| 基于小波分析的全国社会消费品零售总额时间序列预测 |
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| 引用本文： | 王正欢,刘琦,罗朝辉,杨柱元. 基于小波分析的全国社会消费品零售总额时间序列预测[J]. 云南民族大学学报(自然科学版), 2011, 20(3). DOI: 10.3969/j.issn.1672-8513.2011.03.007 |
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| 作者姓名： | 王正欢 刘琦 罗朝辉 杨柱元 |
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| 作者单位： | 1. 云南民族大学数学与计算机科学学院,云南昆明,650031
2. 吉林大学数学研究所,吉林长春,130000 |
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| 摘 要： | 选取2003年1月到2010年3月的全国社会消费品零售总额数据,运用小波分析及Mat-lab,SPSS软件,分析了中国近几年社会消费品发展的变化趋势,用小波方法对原始数据进行消噪、阈值化处理后进行重构,使得消噪后数据更能反映其本质及变化规律,用ARIMA时间序列模型进行建模预测,并作出了实证分析.
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| 关 键 词： | 消费品零售总额预测 小波分析 消噪 ARIMA |
Prediction of the National Total Retail Sales of Consumer Goods in Time Series Based on the Wavelet Analysis |
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| WANG Zheng-huan,LIU Qi,LUO Zhao-hui,YANG Zhu-yuan. Prediction of the National Total Retail Sales of Consumer Goods in Time Series Based on the Wavelet Analysis[J]. Journal of Yunnan Nationalities University:Natural Sciences Edition, 2011, 20(3). DOI: 10.3969/j.issn.1672-8513.2011.03.007 |
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| Authors: | WANG Zheng-huan LIU Qi LUO Zhao-hui YANG Zhu-yuan |
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| Affiliation: | WANG Zheng-huan1,LIU Qi2,LUO Zhao-hui1,YANG Zhu-yuan1(1.School of Mathematics and Computer Science,Yunnan University of Nationalities,Kunming 650031,China,2.Institute of Mathematics,Jilin University,Changchun 130000,China) |
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| Abstract: | With the rapid development of the national economy,the Chinese people's consciousness of consumption has gradually strengthened,and the total retail sales of consumer goods increase steadily.By adopting the wavelet analysis for the retail sales of consumer goods from January 2003 to March 2010,and MATLAB and SPSS software,this research analyzes the trend of consumer goods in China in recent years.By using the methods of de-noising,threshold processing and reconstruction of the original data,the research rev... |
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| Keywords: | prediction of the total retail sales of consumer goods wavelet analysis de-noising ARIMA |
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