中国港口集装箱吞吐量预测:基于组合时间序列

赵尚威,周建红

系统科学与数学 ›› 2018, Vol. 38 ›› Issue (2) : 210-219.

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系统科学与数学 ›› 2018, Vol. 38 ›› Issue (2) : 210-219. DOI: 10.12341/jssms13346
论文

中国港口集装箱吞吐量预测:基于组合时间序列

    赵尚威1,周建红2
作者信息 +

Forecasting Chinese Ports Container Throughput: A Combining Time Series

    ZHAO Shangwei1 ,ZHOU Jianhong2
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文章历史 +

摘要

近年来, 中国港口集装箱吞吐量增长迅速. 如何准确预测中国港口集装箱吞吐量是一个极其重要且具有挑战性的问题. 采用一种自适应方法来解决该问题, 即Yang (2004)提出的指数加权聚合预测(AFTER). 我们采用该方法将两种时间序列模型: SARIMA 和VAR 进行组合. 对中国七大港口的预测结果表明, AFTER方法比常用的简单平均预测具有优势, 它通常能以更高的频率自动设置更大的权重在更好的个体预测上.

Abstract

Recently, Chinese ports container throughput increased rapidly. Accurate forecasting for container throughput of Chinese posts is an important and challengeable problem. We apply an adaptive approach --- Aggregated forecast through exponential reweighting (AFTER), introduced by Yang (2004) to this problem. Two classes of time series models (seasonal ARIMA model and vector autoregressive model) are combined. The results indicated that the AFTER approach has advantage over the common used simply average forecasting, and can automatically put a large weight on the better individual forecast with high frequency.

关键词

自适应组合 / 集装箱吞吐量 / 预测 / 时间序列模型.

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赵尚威 , 周建红. 中国港口集装箱吞吐量预测:基于组合时间序列. 系统科学与数学, 2018, 38(2): 210-219. https://doi.org/10.12341/jssms13346
ZHAO Shangwei , ZHOU Jianhong. Forecasting Chinese Ports Container Throughput: A Combining Time Series. Journal of Systems Science and Mathematical Sciences, 2018, 38(2): 210-219 https://doi.org/10.12341/jssms13346
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