A NEW HYBRID FORECASTING ALGORITHM AND ITS APPLICATION IN ECONOMIC ANALYSIS-中国期刊网

摘要 Thereexistsagreatdealofperiodicnon-stationaryprocessesinnatural,socialandeco-nomicalphenomenon.Itisveryimportanttorealizethedynamicanalysisandreal-timeforecastwithinaperiod.Inthisletter,awavelet-Kalmanhybridestimationandforecastingalgorithmbasedonstep-by-stepfilteringwiththereal-timeandrecursionpropertyisputforward.ItcombinestheadvantagesofKalmanfilterandwavelettransform.Utilizingtheinformationprovidedbymulti-sensoreffectively,thisalgorithmcanrealizenotonlyreal-timetrackinganddynamicmulti-stepfore-castingwithinaperiod,butalsothedynamicforecastingbetweenperiods,andithasagreatvaluetothesystemdecision-making.Simulationresultsshowthatthisalgorithmisvaluable.

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A NEW HYBRID FORECASTING ALGORITHM AND ITS APPLICATION IN ECONOMIC ANALYSIS

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A NEW HYBRID FORECASTING ALGORITHM AND ITS APPLICATION IN ECONOMIC ANALYSIS

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