| 基于密度算子的组合预测方法 |
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| 引用本文： | 易平涛,郭亚军,李伟伟.基于密度算子的组合预测方法[J].预测,2011,30(4). |
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| 作者姓名： | 易平涛 郭亚军 李伟伟 |
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| 作者单位： | 东北大学工商管理学院,辽宁沈阳,110004 |
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| 基金项目： | 国家自然科学基金，中国博士后科学基金特别资助项目，辽宁省博士启动基金 |
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| 摘 要： | 考虑到单项预测方法在不同时刻预测准确性的差异,提出了一种基于密度算子的组合预测方法.该方法的核心思想是利用样本区间内单项预测方法的预测准确性对预测值聚类;然后基于密度算子的思想对单项预测法集结,得到一种新的组合预测模型;在此基础上,基于预测值和相应观察值误差最小的思想确定单项预测法的加权系数.该模型充分利用了样本区间内单项预测法的预测准确性,因而预测值具有较高的准确性.最后,给出一个实例,并对其结果进行比较分析,证明了该组合预测模型的有效性.
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| 关 键 词： | 组合预测 密度算子 预测准确度 密度加权向量 |
Combination Forecasting Method Based on Density Operator |
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| YI Ping-tao,GUO Ya-jun,LI Wei-wei.Combination Forecasting Method Based on Density Operator[J].Forecasting,2011,30(4). |
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| Authors: | YI Ping-tao GUO Ya-jun LI Wei-wei |
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| Institution: | YI Ping-tao,GUO Ya-jun,LI Wei-wei(School of Business Administration,Northeastern University,Shenyang 110004,China) |
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| Abstract: | Considering the difference of single forecasting method 's veracity at different times,this paper presents a new combination forecasting model based on density operator.The core ideal of this method is to cluster the forecasting values by the forecasting veracity,then build the combination forecasting model using the density operator.Based on this,the single forecasting method weight is determined through the minimal warp between the forecasting values and the real values.This combination forecasting model ... |
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| Keywords: | combination forecasting density operator forecasting veracity the density weighting vector |
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