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    题名: An Improved Choquet Integral Composition Forecasting Model Based on H-measure and O-density
    作者: Cheng, Yu-Ting;Liu, Hsiang-Chuan;Kuo, Hsun-Chih
    郭訓志
    贡献者: 統計系
    日期: 2012.03
    上传时间: 2014-04-17 17:44:45 (UTC+8)
    摘要: In this paper, based on H-measure and O-density, a novel Choquet integral composition forecasting model is proposed. For evaluating this improved composition forecasting model, an experiment with a real data by using the 5 fold cross validation mean square error is conducted. The performances of Choquet integral composition forecasting model with the H-measure, extensional L-measure, L-measure, Lambda-measure and P-measure, respectively, based on O-density and N-density respectively, a ridge regression composition forecasting model and a multiple linear regression composition forecasting model and the traditional linear weighted composition forecasting model were compared. The experimental results showed that the Choquet integral composition forecasting model with respect to the H-measure and O-density outperforms others.
    關聯: Advanced Science Letters,19(11), 3324-3327(4)
    数据类型: article
    DOI 連結: http://dx.doi.org/10.1166/asl.2013.5115
    DOI: 10.1166/asl.2013.5115
    显示于类别:[統計學系] 期刊論文

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