| 席建国.二次移动平均法中两次移动平均步长关系研究[J].数量经济技术经济研究,2019,(6):152-168 |
| 二次移动平均法中两次移动平均步长关系研究 |
| Research on the Relationship of Twice Moving Average's Steps in Double Moving Average |
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| 中文关键词: 二次移动平均 移动平均步长 独立性 等值性 斜率 |
| 英文关键词: Double Moving Average Moving Average's Step Independence Equivalence Slope |
| 基金项目:本文获得2018年度福建省高校杰出青年科研人才培育计划、福建省社会科学规划项目（FJ2018X009）、福建省教育厅“商务大数据分析与应用福建省高校重点实验室”的资助。 |
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| 中文摘要: |
| 研究目标：获得两次移动平均步长不等的二次移动平均模型。研究方法：数理推导两次移动平均步长不等的二次移动平均模型；在样本量、截距和斜率变化时，通过蒙特卡洛方法探讨两次移动平均步长的关系；并实例考察模型的实用性。研究发现：样本量较小时，两次移动平均的最优步长存在等值倾向。样本量较大时，两次移动平均的最优步长应取此大彼小或此小彼大，倾向第一次移动平均步长大于第二次移动平均步长；且随截距和斜率的增加，这种趋势更加显著。研究创新：构建的两次移动平均步长不等的二次移动平均模型更具一般性；其预测精度高于或等于现有二次移动平均模型。研究价值：本文构建的理论模型可以为经济、管理等领域提供更一般的基础性预测方法，并为二次指数平滑法、二次曲线指数平滑法等方法的完善提供借鉴。 |
| 英文摘要: |
| Research Objectives:Obtaining a double moving average's model with different step sizes. Research Methods:Deriving double moving average's models with different step sizes,and discussing the relationship between twice moving average's steps in different sample size,intercept and slope by Monte Carlo method.The practicability of the model is also investigated by an example. Research Findings: It is found that when the sample size is small,the steps of the twice moving average have a tendency to equal.When the sample size is large,the steps of the twice moving average should be one big and other small,or on the contrary.The first moving average's step tends to be larger than the second.With the increasement of intercept and slope,this trend is more significant. Research Innovations:The double moving average model with different step sizes is more general,and it's accuracy of prediction is higher than or equal to the existing double moving average's model. Research Value: The theoretical model established in this paper can provide more general basic method of prediction in economy,management and other fields,and give reference for the improvement of double exponential smoothing method and double curve exponential smoothing method. |
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