单变量时间序列预测:综述与评价

UNIVARIATE TIME SERIES FORECASTING: A SURVEY AND AN EV ALUATION

对目前常用的和较有发展前途的单变量时间序列预测方法进行了评述,分析了这些方法的长处和不足,并指出了一些值得研究的问题。

This paper makes a survey and an evaluation on various univariate time series forecasting methods, which are often used at present or show a good application prospect. Advantages and disadvantages of these methods are analysed, and some problems worthy to be further considered are pointed out.