The Research Of Interval Combination Forecasting Methods Under Different Accuracy Criteria

Combination forecasting is the method that combines several different single predictive methods through feasible weighting methods, so that the effective information provided by single predictive methods can be utilized comprehensively. The key point of combination forecasting is how to obtain the weights of each single predictive method reasonably, so that the predictive accuracy could be improved effectively.Presently, all the data of types of combination forecasting are real numbers. 'However, actual predict objects are always affected by many uncertain factors. Therefore, it is more practically significant to research into the combination forecasting methods under uncertain circumstances.The condition that initial series of combination forecasting are interval numbers is discussed emphatically here. Starting from the concept of combination forecasting, several interval combination forecasting methods are based on different accuracy criteria. The main contents are arranged as follows:Chapterâ… :The definitions of qualitative forecasting method and quantitative forecasting method are discussed briefly, and the complementarity of two predictive methods is proposed. The background of combination forecasting is illustrated, and meanwhile the necessity of interval combination forecasting is analyzed.Chapter II:Preliminary part. In this part, the concept of interval number and its related mathematical operational rules are illustrated, and the measurement criterions about how to depict interval numbers'precision are proposed.Chapterâ…¢:A non-linear programming model of interval combination forecasting is established, which is based on the concepts of the center and the radius of interval number combined with the criterion of minimizing the maximum of center and the length error's absolute values.Chapterâ…£:An interval combination forecasting model is proposed on the basis of the vectorial angle cosine between the upper and lower limit of practical value series and predictive value series. Some concepts such as left dominance, right dominance, the overall dominance and redundant measure of the model are introduced, and the judgment of redundant method is also proposed here. As a result, the valid of combination forecasting method based on vectorial angle cosine is illustrated in theory.Chapterâ…¤:An interval combination forecasting based on the left-right Theil unequal coefficients of interval numbers'upper and lower limit. Similar as Chapter IV, some concepts such as left dominance, right dominance, the overall dominance and redundant measure of the model are introduced, and the judgment of redundant method is also proposed.Chapterâ…¥:The work of this paper is summarized and provides an advanced prospect for interval combination forecasting method.