| 基于GMDH结构突变点和两水平算法的预测 |
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| 引用本文： | 张珂瑜,田益祥,徐运保.基于GMDH结构突变点和两水平算法的预测[J].湖南科技大学学报(自然科学版),2008,23(1):80-83. |
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| 作者姓名： | 张珂瑜 田益祥 徐运保 |
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| 作者单位： | 电子科技大学,经济与管理学院,四川,成都,610054 |
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| 基金项目： | 教育部新世纪优秀人才支持计划资助项目(教技司[2005]2号)，电子科技大学“中青年学术带头人 创新团队支持计划”2006资助项目 |
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| 摘 要： | 在经济数据的不平稳的基础之上,采用GMDH搜索结构突变点的方法,自动搜索结构突变点,调整经济数据的不平稳的情况,再使用已经存在的结构突变点产生虚拟变量并加入到GMDH两水平预测之中,调整数据突变所引起的波动,使得最终得到的预测结构更加准确.采用以上的方法,以四川省进出口贸易数据为例,搜索出四川省进出口贸易结构突变点,使用贸易结构突变点,产生虚拟变量对四川省进出口贸易数据进行预测,提高了进出口贸易预测的精度.图4,表3,参9.
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| 关 键 词： | 结构突变 两水平算法 预测 实证分析 进出口贸易 |
| 文章编号： | 1672-9102(2008)01-0080-04 |
| 修稿时间： | 2007年9月12日 |
Forecast Based on GMDH Structural Mutation Points and Two-level Algorithm |
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| ZHANG Ke-yu,TIAN Yi-xiang,XU Yun-bao.Forecast Based on GMDH Structural Mutation Points and Two-level Algorithm[J].Journal of Hunan University of Science & Technology(Natural Science Editon),2008,23(1):80-83. |
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| Authors: | ZHANG Ke-yu TIAN Yi-xiang XU Yun-bao |
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| Abstract: | Considering the fluctuations of economic data,GMDH(Group Methods of Data Handling) was used to automatically search the structural mutation points to adjust the fluctuations.Furthermore dummy variables were produced by the existing mutation points and added to the GMDH two level forecast.In this way fluctuations caused by data mutation are readjusted to make the ultimate structure of forecast more accurate.The method was applied with the import and export trade volume of Sichuan province.First,the structural mutation points was searched out.Then the trade structure mutation points were used to generate dummy variables to forecast the import and export trade volume.Finally the accuracy of forecast of the import and export trade volume was improved.4figs.,3tabs.,9refs. |
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| Keywords: | structural mutation two-level algorithm forecast forecast and real diagnosis analysis import and export |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
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