组合预测模型在中国GDP预测中的应用

J4 ›› 2009, Vol. 44 ›› Issue (2): 56-59.

组合预测模型在中国GDP预测中的应用

王莎莎¹ ,陈安² ,苏静¹,李硕¹

1. 山东大学数学学院, 山东济南 250100; 2. 中国科学院科技政策与管理科学研究所, 北京 100080

收稿日期:2008-07-18 发布日期:2010-04-15
作者简介:王莎莎(1984),女, 硕士研究生,研究方向为运筹学与经济分析.Email:sha19842002@163.com
基金资助:
中科院知识创新工程重要方向资助项目(KZCXZYW3054);山东省自然科学基金资助项目(Y2007G08)

Application of the combination prediction model in forecasting the GDP of China

WANG Shasha ¹ , CHEN An ² , SU Jing ¹ , LI Shuo ¹

1. School of Mathematics, Shandong University, Jinan 250100, Shandong, China;
2. Institute of Policy and Management, Chinese Academy of Sciences, Beijing 100080, China

Received:2008-07-18 Published:2010-04-15

摘要/Abstract

摘要：

在ARIMA、混合时间序列和GM(1,1)模型基础上,利用中国经济发展数据建立一个组合预测模型,并把它应用于我国GDP的预测。所得结果误差优于三个模型的分别预测,表明组合预测模型在时间序列数据的预测中更有优势。

关键词: ARIMA模型;组合预测模型;时间序列;GDP

Abstract:

On basis of the ARIMA model, mixedtime series model and GM(1,1) model, a combination forecast model was established by using the Chinese economic development data, and the forecasted GDP of China was applied. The resulted show that the error of this combination prediction model is smaller than the other three models, and denoted that the combination prediction model in forecasting the timeseries data is more advantageous.

Key words: ARIMA model; combination prediction model; time series; GDP

中图分类号:

王莎莎1,陈安2,苏静1,李硕1. 组合预测模型在中国GDP预测中的应用[J]. J4, 2009, 44(2): 56-59.

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