残差自回归模型和Holt双参数指数平滑模型在“一带一路”沿线部分国家婴儿死亡率预测中的应用及比较

目的探讨残差自回归模型和Holt双参数指数平滑模型在"一带一路"沿线部分国家(中国-中南半岛经济走廊沿线)婴儿死亡率预测中的应用。方法利用越南、老挝、柬埔寨、缅甸、泰国、新加坡、马来西亚和中国1978-2013年婴儿死亡率时间序列数据作为训练集建立残差自回归模型、Holt双参数指数模型,以2014-2016年婴儿死亡率作为验证集验证模型,并比较拟合及预测效果。结果在各国婴儿死亡率预测模型拟合中,残差自回归模型各赤池信息准则(Akaike information criterion,AIC)评价指标均优于Holt双参数指数模型。预测方面两模型均显示出较高的预测精度,残差自回归预测模型大部分指标(绝对误差和相对误差)小于Holt双参数指数模型。其中老挝、缅甸、柬埔寨三个国家残差自回归模型对不同年份的婴儿死亡率(infant mortality rate,IMR)预测效果均优于Holt双参数指数模型。结论残差自回归模型和Holt双参数指数模型在"一带一路"沿线部分国家婴儿死亡率预测中表现均较好。残差自回归模型的拟合效果更优,残差自回归模型对婴儿死亡率的预测效果在大多数国家大多数年份优于Holt双参数指数模型。

Application and comparison of residual autoregressive model and Holt's two-parameter exponential smoothing model in infant mortality prediction in some countries along the Belt and Road Initiative

  Objective  To explore the application of residual autoregressive model and Holt's two-parameter exponential model in the prediction of infant mortality rate in some countries along the "Belt and Road" (China-Indo-China Peninsula Economic Corridor).  Methods  The time series data of infant mortality rate in Vietnam, Laos, Cambodia, Myanmar, Thailand, Singapore, Malaysia, and China for 1978-2013 were used as training set to fit residual autoregressive model and Holt's two-parameter exponential model. The 2014-2016 data was used as the validation set to compare the performance of model prediction.  Results  The akaike information criterion (AIC) value of the residual autoregressive model was superior to Holt's two-parameter exponential model. Both prediction models showed high accuracy, and most evaluation indicators (absolute error and relative error) of residual autoregressive prediction model were smaller than Holt's two-parameter exponential model. The residual autoregressive models of Laos, Myanmar and Cambodia were better than the Holt's two-parameter exponential model for the infant mortality rate(IMR) prediction in different years.  Conclusions  The residual autoregressive model and Holt's two-parameter exponential model performed well in infant mortality rate prediction in some countries along the China-Indo-china Peninsula Economic Corridor. The residual autoregressive model has better fitting effect. The residual autoregressive model for infant mortality prediction is superior to the Holt two-parameter exponential model in most countries in most years.