确定指数平滑参数的最优化方法

A Study of the Optimal Method for the Exponential Smooth Parameters

依据统计学原理对指数平滑预测模型进行了精度分析 ,建立了估计指数平滑参数 a的最优化模型 ,给出了优化模型求解算法。实例计算结果表明 ,与试算法比较 ,该优化方法具有较快的收敛速度和较高的计算精度。

WT5,5”BZ]Based on the principle of statistics, this paper analyses the precision feature of exponential smoothing forecasting model. The optimal model of the smooth parameter extimation is established. A calculating algorithm of the optimal model is presented in this paper. The calculated results from the actual examples indicate that in comparison with the experimental algorithm, this optimal algorithm is of fast convergence speed and higher calculation accuracy.