Weight Changeable Combination Forecast Method Based On ACA

摘要：

The weighted coefficient in combination forecasting model is constant in most of current studies. In fact, if the weighted coefficient is assumed to be constant, the effectiveness and accuracy of combination forecasting model may be unsatisfied. In addition, samples near the time now should be greater contribution to prediction. Taking into the account of the above reasons, a new combination forecast method with changeable weight considering the importance of sample is proposed. ACA is used to search for the best sample weight, and then PLS is used to confirm the weight function of combination forecast model. An empirical study is given to test the effectiveness of this new method.

关键词： Weight Changeable Combination Forecast Method Sample-weighted PLS ACA

作者: Chao ZHANG Qun ZHANG

作者单位: School of Economics and Management,University of Science and Technology of Beijing,Beijing,China

会议类型: 国际会议

会议名称: 2010 IEEE 17th International Conference on Industrial Engineering and Engineering Management(2010年IEEE第17届工业工程与工程管理国际学术会议)

会议地点: 厦门

会议语种:英文

页码: 704-708

在线出版日期: 2010-10-29（万方平台首次上网日期，不代表论文的发表时间）