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Author:

冯思曼 (冯思曼.) | 闫亮 (闫亮.) | 张艳辉 (张艳辉.) | 蔡霞 (蔡霞.)

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.

Keyword:

组合模型 干预分析 预测 LSTM ARIMA

Author Community:

  • [ 1 ] [蔡霞]河北科技大学
  • [ 2 ] [冯思曼]北京工业大学
  • [ 3 ] [张艳辉]河北经贸大学
  • [ 4 ] [闫亮]河北经贸大学

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Source :

河北工业大学学报

ISSN: 1007-2373

Year: 2023

Issue: 2

Volume: 52

Page: 28-34

Cited Count:

WoS CC 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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