Research on Data Prediction of Multivariate Time Series

摘要：

This paper uses time series modeling a dollar through the establishment of pig price series autoregressive moving average model to predict hog prices. The prediction of 6 months shows that the average relative error is 4.9％. A dollar use of time series methods and multivariate time series forecast methods hog prices compared with the prediction results, the results show that: when using the method of multivariate time series, the predicted average relative error is smaller.

关键词： multiple sequence data prediction

作者: Xie Ni Xu Wei

作者单位: Xian University of technology Xian, China Northwest Polytechnical University Xian, China Northwest Polytechnical University Xian, China

会议类型: 国际会议

会议名称: 2010 International Conference on Future Information Technology(2010年未来信息技术国际会议 ICFIT 2010)

会议地点: 长沙

会议语种:英文

页码: 1074-1077

在线出版日期: 2010-12-14（万方平台首次上网日期，不代表论文的发表时间）