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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 Integrated 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:

LSTM ARIMA 干预分析 组合模型 预测

Author Community:

  • [ 1 ] 北京工业大学理学部
  • [ 2 ] 河北经贸大学数学与统计学学院
  • [ 3 ] 河北科技大学理学院

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Source :

河北工业大学学报

Year: 2023

Issue: 02

Volume: 52

Page: 28-34

Cited Count:

WoS CC Cited Count: 0

SCOPUS Cited Count:

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count:

Chinese Cited Count:

30 Days PV: 5

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