基于向量夹角余弦的区间组合预测多目标规划方法  

Multi-objective Programming Method of Interval Combination Forecasting Based on Vectorial Angle Cosine

作　　者：陶志富[1] 张进[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：《西华大学学报（自然科学版）》2010年第3期35-37,41,共4页Journal of Xihua University:Natural Science Edition

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：在区间组合预测领域引入向量夹角余弦方法,提出基于向量夹角余弦的区间组合预测多目标规划方法。将区间值的上下限分别看作时序向量,考虑组合预测区间值上下限的时序向量与相应实际值区间的上下限时序向量间夹角余弦,建立多目标最优化模型,并转化为单目标规划问题求解获得组合预测方法的权重。最后,通过一个具体的算例表明本文所提方法能够有效降低预测的误差。The vectorial angle cosine is introduced in the field of interval combination forecasting,and an interval combination forecasting method based on vectorial angle cosine is proposed.Considering the upper and lower limit of interval value as times series vector,and the vectorial angle cosine between interval combination forecasting value and practical interval value＇s upper and lower limit time series vector,a multi-objective optimization model is established and then changed to be a single objective optimization model,the weights of combination forecasting method are obtained by solving the single objective optimization problem.Finally,a numerical example shows that the method proposed in this paper can effectively decrease the error of interval combination forecasting.

关 键 词：区间组合预测 向量夹角余弦 最优化模型 权重 误差 

分 类 号：O159[理学—数学] O221.2[理学—基础数学]