A kind of interval combination forecasting method based on induced ordered weighted geometric averaging operators
Lihui Jiang, Huayou Chen · 2010
With respect to the combination forecasting problem with forecast value and actual value which are interval numbers, this paper introduces IOWGA operators and a new combination forecasting model is proposed to minimize the sum of convex combination with square logarithmic errors of inerval center position and square logarithmic errors of inerval length. The IOWGA weights are calculated by a mathematical programming model. Finally a example is illustrated to show this model improves the combination forecasting accuracy efficiently.