具有引导变量的模型的推广及分析

THE EXTENSION AND ANALYSIS OF THE MODEL WITH GUIDE VARIABLE

  • 摘要: 本文对文献1中的简单的具有引导变量的预报模型加以改进,建立了广义的具有引导变量的模型,采用张驰算法对模型进行辨识,预报精度得到改善,另外,本文将该模型与经典的Box-Jenkins季节性模型进行了比较,得出一些结论,仿真实例说明了结论的有效性.

     

    Abstract: In this paper,the simple forecasting model with guide variable which is presented in reference1 hes been improved. The generalized model with guide variable is given. As the relaxation algorithm is used for identification,the forecasting error liave some decrease,In addition,we have compared this model with BOx-Jenkins seasonal model and Obtained some conclusions. Simulation example have illustrated the validity of the conclusions.

     

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