一种新的离散时间序列预测方法

K. Spicher, Boxing Li, D. Fang
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引用次数: 0

摘要

本文主要涉及零星的FC(预测)方法和误差测量。简要介绍了现有的离散时间序列(STS)的相关FC方法,包括简单指数平滑法(SES)、Croston’s / SBA法和专利WSS法,以及两种适用的误差度量APE和THEIL’s U。然后,重点放在分析和介绍一种新的预测方法,SIMFAC(1),这是专门针对STS的,包括一个新的误差度量,MEM(匹配事件度量)。为了在方法之间进行更全面的比较,余弦相似度(CS)度量,将在本文中介绍和应用。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
SIMFAC-A New Forecasting Method for Sporadic Time Series
This essay relates mainly to sporadic FC (forecasting) methods and error measures. The existing related FC methods of sporadic time series (STS), including the SES (Simple Exponential Smoothing), Croston’ s / SBA method and patented WSS method as well as two applicable error metrics APE and THEIL'S U are introduced briefly. Then the focus is laid on the analysis and presentation of a new forecasting yet unpublished method, SIMFAC (1), which is dedicated to STS and includes a new error metric, MEM (Matching Event Metric). For a more comprehensive comparison among methods, Cosine Similarity (CS) metric, will be introduced and applied in this essay.
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