节点文献
基于组合模型的进出口贸易总额预测
Forecast of Total Import and Export Trade Based on Combination Model
【摘要】 进出口贸易总额作为经济活动中的一个宏观经济指标,对研究中国经济状况具有不可替代的作用。文章使用ARIMA(自回归移动平均模型)和SVM(支持向量回归模型)对1980—2016年的我国进出口贸易总额进行信息挖掘,在评价预测效果的基础上构建了基于权重分配的组合预测模型。通过实例分析印证了在进出口总额方面基于优化定权的组合预测模型要比单一预测模型精度高,对我国的对外贸易发展有一定的参考价值。
【Abstract】 Total volume of import and export trade as a macro economic index of economic activity is irreplaceable to research economic position of China. This article use ARIMA and SVM to analyze the information of the total volume of import and export trade of China from 1980 to 2016. Build prediction model of the total volume of import and export trade based on combined forecasting model and their predictive effect. Prove that combined forecasting model based on optimization of fixed weight in total volume of import and export trade by examples is better than single prediction model in precision, and it has some reference value to the development of foreign trade of China.
【Key words】 Autoregressive Integrated Average Moving Model; Support Vector Machine; combined model; Total volume of import and export trade;
- 【文献出处】 江苏商论 ,Jiangsu Commercial Forum , 编辑部邮箱 ,2019年02期
- 【分类号】F752.6
- 【被引频次】4
- 【下载频次】381