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中国工业与应用数学学会会刊
主管:中华人民共和国教育部
主办:西安交通大学
ISSN 1005-3085  CN 61-1269/O1

工程数学学报 ›› 2026, Vol. 42 ›› Issue (6): 1098-1114.doi: 10.3969/j.issn.1005-3085.2025.06.009cstr: 32411.14.cjem.CN61-1269/O1.2025.06.009

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基于灰色马尔可夫模型的服务贸易进出口规模预测研究

张文杰,  卢宇艳   

  1. 广西民族大学经济学院,南宁 530006
  • 收稿日期:2023-02-08 接受日期:2023-07-08 出版日期:2025-12-15 发布日期:2026-02-15
  • 基金资助:
    国家自然科学基金(72263003);广西哲学社会科学基金(21FGL0023);广西民族大学引进人才科研启动基金(2020SKQD13);广西民族大学相思湖青年学者创新团队项目(2020RSCXSHQN04).

A Study on the Forecast of Import and Export Scale Based on Grey Markov Model

ZHANG Wenjie,   LU Yuyan   

  1. School of Economics, Guangxi Minzu University, Nanning 530006
  • Received:2023-02-08 Accepted:2023-07-08 Online:2025-12-15 Published:2026-02-15
  • Supported by:
    The National Natural Science Foundation of China (72263003); the Philosophy and Social Science Foundation of Guangxi (21FGL0023); the Nationalities Introduced Talent Scientific Research Start-up Foundation of Guangxi Minzu University (2020SKQD13); the Xiangsi Lake Young Scholars Innovation Team of Guangxi Minzu University (2020RSCXSHQN04).

摘要:

服务贸易进出口规模与经济转型升级密切相关,对服务贸易进出口规模的精准预测可以实现对服务贸易整体局势的有效把控。而在“少数据、贫信息”情况下如何实现精准预测成为当前国内外研究的一个难题。以2005$\sim$2018年我国服务贸易进出口的相关数据为基础,基于灰色马尔可夫模型对2019$\sim$2021年我国服务贸易进出口规模及行业规模进行了模拟预测,通过与实际进出口数据的比对发现灰色马尔可夫模型具有较好的适用性和较高的预测精度。同时,还采用${\rm GM}(1,1)$模型和指数平滑法对数据进行了模拟预测,通过对比三种方法的预测结果发现灰色马尔可夫模型在预测精准性、适用性方面更具优势。此外,为了进一步提升灰色马尔可夫模型的预测精度,还提出了一类基于数据滚动的改进方法,结果显示该改进方法可以进一步提升灰色马尔可夫模型的预测精度。为“少数据、贫信息”情况下,我国服务贸易进出口规模的精准预测提供一种有效的解决路径。

关键词: 灰色马尔可夫模型, 服务贸易, 进出口规模, 预测方法

Abstract:

The scale of import and export of service trade is closely related to the transformation and upgrading of economy, and the accurate prediction of it can realize the effective grasp of the overall situation of service trade. However, how to realize accurate prediction under the condition of `little data and poor information' has become a difficult problem in the research at domestic and abroad. Based on the data of import and export of Chinese service trade from 2005 to 2018, a grey Markov model is used to simulate and to forecast the import and export scale and industry scale of Chinese service trade from 2019 to 2021. The prediction results show that the grey Markov model has good applicability and high prediction accuracy. At the same time, ${\rm GM}(1,1)$ model and exponential smoothing method are used to simulate and to forecast the same set of data. After comparing the prediction results of the three methods, it is found that the grey Markov model has more advantages in the accuracy and applicability of prediction. In order to further improve the prediction accuracy of the grey Markov model, this paper proposes two kinds of improved methods based on data accumulation and data rolling. The data results show that the two kinds of improved methods can further improve the prediction accuracy of the grey Markov model. This paper provides an effective solution for the forecast of import and export scale of service trade under the condition of `little data and poor information'.

Key words: grey Markov model, scale of service trade, import and export, forecast method

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