| 时间序列预测新方法及其在电信预测中的应用 |
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| 引用本文： | 姜向荣,梁雄健.时间序列预测新方法及其在电信预测中的应用[J].北京邮电大学学报(北京邮电大学学报),2009,11(3):42-48. |
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| 作者姓名： | 姜向荣 梁雄健 |
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| 作者单位： | 北京邮电大学经济管理学院,北京,100876;北京邮电大学经济管理学院,北京,100876 |
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| 摘 要： | 利用时间序列稳定的季节性，建立一种新的时间序列预测模型。即建立季节末总量基于给定资料的条件分布，利用季节周期内已知的少数观测值来预测周期末总量；在总量预测的基础上进一步预测周期内的为止观测点。经过实证研究可以看出，该模型对于观测值少的时间序列有很高的预测效率。
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| 关 键 词： | 时间序列 预测方法 自回归移动平均模型 季节性 电信预测 |
| 收稿时间： | 2009-4-30 |
Time Series Forecasting and Its Application in Telecommunications Prediction |
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| JIANG Xiang-rong,LIANG Xiong-jian.Time Series Forecasting and Its Application in Telecommunications Prediction[J].Journal of Beijing University of Posts and Telecommunications(Social Sciences Edition),2009,11(3):42-48. |
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| Authors: | JIANG Xiang-rong LIANG Xiong-jian |
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| Institution: | School of Economics and Management, BUPT |
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| Abstract: | A procedure is proposed to forecast short time series with stable seasonal pattern.This new method is motivated by the observations that short time series arise in many situations for the fierce competition.The quantity to be predicted is a yearly accumulation assuming that the partially accumulated data within the year are available.A simple model is proposed to describe the relationship between the yearly accumulation and partial accumulation and analytic results are obtained for both the point prediction... |
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| Keywords: | time series forecasting autoregressive integrated moving average model seasonality forecastiong in telecommunications |
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