三角模糊数组合预测模型及其Shapley值近似解法  

Combined Forecasting Model of Triangular Fuzzy Number and Its Approximate Solution Method of Shapley Value

作　　者：丁珍妮 陈华友[1] 朱家明[1] Ding Zhenni;Chen Huayou;Zhu Jiaming(School of Mathematical Science,Anhui University,Hefei 230601,China)

机构地区：[1]安徽大学数学科学学院

出　　处：《统计与决策》2019年第24期68-72,共5页Statistics & Decision

基　　金：国家自然科学基金资助项目（71871001;71501002）;安徽省高等学校自然科学研究项目（KJ2016A250;1508085QG149;KJ2017A026）;安徽大学大学生科研训练计划项目（KYXL2016009）

摘　　要：文章提出三角模糊数面积型中心刻画精度,面积型散度刻画模糊程度,同时采用三角模糊数质心横向值体现三角模糊数的几何集中趋势。在这三个指标的基础上,提出三角模糊数预测有效度的概念,建立一种新的基于三角模糊数的预测有效度最优的组合预测模型。由于目标函数不具有可微性,给出了模型权重系数的Shapley值的近似求解方法。实例分析表明该方法对于提高组合预测有效度效果显著。This paper proposes using the area center of the triangular fuzzy number to describe the accuracy, and the area type divergence to characterize the degree of ambiguity, and meanwhile adopts the transverse value of the center of mass of triangular fuzzy number to reflect the geometric centrality of triangular fuzzy numbers. On the basis of these three indicators, the paper proposes the concept of prediction validity of triangular fuzzy number, and establishes a new combinatorial forecasting model with optimal prediction validity based on triangular fuzzy number. Because the objective function is not differentiable, the paper presents the approximate solution method of Shapley value of model weight coefficient. An example analysis shows that the proposed method is effective in improving the validity of combination prediction.

关 键 词：三角模糊数 组合预测 预测有效度最优 SHAPLEY值 

分 类 号：F201[经济管理—国民经济]