%0 Journal Article %T Quadric Exponential Smoothing Model with Adapted Parameter and Its Applications
平滑系数自适应的二次指数平滑模型及其应用 %A LI Suo-ping %A LIU Kun-hui %A
黎锁平 %A 刘坤会 %J 系统工程理论与实践 %D 2004 %I %X After analyzing traditional quadratic exponential smoothing model,this paper puts forward the concept of dynamic smoothing parameter and sets sup the new model which is automaticaly adapted to the giwen time series?Furthermore,we deduce two kinds of linear trend models with Brown single parameter and Holt double parameter, and the good characters which is different with the traditional model?So some questions, i.e., the smoothing parameter is static and determined by one's experiences, and the smoothing initial value is difficulty to determine and leads to a deviation easily, are resolved completely?Forecasting example shows that the new model is improved much in precision and better in adaptation? %K exponential smoothing %K time series %K smoothing parameter %K adapted model %K linear trend
指数平滑 %K 时间序列 %K 平滑参数 %K 自适应 %K 模型 %K 线性趋势 %U http://www.alljournals.cn/get_abstract_url.aspx?pcid=01BA20E8BA813E1908F3698710BBFEFEE816345F465FEBA5&cid=962324E222C1AC1D&jid=1D057D9E7CAD6BEE9FA97306E08E48D3&aid=9CBA40A0BD579C89&yid=D0E58B75BFD8E51C&vid=B91E8C6D6FE990DB&iid=0B39A22176CE99FB&sid=BB0EA31DB1B01173&eid=A4FA325EA800C820&journal_id=1000-6788&journal_name=系统工程理论与实践&referenced_num=11&reference_num=8