一类非线性模型及其预测偏差分析
CERTAIN NONLINEAR MODEL AND ITS FORECASTING BIAS ANALYSIS
-
摘要: 在非线性回归分析中，变换模型引人注目，着名的Box-Cox变换模型1更是广为讨论，理论分析与应用表明，该类模型因变量的预测均采用简单的逆变换加以实现，本文通过预测分析表明，这种预测是有偏倚的，应加以校正．基于正态条件分布，本文理论推导了校正公式并给出了预测上、下限，最后进行了实例分析．Abstract: In this paper.a class of nonlinear model-Box-Cox transformation model is considered.Theresult of its forecasting analysis indicates that forecasts based on the simple inverse transformation are biasedand should be corrected. On the basis of normal distribution assumption,the lower and upper bounds of forecasting bias are derived.An example using real data is given.
下载:
