Abstract
In this paper, a novel density, M-density, was proposed. Based on this new density, a novel composition forecasting model was also proposed. For comparing the forecasting efficiency of this new density with the well-known density, N-density, a real data experiment was conducted. The performances of Choquet integral composition forecasting model with extensional L-measure, λ-measure and P-measure, by using M-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. Experimental result showed that the Choquet integral composition forecasting model with respect to extensional L-measure based on M-density outperforms other composition forecasting models. Furthermore, for each fuzzy measure, including the LE-measure, L-measure, λ-measure and P-measure, the M-density based Choquet integral composition forecasting model is better than the N-density based.
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Liu, HC., Ou, SL., Tsai, HC., Ou, YC., Yu, YK. (2012). A Novel Choquet Integral Composition Forecasting Model Based on M-Density. In: Pan, JS., Chen, SM., Nguyen, N.T. (eds) Intelligent Information and Database Systems. ACIIDS 2012. Lecture Notes in Computer Science(), vol 7196. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-28487-8_17
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DOI: https://doi.org/10.1007/978-3-642-28487-8_17
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