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基于趋势组合的我国煤炭需求预测模型研究

     

摘要

煤炭资源是我国第一大能源资源,准确地预测煤炭需求动态趋势,对于保障能源供需平衡和规避能源供给风险,促进我国经济社会可持续发展具有重要意义。由于煤炭消费具有非线性和不确定性特征,任何单项煤炭需求预测模型都不能较好地拟合煤炭需求的变动趋势,进而导致预测精度偏低。本文利用ARMA模型拟合其不确定性趋势,紧紧围绕我国煤炭实际消费的非平稳变动特征,通过趋势外推模型拟合煤炭需求的确定性趋势;建立了基于趋势组合的我国煤炭需求预测模型,该模型运用表明其实用性和精确度都好于已有的组合预测模型。%Coal is the largest energy resources in China , so accurately predicting dynamic trend in coal demand has an important significance for guaranteeing the balance between energy supply and its demand to avoid the energy supply risks, and affirm economic and social sustainable development in China .Due to the nonlinear and uncertain characteris-tics of coal consumption , a single coal demand forecast model cannot better anticipate change trend of coal demand , which leads to the low prediction accuracy .Utilizing ARMA model to determine its uncertainty trend , and encircling the non-stationary characteristics of changes of actual consumption of coal in China to explore the deterministic trend of de -mand for coal , the paper establishes China′s coal demand forecast model based on trend combination .The application of this model depicts that it is more useful and accurate than the existing combination forecast model .

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