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Research of Optimal Regress Model Based on the Least-absolute Criteria and Its Application in Regional Economic Forecast

机译:基于最小绝对准则的最优回归模型研究及其在区域经济预测中的应用

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摘要

Combined with the research achievement of statistic learning theory, an optimal regress model based on least-absolute criteria is proposed, which aims at overcoming the disadvantage of weak generalization ability that existed in most of the current regression function. Compared with prior regress models, LaOR model has taken regress error and confidence interval into account synthetically. As a result, the expected risk of regress could be reduced effectively. In the end, the LaOR model is applied to the short term forecasting of regional economic development, taking Jiangmen Guangdong as an example, and the result is acceptable.
机译:结合统计学习理论的研究成果,提出一种基于最小绝对准则的最优回归模型,以克服目前大多数回归函数普遍存在的泛化能力弱的缺点。与先前的回归模型相比,LaOR模型综合考虑了回归误差和置信区间。结果,可以有效地降低预期的回归风险。最后,将LaOR模型应用于区域经济发展的短期预测中,以广东江门市为例,结果是可以接受的。

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