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IOWHA算子及其在组合预测中的应用
引用本文:陈华友,刘春林,盛昭瀚. IOWHA算子及其在组合预测中的应用[J]. 中国管理科学, 2004, 12(5): 35-40
作者姓名:陈华友  刘春林  盛昭瀚
作者单位:1. 南京大学工程管理学院 南京 210093;2. 南京大学商学院 南京 210093
基金项目:国家自然科学基金资助项目(70101003);中国博士后科学基金资助项目(20040350209)
摘    要:在有序加权平均(OWA)算子概念的基础上,提出有序加权调和平均(OWHA)算子及诱导有序加权调和平均(IOWHA)算子的概念,讨论它们的一些性质。同时指出现有的加权调和平均组合预测方法存在赋权的缺陷,建立新的基于IOWHA算子的组合预测模型,给出了IOWHA权系数的确定的数学规划方法。最后实例分析表明该模型能有效提高组合预测精度。

关 键 词:IOWHA算子  组合预测  倒数误差  二次规划  
文章编号:1003-207(2004)05-0035-06
收稿时间:2003-09-02;
修稿时间:2003-09-02

Induced Ordered Weighted Harmonic Averaging(IOWHA) Operator and Its Application to Combination Forecasting Method
CHEN Hua-you,LIU Chunlin,SHENG Zhao-han. Induced Ordered Weighted Harmonic Averaging(IOWHA) Operator and Its Application to Combination Forecasting Method[J]. Chinese Journal of Management Science, 2004, 12(5): 35-40
Authors:CHEN Hua-you  LIU Chunlin  SHENG Zhao-han
Affiliation:1. Graduate School of Management Science&Engineering, Nanjing University, Nanjing 210093, China;2. Business School, Nanjing University, Nanjing 210093, China.
Abstract:On the basis of ordered weighted averaging(OWA)operators,two concepts of ordered weighted har-monic averaging(OWHA)operators and induced ordered weighted harmonic averaging(IOWHA)operators are proposed in this paper,and their properties are discussed.It is pointed out that there are some shortcomings in the weighting harmonic averaging combination forecasting model at present.Based on the concept of IOWHA op-erator,the new combination forecasting model is constructed,and its weights are calculated by a mathematical programming model.Finally,some examples show that the model can improve the combination forecasting accu-racy effectively.
Keywords:IOWHA operator  combination forecasting  reciprocal errors  quadratic programming  
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