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GMDH Based Auto-regressive Model for China's Energy Consumption Prediction

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成果类型:
期刊论文、会议论文
作者:
Xiao, Jin;Sun, Haiyan;Hu, Yi;Xiao, Yi*
通讯作者:
Xiao, Yi
作者机构:
[Sun, Haiyan; Xiao, Jin] Sichuan Univ, Sch Business, Chengdu, Peoples R China.
[Hu, Yi] Univ Chinese Acad Sci, Sch Management, Beijing, Peoples R China.
[Xiao, Yi] Cent China Normal Univ, Sch Informat Management, Wuhan, Peoples R China.
通讯机构:
[Xiao, Yi] C
Cent China Normal Univ, Sch Informat Management, Wuhan, Peoples R China.
语种:
英文
关键词:
energy demand;small sample prediction;auto-regressive;group method of data handling
期刊:
2015 International Conference on Logistics, Informatics and Service Sciences (LISS)
年:
2015
页码:
1-6
会议名称:
International Conference on Logistics, Informatics and Service Sciences (LISS)
会议时间:
JUL 27-29, 2015
会议地点:
Beijing Jiaotong Univ, Int Ctr Informat Res, Barcelona, SPAIN
会议主办单位:
Beijing Jiaotong Univ, Int Ctr Informat Res
会议赞助商:
Beijing Jiaotong Univ, China Ctr Ind Secur Res, Beijing Jiaotong Univ, Sch Econ & Management, IEEE SMC, Natl Nat Sci Fdn China, K C Wong Educ Fdn, Sino EU Doctoral Sch Sustainabil Engn, EU FP7, Beijing Logist Informat Res Base, Key Lab Logist Management & Technol Beijing
主编:
Zhang, Z Zhang, R Fernandez, V Liu, S
出版地:
345 E 47TH ST, NEW YORK, NY 10017 USA
出版者:
IEEE
ISBN:
978-1-4799-1891-1
机构署名:
本校为通讯机构
院系归属:
信息管理学院
摘要:
It is very significant for us to predict future energy consumption accurately. As for China's energy consumption annual time series, the sample size is relatively small. This study combines the traditional auto-regressive model with group method of data handling (GMDH) suitable for small sample prediction, and proposes a novel GMDH based auto-regressive (GAR) model. This model can finish the modeling process in self-organized manner, including finding the optimal complexity model, determining the optimal auto-regressive order and estimating model parameters. Further, four different GAR models,...

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