Combination Forecasting Model Based on Drift

摘要：

In order to make up shortage of existing forecasting models and improve forecasting precision and effectiveness, a new thought of combination forecasting model is given in this paper. Combination forecasting model based on drift is proposed by studying the drift and complementarity of different single forecasting models. The calculation steps of combination forecasting model based on drift are given. A practical example on Chinese energy consumption shows four forecast efficient measures (SSE, MAE, RMSE, MAPE) of combination forecasting model based on drift are better than single forecasting models, combination forecasting model based on drift can improve forecasting precision and it is effective in practice. Combination forecasting model based on drift is an effective forecasting model to make up shortage of existing forecasting models.

作者: Meijuan Li Guohong Chen Zhibing Lin Binqing Cai

作者单位: School of Management, Fuzhou University, Fuzhou, 350108, China

会议类型: 国际会议

会议名称: The Second International Joint Conference on Computational Science and Optimization(CSO 2009)(2009 国际计算科学与优化会议)

会议地点: 三亚

会议语种:英文

页码: 1493-1496

在线出版日期: 2009-04-24（万方平台首次上网日期，不代表论文的发表时间）