传统的组合预测方法中,各单项预测模型的加权系数一般是固定不变的。而事实上,任何一种预测模型的预测精度都会随着预测时点的不同而发生改变。因此变权组合预测模型的研究更有意义和价值。本文在预测有效度和IOWA算子等概念的基础上,建立了以预测有效度和误差平方和为准则的组合预测模型,并给出了模型在实际预测中的应用,结果表明了新模型是一种优性组合预测。
In the traditional combination forecasting, the weights are generally fixed in each singie forecasting model. In fact, the forecasting accuracy is always changeable with time. Accordingly, the weight coefficient of single forecasting model should be changed. Based on the concept of forecasting effective measure and induced ordered weighted averaging (IOWA) operator, the effective degree and sum of error squares are regarded as criterias to a criteria to the combination forecast models. Finally, we bring up the application of the models, which shows that the new model is a kind of superior combination forecasting.