Abstract:
针对某时刻存在异常的序列数据,首先建立添加异常值或干预效应的ARIMA(Autoregressive Inte-grated Moving Average)模型,之后应用LSTM(Long-Short Term Memory)模型对ARIMA模型残差序列进行深度学习.通过对波动较为明显的股票收盘价格日度数据和受"新冠"疫情影响的公路货运量序列数据进行实证分析,证实该模型在对某时刻发生不同程度突变的试验数据进行预测时,能够明显提高预测精度.
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河北工业大学学报
ISSN: 1007-2373
Year: 2023
Issue: 2
Volume: 52
Page: 28-34
Cited Count:
SCOPUS Cited Count:
ESI Highly Cited Papers on the List: 0 Unfold All
WanFang Cited Count: -1
Chinese Cited Count:
30 Days PV: 1
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