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題名 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
貢獻者 統計系
日期 2012.03
上傳時間 17-Apr-2014 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)
資料類型 article
DOI http://dx.doi.org/10.1166/asl.2013.5115
dc.contributor 統計系en_US
dc.creator (作者) Cheng, Yu-Ting; Liu, Hsiang-Chuan; Kuo, Hsun-Chihen_US
dc.creator (作者) 郭訓志zh_TW
dc.date (日期) 2012.03en_US
dc.date.accessioned 17-Apr-2014 17:44:45 (UTC+8)-
dc.date.available 17-Apr-2014 17:44:45 (UTC+8)-
dc.date.issued (上傳時間) 17-Apr-2014 17:44:45 (UTC+8)-
dc.identifier.uri (URI) http://nccur.lib.nccu.edu.tw/handle/140.119/65490-
dc.description.abstract (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.en_US
dc.format.extent 239 bytes-
dc.format.mimetype text/html-
dc.language.iso en_US-
dc.relation (關聯) Advanced Science Letters,19(11), 3324-3327(4)en_US
dc.title (題名) An Improved Choquet Integral Composition Forecasting Model Based on H-measure and O-densityen_US
dc.type (資料類型) articleen
dc.identifier.doi (DOI) 10.1166/asl.2013.5115en_US
dc.doi.uri (DOI) http://dx.doi.org/10.1166/asl.2013.5115en_US