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ARIMA乘法季节模型的R软件实现 被引量:5

Application and R Software Implementation of Multiplicative Seasonal ARIMA Model
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摘要 目的探讨ARIMA乘法季节模型的R软件实现方法,为模型的利用提供方法参考。方法利用美国芝加哥市1987—2000年大气污染物臭氧(O_3)浓度数据建立ARIMA乘法季节模型,并进行预测,比较预测值和观察值的差异。结果 ARIMA乘法季节模型在R软件中方便实现,模型预测值和观察值的平均相对误差为5.6%。结论 R软件有相对丰富的软件包可以实现ARIMA乘法季节模型,使用者可以方便快捷地实现分析需求。 Objectives To explore the R software implementation of multiplicative seasonal ARIMA model and to provide a method for its utilization. Methods The ARIMA model was established on account of the atmospheric pollutant ozone(O_3) concentration from 1987 to 2000 in Chicago,USA,and the difference between predicted value and observed value was compared. Results ARIMA model was implemented conveniently in R software.and the average relative error between the predicted and observed values was 5. 6%. Conclusions R software had a relatively abundant useful software packages for fitting the multiplicative seasonal ARIMA model,and users could complete the analysis conveniently and quickly.
作者 李亚伟 刘玲 宋士勋 路凤 LI Yawei;LIU Ling;SONG Shixun;LU Feng
出处 《环境卫生学杂志》 2018年第4期345-349,共5页 JOURNAL OF ENVIRONMENTAL HYGIENE
关键词 ARIMA乘法季节模型 大气污染物 预测 R软件实现 muhiplicative seasonal ARIMA model air pollutant prediction R software implementation
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