一种短-长期组合预测建模方法

A modeling Approach Based on Combined Short-term and Long-term Prediction

  • 摘要: 提出一种基于短期和长期策略的组合预测建模方法.该方法采用双指数平滑建模和傅里叶级数残差修正的方法建立适应数据模式短期变化的预测模型,再利用马尔可夫模型获取历史数据长期趋势变化信息,对短期模型进行趋势预测调整.于是,该方法既利用实时数据提供的当前模式变化特征信息,也利用历史数据所提供的模式变化总体规律信息.模型验证对比结果表明,本文提出的模型有较高的预测精度.

     

    Abstract: A combined prediction modeling method is proposed based on a short-term and long-term strategy. A prediction model is built for adapting to the short-term pattern changes of data by utilizing double exponential smoothing model and the Fourier residual correction. And then, a Markov model is employed for adjusting the trend during the short-term predicting through using long-term trend change information from historical data. Thus, the proposed method utilizes not only the real-time data to provide the characteristics information in the current pattern change, but also the historical data to provide the overall law information in the previous pattern changes. The experiment and comparison results show that the proposed method has higher prediction accuracy.

     

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