Research on Optimal Variable Weight Combining Forecasting

In this paper, we consider fuzzy variable weight combining forecasting which based on optimal combining forecasting and integrate those two modeling methods. Studies show that: optimal combining forecasting combines forecasting methods in a period of time and makes forecast through fixing the weight of forecasting methods that in the combination. But it does not consider that the weight will vary in different time. Considering fuzzy variable weight combining forecasting, we can make optimization in the process of varying weight, so that we can combine the preciseness of optimization and circumstance adaptability of variable weight and then yield the optimal variable weight combining forecasting model. Empirical analysis of China´s GDP forecasting shows that the improved method has very good accuracy.