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Особенности выбора параметров настройки модели сглаживающего временного ряда для осуществления краткосрочного прогнозирования изменения физической величины

Особенности выбора параметров настройки модели сглаживающего временного ряда для осуществления краткосрочного прогнозирования изменения физической величины

Abstract

The scheme of forecasting of physical size by means of adaptive polynomial models of a time series of the first order is developed. Influence of adjusting parameters for model of a time number on a forecasting error is estimated. The general rules of a choice of their values are defined. The analysis shows, that for maintenance of good accuracy of forecasting by means of time numbers it is necessary to choose the constant of smoothing corresponding to dynamics of predicted process. For elimination or the maximum reduction of an adjusting site for adaptation of a time number and expansion of a site for forecasting it is necessary to set precisely initial values of approximating factors for representation of initial function.

Приведена последовательность построения модели сглаживающего временного ряда первой степени для осуществления краткосрочного прогнозирования изменения физической величины. Оценено влияние параметров настройки модели временного ряда на погрешность прогнозирования. Определены общие правила выбора их значений. Анализ показывает, что для обеспечения хорошей точности прогнозирования с помощью временных рядов необходимо выбрать постоянную сглаживания, соответствующую динамике прогнозируемого процесса. Для устранения или максимального сокращения участка настройки адаптации временного ряда и расширения участка прогнозирования следует точно задавать начальные значения аппроксимирующих коэффициентов для определения исходной функции.

Keywords

ВРЕМЕННОЙ РЯД, МОДЕЛЬ, ПРОГНОЗ, МИКРОКОНТРОЛЛЕР, ФИЗИЧЕСКАЯ ВЕЛИЧИНА

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
0
Average
Average
Average