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    政大機構典藏 > 商學院 > 統計學系 > 期刊論文 >  Item 140.119/65490
    Please use this identifier to cite or link to this item: http://nccur.lib.nccu.edu.tw/handle/140.119/65490

    Title: An Improved Choquet Integral Composition Forecasting Model Based on H-measure and O-density
    Authors: Cheng, Yu-Ting;Liu, Hsiang-Chuan;Kuo, Hsun-Chih
    Contributors: 統計系
    Date: 2012.03
    Issue Date: 2014-04-17 17:44:45 (UTC+8)
    Abstract: 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.
    Relation: Advanced Science Letters,19(11), 3324-3327(4)
    Data Type: article
    DOI 連結: http://dx.doi.org/10.1166/asl.2013.5115
    DOI: 10.1166/asl.2013.5115
    Appears in Collections:[統計學系] 期刊論文

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