THE RESEARCH OF INSURANCE INCOME FORECAST BASED ON WAVELET ANALYSIS

摘要：

This paper proposes a kind of combination forecast model based on the wavelet analysis. First, the insurance income time series is decomposed under a multi-scale by using the Mallat algorithm. So the approximate (low frequency)component and the detail (high frequency) component under the corresponding scale are obtained. Then, the trend and cycle are distilled from the decomposition and modeled separately. After that the stochastic item is modeled. Finally,the superimposition of forecasts result can forecast the original insurance income. Through the contrast of forecast result with the tradition forecast model ARIMA by the data of Chinese insurance income, it indicates that this model makes full use of the existing information and it is more precise in forecast.

关键词： The wavelet analyses the Mallat algorithm Logistic growth curve non-stationary time series combination model

作者: BIN-SHENG LIU YI-JUN LI HAI-TAO YANG YU-PENG HOU XUE-SHEN SUI

作者单位: School of Management, Harbin Engineering University, Harbin 150001, China;School of Management, Harb School of Management, Harbin Engineering University, Harbin 150001, China China petroleum industry development corp., Beijing 100011, China School of Management, Harbin Institute of Technology, Harbin 150001, China

会议类型: 国际会议

会议名称: 2006 International Conference on Machine Learning and Cybernetics(IEEE第五届机器学习与控制论坛)

会议地点: 大连

会议语种:英文

页码: 2575-2580

在线出版日期: 2006-08-13（万方平台首次上网日期，不代表论文的发表时间）