摘要
为了提高预测精度,文章引入了诱导有序加权平均算子,首先对观测值进行单项预测,然后分别构建了以误差平方和最小、绝对误差绝对值之和最小为准则的IOWA组合预测模型,通过求解数学规划模型给出了两准则下的IOWA组合预测最优权系数。最后,以中关村高新技术园区为例进行实证分析,结果表明了模型的有效性。
In order to improve the prediction accuracy, this paper introduces the induced ordered weighted average operator. Firstly the paper makes a single prediction of the observed values, and then respectively constructs the IOWA combined forecasting model with the minimum error sum of squares and minimum sum of absolute error absolute value as the criterion. The paper also gives the optimal weight coefficient of IOWA combined forecasting under the two criteria by solving mathematical programming model. Finally, the paper takes Zhongguancun High-tech Park as an example to make an empirical analysis, and the result shows the validity of the model.
作者
张贝贝
李静文
杨亚楠
Zhang Beibei;Li Jingwen;Yang Yanan(School of Economics and Management,Beijing Information Science & Technology University,Beijing 100192,China)
出处
《统计与决策》
CSSCI
北大核心
2019年第6期30-35,共6页
Statistics & Decision
基金
北京市科技计划课题(Z171100003017038)