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分类号：F22210710-2012123010硕士学位论文组合预测中单项预测模型的选择研究于秀伟导师姓名职称左庆乐教授申请学位级别硕士学科专业名称统计学论文提交日期2015年5月11日论文答辩日期2015年6月13日学位授予单位长安大学TheResearchonSingleForecastModelSelectionOrientedbyCombinationForecastADissertationSubmittedfortheDegreeofMasterCandidate：YuXiuweiSupervisor：Prof.ZuoQingleChang’anUniversity,Xi’an,Chinai摘要随着社会经济的发展，统计预测技术也在逐渐成熟当中。目前，越来越多的现象被以数据这种具体的形式体现出来。因此，统计预测技术得以被应用于多个领域。从农业到工业，从人口到经济，从能源到社会发展，从交通运输到医疗卫生，统计预测技术几乎无处不在。针对同一个社会经济预测问题,由于决策者考虑的问题不同,通常会选择不同的预测方法。但是在处理数据的过程中单纯的单项预测模型在某些情况下已无法满足我们对预测精度的需求，组合预测开始越来越广泛的出现在实际应用当中。然而组合预测中单项预测模型的选择还存在需要继续研究的问题。本文即围绕如何选择并确定组合预测中的单项预测模型展开研究与讨论。本文首先阐明了论文的研究背景和研究意义，回顾国内外研究文献，提出本文研究的主要内容、研究框架和研究方法。其次，对于统计预测技术给出了进一步的论述，明确了预测工作的详细步骤，概括说明了单项预测模型和组合预测模型的相关理论，并对评价预测效果的指标体系做了介绍。然后，分别从定性和定量两个角度分析组合预测中单项预测模型的选择。定性角度的分析包括单项预测模型选择应遵循的原则、以及模型选择，即通过预测目的、历史数据变化的特征、预测模型的适用性初步确定单项预测模型的选择范围。定量角度的分析包括单项预测模型个数的确定以及权重的确定，从而得到适宜的组合预测模型。同时选取1994年到2013年中国私人汽车拥有量的历史数据，进行建模分析，验证单项预测模型选择步骤的合理性和可行性。最后从预测值和误差评价体系两个方面分析模型的预测结果，并为今后采用组合预测模型建模提出建议。关键词：统计预测技术、单项预测模型、组合预测、预测值、预测精度iiAbstractWiththedevelopmentofeconomy,statisticalpredictiontechnologyisalsointhedevelopmentofmaturegradually.Atpresent,moreandmorephenomenonismanifestedintheformofthespecificdata.Therefore,statisticalpredictiontechnologyhasbeenappliedinmanyfields.Fromtheagriculturetotheindustry,fromthepopulationtotheeconomy,fromtheenergytothedevelopmentofsociety,fromthetransportationtothemedicalandhealthcare,statisticalpredictiontechnologyhasbeenapplied.Accordingtothesamesocialeconomicforecastingproblem,becausedifferentdecisionmakerstakedifferentpoint,theycanchoosedifferentpredictionmethods.Butsometimes,singleforecastingmodelhavebeenunabletomeetourrequirementforaccuracy,socombinationforecasthasbeenusedmoreandmore.However,whenchoosingsingleforecastingmodelforcombinationforecast,therearemanyproblemsneedtobesolved.Thisarticleisabouthowtochoosesingleforecastingmodelforcombinationforecastmodel.Atfirst,thepaperespoundedtheresearchbackgroundandresearchsignificance,reviewsthedevelopmentoftheresearchliterature,andexplainthemaincontents,theresearchframeworkandresearchmethods.Second,discusssomethingaboutstatisticalpredictiontechnology,clearthedetailedstepsofforecastingwork,outlinetherelatedtheoryofsingleforecastmodel,combinedforecastingmodel,andthepredictioneffectevaluationindexsystem.Then,analysisthechooseofsingleforecastingmodelforcombinationforecastfromtheanglesofqualitativeandquantitative.Qualitativeangleincludesthechoiceofprinciple,Predictionpurpose,Datachanges,modelapplicability.Quantitativepointofview,includingthedeterminationofsingleforecastingmodelnumber,theweight.AndselectedChina'sprivatecarownershipdatafrom1994to2013,makemodels,validatetherationalityandfeasibilityofsingleforecastingmodelselectionsteps.Finally,analysepredictedresultsformpredictivevalueanderrorvalue.lastly,givesSuggestionsfortheuseofmakingcombinationforecast.Keywords:statisticalpredictiontechnology,singleforecastmodel,combinationforecast,forecastvalue,predictionaccuracyiii目录第一章绪论............................................................................................................................11.1研究背景和研究意义..................................................................................................11.1.1研究背景............................................................................................................11.1.2研究意义............................................................................................................31.2国内外研究综述..........................................................................................................41.2.1国外研究综述....................................................................................................51.2.2国内研究综述....................................................................................................51.3研究内容和研究方法..................................................................................................71.3.1研究内容............................................................................................................71.3.2研究框架图........................................................................................................71.3.3研究方法............................................................................................................9第二章预测技术相关理论..................................................................................................102.1概述............................................................................................................................102.2预测的基本步骤........................................................................................................102.3单项预测模型相关理论............................................................................................122.3.1定性预测法......................................................................................................122.3.2回归预测法......................................................................................................132.3.3时间序列预测法...........................................................