| 有序样品的加权动态预测 |
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| 引用本文： | 薛美玉,梁飞豹.有序样品的加权动态预测[J].福州大学学报(自然科学版),2007,35(2):167-170. |
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| 作者姓名： | 薛美玉 梁飞豹 |
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| 作者单位： | 福州大学数学与计算机科学学院,福建,福州,350002 |
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| 基金项目： | 福州大学校科研和教改项目 |
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| 摘 要： | 对有序样品而言,每个样品与新样品关系的“密切”程度不同.预测时应该适当降低与次要数据的拟合精度,提高与重要数据的拟合精度,从而提高预测效果.在此思想下,本文提出有序样品加权最小二乘估计中权重的一种取法,即通过迭代的方法来确定一个区间,在此区间上取自然对数,以对数值作为权重来进行加权最小二乘估计.
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| 关 键 词： | 预测 权重 有序样品 加权最小二乘估计 |
| 文章编号： | 1000-2243(2007)02-0167-04 |
| 修稿时间： | 2006年10月9日 |
Weighted dynamic forecasting of ordered samples |
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| XUE Mei-yu,LIANG Fei-bao.Weighted dynamic forecasting of ordered samples[J].Journal of Fuzhou University(Natural Science Edition),2007,35(2):167-170. |
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| Authors: | XUE Mei-yu LIANG Fei-bao |
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| Institution: | (College of Mathematics and Computer Science,Fuzhou University,Fuzhou,Fujian 350002,China) |
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| Abstract: | As the ordered samples are concerned,every sample has different relation with the new sample.We must cut down the accuracy of fit with the secondary samples,improve the accuracy of fit with the important samples,and we will improve the accuracy of forecasting.Basing on it,this paper put forward an algorithm of the weight in ordered samples' weighted least-square estimation,i.e.fittting a zone with an iterative algorithm,taking the natural logarithm of this zone,taking it as the weight and carrying out the weighted least-square estimation. |
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| Keywords: | forecasting weight ordered samples weighted least-square estimation |
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