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
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