居民消费价格指数预测——以北京市为例

Tongtong Jia, Kongming Ai
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引用次数: 0

摘要

消费者价格指数(CPI)反映了与居民生活有关的商品和服务的价格变化之间的关系,是评价通货膨胀水平的重要指标。由于传染病下CPI具有较高的随机性和波动性,很难准确预测其趋势。本文结合2020年1月至2022年7月北京市CPI月度数据,以ARIMA模型、GM(1,1)和BP神经网络模型为组合模型基础,采用超短期预测和常规预测两种方法对传染病影响下北京市CPI进行预测。结果表明,组合模型的预测效果优于单一模型,超短期预测效果优于常规预测。其中,ARIMA-GM-BP组合模型的超短期预报效果最好。最后运用该模型和方法预测北京市8月份CPI为102.079。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Forecast of Consumer Price Index-Take Beijing as an example
: The consumer price index (CPI) reflects the relationship between the price changes of goods and services related to the life of residents and is an important indicator to evaluate the level of inflation. Because of the high randomness and volatility of CPI under the infectious diseases, it is very difficult to predict its trend accurately.In this paper, we combine the monthly CPI data of Beijing from January 2020 to July 2022, and use the ARIMA model, GM (1,1) and BP neural network model as the basis of the combined model to forecast the CPI of Beijing under the infectious diseases using two methods: ultra-short-term forecasting and conventional forecasting. It is obtained that the combined model has better forecasting effect than the single model, and the ultra-short-term forecasting effect is better than the conventional forecasting. Among them, the combination model using ARIMA-GM-BP for ultra-short-term forecasting is the best. Finally, the model and method were applied to forecast the CPI of Beijing in August as 102.079.
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