| 基于多准则优化的组合预测方法 |
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| 引用本文： | 周四清,王坚强.基于多准则优化的组合预测方法[J].系统工程与电子技术,2009,31(7):1651-1654. |
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| 作者姓名： | 周四清 王坚强 |
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| 作者单位： | 1. 暨南大学经济学院, 广东, 广州, 510632;2. 中南大学商学院, 湖南, 长沙, 410083 |
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| 基金项目： | 国家自然科学基金，国家社会科学基金 |
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| 摘 要： | 介绍了9个预测效果评价准则,提出了一种基于多准则优化的组合预测方法。该方法不同于传统的基于改善单个预测效果评价准则的组合预测方法,它综合多个准则并考虑某些准则的组合预测效果评价值优于其单个预测方法的效果评价准则值建立优化模型,利用遗传算法求解其非线性规划模型,得到组合权系数。最后实例说明该方法的可行性和有效性。
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| 关 键 词： | 组合预测 多准则优化 遗传算法 |
| 收稿时间： | 2007-01-22 |
| 修稿时间： | 2009-02-11 |
Combined forecasting approach based on multi-criteria optimization |
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| ZHOU Si-qing,WANG Jian-qiang.Combined forecasting approach based on multi-criteria optimization[J].System Engineering and Electronics,2009,31(7):1651-1654. |
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| Authors: | ZHOU Si-qing WANG Jian-qiang |
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| Affiliation: | 1. Coll. of Economics, Jinan Univ., Guangzhou 510632, China;2. School of Business, Central South Univ., Changsha 410083, China |
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| Abstract: | The nine evaluation criteria of forecasting effects are introduced.And a combined forecasting approach based on multi-criteria optimization is proposed.This approach is different from the traditional combined forecasting approach by improving single criterion.By multi-criteria optimization and selecting some criteria which the effect of combined forecasting is superior to that of the single criterion,a nonlinear programming model is constructed.The weights of combined forecasting are obtained by using genetic algorithms to solve the nonlinear programming model.Finally an example is given to show the feasibility and availability of this method. |
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