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时序模型拟合优度的TOPSIS评价法及其应用

TOPSIS Method on Evaluating the Degree of Simulative Model According with Actual Series and Its Application
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摘要 本文提出对时序模型拟合优度进行多准则综合评价的选择思路,建立了兼顾统计特性和拟合效果的多指标评价体系及相应的TOPSIS评价法,其中对指标权重的确定,提出了基于相关系数的客观赋权法.最后以一股票市盈率序列为例进行实证研究.
作者 江兵 高伟良 刘少伟
机构地区 合肥工业大学管理学院
出处 《中国管理科学》 CSSCI 2007年第z1期66-70,共5页 Chinese Journal of Management Science
关键词 时序模型拟合优度 ARMA模型 TOPSIS评价法 相关系数
分类号 C931 [经济管理—管理学]
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参考文献8

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二级参考文献32

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共引文献53

中国管理科学
2007年 第z1期

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