大连港口货物吞吐量的时间序列分析
IME SERIEA ANALYSIS OF DALIAN PORT CARGO THROUGHPUT
本文给出了Box-Jenkins时间序列分析模型的相关知识,并且对大连港口货物吞吐量的时间序列数据进行分析、建模及预测。具体过程:首先根据原始数据图判断时间序列的趋势,运用改进的组合模型剔除序列的指数趋势和周期性趋势,并利用非线性最小二乘法拟合其参数值;然后对剩余的残差序列进行ARMA(p,q)模型的定阶、参数的估计以及模型的检验,确定大连港口货物吞吐量的时间序列模型;最后,利用模型作短期货物吞吐量的预测,给出定量及定性的结论。模型的分析、建模及预测是基于Matlab的工具箱及程序设计的实现。本文的理论分析及应用表明所建立建立的模型是可行的,其结果达到预期的理想效果。
his article gives the knowledge of Box-Jenkins time series analysis model, and makes a forecasting for Dalian port cargo throughput. Specific process: First of all, makes a judgement of the time series trend in accordance with the original data, and uses the improved combination model to remove the index trends and cyclical trends, and achieves its estimated value parameters using nonlinear least squares. Then sets order of ARMA(p,q) model for the random part, estimates parameters sand tests the model, and determines the time series model of Dalian port cargo throughput. Finally, forecasts for short-term cargo throughput making use of the model and gives the conclusions of the quantitative and qualitative. Model analysis, modeling and forecasting is based on the Matlab toolbox and procedures designed to achieve. Theoretical analysis and application of this article show that the model established by the model and the improvement are feasible, and the results achieve the effect expected.
杨旭、戴永贤
水路运输工程
时间序列分析Box-Jenkins模型RMA模型港口吞吐量预测
ime Series AnalysisBox-Jenkins ModelARMA ModelPort ThroughputForecast
杨旭,戴永贤.大连港口货物吞吐量的时间序列分析[EB/OL].(2008-06-17)[2025-08-02].http://www.paper.edu.cn/releasepaper/content/200806-388.点此复制
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