教師資料查詢 | 類別: 期刊論文 | 教師: 曹銳勤 RUEY-CHYN TSAUR (瀏覽個人網頁)

標題:Seasonal forecasting of a decomposed fuzzy exponential smoothing model using grey estimated values
學年97
學期1
出版(發表)日期2009/01/01
作品名稱Seasonal forecasting of a decomposed fuzzy exponential smoothing model using grey estimated values
作品名稱(其他語言)
著者曹銳勤; Tsaur, Ruey-chyn
單位淡江大學經營決策學系
出版者Taipei : Chinese Institute of Chemical Engineers
著錄名稱、卷期、頁數Journal of the Chinese Institute of Engineers=中國工程學刊 32(1), pp.17-31
摘要This paper proposes a decomposed fuzzy exponential smoothing model to analyze the seasonal time series data in which the secular trend and seasonal effects are transferred. Using the transferred data and the estimated grey value, the fuzzy exponential smoothing equation is solved, resulting in a smaller forecasting error. Then, the decomposed forecasting values are traced back by multiplying the seasonal index and trend values to obtain the seasonal forecasting values. Three examples are provided to illustrate the proposed model. In the training sets, the forecasting errors of the proposed model are better than Holt-Winter's model and the statistically decomposed method. In the test sets, the proposed model is also a better fit for the future trend.
關鍵字exponential smoothing model;fuzzy exponential smoothing model;grey forecasting;;seasonal datum;decomposition
語言英文
ISSN0253-3839
期刊性質國內
收錄於
產學合作
通訊作者
審稿制度
國別中華民國
公開徵稿
出版型式紙本
相關連結
Google+ 推薦功能,讓全世界都能看到您的推薦!