北京航空航天大学学报(社会科学版) ›› 2007, Vol. 20 ›› Issue (4): 9-11.

• 经济管理与社会发展研究 • 上一篇    下一篇

中短期时间序列的经济预测模型

贾素玲, 陈当阳   

  1. 北京航空航天大学 经济管理学院, 北京 100083
  • 收稿日期:2006-07-14 出版日期:2007-12-25 发布日期:2010-10-15
  • 作者简介:贾素玲(1954-),女,河南洛阳人,教授,博士,研究方向 为数据挖掘、信息系统构架设计、工作流技术等.

A Model of Economic Prediction Based on Time Series of Short or Middle Periods

JIA Su-ling, CHEN Dang-yang   

  1. School of Economics and Management, Beijing University of Aeronautics and Astronautics, Beijing 100083, China
  • Received:2006-07-14 Online:2007-12-25 Published:2010-10-15

摘要:

通过引入Fourier级数和ARMA(n,n-1)模型,建立一种用于中短期时间序列经济预测的新模型。在该模型中,利用曲线拟合来剔除时间序列的趋势,利用Fourier级数来分析季节变动,利用ARMA(n,n-1)模型来处理不规则波动。最后,用一个算例说明模型的可行性。

关键词: 平稳时间序列, Fourier级数分析, ARMA(n, n-1)

Abstract:

Through importing Fourier progression and ARMA(n,n-1) model, a model of econ omic prediction of time series of short or middle periods is set up. In this mod el, the method of curve fitting is used to eliminate trends of time series; the method of Fourier progression is used to analyze the fluctuation of time series with seasons; the model of ARMA(n,n-1) is used to deal with the perturbati on of time series. Finally, an example is given to demonstrate the availability of the model.

Key words: stationary time series, fourier progression analysis, ARMA(n,n-1)

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