首页|基于集成算法的工业增加值预测模型研究

基于集成算法的工业增加值预测模型研究

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我国工业经济的快速发展使得对工业增加值的准确预测成为至关重要的任务,工业增加值在经济中起着举重若轻的作用,其有效的现时预测有助于及时分析宏观经济走向.研究通过应用粒子群优化算法(PSO)对梯度提升决策树(GBDT)、随机森林回归(RFR)、LightGBM、Adaboost、XGBoost和CatBoost等六种集成算法的关键参数进行调整,以提高这些算法在工业增加值预测中的性能,并选取MSE、MAE、精度作为模型评价指标.实验结果显示:对比粒子群优化后的模型指标,依据模型预测性能的优劣情况将其排序:XGBoost>AadBoost>CatBoost>RFR>LightGBM>GBDT.基于粒子群优化算法的XGBoost模型在工业增加值预测中表现出更好的预测效果,为提高工业经济预测的准确性提供了有力支持.
Research on Industrial Value Added Forecasting Model Based on Integrated Algorithm
The rapid development of China's industrial economy makes accurate forecasting of industrial value added a crucial task.Industrial value added plays an important role in the economy,and its effective current forecasting helps to analyze the macroeconomic direction in time.The study adjusts the key parameters of six integrated algorithms such as Gradient Boosted Decision Tree(GBDT),Random Forest Regression(RFR),LightGBM,Adaboost,XGBoost and CatBoost by applying Particle Swarm Optimization(PSO)algorithm in order to improve the performance of these algorithms in the forecasting of value added of industry,and selects MSE,MAE,accuracy as model evaluation indexes.The experimental results show that,comparing the model indexes after particle swarm optimization,the models are ranked according to their predictive performance:XGBoost>AadBoost>CatBoost>RFR>LightGBM>GBDT.The XGBoost model based on the particle swarm optimization algorithm shows better predictive effect in industrial value added prediction,which provides powerful support for improving the accuracy of industrial economic It provides strong support for improving the accuracy of industrial economic prediction.

industrial value added forecastingparticle swarmparameter optimizationintegrated learningXGBoost algorithm model

谢洋、闫海波

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新疆财经大学统计与数据科学学院,新疆 乌鲁木齐 830012

工业增加值预测 粒子群 参数优化 集成学习 XGBoost算法模型

国家社会科学基金(2017)

17BJY235

2024

现代工业经济和信息化

现代工业经济和信息化

影响因子:0.485
ISSN:
年,卷(期):2024.14(2)
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