An Adaptive Control Combination Forecasting Method for Time Series Data

Table 6

The weighting coefficients of models at different forecasting time on AEP dataset.

Forecasting time/seconds	PSI weight	ES weight	ARIMA weight	MA weight	BP-NET weight	GM weight
	217	0.4878	0.0000	0.5122	0.0000	0.0000	0.0000
432	0.5859	0.0000	0.4141	0.0000	0.0000	0.0000
648	0.3875	0.0000	0.3929	0.0000	0.2196	0.0000
864	0.4762	0.0000	0.5238	0.0000	0.0000	0.0000
1080	0.2967	0.2414	0.2566	0.0000	0.2052	0.0000
1296	0.4296	0.0000	0.3370	0.0000	0.2334	0.0000
1512	0.5832	0.0000	0.4168	0.0000	0.0000	0.0000
1728	0.3642	0.0000	0.3795	0.0000	0.2563	0.0000
1944	0.3324	0.0000	0.3977	0.0000	0.2699	0.0000
2160	0.3998	0.0000	0.3525	0.0000	0.2477	0.0000
2376	0.3449	0.0000	0.3589	0.0000	0.2962	0.0000
2592	0.3369	0.0000	0.3623	0.0000	0.3008	0.0000
2808	0.4346	0.0000	0.5654	0.0000	0.0000	0.0000
3024	0.3791	0.0000	0.3557	0.0000	0.2652	0.0000
3240	0.3900	0.0000	0.3844	0.0000	0.2257	0.0000
3432	0.4782	0.0000	0.5218	0.0000	0.0000	0.0000