GMDH物价指数预测模型研究及实证
Study Choosing Data of Two-Level Algorithm of GMDH and Applications
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摘要: 利用物价指数的月均值与年均值数据同时建模的数据处理群组方法的两水平算法,扩大了月均值数据的可预测范围,引入以三角函数求和形式的调和自组织的数据处理群组方法解决月均值物价指数的波动影响,提高了月均值数据预测的准确性。实证分析表明,数据处理群组方法的调和两水平方法预测月均值物价指数是有效的。Abstract: The price idex is very inportant in the economic system,and it is difficult to predict accurately it is difficult to predict accurately because of the reason and the long intervals. We solve this problems with harmonic algorithm and two-leve algorithm of GMDH.The result that we researched the problems of prediction with the theory and methods in example show thatthis method is very efficient in example.