摘要
混沌经济时间序列的预测方法研究是混沌经济非线性动力系统的重要内容。本文利用混沌动力学原理,通过混沌时间序列的相空间重构,运用局域预测方法,建立了预测模型。并用其确立的混沌动力学模型对1978～2000年我国GDP进行了预测。把此预测结果与实际值进行了比较,结果证明误差较小。同时还将此预测结果与用指数平滑法建立的预测模型的预测结果相比,结果表明混沌时间序列建立的模型其短期预测效果更好。
The research on forecasting method of chaotic economic time series is the important part of the nonlinear chaotic economic dynamic systems. Based on chaotic dynamic principle, phase space reconstruction of chaotic time series and part forecasting, a chaotic phase space model is proposed. The effectiveness of the proposed method is tested by comparison of the real data with the regulative forecasting model for GDP of 1978～2000 in China.
出处
《管理工程学报》
CSSCI
2004年第2期8-10,共3页
Journal of Industrial Engineering and Engineering Management
关键词
混沌
相空间重构
时间序列
GDP
经济
预测
chaos
phase space reconstruction
time series
GDP
economics
forecasting
