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Time-varying Weighted Combination Forecast Based on Polynomial Approximation and Its Application
DENG Wei-qiang;WANG Yue-gang;YANG Ying-tao
2011, 31 (4):
55-59.
DOI: 10.3969/j.issn.1006-1355-2011.04.013
The time-varying weighted combination forecast based on polynomial approximation formulas of unary and binary functions is proposed and used to model and forecast the structural response time-series of some aircrafts. Taking the unbiasedness and nonnegativity constraints into consideration, the relaxation variables are introduced to transform the inequality constraint to equality constraint, and the new objective function of the combination forecast is constructed based on penalty function. The Gene Algorithm is used to acquire the numerical solution of all variables and the function of time-varying weights. The application results verify the efficiency of this method.
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