应用ARIMA模型预测中国煤炭生产

Apply ARIMA model to forecast China's coal production

根据我国2001-2005年60个月的煤炭生产数据,利用时间序列的有关理论,经过多次拟合,找出适合我国煤炭生产的单整自回归移动平均模型(ARIMA)。利用AIC准则确定模型参数,并根据模型对我国2006年的月度煤炭生产量进行预测。

Based on 60 months(2001-2005) of coal production data in China,time array related theory is utilized,through many fittings,ARIMA,which is suitable for China's coal production,is found.Model parameters are defined by adopting AIC criterion and also the monthly coal production in 2006 in China is forecasted based on the model.