基于改进的非线性跟踪-微分器的GDP预测

GDP Prediction Based on Improved Nonlinear Tracking-Differentiator

文章提出一种不依赖于模型的预测方法,即针对观测数据,在非线性跟踪-微分器(NTD)的基础上,基于泰勒公式获得预测值,以此改进NTD,并将其用于国内生产总值GDP的预测分析。结果表明:改进的NTD可以很方便地用于诸如GDP的预测分析,且提出的改进方法能有效地提高相应的预测精度,与依赖模型的预测方法比较仍有很大优势。

This paper proposes a model-independent prediction method, that is, on the basis of nonlinear tracking-differentiator(NTD) and Taylor formula, the prediction value is obtained based on Taylor formula, so as to improve NTD, and apply it to the prediction and analysis of gross domestic product(GDP). The results show that the improved NTD can be conveniently used for the prediction analysis such as GDP, and the improved method can effectively increase the corresponding prediction accuracy, and still has great advantages over the model-dependent prediction method.