组合预测模型在中国GDP预测中的应用

Application of the combination prediction model in forecasting the GDP of China

在ARIMA、混合时间序列和GM(1,1)模型基础上,利用中国经济发展数据建立一个组合预测模型,并把它应用于我国GDP的预测。所得结果误差优于三个模型的分别预测,表明组合预测模型在时间序列数据的预测中更有优势。

On basis of the ARIMA model, mixed-time series model and GM（1, 1） model, a combination forecast model was established by using the Chinese economic development data, and the forecasted GDP of China was applied. The resulted show that the error of this combination prediction model is smaller than the other three models, and denoted that the combination prediction model in forecasting the time-series data is more advantageous.