Applications of Kalman Filter on the Port Index Prediction

摘要

The Optimal Filter-modem time series theory is suitable to forecast complicated system with noise. Shipping and port enterprises, which are in the more exoteric global economy system and facing complicated economy situation could be regarded as a complicated system with noise. So Kalman filter theory is a nice forecast tool to predict port index. In this paper, we analyzes main economy indexes of port, presents status equation and observation equation, gives status noise and observation noise, compares the different forecasting result between Kalman filter theory and curve regression method.