| 基于灰理论的时滞经济预测模型及应用 |
| |
| 引用本文： | 唐伟敏.基于灰理论的时滞经济预测模型及应用[J].武汉理工大学学报(交通科学与工程版),2011,35(5). |
| |
| 作者姓名： | 唐伟敏 |
| |
| 作者单位： | 中南财经政法大学会计学院 武汉430073 |
| |
| 基金项目： | 国家自然科学基金项目资助(批准号:70971103) |
| |
| 摘 要： | 针对经济预测中具有时滞性样本数据序列的预测建模问题,在对GM(1,1)模型拟合残差分析的基础上,结合AR模型及残差自回归模型建立了新的时滞GM(1,1)模型,并给出了该模型一种基于最小二乘的求解算法.最后通过对我国GDP指数进行预测,给出了经济预测中建模的一个应用实例,取得了较为满意的效果.
|
| 关 键 词： | 时滞GM(1 1)模型 GDP指数 残差修正 AR模型 |
Time Lag Economic Forecasting Model and Its Application Based on Grey Theory |
| |
| Tang Weimin.Time Lag Economic Forecasting Model and Its Application Based on Grey Theory[J].journal of wuhan university of technology(transportation science&engineering),2011,35(5). |
| |
| Authors: | Tang Weimin |
| |
| Institution: | Tang Weimin (Acounting Department of Zhongnan University of Economic and Law,Wuhan 430073,China) |
| |
| Abstract: | The paper discusses the modeling problem which has the sample data with a time lag of the sequence in economic forecasting.It bases on the analysis about the fitting residual of GM(1,1) model,adopts AR model to establishes the residual from regression model,and then deduces a new GM(1,1) model,and gives a method which based on the least squares method for solution.At the last,the paper provides a case about the model in the economic forecasts,which is the forecasting about our GDP index.And it achieves a mo... |
| |
| Keywords: | delay GM(1 1) model GDP index residual error correction AR model |
| 本文献已被 CNKI 万方数据 等数据库收录！ |
|
