利用滚动式相关分析方法普查历史资料初探

Preliminary Study of Rolling Correlative Analysis Method for Investigating History Data

介绍了一种新的普查历史资料的方法———滚动式相关分析方法 ,并将滚动相关分析法与一般相关分析法的相关分析结果进行了对比分析。结果表明 ,滚动式相关分析方法提高了相关稳定性 ,预报效果优于一般相关分析法。

A new method,rolling correlative analysis, which can generally investigate the history data is introduced,and then the comparison analysis between rolling correlation and general correlation methods is carried out.The results show that the correlation of the factors which are gained from rolling correlation method is more stable,and its forecast accuracy is better than general correlation method.