The Set of Ternary Time Series Forecasting Models Based on the Difference

被引：0

作者：

Feng, Hao ^{[1
]}

Wang, Hong-xu ^{[2
]}

Yin, Cheng-guo ^{[3
]}

Lu, Xiao-li ^{[2
]}

机构：

[1] Hainan Trop Ocean Univ, Coll Marine Sci & Technol, Saya, Peoples R China

[2] Hainan Trop Ocean Univ, Commercial Coll, Saya, Peoples R China

[3] Hainan Trop Ocean Univ, Coll Comp Sci, Saya, Peoples R China

来源：

INTERNATIONAL CONFERENCE ON MATHEMATICS, MODELLING AND SIMULATION TECHNOLOGIES AND APPLICATIONS (MMSTA 2017) | 2017年 / 215卷

关键词：

The difference; The forecasting function Fq(a; b; c) of STD; The Ternary time series forecasting models; The automatic optimal search method;

D O I：

暂无

中图分类号：

TP301 [理论、方法];

学科分类号：

081202 ;

摘要：

The set of ternary time series forecasting models based on difference is proposed (STD). For a time series, it can select the best time series forecasting model in STD by using the automatic optimal search method. For example, when forecast enrollments data of University of Alabama in 1971 similar to 1992, can select the best time series forecasting model Fq(0.000004,0.9,0.000004) in STD by using the automatic optimal search method, and can gain the MSE=0 and AFER=0%. Increasing the best time series forecasting models' numbers of STD which forecast accuracy reaches its peak.

引用

页码：9 / 12

页数：4

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