剩余XGBoost 基于回归的个人移动范围控制图表用于监测国内生产总值增长
Rahida Rihhadatul Aisy1, Latifatuz Zulfa1, Yolanda Rahim1
1Department of Statistics, Faculty of Science and Data Analytics, Institut Teknologi Sepuluh Nopember, Surabaya, Indonesia.
PloS one
|May 9, 2025
概括
本研究引入了一种新的XGBoost和I-MR控制图模型,用于国内生产总值 (GDP) 预测. 虽然在初始测试中是有效的,但为了提高经济预测的精度,需要进一步改进.
科学领域:
- 经济学 经济学 经济学
- 数据科学数据科学数据科学
- 统计过程控制 统计过程控制
背景情况:
- 准确的国内生产总值 (GDP) 预测对于经济政策制定至关重要.
- 宏观经济时间序列中的自相关性使传统预测方法复杂化.
- 现有的方法难以捕捉非线性关系并减轻时间序列的依赖性.
研究的目的:
- 开发和评估GDP预测和监测的新方法.
- 整合XGBoost回归与个人和移动范围 (I-MR) 控制图表,以提高预测准确度.
- 解决宏观经济时间序列中自相关性所带来的挑战.
主要方法:
- 利用XGBoost回归,一个机器学习算法,因为它能够处理复杂的非线性关系.
- 集成的XGBoost与个人和移动范围 (I-MR) 控制图进行时间序列监控.
- 在I阶段和II阶段评估中使用实证分析来评估模型性能.
主要成果:
- 在第一阶段分析中,拟议的模型与实际GDP值有很强的一致性.
- 整合XGBoost和I-MR图表有效地捕获了非线性,并减轻了自身相关性.
- 第二阶段分析表明存在差异,突出了模型改进的领域.
结论:
- 新的XGBoost-I-MR模型显示了GDP预测和监测的前景.
- 建议进一步完善模型并纳入额外的经济指标,以提高预测准确度.
- 该方法为传统预测方法提供了一个可能更准确的替代方案.
相关概念视频
The X̄ Chart
85
The x̄ chart is a statistical tool for monitoring the means in a process.
The x̄ chart, often known as the individual control chart, is a crucial tool in statistical process control. It is designed to monitor process behavior and performance over time and is widely used in various industries to ensure that processes are operating at their optimum capacity and within specified limits.
A x̄ chart is constructed by plotting individual measurements of a quality...
The x̄ chart, often known as the individual control chart, is a crucial tool in statistical process control. It is designed to monitor process behavior and performance over time and is widely used in various industries to ensure that processes are operating at their optimum capacity and within specified limits.
A x̄ chart is constructed by plotting individual measurements of a quality...
85
Residuals and Least-Squares Property
7.2K
The vertical distance between the actual value of y and the estimated value of y. In other words, it measures the vertical distance between the actual data point and the predicted point on the line
If the observed data point lies above the line, the residual is positive, and the line underestimates the actual data value for y. If the observed data point lies below the line, the residual is negative, and the line overestimates the actual data value for y.
The process of fitting the best-fit...
If the observed data point lies above the line, the residual is positive, and the line underestimates the actual data value for y. If the observed data point lies below the line, the residual is negative, and the line overestimates the actual data value for y.
The process of fitting the best-fit...
7.2K
Interpreting X̄ Charts
38
Interpreting x̄ charts, a type of control chart used in statistical process control helps monitor the variation in processes over time. The x̄ chart is based on the sample mean and allows for monitoring variations in the process mean over time. These charts are pivotal for quality assurance in manufacturing and other sectors.
An x̄ chart plots the values of individual measurements over time against control limits calculated from historical data. The central line...
An x̄ chart plots the values of individual measurements over time against control limits calculated from historical data. The central line...
38
Residual Plots
4.5K
A residual plot is a statistical representation of data used to analyze correlation and regression results. It helps verify the requirements for drawing specific conclusions about correlation and regression. To obtain the residual plot, first, the residual for each data value is calculated, which is simply the vertical distance between the observed and the predicted value obtained from the regression equation.
When the residual values are plotted against the variable x, it is called a residual...
When the residual values are plotted against the variable x, it is called a residual...
4.5K
The R Chart
45
In statistical process control, control charts, particularly R charts, are instrumental in monitoring process variations and identifying non-random patterns that run charts might miss. R charts track the variability within process subgroups, which is crucial when standard deviation use is impractical or unknown process variations exist.
R charts are pivotal for pinpointing shifts in process variability. Stability is indicated when all data points remain within the defined upper and lower...
R charts are pivotal for pinpointing shifts in process variability. Stability is indicated when all data points remain within the defined upper and lower...
45
Interpreting R Charts
39
R chart, or range chart, is a fundamental tool in statistical process control used to monitor the variability within a process. It complements the X-bar (x̄) chart by focusing on the range of the data, rather than individual values, providing a clear picture of the process dispersion over time.
An R chart plots the range of subsets of measurements collected from a process. Each point on the chart represents the range—defined as the difference between the maximum and minimum...
An R chart plots the range of subsets of measurements collected from a process. Each point on the chart represents the range—defined as the difference between the maximum and minimum...
39


