DocumentCode
2703271
Title
Linear fixed weight combination prediction model and model optimum seeking method
Author
Xu, Baohua ; Han, Dong ; Xu, Chao
Author_Institution
Mech. Eng. Coll., Shijiazhuang, China
fYear
2012
fDate
15-18 June 2012
Firstpage
1470
Lastpage
1473
Abstract
It is educed that synchronously considering the accuracy and stability of prediction model is the primary reason that the linear fixed weight combination prediction model based on minimizing error sum of squares is widely applied to differently domanial prediction problems now by analyzing. On this base, the linear fixed weight combination prediction model based on prediction model validity is built, and example analysis indicates that new model has higher prediction precision. Aim at the problems that the optimal criterion selection of linear fixed weight combination prediction model have not followed gist and exist many subjective factors, the linear fixed weight combination prediction model optimum seeking method based on prediction error estimation is put forward, and whose validity is validated by example.
Keywords
forecasting theory; minimisation; domanial prediction problem; error sum of square minimisation; linear fixed weight combination prediction model; model optimum seeking method; optimal criterion selection; prediction error estimation; prediction model stability; Analytical models; Data models; Error analysis; Forecasting; Predictive models; Standards; error sum of squares; linear fixed weight combination prediction; prediction error estimation; prediction model validity;
fLanguage
English
Publisher
ieee
Conference_Titel
Quality, Reliability, Risk, Maintenance, and Safety Engineering (ICQR2MSE), 2012 International Conference on
Conference_Location
Chengdu
Print_ISBN
978-1-4673-0786-4
Type
conf
DOI
10.1109/ICQR2MSE.2012.6246502
Filename
6246502
Link To Document