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
It has been shown in recent economic and statistical studies that combining forecasts may produce more accurate forecasts than individual ones. However, the literature on combining forecasts has almost exclusively foc...It has been shown in recent economic and statistical studies that combining forecasts may produce more accurate forecasts than individual ones. However, the literature on combining forecasts has almost exclusively focused on linear combining forecasts. In this paper, a new nonlinear combination forecasting method based on fuzzy inference system is present to overcome the difficulties and drawbacks in linear combination modeling of non-stationary time series. Furthermore, the optimization algorithm based on a hierarchical structure of learning automata is used to identify the parameters of the fuzzy system. Experiment results related to numerical examples demonstrate that the new technique has excellent identification performances and forecasting accuracy superior to other existing linear combining forecasts.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.
基金Funded by the Excellent Young Teachers of MOE (350) and Chongqing Education Committee Foundation
文摘It has been shown in recent economic and statistical studies that combining forecasts may produce more accurate forecasts than individual ones. However, the literature on combining forecasts has almost exclusively focused on linear combining forecasts. In this paper, a new nonlinear combination forecasting method based on fuzzy inference system is present to overcome the difficulties and drawbacks in linear combination modeling of non-stationary time series. Furthermore, the optimization algorithm based on a hierarchical structure of learning automata is used to identify the parameters of the fuzzy system. Experiment results related to numerical examples demonstrate that the new technique has excellent identification performances and forecasting accuracy superior to other existing linear combining forecasts.
