基于GARCH族优选模型的舰船器材消耗预测

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。

Research on the Forecast of Warship Equipment Consumption Based on GARCH Family Optimization Model

The forecast of equipment consumption is the premise and basis for technical support. Influenced by factorssuch as equipment life cycle, task type, marine environment and skill level of equipment users, the sequence of warshipequipment consumption will fluctuate over time, with obvious clustering effects and peak thick tails. According to the AICcriterion, 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.