Abstract:

According to the set pair analysis theory and the combination model based on set pair analysis of the size of forecast error, two kinds of combination model are provided. One is the combination model based on set pair analysis of forecast error direction, the other is the combination model based on set pair analysis of forecast performance. The process from determining the correlation degree to calculating the combined weights is relatively complex and difficult to understand, in the forecast combination modeling based on set pair analysis of the size of forecast error. The simplified combination forecasting weight calculation process is derived. Aiming at the problem that identical degree equal to 0 may lead to combination forecasting model information loss in set pair analysis, the conversion processing method based on discount is proposed between identical degree, differential degree and opposite degree. Finally an example is given to show the effectiveness of this method.