摘要
把布朗单一参数二次多项式指数平滑法推广到三次多项式指数平滑法(即布朗单一参数四次指数平滑法),并利用计量经济学软件Eviews4.0和软件M atlab7.0结合实际数据进行短期预测.布朗单一参数四次指数平滑能更好地跟踪时序的非线性变化趋势,达到更好的短期预测效果.
This paper generalizes the Brown Single Parameter Exponential Smoothing from polynomial of degree 2 to polynomial of degree 3 - quartic exponential smoothing method. It utilizes Econometrics software Eviews 4.0 and software Matlab7. 0 to forecast in short term with the actual data. Quartic exponential smoothing method can follow the nonlinear trend of time series better and can also forecast better.
出处
《云南民族大学学报(自然科学版)》
CAS
2006年第2期105-109,115,共6页
Journal of Yunnan Minzu University:Natural Sciences Edition