熵值法及其在确定组合预测权系数中的应用

Entropy method and application to determine weights of combination forecasting

组合预测方法能有效地提高预测精度,因而在众多领域有广泛的应用。其研究的核心的问题就是如何求出组合预测加权平均系数。本文从信息论的观点出发,利用信息论中熵值的概念,重新定义预测误差序列的变异程度,从而获得计算组合预测加权系数的一种方法。该方法具有概念清楚、计算简单的特点。实例计算结果令人满意。

Combination forecasting can improve forecasting precision effectively, so it can be utilized to forecast in many fields. The key problem to be solved is how to obtain weighted averaging coefficients of combination forecasting. From point of information theory, the deviation of forecasting error series is defined renewal in this paper, based on the concept of entropy. Then weights of combination forecasting are calculated by this entropy method. This method has clear concept and simple calculation. An example is illustrated to show satisfactory result.