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基于动态组合残差修正的预测方法.

Authors :
冯增喜
任庆昌
Source :
Xitong Gongcheng Lilun yu Shijian (Systems Engineering Theory & Practice). Jul2017, Vol. 37 Issue 7, p1884-1891. 8p.
Publication Year :
2017

Abstract

In order to further improve the accuracy, a forecasting method with combined residual error correction is used in this paper. Based on the forecasting method, the residual error correction model and its combination ways are analyzed among some single forecasting methods, and the very high accuracy of the combination method with two minimum relative prediction errors is proven within a certain period. And then one forecasting method with dynamical combined residual error correction is proposed, based on choosing two minimum relative prediction errors to form the correction model during different periods. A study case indicates that the combination ways proposed in this paper can further improve the accuracy of combination forecast. [ABSTRACT FROM AUTHOR]

Details

Language :
Chinese
ISSN :
10006788
Volume :
37
Issue :
7
Database :
Academic Search Index
Journal :
Xitong Gongcheng Lilun yu Shijian (Systems Engineering Theory & Practice)
Publication Type :
Academic Journal
Accession number :
124962019
Full Text :
https://doi.org/10.12011/1000-6788(2017)07-1884-08