Weighted-moving-average-method

所属分类:matlab编程
开发工具:matlab
文件大小:1KB
下载次数:73
上传日期:2013-06-22 14:43:28
上 传 者cfdtom
说明:  加权移动平均法就是根据同一个移动段内不同时间的数据对预测值的影响程度,分别给予不同的权数,然后再进行平均移动以预测未来值。 加权移动平均法不像简单移动平均法那样,在计算平均值时对移动期内的数据同等看待,而是根据愈是近期数据对预测值影响愈大这一特点,不同地对待移动期内的各个数据。对近期数据给予较大的权数,对较远的数据给予较小的权数,这样来弥补简单移动平均法的不足。
(Weighted moving average method is according to the degree of influence on the prediction value of different time with a mobile period data, were given different weights, and then moving average to forecast future values. Weighted moving average method is not simple moving average method, in the calculation of the average value of the mobile phase within the data equally, but according to the characteristics of the larger impact of recent data on the predictive value of different, treat all data movement period. To give greater weight to recent data, given the small number of remote data, thus to make up for lack of simple moving average method.)

文件列表:
加权移动平均法.txt (1316, 2013-06-21)

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