关键词: 可容忍误差, 预测精度, 组合预测, 权系数

Abstract: For the reason that the extreme values have not been considered in traditional weighting methods of optimal combination forecasting models, there exist certain drawbacks. In order to improve the accuracy of combination forecasting, the concept of tolerable error is developed. The concept is then applied to effect analysis of each single forecasting model and the combination forecasting model, a novel optimal combination forecasting model with tolerable error is developed, in which the weighting vector of single forecasting models is determined. Finally, taking the exchange rate data between America and Japan in the period of 2016-01-04 to 2018-06-12 as an example, the feasibility and validity of the proposed model are illustrated. The numerical result shows that the developed combination forecasting model can effectively improve the prediction accuracy.

Key words: tolerable error, forecast accuracy, combination forecast, weight coefficient