摘要
模仿人的决策过程，提出了一种模糊自适应变权重组合预测算法。算法通过各个单项预测算法在过去和最近时期与实际观测值的匹配程度自动地调整权重的分配，是一种变权重组合预测算法。仿真结果表明该算法简单有效。
This paper presents a fuzzy adaptive variable weighting algorithm for combination forecasting by imitating mens decision making process.The algorithm adapts the weighting of each method according to its match degree with the real value during the last period of time.So,it is a variable weighting algorithm for combination forecasting.Simulation results show that the algorithm is simple and effective,and has good performance of tracking ability.
出处
《电子科技大学学报》
EI
CAS
CSCD
北大核心
1997年第3期289-292,共4页
Journal of University of Electronic Science and Technology of China
基金
国家教委优秀年轻教师基金
国家自然科学基金
关键词
组合预测
模糊预测
自适应预测
算法
combination forecasting
fuzzy forecasting
adaptive forecasting
algorithm
