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中国管理科学 ›› 2022, Vol. 30 ›› Issue (3): 199-210.doi: 10.16381/j.cnki.issn1003-207x.2020.2171

• 论文 • 上一篇    下一篇

季节性数据特征驱动的电子废弃物回收规模分解集成预测建模研究

王方1, 余乐安2, 3, 查锐4   

  1. 1.西安电子科技大学经济与管理学院,陕西 西安710126;2.中国科学院大学魏桥国科联合实验室,北京100190;3.滨州魏桥国科高等技术研究院,山东 滨州256600;4.哈尔滨工程大学经济管理学院,黑龙江 哈尔滨150001
  • 收稿日期:2020-08-20 修回日期:2020-12-15 出版日期:2022-03-19 发布日期:2022-03-19
  • 通讯作者: 余乐安(1976-),男(汉族),湖南常德人,中国科学院大学,教授,研究方向:大数据挖掘、商务智能、金融管理,Email:yulean@amss.ac.cn. E-mail:yulean@amss.ac.cn
  • 基金资助:
    国家自然科学基金资助项目(72001165);陕西省创新能力支撑计划资助项目(202151876020,2020KRM062);陕西省重点研发计划项目(90804190002)

Research on Decomposition-Ensemble Approach for Predicting E-waste Recovery Scale Driven by Seasonal Data Characteristics

WANG Fang1, YU Le-an2,3, ZHA Rui4   

  1. 1. School of Economics and Management, Xidian University, Xian 710126, China;2. Weiqiao-UCAS Joint Lab, University of Chinese Academy of Sciences, Beijing 100190, China;3. Binzhou Institute of Technology, Binzhou 256600, China;4. School of Economics and Management, Harbin Engineering University, Harbin 150001, China
  • Received:2020-08-20 Revised:2020-12-15 Online:2022-03-19 Published:2022-03-19
  • Contact: 余乐安 E-mail:yulean@amss.ac.cn

摘要: 电子废弃物回收规模预测是政府制定循环经济发展规划和有关补贴政策、企业进行资源回收价值评估和产能优化的基础。本文考虑电子废弃物回收规模季度数据的季节性数据特征可能导致传统单模型预测误差偏大、预测结果不稳定等问题,基于“分解-集成”的思想提出了季节性数据特征驱动的电子废弃物回收规模预测CH-X12/STL-X框架。首先,基于Canova-Hansen(CH)检验对电子废弃物回收规模时间序列的季节性数据特征进行识别,继而对适于进行季节性分解的时间序列采用X12乘法模型或时间序列季节性分解(Seasonal-trend Decomposition Procedure Based on Loess,STL)模型实现季节性分量提取。然后,采用Holt-Winters模型对获得的季节性分量进行预测,并以支持向量回归模型(Support Vector Regression,SVR)预测分解获得的其他分量。最后,通过对各个分量预测结果的线性求和以得到最终的预测结果。实证结果表明,提出CH-X12/STL-X预测框架能够较好地满足不同季节性数据特征驱动的时间序列预测建模需求,且较传统单模型(Holt-Winters模型、季节性差分自回归滑动平均模型、SVR模型)在预测性能上表现良好且稳定。

关键词: 电子废弃物;季节性分解;集成预测;数据特征驱动建模

Abstract: The prediction of e-waste recovery scale is the basis for the government to formulate the development plan of circular economy and relevant subsidy policies, and for enterprises to evaluate the value of resource recovery and optimize production capacity. In this paper, the CH-X12 /STL-X framework for e-waste recycling scale prediction is proposed based on the idea of “Decomposition-ensemble”, considering that the seasonal data characteristics of the quarterly e-waste recycling scale data may lead to large prediction errors by using traditional single model and unstable prediction results. Firstly, the seasonal data characteristics of the time series of e-waste recovery scale are identified based on Canova-Hansen (CH) test, and then the time series suitable for seasonal decomposition is extracted with X12 or seasonal -trend decomposition procedure based on loess (STL) model for seasonal components. Then, the Holt-Winters model is used to predict the seasonal component, and the support vector regression (SVR) model is used to predict the other components. Finally, the linear sum of the prediction results of each component is used to obtain the final prediction result. The empirical results show that the proposed CH-X12/STL-X prediction framework can better meet the modeling requirements of time series prediction driven by different seasonal data characteristics and has better and more stable prediction performance than the traditional single models (Holt-Winters model, Seasonal Autoregressive Integrated Moving Average model, and SVR model).

Key words: e-waste; seasonal decomposition; integrated prediction; Data-Trait-Driven modeling

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