加权几何平均组合预测是一种非线性的组合预测方法,能够有效提高预测精度。本文将向量投影的方法应用到加权几何平均的组合预测模型中并且引入了IOWA算子来集结各单项模型的有效信息。通过对文中所给模型及各单项模型预测结果的比较分析,提出了优性组合预测模型等概念;讨论了基于IOWA算子的加权几何平均组合预测模型的优劣性及存在的条件,实例分析结果验证了文中提出的方法是效性和可行的。
As a kind of nonlinear combination forecasting method, Weighted geometric average combination forecasting can improve the prediction accuracy. IOWA operator, which can get some information from each single model is introduced in a weighted geometric means combining forecasting model based on vectorial project method in this paper. Superior combination forecasting are defined for the model according to the value of the vectorial project, which are more effective than each single forecasting model. The merits of model are discussed and the existence conditions of noninferior combination forecasting model based on IOWA operator forecasting are brought up. Finally a numerical example is given to illustrate the method in this paper is effective and feasible.