标题:
基于ARIMA乘积季节模型的港口集装箱吞吐量预测Port Container Throughput Forecasting Based on the Multiplicative Seasonal ARIMA Model
作者:
陶丽丽, 王艳
关键字:
时间序列分析, ARIMA乘积季节模型, 集装箱吞吐量, 预测Time Series Analysis, Multiplicative Seasonal ARIMA Model, Container Handling Capacity, Forecast
期刊名称:
《Operations Research and Fuzziology》, Vol.5 No.2, 2015-05-19
摘要:
在对时间序列分析理论研究基础上，利用MATLAB软件编写所有算法的程序系统地分析港口集装箱吞吐量月度数据的变化规律，建立的ARIMA乘积季节模型能充分反映港口集装箱吞吐量的时间序列变化规律。以上海港2002~2009年集装箱吞吐量为例，应用MATLAB软件建立了ARIMA(0,1,1)×(0,1,1)12乘积季节模型，结果表明该乘积季节模型的预测精度较高，预测结果更加合理，有着广泛的应用前景。
Based on the theoretical research of the time series analysis, this paper systematically analyzes the changes rules of the monthly data of container throughput of Shanghai Port from 2002 to 2009 by using MATLAB software. The result shows that the multiplicative seasonal ARIMA(0,1,1)×(0,1,1)12 model has a high forecasting precision, a reasonable forecasting result and a broad application prospect.