时间序列在基于不精确概率场景预测中的应用

Time Series and Scenario Forecasting Based on Imprecise Probability

场景是对某个系统未来状况的详细描述。运用传统方法构造系统的未来场景集合后,往往难以给出有关这些场景可信度的度量。该文运用不精确概率表示场景集的可信度,进而结合时间序列来校正场景的选择。

Scenarios are detailed descriptions of a system＇s future.Unlike the conventional method that a set of scenarios is presented without quantifying any degree of confidence or likelihood,we propose to use imprecise probability to solve the forecasting problem,and use time series as an applied approach to adjust the selection of scenarios.