An Improved Prediction Model Combining Inverse Exponential Smoothing and Markov Chain

被引:5
|
作者
Niu, Tong [1 ]
Zhang, Lin [2 ]
Zhang, Bo [2 ]
Yang, Bofan [1 ]
Wei, Shengjun [1 ]
机构
[1] Air Force Engn Univ, Grad Sch, Xian 710051, Peoples R China
[2] Air Force Engn Univ, Air & Missile Def Coll, Xian 710051, Peoples R China
基金
中国博士后科学基金;
关键词
Inverse problems - Markov processes - Iterative methods;
D O I
10.1155/2020/6210616
中图分类号
T [工业技术];
学科分类号
08 ;
摘要
On the basis of the triple exponential smoothing prediction model, this paper introduces the reverse prediction idea and establishes the reverse triple exponential smoothing model by setting parameters such as threshold value and iteration times and reasonably correcting its initial value. This method can effectively reduce the error of early prediction value. At the same time, aiming at the problem that the predicting advantage of the reverse triple exponential smoothing model weakens in the later period, Markov theory is introduced to correct its error value, and an improved prediction model combining inverse exponential smoothing and Markov chain is further established. The improved model combines the advantages of index model trend prediction and Markov fluctuation prediction, and the prediction accuracy and stability of the model are significantly improved through case tests.
引用
收藏
页数:11
相关论文
共 50 条
  • [1] An Improved Exponential Smoothing Model on Rental Trends Prediction of Public Bicycle Stations
    Lin, Fei
    Zhang, Linyao
    Xu, Haitao
    Sun, Yong
    [J]. 2016 IEEE 14TH INTL CONF ON DEPENDABLE, AUTONOMIC AND SECURE COMPUTING, 14TH INTL CONF ON PERVASIVE INTELLIGENCE AND COMPUTING, 2ND INTL CONF ON BIG DATA INTELLIGENCE AND COMPUTING AND CYBER SCIENCE AND TECHNOLOGY CONGRESS (DASC/PICOM/DATACOM/CYBERSC, 2016, : 437 - 441
  • [2] Improved Grey Model Base on Exponential Smoothing for River Water Pollution Prediction
    Xie Zheng-wen
    Su Kai-yu
    [J]. 2010 4TH INTERNATIONAL CONFERENCE ON BIOINFORMATICS AND BIOMEDICAL ENGINEERING (ICBBE 2010), 2010,
  • [3] Improved Grey Model Base on Exponential Smoothing for Urban Environmental Noise Prediction
    Yuan Qiao
    Xie Zhengwen
    Qu Fang
    [J]. RECENT ADVANCE IN STATISTICS APPLICATION AND RELATED AREAS, VOLS I AND II, 2009, : 1718 - 1724
  • [4] Enhancement of Markov Chain Model by Integrating Exponential Smoothing: A Case Study on Muslims Marriage and Divorce
    Jamaluddin, Fadhilah
    Rahim, Rahela Abdul
    [J]. INNOVATION AND ANALYTICS CONFERENCE AND EXHIBITION (IACE 2015), 2015, 1691
  • [5] An Improved Markov Chain Model for Hour-Ahead Wind Speed Prediction
    Miao, Changyu
    Chen, Jian
    Liu, Jia
    Su, Hongye
    [J]. 2015 34TH CHINESE CONTROL CONFERENCE (CCC), 2015, : 8252 - 8257
  • [6] EBITDA Index Prediction Using Exponential Smoothing and ARIMA Model
    Rubio, Lihki
    Gutierrez-Rodriguez, Alejandro J.
    Forero, Manuel G.
    [J]. MATHEMATICS, 2021, 9 (20)
  • [7] Random and Markov switching exponential smoothing models
    Tsionas, Mike G.
    [J]. TECHNOLOGICAL FORECASTING AND SOCIAL CHANGE, 2022, 174
  • [8] Generalized adaptive exponential smoothing of observations from an ergodic hidden Markov model
    Herkenrath, U
    [J]. JOURNAL OF APPLIED PROBABILITY, 1999, 36 (04) : 987 - 998
  • [9] Improved Prediction of Markov Chain Algorithm for Indoor Temperature
    Yang, Lei
    Shang, Liqun
    Yang, Lin
    [J]. 2016 INTERNATIONAL SYMPOSIUM ON COMPUTER, CONSUMER AND CONTROL (IS3C), 2016, : 809 - 812
  • [10] COMBINING FORECASTS OF ARIMA AND EXPONENTIAL SMOOTHING MODELS
    Attanayake, A. M. C. H.
    Perera, Shyam S. N.
    Liyanage, U. P.
    [J]. ADVANCES AND APPLICATIONS IN STATISTICS, 2019, 59 (02) : 199 - 208