A NEW HYBRID FORECASTING ALGORITHM AND ITS APPLICATION IN ECONOMIC ANALYSIS
A NEW HYBRID FORECASTING ALGORITHM AND ITS APPLICATION IN ECONOMIC ANALYSIS作者机构：College of Computer and Information Engineering Henan University Kaifeng 475004 China
出 版 物：《Journal of Electronics(China)》 (电子科学学刊（英文版）)
年 卷 期：2007年第24卷第5期
页 面：705-709页
学科分类：070208[理学-无线电物理] 07[理学] 0702[理学-物理学]
基 金：Supported by the National Natural Science Foundation of China (No.60434020,60572051) International Cooperative Project Foundation (0446650006) Ministry of Education Science Foundation (205092)
主 题：Wavelet-Kalman Hybrid estimation and forecasting Multi-sensor
摘 要：There exists a great deal of periodic non-stationary processes in natural,social and eco- nomical *** is very important to realize the dynamic analysis and real-time forecast within a *** this letter,a wavelet-Kalman hybrid estimation and forecasting algorithm based on step-by-step filtering with the real-time and recursion property is put *** combines the advantages of Kalman filter and wavelet *** the information provided by multi- sensor effectively,this algorithm can realize not only real-time tracking and dynamic multi-step fore- casting within a period,but also the dynamic forecasting between periods,and it has a great value to the system *** results show that this algorithm is valuable.
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