一种基于专家理性预期的组合预测方法及应用  

Combination Forecast Based on Experts' Rational Expectation Method and Its Application

作　　者：于振明[1] 郭亚军[1] 杨征[1] 侯芳[1] 

机构地区：[1]东北大学工商管理学院,辽宁沈阳110004

出　　处：《东北大学学报（自然科学版）》2010年第6期902-905,共4页Journal of Northeastern University(Natural Science)

基　　金：国家自然科学基金资助项目(70801013)

摘　　要：将多个单预测模型进行组合,是提高预测精度的有效途径.由专家理性预期对待选用的单预测模型从模型拟合、方法应用复杂性、适应性和时效性方面进行多指标综合评价,在此基础上,构建组合权重系数,给出了具有主客观信息集成特征的组合预测方法,将组合预测模型与单预测模型进行分析对比,对我国民用汽车的保有量进行了预测并给出了预测效果分析.模型预测效果分析显示,具有主客观信息集成特征的组合预测模型比单预测模型具有更强的适应性,预测精度大幅提高.Combinating several forecast models of a single object together is an efficient way to improve the precision in forecast.Every forecast model of a single object in the combination is evaluated comprehensively,in views of experts＇ rational expectation,on its adequacy of fit models,method complexity in application,compatibility and time dependency.Then,a combination weight coefficient is set up so as to form a combination forecast method characterized by subjective information integrated with objective information.Comparing the combination model with the models of single object analytically,a forecast is made for the quantity of private cars in China with an analysis made to the forecast.The results reveal that the former is superior to the latter in adaptability with precision improved greatly.

关 键 词：组合预测 综合评价 理性预期 信息集成 民用汽车保有量 

分 类 号：C931[经济管理—管理学]