In order to enhance forecasting precision of problems about nonlinear time series in a complex industry system,a new nonlinear fuzzy adaptive variable weight combined forecasting model was established by using concept...In order to enhance forecasting precision of problems about nonlinear time series in a complex industry system,a new nonlinear fuzzy adaptive variable weight combined forecasting model was established by using conceptions of the relative error,the change tendency of the forecasted object,gray basic weight and adaptive control coefficient on the basis of the method of fuzzy variable weight.Based on Visual Basic 6.0 platform,a fuzzy adaptive variable weight combined forecasting and management system was developed.The application results reveal that the forecasting precisions from the new nonlinear combined forecasting model are higher than those of other single combined forecasting models and the combined forecasting and management system is very powerful tool for the required decision in complex industry system.展开更多
针对传统组合预测模型大多是通过建立单一准则方程进行优化,而没有更好地考虑各单一模型之间互支持信息带来的不确定性问题,建立基于多准则的组合预测模型权重确定算法。首先,通过建立区间数模型构建样本区间距离并进行相关折算归一化...针对传统组合预测模型大多是通过建立单一准则方程进行优化,而没有更好地考虑各单一模型之间互支持信息带来的不确定性问题,建立基于多准则的组合预测模型权重确定算法。首先,通过建立区间数模型构建样本区间距离并进行相关折算归一化生成样本的基本概率分布BPA(basic probability assignment),作为单一预测模型的初级权重;然后,通过对D-S证据理论进行改进,建立证据可信度、证据精度和证据自冲突系数3个准则分别用于评价单一模型自身精度及其之间互相支持信息,通过对3个准则排序得到综合排序值作为单一模型初级权重的权重调整系数;最后,综合多时刻数据归一化后确定单一模型的最终权重用于组合预测。研究结果表明:经过权重调整后的组合预测精度得到显著提高,且经过调整系数R调整后的不变权组合预测模型最优。展开更多
基金Project(08SK1002) supported by the Major Project of Science and Technology Department of Hunan Province,China
文摘In order to enhance forecasting precision of problems about nonlinear time series in a complex industry system,a new nonlinear fuzzy adaptive variable weight combined forecasting model was established by using conceptions of the relative error,the change tendency of the forecasted object,gray basic weight and adaptive control coefficient on the basis of the method of fuzzy variable weight.Based on Visual Basic 6.0 platform,a fuzzy adaptive variable weight combined forecasting and management system was developed.The application results reveal that the forecasting precisions from the new nonlinear combined forecasting model are higher than those of other single combined forecasting models and the combined forecasting and management system is very powerful tool for the required decision in complex industry system.
文摘针对传统组合预测模型大多是通过建立单一准则方程进行优化,而没有更好地考虑各单一模型之间互支持信息带来的不确定性问题,建立基于多准则的组合预测模型权重确定算法。首先,通过建立区间数模型构建样本区间距离并进行相关折算归一化生成样本的基本概率分布BPA(basic probability assignment),作为单一预测模型的初级权重;然后,通过对D-S证据理论进行改进,建立证据可信度、证据精度和证据自冲突系数3个准则分别用于评价单一模型自身精度及其之间互相支持信息,通过对3个准则排序得到综合排序值作为单一模型初级权重的权重调整系数;最后,综合多时刻数据归一化后确定单一模型的最终权重用于组合预测。研究结果表明:经过权重调整后的组合预测精度得到显著提高,且经过调整系数R调整后的不变权组合预测模型最优。
