汽車行業(yè)需求分類與預測方法(參考版)
2025-02-23 13:10本頁面
【正文】 ve model ? Simple forecasting model ?Basic Value ?Trend factor ?Seasonal factor ?Basic Value ? Beta:seasonal factor ? Gamma:trend factor ))(1( 111 ??? ???? ttttt ryxz ??? ?Trend factor 11)1()( ?? ???? tttt yy ???? ?Seasonal factor 1)1( ??? ??? tLtttL zx ???? ?預測方法 TtttTtTzy ?? ???? ?? )( Basic value Seasonal factor trend factor ARIMA模型 ?自回歸模型 (AR:auto regression) ? AR(1) ? AR(2) ttt azz ?? ? 11? tttt azzz ??? ?? 2211 ?? 自回歸演算 Z(t1) a(t) Z(t) ?AR的性質 ?協(xié)方差與相關系數(shù) ?λ(p)= Cov (z(t),z(tp))=E(z(t)z(tp) ?λ(1)= E((Φ(1)z(t1)+a(t))z(t1)） =Φ(1)λ(0)+E(z(t1))E(a(t)) = Φ(1)λ(0) ?λ(p)=Φ(1) λ(0) ?ρ(p)=λ(p)/λ(0)= Φ(1) p p ?記憶函數(shù) ? z(t)=Φ(1) z(t1)+a(t) ?z(t)=a(t)+Φ(1) a(t1)+ Φ(1) a(t1)+… ? Stationa
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