Study on Factor of Time about the Variable Weight of Combined Forecasting
Shen Bi · Yunchou yu guanli · 2014
To analyze the factor of time which affects the combined forecasting's prediction accuracy,based on all of the forecasting method's prediction accuracy stability,reference for the modeling thought of one—dimension AR( p) model,we present the combined forecasting based on the factor of time. The example verification shows that the prediction accuracy of the combined forecasting based on the factor of time is higher than the single forecast method,and if the time span of samples is longer,the prediction accuracy is higher.