摘要
器材消耗量预测是做好技术保障工作的前提和基础,受设备生命周期、任务类型、海洋环境及使用设备人员的技能水平等因素的影响,舰船器材消耗量序列会随着时间的推移而产生波动现象,丛集效应和高峰厚尾特征明显。根据AIC(A-Information Criterion)准则,对GARCH(Generalized Autoregressive Conditional Heteroscedasticity)族模型进行比较优选,寻求一种更为合适的预测模型,实现对消耗量的准确预测。
The forecast of equipment consumption is the premise and basis for technical support.Influenced by factors such as equipment life cycle,task type,marine environment and skill level of equipment users,the sequence of warship equipment consumption will fluctuate over time,with obvious clustering effects and peak thick tails.According to the AIC criterion,the GARCH(Generalized Autoregressive Conditional Heteroscedasticity)family models are compared and pre⁃ferred,and a more suitable prediction model is sought to achieve accurate prediction of consumption.
作者
吴雯雯
陈振林
WU Wenwen;CHEN Zhenlin(Naval Aviation University,Yantai Shandong 264001,China)
出处
《海军航空工程学院学报》
2020年第4期316-323,共8页
Journal of Naval Aeronautical and Astronautical University
关键词
GARCH族模型
舰船器材
消耗预测
GARCH family preferred model
warship equipments
consumption prediction
