摘要
利用最优加权组合法,对时间序列模型、灰色预测模型和神经网络模型进行组合,通过计算确定其权重,得出未来五年安徽省的GDP,同时根据平均绝对百分误差、均方根误差以及泰尔系数,将组合预测模型与单一的预测模型进行比较,得出组合预测模型的精度比单一预测模型预测精度高,并根据组合预测结果可以看出在未来五年安徽省的经济会持续稳定的发展。
This article uses optimal weighted combination method,combines the time series model,gray prediction model and neural network model,determines the weight by calculation,and forecasts the next five years GDP of Anhui province.While based on the average absolute percentage error,root mean square error and the Theil coefficient,comparing the combination forecasting model with a single prediction model,we can draw the conclusion that the accuracy of combination forecasting models is higher than that of a single prediction model.According to the forecasting results,we can predict that the economy of Anhui Province will develop continually and stably in the next five years.
出处
《皖西学院学报》
2011年第5期48-52,共5页
Journal of West Anhui University
基金
安徽省教育厅人文社会科学研究项目(2009sk130)
关键词
时间序列预测
灰色预测
神经网络模型
组合预测
time series prediction
grey prediction
neural network model
combination forecasting