| 一类推广的指数平滑优化模型性质及算法的研究 |
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| 引用本文： | 黎锁平,夏亚峰,李俊.一类推广的指数平滑优化模型性质及算法的研究[J].兰州理工大学学报,2002,28(3):107-110. |
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| 作者姓名： | 黎锁平 夏亚峰 李俊 |
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| 作者单位： | 1. 甘肃工业大学,理学院,甘肃,兰州,730050;北方交通大学,北京,100044
2. 甘肃工业大学,理学院,甘肃,兰州,730050 |
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| 摘 要： | 在原二次指数平滑模型的基础上 ,提出了一种带有动态平滑参数的指数平滑优化模型 ,包括差分 指数平滑模型 ;通过引入动态参数 ,建立了不需选取平滑初值的新模型 ;采用Fibonacci算法优选并自动生成平滑参数使模型得以优化 .从而较完整地解决了指数平滑预测中 ,平滑参数靠经验确定且为静态、平滑初值难以确定并易导致预测偏差等问题 .
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| 关 键 词： | 指数平滑模型 平滑参数 平滑公式 算法 |
| 文章编号： | 1000-5889(2002)03-0107-04 |
| 修稿时间： | 2001年12月23 |
On a class of generalized and optimized exponential smoothing model:its properties and algorithm |
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| LI Suo ping ,XIA Ya feng ,LI Jun.On a class of generalized and optimized exponential smoothing model:its properties and algorithm[J].Journal of Lanzhou University of Technology,2002,28(3):107-110. |
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| Authors: | LI Suo ping XIA Ya feng LI Jun |
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| Institution: | LI Suo ping 1,2,XIA Ya feng 1,LI Jun 1 |
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| Abstract: | Based on the original smoothing model with quadratic exponent, a optimized exponential smoothing model with dynamic smoothing parameter, including the difference exponential smoothing model, is proposed by introducing dynamic parameters and using Fibonacci algorithm in order to produce and choose the smoothing parameter automatically without determining a smoothing initial value. So some questions, such as experimental determination of the static smoothing parameters, and the difficulty of defining smoothing initial values, which would lead to a deviation of prediction, are completely avoided. |
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| Keywords: | exponential smoothing model smoothing parameter smoothing formula algorithm |
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