指数衰减时间序列预测的时间重标回归方法

IF 0.4 Q4 MATHEMATICS, APPLIED
Masaru Shintani, K. Umeno
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引用次数: 1

摘要

指数定律已经在世界各地的各种系统中被发现。在这项研究中,我们介绍了两种现有的和一种新提出的指数衰减时间序列预测分析方法。所提出的方法是通过线性回归给出的,该线性回归是基于根据指数衰减定律重新缩放时间轴。通过使用随机数进行性能评价和实际数据验证,证实了该方法比现有方法具有更高的预测精度。该方法可用于分析世界上普遍存在的用指数函数建模的实际数据。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Time-Rescaling Regression Method for Exponential Decay Time Series Predictions
The exponential law has been discovered in various systems around the world. In this study, we introduce two existing and one proposed analytical method for exponential decay time-series predictions. The proposed method is given by a linear regression that is based on rescaling the time axis in terms of exponential decay laws. We confirm that the proposed method has a higher prediction accuracy than existing methods by performance evaluation using random numbers and verification using actual data. The proposed method can be used for analyzing real data modeled with exponential functions, which are ubiquitous in the world.
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来源期刊
JSIAM Letters
JSIAM Letters MATHEMATICS, APPLIED-
自引率
25.00%
发文量
27
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