Combined Prediction Approach of Multivariate Auto-Regressive and Exponential Smoothing and It's Applitication
Wei Gui-wu · Journal of Xihua Teachers College · 2004
In this paper the theory and methodology of Multivariate Auto-regressive and Exponential Smoothing model are proposed. A new combined prediction model based on Multivariate Auto-regressive and Exponential Smoothing model, is established to predict the logging curves. And a case is given. The result showed that the degree of accuracy was higher by using Multivariate Auto-regressive and Exponential Smoothing model than by using Multivariate Auto-regressive. So this new Combined Prediction Approach of Multivariate Auto-regressive and Exponential Smoothing is effective.