数据挖掘回归时序分析.ppt

本文观看结束！！！ 三、时间序列分析 Example: Number of people employed at International Systems Corporation for 20 quarters. Quarter Five Years Ago Four Years Ago Three Years Ago Two Years Ago Last Year 1st 150 160 175 180 200 2nd 175 190 200 220 250 3rd 450 460 480 495 520 4th 140 145 160 180 190 * * 《医药信息分析与应用》课程组 三、时间序列分析 Example: the following data indicate the number of mergers that took place in an industry over a 19-year period. * * 《医药信息分析与应用》课程组 三、时间序列分析 Example: Number of people employed at International Systems Corporation for 20 quarters. * * 《医药信息分析与应用》课程组 三、时间序列分析 Example: the following data indicate the number of mergers that took place in an industry over a 19-year period. * * 《医药信息分析与应用》课程组 时间序列分析 * * 《医药信息分析与应用》课程组 三、时间序列分析 Four Components of Time Series 1. Trends 长期趋势 2. Seasonal variations 季节变化 Cyclical variations 周期变化 Irregular variations 不规则变化 * * 《医药信息分析与应用》课程组 三、时间序列分析 Four Components of Time Series Trends （长期趋势）：Trends in time series are the long-term movements of the series that can be characterized by steady or only slightly variable rates of change. * * 《医药信息分析与应用》课程组 三、时间序列分析 Four Components of Time Series Seasonal variations（季节变）：Seasonal variations in a time series are those variations that occur rather predictably at a particular time each year. * * 《医药信息分析与应用》课程组 三、时间序列分析 Four Components of Time Series Cyclical variations（周期变化）：Cyclical variations are movements in a time series that are recurrent but that occur in cycles of longer than a year. * * 《医药信息分析与应用》课程组 三、时间序列分析 Four Components of Time Series Irregular variations（不规则变化）：Irregular variations constitute the class of time series movements that do not fit into the other three categories. * * 《医药信息分析与应用》课程组 三、时间序列分析 Classical Time Series Model （1）Multiplicative Time Series Model Y＝T×S×C×I （2）Additive Time Series Model Y＝T＋S＋C＋I （3）Mixed Time Series Model Y＝T×S＋C×I * * 《医药信息分析与应用》课程组 三、时间序列分析 时间序列分析方法：确定性时间序列分析方法和随机时间序列分析方法 确定性时间序列分析：设法