- 期刊
- OpenAccess
基于短时序数据的平滑ARIMA模型
Smoothing ARIMA Model Based on Short Time Series Data
並列摘要
We present a new time series model based on short time series data-smoothing ARIMA model .This model has an explicit mathematical definition and can be well realized by computer .At last we perform an empirical analysis about GDP of China. The results show that this model is scientific and reasonable compared with grey model.
參考文獻
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延伸閱讀
- Wang, J. W., & Luo, C. (2012). 平板数据的因子与聚类分析的流程探索及其应用. Journal of Data Analysis, 7(2), 89-102. https://doi.org/10.6338/JDA.201204_7(2).0005
- Chen, C. Y. (2012). 加權指數期貨趨勢預測績效之探討：ARIMA模型與開盤價預測效應. 臺灣企業績效學刊, 5(2), 257-275. https://doi.org/10.6697/TBPJ.201206_5(2).0005
- 黃宇翔、王百祿（2008）。ARIMA與適應性SVM之混合模型於股價指數預測之研究。電子商務學報，10(4)，1041-1065。https://doi.org/10.6188/JEB.2008.10(4).02
- 陳信宏、韋伯韜、蔡憲唐、傳懷慧（2005）。A Study of Applying Time Series ARMA Model to Asset Allocation。中國統計學報，43(1)，15-31。https://doi.org/10.29973/JCSA.200503.0002
- Chen, Y. J. (2008). New Direct Updating Method in Structural Model Updating [doctoral dissertation, National Taiwan University]. Airiti Library. https://doi.org/10.6342/NTU.2008.10501