摘要
传统的组合预测模型,在重视预测效果的同时,往往较少关注"以过去预测未来"的问题。文章将IOWA算子和一维AR(p)模型理论相结合,构建基于IOWA算子的一维AR(p)组合预测模型。从而较好地解决了"以过去预测未来"的问题。算例结果表明,提出的组合金融预测模型的预测效果较好。
Traditional combinational forecasting models pay less attention to "predicting the future from the past" while attaching importance to the prediction effect. This paper combines IOWA operator with one-dimensional AR(p) model theory to construct a one-dimensional AR(p) combinational prediction model based on IOWA operator, thus solving the problem of "predicting the future from the past". The results of an example show that the proposed combinational financial forecasting model has a relatively better prediction effect.
作者
沈斌
温涛
Shen Bin;Wen Tao(School of Mathematics and Statistics,Southwest University,Chongqing 400715,China;School of Economics and Management,Southwest University,Chongqing 400715,China)
出处
《统计与决策》
CSSCI
北大核心
2020年第7期37-40,共4页
Statistics & Decision
基金
杭州市社会科学规划课题(G16JC015)。
