摘要
准确预测存款是银行科学经营的重要前提。利用某A银行2010—2017年存款总额的季度数据,建立二次指数平滑模型进行预测,利用马尔科夫链修正二次指数平滑模型的预测值,以提高预测结果的可信度。结果表明,该组合模型比较适用于具有线性趋势且随机波动性较大的存款总额预测。
The accuracy in predicting deposits is an important prerequisite for scientific bank operation.This paper establishes the second exponential smoothing method based on the quarterly deposits data of A bank from 2010 to 2017 to predict the trend of total deposits,and uses Markov chain to modify the predictive value,and improves the reliability of prediction result.The result shows that the combined model is suitable for forecasting total deposits with linear changing trend and large random volatility.
作者
林建华
LIN Jianhua(Zhejiang Xinchang Rural Commercial Bank,Xinchang 312500,China)
出处
《宁波职业技术学院学报》
2018年第6期97-100,103,共5页
Journal of Ningbo Polytechnic
关键词
二次指数平滑法
马尔科夫链
存款总额
预测
second exponential smoothing method
Markov chain
total deposits
prediction
