加权几何平均变权组合预测方法及其应用

Weighted Geometric Means Variable Weight Combination Forecast Model and Its Application

加权几何平均组合预测模型是一种常用的非线性组合预测方法.为了提高加权几何平均组合预测模型的预测和拟合精度,给出了一类加权几何平均变权重组合预测方法.最后将该变权组合预测模型应用于我国天然气产量的预测.计算结果表明加权几何平均变权重组合预测模型在时间序列数据的预测中具有一定的优势.

Weighted geometric means combination forecasting is a kind of nonlinear com- bination forecasting method. In order to improve the prediction and fitting accuracy of the weighted geometric mean combination forecasting model, A weighted geometric mean variable weight combination forecasting method is presented. The forecasting model of the variable weight combination forecasting is applied to the natural gas output prediction. The results show that the weighted geometric mean variable weight combination forecasting model has certain advantages in the prediction of time series data.