期刊論文
學年 | 97 |
---|---|
學期 | 1 |
出版(發表)日期 | 2009-01-01 |
作品名稱 | Seasonal forecasting of a decomposed fuzzy exponential smoothing model using grey estimated values |
作品名稱(其他語言) | |
著者 | 曹銳勤; Tsaur, Ruey-chyn |
單位 | 淡江大學經營決策學系 |
出版者 | Taipei : Chinese Institute of Chemical Engineers |
著錄名稱、卷期、頁數 | Journal of the Chinese Institute of Engineers=中國工程學刊 32(1), pp.17-31 |
摘要 | This paper proposes a decomposed fuzzy exponential smoothing model to analyze the seasonal time series data in which the secular trend and seasonal effects are transferred. Using the transferred data and the estimated grey value, the fuzzy exponential smoothing equation is solved, resulting in a smaller forecasting error. Then, the decomposed forecasting values are traced back by multiplying the seasonal index and trend values to obtain the seasonal forecasting values. Three examples are provided to illustrate the proposed model. In the training sets, the forecasting errors of the proposed model are better than Holt-Winter's model and the statistically decomposed method. In the test sets, the proposed model is also a better fit for the future trend. |
關鍵字 | exponential smoothing model;fuzzy exponential smoothing model;grey forecasting; seasonal datum;decomposition |
語言 | en |
ISSN | 0253-3839 |
期刊性質 | 國內 |
收錄於 | |
產學合作 | |
通訊作者 | |
審稿制度 | |
國別 | TWN |
公開徵稿 | |
出版型式 | 紙本 |
相關連結 |
機構典藏連結 ( http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/50412 ) |