| 组合模型在我国GDP预测中的应用 |
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| 引用本文： | 由向平,孙德山,林丹凤.组合模型在我国GDP预测中的应用[J].河北职业技术学院学报,2010(2). |
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| 作者姓名： | 由向平 孙德山 林丹凤 |
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| 作者单位： | 辽宁师范大学; |
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| 基金项目： | 辽宁省高等学校科研项目资助(2008343) |
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| 摘 要： | 将组合预测法应用于我国GDP的预测,以提高预测精度。通过赋予合理权重,将指数平滑模型、拟合模型、ARIMA模型和支持向量回归模型加权组合。对各模型进行平均绝对百分误差(MAPE)、均方根误差(RESE)和希尔不等系数(Theil IC)等指标的比较,证明单一模型经过组合能够提高预测精度。
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| 关 键 词： | 组合预测方法 GDP 指数平滑模型 拟合模型 ARIMA模型 支持向量回归模型 |
Application of the Combination Model in Forecasting the GDP of China |
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| YOU Xiang-ping,Sun De-shan,LIN Dan-feng.Application of the Combination Model in Forecasting the GDP of China[J].Journal of Hebei Polytechnic,2010(2). |
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| Authors: | YOU Xiang-ping Sun De-shan LIN Dan-feng |
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| Abstract: | Combination forecasting model will be applied to forecast the gross domestic product of China,in order to make the result more exactly.The model which combined exponential smoothing model,fitting model,ARIMA model and SVR model can improve the accuracy of fix and forecast by proper weighs.By analyzing different indicators,the author consider that combination forecasting model is superior to four other models in this application. |
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| Keywords: | combination forecasting method gross domestic product exponential smoothing model fitting model ARIMA model SVR model |
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