自适应预测系统中平滑常数限制的模拟研究

A simulation study of smoothing constant limits for an adaptive forecasting system

JOURNAL OF OPERATIONS MANAGEMENT · 1980
被引 6
人大 AFT50UTD24ABS 4*

中文导读

通过计算机模拟实验,研究了将Winters预测模型与Trigg和Leach自适应系统结合用于短期预测时,平滑常数的合理取值范围,为实践者提供指导。

Abstract

Abstract A set of computer simulation experiments were designed to investigate the use of Winters' forecasting models with the adaptive system of Trigg and Leach for short term forecasting. These two methods are popular and effective methods used for short term forecasting, but no systematic study of their joint usage has been reported. The results provide a set of smoothing constant limits which yielded accurate forecasts for the experimental conditions investigated. The experimental conditions were designed to cover as wide a range of situations as possible to maximize potential usefulness to practitioners.

预测方法时间序列分析模拟实验运营管理