引用本文:谢星峰, 谢东风, 邹平.基于CBP的卷烟销售二重趋势时间序列预测模型研究与应用[J].控制理论与应用,2007,24(6):1015~1020.[点击复制]
XIE Xing-feng, XIE Dong-feng, ZOU Ping.Study and application of double trend time series prediction models of cigarette sell based on CBP[J].Control Theory and Technology,2007,24(6):1015~1020.[点击复制]
基于CBP的卷烟销售二重趋势时间序列预测模型研究与应用
Study and application of double trend time series prediction models of cigarette sell based on CBP
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DOI编号  
  2007,24(6):1015-1020
中文关键词  圆形反向传播网络  二重趋势时间序列  预测
英文关键词  circular back propagation(CBP)  double trend  time series  forecast
基金项目  
作者单位
谢星峰, 谢东风, 邹平 昆明理工大学 管理经济学院，云南昆明650093；云南烟草公司，云南昆明 650011；云南师范大学，云南昆明 650092 
中文摘要
      二重趋势时间序列的预测结果与其整体趋势变动性和季节波动性的特征有较大的关系，在采用神经网络并针对其特征值的基础上还没有较好的预测方法。本文以圆形反向传播网络（CBP）为基础，提出二重趋势时间序列预测组合模型（CCBP），即根据二重趋势时间序列特征对其趋势分量与周期分量采用圆形方向传播网络分开进行预测，再对二者乘积。以云南省某片区若干卷烟销售网点的采样数据为研究实例，证实了CCBP模型在二重趋势时间序列预测方面性能有所提高。
英文摘要
      The prediction performance of double trend time series has dependence relation to its character: the trend change nature and season fluctuation characteristic. However, there is no effective way to construct the forecast method with the Neural Network and this double trend character. Based on circular back propagation network(CBP), a combined forecast model–CCBP is proposed which separates the weight of trend and the weight of fluctuation from predicted series data, respectively predicts the two weights, then multiplies two weight. After comparatively studying the data cases of some Yunnan tobacco company, it is proved that the CCBP model in the double trend time series has effectively enhanced the prediction performance.