meet our demand for prediction accuracy in some cases, and the combination forecasting is becoming more and more widely used in practical applications. However, the choice of single prediction model in combinatorial forecasting still needs to be studied. This paper focuses on how to select and determine the single prediction model in combination forecasting. In this paper, the background and significance of the research are first expounded, and the domestic and foreign research literature is reviewed, and the main contents, research framework and research methods of this paper are proposed. Secondly, the paper gives a further discussion on statistical forecasting technology, clarifies the detailed steps of forecasting work, summarizes the relevant theories of single prediction model and combination forecasting model, and introduces the index system for evaluating the effect of prediction. Then, the selection of single prediction model in combination prediction is analyzed from qualitative and quantitative perspectives. The qualitative analysis includes the principles to be followed in the selection of the single prediction model and the selection of the model, that is, the selection range of the single prediction model is preliminarily determined by the prediction purpose, the characteristics of historical data change and the applicability of the prediction model. The quantitative angle analysis includes the determination of the number of single prediction models and the determination of weights, so as to obtain a suitable combination prediction model. At the same time, the historical data of Chinese private car ownership from 1994 to 2013 are selected to model and analyze, to verify the rationality and feasibility of the single prediction model selection step. Finally, the prediction results of the model are analyzed from two aspects: the prediction value and the error evaluation system, and some suggestions are put forward for the modeling of the combined forecasting model in the future.
【學(xué)位授予單位】：長(zhǎng)安大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2015
【分類(lèi)號(hào)】：F426.471
【相似文獻(xiàn)】
相關(guān)碩士學(xué)位論文 前1條
1 于秀偉;組合預(yù)測(cè)中單項(xiàng)預(yù)測(cè)模型的選擇研究[D];長(zhǎng)安大學(xué);2015年
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