本文针对实际值序列和预测值序列均为区间值的区间组合预测问题,提出以区间值的左、右端点构造的Theil左右不等系数为准则的区间组合预测方法。建立了多目标最优化模型,并转化为单目标进行求解探讨了解的有效性。最后,通过一个实例表明本文所提方法能够有效降低区间预测的误差,是一种合理和有效的区间组合预测方法。
This paper proposes the method of interval combination forecasting with criteria of left-right Theil unequal coefficients which was structured by the left and right endpoints of interval-value when real value series and forecasting value series both are interval value. We establish multi-objective optimal model and get the solution by transferring the model into single objective problem. Then we investigate the effec- tiveness of the solution. Finally, we reveal that the method is reasonable and effective which can effectively reduce the error of interval forecasting by a concrete case.