基于"序列相对贴近度"的组合预测权值分配

在时间序列的组合预测权值分配问题上,为克服传统的均方误差倒数加权、熵权和最优化方法之不足,从预测值序列与评价样本序列间的贴近性出发,提出新方法综合衡量单一参与模型的适用性,并据此分配权值.详细给出了序列相对贴近度(SRND,Sequence Relative Nearness Degree)及与之相关的"序列趋势关联度"和"尺度区间熵"的概念,并提出基于SRND的权值分配方法.将SRND权值分配方法应用于航空发动机排气温度裕度参数时间序列的联合自回归滑动平均模型、函数系数自回归模型和径向基函数网络预测,有效地提高了预测准确度,获得优于均方误差倒数加权和熵权方法的组合性能,且运算量远小于最优化方法.

Weight allocation of combination prediction based on sequence relative nearness degree

Aiming at the weight allocation problems of combination prediction for a time series,a new method was proposed to evaluate the applicability of the employed models and allocate weights,based on the nearness between the test sequence and the corresponding prediction value sequence,which overcame the shortages of existing methods such as mean square error reciprocal weight(1/MSE),entropy weight and optimization weight.The definitions of sequence relative nearness degree(SRND),related sequence trend associatio...