管理评论 ›› 2021, Vol. 33 ›› Issue (5): 236-245.

• 物理-事理-人理系统方法论(WSR) • 上一篇    下一篇

面向网络搜索数据的航空客运需求两阶段分解集成预测模型

梁小珍, 张晴, 杨明歌   

  1. 上海大学管理学院, 上海 200444
  • 收稿日期:2020-03-04 出版日期:2021-05-28 发布日期:2021-06-03
  • 通讯作者: 杨明歌(通讯作者),上海大学管理学院副教授,硕士生导师,博士
  • 作者简介:梁小珍,上海大学管理学院讲师,硕士生导师,博士;张晴,上海大学管理学院硕士研究生。
  • 基金资助:
    国家自然科学基金项目(71701122;11801352)。

A Two-stage Decomposition Ensemble Model with Internet Search Data for Air Passenger Demand Forecasting

Liang Xiaozhen, Zhang Qing, Yang Mingge   

  1. School of Management, Shanghai University, Shanghai 200444
  • Received:2020-03-04 Online:2021-05-28 Published:2021-06-03

摘要: 网络搜索行为反映了搜索者的需要和偏好,因此可以用来进行需求预测。本文基于网络搜索数据和历史航空客运量数据构建了一个两阶段的分解集成预测模型对航空客运需求进行预测。模型第一个阶段为网络搜索数据预处理,通过对网络搜索关键词的拓词、降噪、筛选以及季节分解,得到三个关键词数据库(分别为季节项库、趋势项库和随机干扰项库),其中趋势项库和随机干扰项库中的序列将分别作为下一阶段预测模型的输入。第二个阶段为预测评价,通过季节分解将航空客运需求序列分解为季节项、趋势项和随机干扰项,并根据不同子序列的数据特征分别选择不同的模型进行预测并集成。实证结果显示,本文所提出的预测模型较基准模型具有更优的预测性能,可以为交通运输管理提供更科学可靠的决策支持。

关键词: 网络搜索数据, 航空客运需求, 数据预处理, 分解集成预测

Abstract: As Internet search behavior reflects the needs and preferences of users, it can be used as a practical tool for demand forecasting. Therefore, this paper proposes a two-stage decomposition ensemble model with Internet search data (e.g. Baidu search index) for air passenger demand forecasting. The first stage of the proposed model is Internet search data preprocessing. By expanding the candidate set of the keywords, denoising the keywords time series, selecting appropriate keywords from that candidate set, and decomposing each series of the selected keywords into three components (i.e. seasonal factor, trend-cycle component and irregular component) by seasonal decomposition, three databases on keywords series are obtained accordingly. The second stage of the proposed model is prediction and evaluation. Firstly, the original air passenger demand time series is decomposed into three components by seasonal decomposition. Then, the three components are predicted independently and these prediction results of the components are combined as an aggregated output. The empirical results show that the proposed model achieves better forecasting performance than the benchmark models, and it can provide a valuable reference for making decisions in transportation management.

Key words: Internet search data, air passenger demand, data preprocessing, decomposition ensemble prediction