Research of Optimal Regress Model Based on the Least-absolute Criteria and Its Application in Regional Economic Forecast

摘要：

Combined with the research achievement of statistic learning theory, an optimal regress model based on least- absolute criteria is proposed, which aims at overcoming the disadvantage of weak generalization ability that existed in most of the current regression function. Compared with prior regress models, LaOR model has taken regress error and confidence interval into account synthetically. As a result, the expected risk of regress could be reduced effectively. In the end, the LaOR model is applied to the short term forecasting of regional economic development, taking Jiangmen Guangdong as an example, and the result is acceptable.

关键词： Statistic learning theory Least-absolute criteria Multiple regression Economic forecasting

作者: XIAO Jianhua

作者单位: School of Economics and Management, Wuyi University, Jiangmen, Guangdong, P.R.China, 529020

会议类型: 国际会议

会议名称: The Ninth International Forum--International Trade and Investment(第九届国际贸易与投资国际论坛)

会议地点: 昆明

会议语种:英文

页码: 425-429

在线出版日期: 2012-07-13（万方平台首次上网日期，不代表论文的发表时间）