基于预测精度的多目标组合预测优化模型研究

Research on Multi-objectives Optimal Combination Forecasting Model Based on Forecasting Precision

考虑了组合预测精度的数学期望和预测精度的标准差这两个指标 ,建立了多目标规划组合预测最优化模型 ,并给出其数学规划的解法 .最后进行实例分析 ,结果令人满意 .

Based on two precision indicators of mean and deviate, multi-objectives combination forecasting models are put forward in this paper, and their solutions are given with mathematical programming. Finally an example shows the satisfactory result of this calculation. These combination forecasting models are characterized with forecasting effectiveness to different time series.