摘要
一阶预测有效度只考虑到预测精度序列的数学期望,而忽略了预测精度的方差对预测方法有效性的影响。为此,文章提出一种基于二阶预测有效度的诱导连续有序加权平均(induced continuous ordered weighted averaging,ICOWA)算子的区间组合预测模型,探讨了该模型的预测精度序列的数学期望和标准差所满足的不等式性质,并给出该模型的近似求解方法;最后给出一个实例分析,验证了该模型是有效的、可行的。
The first-order forecast effective measure only considers the mathematical expectation of the forecast accuracy sequence and neglects the effect of the variance.Therefore,a new interval combination forecasting model is proposed based on second-order forecast effective measure and induced continuous ordered weighted averaging(ICOWA)operator,then the relevant inequality properties satisfied by the mathematical expectation and standard deviation of the forecast accuracy sequence of the model are discussed.An approximate solution to the model is given.Finally,a numerical example is illustrated to show the effectiveness and feasibility of this combination forecasting method.
作者
魏欣
郝江锋
陈华友
朱家明
WEI Xin;HAO Jiangfeng;CHEN Huayou;ZHU Jiaming(School of Mathematical Sciences, Anhui University, Hefei 230601, China;School of Mathematics and Statistics, Chaohu University, Hefei 238000, China;School of Internet, Anhui University, Hefei 230039, China)
出处
《合肥工业大学学报（自然科学版）》
CAS
北大核心
2020年第11期1578-1584,共7页
Journal of Hefei University of Technology：Natural Science
基金
国家自然科学基金资助项目(71871001,72001001,71771001,71701001)
安徽省自然科学基金资助项目(2008085QG334)
安徽省高校省级自然科学研究重点资助项目(KJ2017A026).
关键词
预测精度
二阶有效度
ICOWA算子
区间组合预测
变形分析
forecast accuracy
second-order effective measure
induced continuous ordered weighted averaging(ICOWA)operator
interval combination forecast
deformation analysis
