Title :
A kind of interval combination forecasting method based on induced ordered weighted geometric averaging operators
Author :
Jiang, LiHui ; Chen, Huayou
Author_Institution :
Dept. of Math. & Phys., HeFei Univ., Hefei, China
Abstract :
With respect to the combination forecasting problem with forecast value and actual value which are interval numbers, this paper introduces IOWGA operators and a new combination forecasting model is proposed to minimize the sum of convex combination with square logarithmic errors of inerval center position and square logarithmic errors of inerval length. The IOWGA weights are calculated by a mathematical programming model. Finally a example is illustrated to show this model improves the combination forecasting accuracy efficiently.
Keywords :
convex programming; forecasting theory; geometry; mathematical programming; moving average processes; IOWGA operators; convex combination; induced ordered weighted geometric averaging operators; inerval center position; interval combination forecasting method; mathematical programming model; square logarithmic errors; Accuracy; Linear programming; Mathematical model; Mathematical programming; Mathematics; Physics; Predictive models; Solid modeling; Sun; Uncertainty;
Conference_Titel :
Green Circuits and Systems (ICGCS), 2010 International Conference on
Conference_Location :
Shanghai
Print_ISBN :
978-1-4244-6876-8
Electronic_ISBN :
978-1-4244-6877-5
DOI :
10.1109/ICGCS.2010.5543091