基于权重转移的加权滑动平均模型改进

计算机工程与应用 ›› 2014, Vol. 50 ›› Issue (14): 156-159.

基于权重转移的加权滑动平均模型改进

杨慧1，许福栗2

1.东北石油大学计算机与信息技术学院，黑龙江大庆 163318
2.大庆市第三采油厂信息中心，黑龙江大庆 163318

出版日期:2014-07-15 发布日期:2014-08-04

Improvement of weighted moving average model based on transferring weights

YANG Hui1, XU Fuli2

1.School of Computer and Information Technology, Northeast Petroleum University, Daqing, Heilongjiang 163318, China
2.Information Department of Daqing No.3 Oil Production, Daqing, Heilongjiang 163318, China

Online:2014-07-15 Published:2014-08-04

摘要/Abstract

摘要： 针对加权滑动平均方法存在的滞后性和跳变值问题，在保证修匀和平滑功能的基础上，提出了权重转移方法，该方法可对加权滑动平均模型的滞后性和跳变值进行有效改进，使加权滑动平均的趋势性更强，同时也有效地避免了跳变值对动态预测的影响。实验结果验证了该方法的有效性。

关键词: 加权滑动平均, 权重转移, 滞后性, 跳变值

Abstract: In view of the lagging and incomplete problems of the weighted moving average method, transferring weights is proposed with the repair and smooth function is ensured, it is available to improve the lagging and incomplete of the weighted moving average model effectively, to strengthen its trend, and effectively avoid the influence of incomplete value. The experimental results verify the validity of the method.

Key words: weighted moving average, transferring weights, hysteretic nature, outburst value

杨慧1，许福栗2. 基于权重转移的加权滑动平均模型改进[J]. 计算机工程与应用, 2014, 50(14): 156-159.

YANG Hui1, XU Fuli2. Improvement of weighted moving average model based on transferring weights[J]. Computer Engineering and Applications, 2014, 50(14): 156-159.

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