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A Hybrid Method to Improve Forecasting Accuracy
https://doi.org/10.24729/00000874
https://doi.org/10.24729/00000874391d94fd-8d08-410a-ad5f-60fb6ff7861c
名前 / ファイル | ライセンス | アクション |
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KJ00005090096.pdf (1.0 MB)
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Item type | 紀要論文 / Departmental Bulletin Paper(1) | |||||
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公開日 | 2010-06-21 | |||||
タイトル | ||||||
タイトル | A Hybrid Method to Improve Forecasting Accuracy | |||||
言語 | ||||||
言語 | eng | |||||
キーワード | ||||||
主題Scheme | Other | |||||
主題 | exponential smoothing method | |||||
キーワード | ||||||
主題Scheme | Other | |||||
主題 | ARMA model | |||||
キーワード | ||||||
主題Scheme | Other | |||||
主題 | ARIMA model | |||||
キーワード | ||||||
主題Scheme | Other | |||||
主題 | auto correlation function | |||||
資源タイプ | ||||||
資源タイプ識別子 | http://purl.org/coar/resource_type/c_6501 | |||||
資源タイプ | departmental bulletin paper | |||||
ID登録 | ||||||
ID登録 | 10.24729/00000874 | |||||
ID登録タイプ | JaLC | |||||
著者 |
Takeyasu, Kazuhiro
× Takeyasu, Kazuhiro× Morio, Mio |
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抄録 | ||||||
内容記述タイプ | Abstract | |||||
内容記述 | Formerly, following method was proposed by us. Focusing that the equation of exponential smoothing method was equivalent to (1,1) order ARMA model equation, the new method of estimation of smoothing constant in exponential smoothing method was proposed. In this paper utilizing the above stated method, the revised forecasting method is proposed. In making forecast such as sales data, seasonal trend is removed by dividing the original time series by the Monthly Ratio which is calculated using moving average data Utilizing the above stated method, forecasting is executed with this data in which seasonal trend is removed. The Monthly Ratio is multiplied after that, and forecasting data is obtained. This is a revised forecasting method. Variance of forecasting error of this newly proposed method is assumed to be less than those of previously proposed method. These method are examined by the data of airline passengers. These results are compared with those of ARIMA model. Some favorable results are obtained. | |||||
引用 | ||||||
内容記述タイプ | Other | |||||
内容記述 | Journal of Economics, Business and Law. 2007, 10, p.55-75 | |||||
書誌情報 |
Journal of Economics, Business and Law 巻 10, p. 55-75, 発行日 2007-12-31 |
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ISSN | ||||||
収録物識別子タイプ | ISSN | |||||
収録物識別子 | 1344-770X | |||||
書誌レコードID | ||||||
収録物識別子タイプ | NCID | |||||
収録物識別子 | AA11338387 | |||||
著者版フラグ | ||||||
出版タイプ | VoR | |||||
出版タイプResource | http://purl.org/coar/version/c_970fb48d4fbd8a85 | |||||
出版者 | ||||||
出版者 | College of Economics, Osaka Prefecture University | |||||
資源タイプ | ||||||
内容記述タイプ | Other | |||||
内容記述 | Article |