| 多维AR（p）与指数平滑组合预测算法的研究及应用 |
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| 引用本文： | 卫贵武,姚恒申,刘正龙.多维AR（p）与指数平滑组合预测算法的研究及应用[J].西华师范大学学报(哲学社会科学版),2004,25(3):238-241,255. |
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| 作者姓名： | 卫贵武 姚恒申 刘正龙 |
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| 作者单位： | [1]西南石油学院计算机科学院，四川成都610500 [2]川北医学院数学教研室，四川南充637007 |
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| 基金项目： | 油气藏地质与开发工程国家重点实验室资助项目(0121) |
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| 摘 要： | 介绍了时间序列多维AR(p)模型和指数平滑模型的理论和方法，将这两种模型结合起来构成新的组合预测模型，并用于预测测井曲线．应用实例证明，多维AR(p)与指数平滑组合预测模型比单独用多维AR(p)预测模型有更高的预测精度．表明该组合预测模型是一种非常有效的预测新方法．
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| 关 键 词： | 指数平滑模型 测算法 组合预测模型 多维 理论 预测精度 时间序列 证明 AR（p）模型 应用实例 |
| 文章编号： | 1001-8220(2004)03-0238-04 |
Combined Prediction Approach of Multivariate Auto-Regressive and Exponential Smoothing and It's Applitication |
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| WEI Gui-wu,YAO Heng-shen,LIU Zheng-long .Deparment of Computer Science,Southwest Petroleum Institute,Chengdu,China, .Mathematics Research Office,North Sichuan Medical Institute,Nanchong ,China.Combined Prediction Approach of Multivariate Auto-Regressive and Exponential Smoothing and It''''s Applitication[J].Journal of China West Normal University:Natural Science Edition,2004,25(3):238-241,255. |
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| Authors: | WEI Gui-wu YAO Heng-shen LIU Zheng-long Deparment of Computer Science Southwest Petroleum Institute Chengdu China Mathematics Research Office North Sichuan Medical Institute Nanchong China |
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| Institution: | WEI Gui-wu~1,YAO Heng-shen~2,LIU Zheng-long~2 1.Deparment of Computer Science,Southwest Petroleum Institute,Chengdu,610500,China, 2.Mathematics Research Office,North Sichuan Medical Institute,Nanchong 637007,China) |
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| Abstract: | In this paper the theory and methodology of Multivariate Auto-regressive and Exponential Smoothing model are proposed. A new combined prediction model based on Multivariate Auto-regressive and Exponential Smoothing model, is established to predict the logging curves. And a case is given. The result showed that the degree of accuracy was higher by using Multivariate Auto-regressive and Exponential Smoothing model than by using Multivariate Auto-regressive. So this new Combined Prediction Approach of Multivariate Auto-regressive and Exponential Smoothing is effective. |
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| Keywords: | multivariate auto-regressive model exponential smoothing logging curves combined prediction |
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