基于Theil左右不等系数的区间组合预测  

The Interval Combination Forecasting Problem Based on Left-right Theil Unequal Coefficients

作　　者：张进[1] 陶志富[1] 陈华友[1] 

机构地区：[1]安徽大学数学科学学院,安徽合肥230039

出　　处：《合肥师范学院学报》2010年第3期8-11,共4页Journal of Hefei Normal University

基　　金：国家自然科学基金资助项目(70571001);安徽省优秀青年科技基金资助项目(08040106835);安徽高等学校省级教学研究项目(2007jyxm177)

摘　　要：本文针对实际值序列和预测值序列均为区间值的区间组合预测问题,提出以区间值的左、右端点构造的Theil左右不等系数为准则的区间组合预测方法。建立了多目标最优化模型,并转化为单目标进行求解探讨了解的有效性。最后,通过一个实例表明本文所提方法能够有效降低区间预测的误差,是一种合理和有效的区间组合预测方法。This paper proposes the method of interval combination forecasting with criteria of left-right Theil unequal coefficients which was structured by the left and right endpoints of interval-value when real value series and forecasting value series both are interval value. We establish multi-objective optimal model and get the solution by transferring the model into single objective problem. Then we investigate the effec- tiveness of the solution. Finally, we reveal that the method is reasonable and effective which can effectively reduce the error of interval forecasting by a concrete case.

关 键 词：Theil左右不等系数 区间组合预测 组合预测 

分 类 号：O22[理学—运筹学与控制论]