基于连续有序加权平均算子的区间组合预测

Interval Combination Forecasting Method Based on Continuous Ordered Weighted Averaging Operator

将连续的有序加权平均算子与诱导的有序加权平均算子相结合运用到区间组合预测问题中,首先定义了基于连续区间有序加权平均算子的区间预测相对误差、预测精度和非劣性组合预测等概念,其次以区间组合预测误差平方和为准则建立了基于连续区间有序加权平均算子的区间组合预测模型。在该模型下,进一步讨论了区间组合预测模型的性质和求解方法。最后给出了实例分析,表明该区间组合预测方法有效。

An interval combination forecasting model was presented, which was based on the continuous ordered weighted av- eraging operator and induced ordered weighted averaging operator. Firstly, the concept of the forecast relative error of interval, the forecast accuracy of interval and the non - inferior combination forecasting under the COWA operator were developed. And then a new interval combination forecasting method was proposed to minimize the sum of combination forecasting squared error of interval. Furthermore, the properties of the combination forecasting model were investigated. Finally, an example was given to il- lustrate the proposed approach, which shows the effectiveness of the interval combination forecasting method.