基于Choquet模糊积分的非线性组合预测及其应用

Combination Forecasting Based on Fuzzy Integral and Its Application

预测模型有多种,各种预测模型有其特点和优势,我们需要建立一种博采众长的组合预测模型。本文利用Choquet模糊积分作为组合算子,给出一种基于模糊积分的非线性组合预测模型,该模型既能反映各种预测模型的“重要性”,又能反映各个预测模型之间的交互作用,并用此模型给出中国卫生总费用的预测。

As a management method, the applications of forecasting become more and more wide.Every forecasting models have their characteristics and advantages, we want to build the models that possess the advantages of all forecasting models,i, e. combination forecasting. In this paper, we use the fuzzy integral as the combination operator, give a kind of combination forecasting model that is based on fuzzy integral, this model can reflect both the ＂importantance＂ of every models and the interaction of the models. At last, we use this model to forecast the total health expenditure of China.