Selecting an optimal model for forecasting the volumes of railway goods transportation

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• 作者：K. V. Rudakov ; V. V. Strizhov ; D. O. Kashirin…
• 关键词：Key wordstime series forecast ; cargo railway transportation ; selection of the forecast model
• 刊名：Automation and Remote Control
• 出版年：2017
• 出版时间：January 2017
• 年：2017
• 卷：78
• 期：1
• 页码：75-87
• 全文大小：
• 刊物类别：Mathematics and Statistics
• 刊物主题：Calculus of Variations and Optimal Control; Optimization; Systems Theory, Control; Control, Robotics, Mechatronics; Mechanical Engineering; Computer-Aided Engineering (CAD, CAE) and Design;
• 出版者：Pleiades Publishing
• ISSN：1608-3032
• 卷排序：78

文摘

Consideration was given to selection of an optimal model of short-term forecasting of the volumes of railway transport from the historical and exogenous time series. The historical data carry information about the transportation volumes of various goods between pairs of stations. It was assumed that the result of selecting an optimal model depends on the level of aggregation in the types of goods, departure and destination points, and time. Considered were the models of vector autoregression, integrated model of the autoregressive moving average, and a nonparametric model of histogram forecasting. Criteria for comparison of the forecasts on the basis of distances between the errors of model forecasts were proposed. They are used to analyze the models with the aim of determining the admissible requests for forecast, the actual forecast depth included.