摘要
提出一种新的组合预测模型———广义加权多重函数平均组合预测模型,并利用二次规划算法给出其加权系数的不同参数估计方法。该模型具有广泛的代表性,它集多种组合预测模型于一体,是一种新的群组集结方法,通过选择合适的模型组合形式及最佳的模型参数,能够有效地提高预测精度。预测实例表明了该模型的有效性。
A new kind of combining forecasting model based on the generalized weighted multiple functional means is proposed. The different parameter estimation methods of its weighting coefficients by using the algorithm of quadratic programming are given. This model has extensive representation. It is a new kind of aggregative method of group forecasting. By taking the suitable combining form of the forecasting models and seeking the optimal parameter, the optimal combining form can be obtained and the forecasting precision can be improved. The effectiveness of this model is demonstrated by an example.
出处
《系统工程与电子技术》
EI
CSCD
北大核心
2004年第11期1609-1611,1713,共4页
Systems Engineering and Electronics
关键词
组合预测
多重函数平均
参数估计
二次规划
combining forecasting
multiple functional means
parameter estimation
quadratic programming
