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基于一阶预测有效度的广义加权算术平均组合预测模型研究
Generalized weighted arithmetic average combination forecast model based on first-order forecasting effective measure
【Author】 Jin Feifei Wu Wanying Chen Huayou Zhou Ligang School of Mathematics Science,Anhui University, Hefei China,230601
【机构】 安徽大学数学科学学院;
【摘要】 在线性组合预测模型的前提下,首先提出了广义加权算术平均预测有效度的概念.其次分别在样本区间、预测区问以及总区间上建立了以一阶预测有效度为准则的广义加权算术平均组合预测模型,并且对非线性组合预测模型进行相应的变换,将其转化为线性规划模型问题来求解.最后,将新模型应用于实例中,并说明其有效性.
【Abstract】 This paper first presents the concept of generalized weighted arithmetic average forecast effective measure based on the linear combination forecast model.Followed we establish the generalized weighted arithmetic average combination forecasting model in the sample intervals,prediction intervals and the total range,respectively,which are use order first-order forecasting effective measure as the criterion.Then we turn the nonlinear combination forecasting model into the linear programming model, and eventually we can use existing linear programming software to solve the linear programming model. Finally,the new model is applied to the instance,and state its superiority.
【Key words】 combination of forecasts; first-order forecasting effective measure; generalized weighted arithmetic average;
- 【会议录名称】 第十届中国不确定系统年会、第十四届中国青年信息与管理学者大会论文集
- 【会议名称】不确定性——新内涵、新魅力、新机遇、新挑战——第十届中国不确定系统年会暨第十四届中国青年信息与管理学者大会
- 【会议时间】2012-07-27
- 【会议地点】中国宁夏银川
- 【分类号】O211.67
- 【主办单位】中国运筹学会不确定系统分会