一种基于粗糙集理论的组合预测方法

一、前言组合预测方法的基本原理是博采众多预测方法的优势 ,将多个不同预测模型的预测信息组合以期有效地改善预测模型的拟合能力 ,提高预测精度。而组合信息的一般方式是对各个预测模型进行线性加权平均[1～ 3 ] 。因此 ,组合预测方法的研究工作大部分集中在权系数的确定方法上 ,由此产生了许多组合预测方法。常见的方法有 :基于专家意见、相关分析、误差和最小、模糊数学、灰色理论、人工神经网络、遗传算法、小波分析等的组合预测方法。专家意见法的致命弱点是过分依赖专家的主观判断和经验 ,其结果有时难以令人信服。基于相关分析、误…

A Compound Projection Method Based on Coarse Aggregate Theory

A new method of combination forecast is proposed in this paper. Determining the weighting coefficient in a combination forecast model is translated into estimating significance of the attributes among rough set. Knowledge entropy is computed and a computation approach of weighting coefficient in a combination forecast model is showed on the basis of establishing a relation data model about combination forecast. The proposed approach overcomes the subjectivity of traditional methods, avoids solving linear of nonlinear extreme problem, automatically collects predicting model, is simple in calculation and makes combination forecast more objective. The validity of the proposed approach is verified with a case.