分形整合过程在经济预测中的应用

The Application of Fractal Integration in Economic Prediction

误差逗留模型(Error-DurationModel)是一类具有分形特征的时间序列模型,与一般的时间序列模型相比,误差逗留模型具有更强的序列自相关性,运用该特征可以很好地对具有分形特征的时间序列进行预测,其预测精度也有明显提高。

ErrorDuration Model is one time series model, which is fractal integrated .The autocorrelation of ErrorDuration Model is stronger than the ordinary one's. In terms of this characteristic, we can improve the forecasting ability at a higher accuracy.