SUN Hao,YANG Guiyuan*.Study on properties of induced ordered weighted harmonic averaging operator based on combination forecasting[J].Journal of Yanbian University,2017,43(02):113-118.
基于一种贴近度的IOWHA算子预测模型的性质研究
- Title:
- Study on properties of induced ordered weighted harmonic averaging operator based on combination forecasting
- Keywords:
- combination forecasting; closeness degree; IOWHA 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所带来的不足,在诱导有序加权调和平均算子(IOWHA算子)的基础上,引入贴近度构建了基于一种贴近度的IOWHA算子的最优组合预测模型,对该模型的预测精度、优性及非劣性给出定义,并从理论的角度探究了其非劣性组合预测、优性组合预测的存在性的充分条件.实例分析表明,该组合预测模型优于传统的组合预测模型,能够充分利用各个单项预测方法的信息并能提高预测精度,是一种优性组合预测.
- Abstract:
- In order to overcome the defects in using the single forecasting method to choose the fixed coefficient, the paper introduced closeness degree based on induced ordered weighted harmonic averaging operator(IOWHA operator), constructed an optimal combination forecasting model of IOWHA based on closeness degree, then define the conception of prediction accuracy, the superior combination forecasting and no inferior combination forecasting. The sufficient conditions for the existence of non-inferiority combination forecasting and superior combination forecasting are studied from the perspective of theory. The example illustrated that the combination forecasting model can make full use of the information from the single forecasting method, the forecasting precision is superior to the traditional single forecasting model as well. It is concluded that the method is a superior combination forecasting method.
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备注/Memo
收稿日期: 2017-04-09 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.