基于多重“分解集成”策略的物流货运量预测.pdfVIP

第15卷第1期 交通运输系统工程与信息 Vol. 15 No. 1 2015 年 2 月 Journal of Transportation Systems Engineering and Information Technology February 2015 文章编号：1009-6744（2015）01-0150-09 中图分类号:F542 文献标志码:A 基于多重“分解—集成”策略的物流货运量预测 *1 2 周 程 , 李 松 (1.湖北经济学院物流与工程管理学院,武汉 430205；2.武汉理工大学物流工程学院,武汉 430063) 摘 要： 货运量预测是制定物流政策和决定物流基础设施布局的重要依据.针对受多 因素影响的货运量预测具备较强非线性和模糊性特征，提出一种基于趋势分解和小波变 换的多重“分解—集成”预测方法.利用趋势分解将货运量分解为趋势项和非趋势项，通过 小波分解将非趋势项进一步分解成低频项和高频项，分别建立预测模型，选用相加集成 得到货运量预测值.实证表明，“分解—集成”的预测策略将非平稳货运量分解为相对平 稳的子序列组合，降低了问题复杂度，有效提高了预测性能，与传统的趋势分解预测模型 和小波分解预测模型相比，多重“分解—集成”预测模型精度更高. 关键词： 物流工程；小波变换；趋势分解；分解—集成；物流货运量 Logistics Freight Volume Forecasting Based on Multilevel Decompose-ensemble Method 1 2 ZHOU Cheng , LI Song (1.School of Logistics and Engineering Management, Hubei University of Economics, Wuhan 430205, China; 2.School of Logistics Engineering, Wuhan University of Technology, Wuhan 430063, China) Abstract:Abstract: Logistics freight volume forecasting is essential for forming logistics policy and determining the logistics infrastructure layout, which reflects strong-nonlinearity and ambiguity due to various affecting factors. A new forecasting approach based on multilevel decompose-ensemble is proposed for logistics freight volume. Original freight volume is firstly decomposed into trend component and non- trend component in accordance with trend decomposition. Then, non-trend component is further decomposed into a l