运筹与管理 ›› 2022, Vol. 31 ›› Issue (3): 138-144.DOI: 10.12005/orms.2022.0090

• 应用研究 • 上一篇    下一篇

货物吞吐量预测的改进ARIMAX方法——以天津港为例

王向前1, 吴东隆1, 郑健彤2   

  1. 1.安徽理工大学 经济与管理学院,安徽 淮南 232001;
    2.天津理工大学 管理学院,天津 300384
  • 收稿日期:2020-05-17 出版日期:2022-03-25 发布日期:2022-04-12
  • 通讯作者: 吴东隆(1995-),男,河北邢台人,硕士,研究方向:物流管理建模及系统效率评价。
  • 作者简介:王向前(1981-),男,安徽临泉人,博士,教授,研究方向:矿业管理工程及信息管理等。
  • 基金资助:
    国家自然科学基金资助项目(51874003);安徽高校学科(专业)拔尖人才资质项目(gxbjZD2021051)

Improved ARIMAX Method for Cargo Throughput Forecasting ——A Case Study of Tianjin Port

WANG Xiang-qian1, WU Dong-long1, ZHENG Jian-tong2   

  1. 1. School of Economics and Management, Anhui University of Science and Technology, Huainan 232001, China;
    2. School of Management, Tianjin University of Technology, Tianjin 300384, China
  • Received:2020-05-17 Online:2022-03-25 Published:2022-04-12

摘要: 为提高港口货物吞吐量预测精度,建立了基于ARIMAX-SVR的组合预测模型。以天津港为例,选取1999~2018年货物吞吐量数据进行分析,首先运用BP神经网络补插缺失数据,然后通过Pearson相关分析筛选出影响货物吞吐量的主要因素;再在ARIMA模型的基础上建立了ARIMAX模型,为进一步提高模型精度,最后建立了SVR模型修正的ARIMAX模型。实证分析结果表明组合模型拟合精度更高,预测效果更好,适用于港口吞吐量预测并且模型具有一定的先进性。

关键词: 天津港, 港口吞吐量, ARIMA, ARIMAX-SVR

Abstract: Accurate prediction of port cargo throughput is of great significance to the development planning of ports. In order to improve the prediction accuracy of port cargo throughput, a combined prediction model based on ARIMAX-SVR is established. Taking Tianjin Port as an example, the data of cargo throughput from 1999 to 2018 are selected as the research object. BP neural network is first used to supplement the missing data, and then the main factors affecting cargo throughput are selected through the Pearson correlation analysis. Then, based on the ARIMA model, a multivariate time series prediction model is established. In order to further improve the accuracy of the model, the multivariate time series prediction model modified by the support vector regression model is finally introduced. Through empirical analysis, the ARIMAX-SVR combination model can be obtained with higher accuracy and better prediction effect than the ARIMA model, which is more suitable for port throughput prediction. The combination model established in the case of a few similar studies has some advantages.

Key words: Tianjin port, port throughput, ARIMA, ARIMAX-SVR

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