湖北省GDP总量的时间序列预测模型的比较分析

Comparative Analysis about the Fitting and Prediction Model for the Time Series Data of Hubei Province’s GDP

利用湖北省1978—2004年间的GDP时间序列数据,选择五个时间序列模型进行拟合,依据相关预测精度评价指标对模型预测精度进行评价,最终选择Holter-Winter无季节性模型作为预测模型。并以2005、2006和2007年的数据作为检验数据检验该模型预测效果,进一步验证了其预测效果较优,最后利用该模型对湖北省2008—2013年的GDP进行短期外推预测。

This paper chooses several fitting models for fitting the time series data of GDP of Hubei province between 1978 and 2004, and selecting Holter-Winter model without seasonal trend model to evaluate the accuracy of the model predition according to some evaluation index. Meanwhile, it chooses data of 2005, 2006 and 2007 to test the effect of the model’s forecast, which displays a good result. Finally, we do the short-term extrapolation forecast for Hubei’s GDP from 2008 to 2013.