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A Comparative Analysis of the Application of Seasonal ARIMA and Exponential Smoothing methods in short run Forecasting Tourist Arrivals in Tanzania

机译:季节性ARIMA和指数平滑法在坦桑尼亚短期入境人数预测中应用的比较分析。

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This paper compared the performance of two forecasting models (Seasonal ARIMA and Exponential smoothing) in an attempt to identify the model that fits properly in forecasting tourist arrivals in a dynamic tourism industry in Tanzania. A two-staged approach to forecasting was carried out using monthly data for the period of 2000 to 2009. The models were assessed in similarly structured setting at the outset, and then best models identified at this level were compared in a?differently?structured setting. The results show that Seasonal ARIMA(4,1,4)(3,1,4) 12 and Holt-Winters multiplicative smoothing method are effective in forecasting tourist arrivals in Tanzania in a similarly?structured?setting. However, when the two models were compared under different structures, the performance of Holt-Winters multiplicative smoothing method outstripped that of Seasonal ARIMA(4,1,4)(3,1,4) 12 . This suggests that Holt-Winters multiplicative smoothing method with Alpha (0.01), Delta (0.11) and Gamma (0.11) is more effective in forecasting tourist arrivals in Tanzania in the short run and it can be used to aid planning processes in the tourism industry. Moreover, the seasonality pattern that characterizes tourist arrivals in Tanzania highlights the need to promote more of local tourism so as to lessen the negative impacts associated with it.
机译:本文比较了两种预测模型(季节性ARIMA和指数平滑)的性能,以试图确定适合预测坦桑尼亚动态旅游业游客人数的模型。使用2000年至2009年期间的月度数据进行了两阶段的预测方法。首先在结构相似的环境中对模型进行了评估,然后在“结构不同的环境”中比较了在此级别确定的最佳模型。 。结果表明,季节性ARIMA(4,1,4)(3,1,4)12和Holt-Winters乘法平滑法在结构相似的环境中可以有效地预测坦桑尼亚的游客人数。但是,当在不同结构下比较这两个模型时,Holt-Winters乘法平滑方法的性能超过了季节性ARIMA(4,1,4)(3,1,4)12。这表明用Alpha(0.01),Delta(0.11)和Gamma(0.11)进行的Holt-Winters乘法平滑方法在短期内预测坦桑尼亚的游客人数时更有效,可用于辅助旅游业的规划过程。此外,以坦桑尼亚游客人数为特征的季节性模式突出表明,有必要促进更多的当地旅游,以减轻与之相关的负面影响。

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