基于ARMA模型的新疆铁路客运量预测

Forecast of Xinjiang Railway Passenger Volume Based on ARMA model

为了了解以及详细掌握铁路客运量的变化趋势,采用时间序列中自回归差分移动平均模型(ARMA),介绍如何通过ARMA模型对铁路客运量进行定量预测。以新疆统计年鉴提供的新疆铁路客运量数据(1985—2018年)为基准,对该时间序列进行平稳非白噪声处理。结果显示在置信区间合理范围内,ARMA(1,2,2)提供了比较准确的预测结果,可用于对未来客运量的预测,结合模型并对2019年新疆铁路客运量进行预测,以期为新疆运输业的发展提供参考依据。

In order to understand and master the change trend of railway passenger volume in detail,the autoregressive differential moving average model(ARMA)in the time series is used to introduce in detail how to quantitatively predict the railway passenger volume through the ARMA model.Based on the Xinjiang Railway Passenger Traffic Data(1985-2018)provided by the Xinjiang Statistical Yearbook,the time series were processed with stationary non-white noise,and the results were shown to be within a reasonable range of the confidence interval.ARMA(1,2,2)provides a comparison Accurate prediction results can be used to predict the future passenger volume,combined with the model and forecast the Xinjiang railway passenger volume in 2019,and provide a reference for the development of Xinjiang’s transportation industry.