Combination Forecasting Method Based on Density Operator
Weiwei Li · Forecasting · 2011
Considering the difference of single forecasting method 's veracity at different times,this paper presents a new combination forecasting model based on density operator.The core ideal of this method is to cluster the forecasting values by the forecasting veracity,then build the combination forecasting model using the density operator.Based on this,the single forecasting method weight is determined through the minimal warp between the forecasting values and the real values.This combination forecasting model makes full use of single forecasting model 's veracity,so the forecasting value veracity has been increased.At last,an application example is given,and its result is analyzed to illustrate the validity of the new combination forecasting model.