课程代码：120683A Course Code：120683A
课程名称：统计预测与决策 Course Name：Statistical Forecasting and Decision
学时：48=32+16 Periods：48=32+16
学分：3 Credits：3
考核方式：考试 Assessment：Examination
先修课程：概率论与数理统计 Preparatory Courses：Probability and Mathematical
Statistics
本课程是为统计学院的统计学和经济分析专业开设的一门选修课。本课程的作用是将学生所学知识应用于预测与决策的实践，使学生树立“管理的关键在于决策，而决策的前提是预测”的意识，引导学生学以致用并科学地进行预测和决策研究。
预测部分的主要内容包括：（1）定性预测的德菲尔法、情境分析法；（2）时间序列分析与预测，主要介绍传统时间序列分析方法和其他时间序列分析方法，具体包括：时间序列类型的判断，只含趋势的时间序列的平滑预测法、趋势模型预测法、灰色预测法，含季节变动的时间序列的乘法模型预测法、加法模型预测法、分解预测法；（3）动态系统的灰色预测法、马尔科夫预测法；（4）多元回归预测法；（5）多种单一预测结果的组合预测技术。决策部分的主要内容包括：单目标风险型决策的一般方法和效用理论及方法，多目标决策的一般加权综合法、层次分析法、模糊决策法、优劣系数法，TOPSIS法等。
This course is an optional course for majors of statistics and economic analysis of the statistical school. It includes prediction and making decision. The main contents of prediction include: (1) the qualitative prediction methods: Delphi method, series analysis method;(2) the time series analysis and forecasting, including the traditional time series analysis method and other time series analysis method, such as: judgment of the type of a time series; smoothing prediction method, equation method, and gray prediction method for the trend of a time series; the multiplication model, the addition model, and the decomposition method for a time series which includes trend and seasonal variation; (3) the grey forecasting method, Markov prediction method for a dynamic time series system;(4) the multiple regression prediction method; (5)the combine prediction techniques for a variety of single prediction results.
The main contents of decision making include: general methods and utility theory methods for a single-objective risk decision problem, some multi-objective decision-making methods including general weighted synthesis method, analytic hierarchy process (AHP) and fuzzy decision, coefficient method, TOPSIS method, etc.
