SUN Hao,YANG Guiyuan*.The superior combination forecasting model based on an closeness degreeand induced geometric ordered weighted logarithm averaging operator[J].Journal of Yanbian University,2017,43(01):19-24.
基于一种贴近度的IGOWLA算子的最优组合预测模型
- Title:
- The superior combination forecasting model based on an closeness degree and induced geometric ordered weighted logarithm averaging operator
- Keywords:
- closeness degree; combination forecasting; IGOWLA operator
- 分类号:
- F224.0
- 文献标志码:
- A
- 摘要:
- 为了克服传统的单项预测方法选取固定参数时的不足,在广义诱导有序加权对数平均算子(IGOWLA算子)的基础上,引入贴近度以及λ次幂误差,构建了基于一种贴近度的IGOWLA算子的最优组合预测模型,并给出了该模型的预测精度、优性及非劣性定义.实例分析表明,该组合预测模型优于传统的单项预测模型,能够充分利用各个单项预测方法的信息并提高预测精度,是一种优性组合预测.
- Abstract:
- In order to overcome the single forecasting method to take the fixed weight coefficient of defects, a new combination forecasting model was proposed based on one kind of closeness degreeand induced geometric ordered weighted logarithm averaging(IGOWLA)operator by combining IGOWLA operator, power error and the degree of closeness. At the same time, the prediction accuracy of the model, the conception of superior combination forecasting and noinferior combination forecastingwas given. Finally, an example is illustrated by using the model. The example showed that the combination forecast model can make full use of every single forecasting method of informationand the forecasting precision is superior to the traditional single forecasting model, therefore, it was superior combination forecasting.
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相似文献/References:
[1]杨烨,袁宏俊,胡凌云.基于IGOWMA算子的变权系数区间型组合预测模型[J].延边大学学报(自然科学版),2023,(01):8.
YANG Ye,YUAN Hongjun,HU Lingyun.The combined prediction model based on IGOWMA operator for the number of intervals of variable weight coefficients[J].Journal of Yanbian University,2023,(01):8.
备注/Memo
收稿日期: 2017-02-15 基金项目: 国家社会科学基金资助项目(12BTJ008)
*通信作者: 杨桂元(1957—),男,教授,研究方向为预测理论与方法、金融计量分析.