首页|贝叶斯优化下SARIMAX和LSTM模型在日照港货物吞吐量预测中的应用

贝叶斯优化下SARIMAX和LSTM模型在日照港货物吞吐量预测中的应用

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在全球贸易活动中,精确预测港口货物吞吐量对物流和供应链管理具有重要意义。为更好地捕捉吞吐量数据中的季节性周期和长期趋势,文中采用SARIMAX模型和LSTM神经网络,同时综合考虑了GDP、进出口贸易总额等宏观经济指标。首先利用SARIMAX模型捕捉吞吐量数据中季节性和趋势成分,并结合贝叶斯优化来细致调整模型超参数。然后引入结合贝叶斯优化的LSTM网络,对SARIMAX模型的预测值和实际值间的误差序列进行修正。实证结果表明,相比于传统单一模型,考虑多种影响因素的组合模型能够更加有效地提高对未来货物吞吐量的预测准确度。该研究不仅丰富了时间序列预测的理论,也为港口和物流行业提供了一种实用的决策支持工具。
The Application of SARIMAX and LSTM Models under Bayesian Optimization in Cargo Throughput Forecasting of Rizhao Port
In global trade activities,accurately predicting port cargo throughput is significant for logistics and supply chain management.To better capture the seasonal cycles and long-term trends in throughput data,this study employs the SARIMAX model and LSTM neural network,while also considering macroeconomic indicators such as GDP and total import and export values.This paper first utilizes the SARIMAX model to capture the seasonal and trend components in the throughput data,combined with Bayesian optimization for meticulous adjustment of the model's hyperparameters.Subsequently,it introduces an LSTM network integrated with Bayesian optimization to correct the error sequence between the SARIMAX model's predicted values and actual values.Empirical results indicate that,compared to traditional single models,a combined model considering various influencing factors can effectively improve the accuracy of future cargo throughput forecasting.This study not only enriches the theory of time series forecasting but also provides a practical decision-support tool for the port and logistics industries.

time series forecastingSARIMAXLSTMBayesian optimizationcargo throughput

徐浩帆

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南京林业大学 经济与管理学院,江苏 南京 210037

时间序列预测 SARIMAX LSTM 贝叶斯优化 货物吞吐量

2024

物流工程与管理
中国仓储协会 全国商品养护科技情报中心站

物流工程与管理

影响因子:0.412
ISSN:1674-4993
年,卷(期):2024.46(4)
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