本文主要是在一般的实数权重组合预测方法的基础上,以一种新的误差指标为目标,建立一个预测权重半径的最优化模型,进而得到区间权重。而得到区间权重以后,我们对未来的预测值就可以变成区间值。%This paper introduces a new forecast error between actual value and forecast value where actual value is a real number and forecast value is interval value. Then, based on this new forecast error and clas- sical combination forecast model, we can obtain an interval weight vector which can forecast future value more practically.
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