小波分析在管理数据处理中的应用

Application of wavelet transformation in the analysis of management data

提出了一种基于小波变换的管理数据处理方法.把公司管理上的数据看成一个非平稳的时间序列,利用小波函数将该时间序列分解到不同的频率通道上,然后将分解后的信号当作近似的平稳时间序列,用一些传统的统计方法进行预测.同时对中国足球彩票若干期的销售量数据进行了处理和预测,并将结果与实际销量以及用传统的AR模型的预测值进行了比较.

A method of processing management data based on wavelet transformation is introduced. The data of the company management is essentially an unstationary time sequence. Regarded as a signal,the time sequence is decomposed into different frequency channels. Then wavelet decomposition and reconstruction are used to analyze and forecast the time sequence. Examples show that the new method is more effective than the traditional AR model forecast in some aspects.