Research Article
An Adaptive Control Combination Forecasting Method for Time Series Data
Table 7
The weighting coefficients of models at different forecasting time on VS dataset.
| Forecasting time/seconds | PSI weight | ES weight | ARIMA weight | MA weight | BP-NET weight | GM weight | | | | | | |
| 541 | 0.2713 | 0.2498 | 0.2428 | 0.0000 | 0.2361 | 0.0000 | 1080 | 0.2575 | 0.2571 | 0.2482 | 0.0000 | 0.2372 | 0.0000 | 1620 | 0.5295 | 0.0000 | 0.4705 | 0.0000 | 0.0000 | 0.0000 | 2160 | 0.2621 | 0.2517 | 0.2463 | 0.0000 | 0.2400 | 0.0000 | 2700 | 0.2682 | 0.2467 | 0.2465 | 0.0000 | 0.2386 | 0.0000 | 3240 | 0.2744 | 0.2431 | 0.2451 | 0.0000 | 0.2374 | 0.0000 | 3780 | 0.3634 | 0.3163 | 0.3203 | 0.0000 | 0.0000 | 0.0000 | 4320 | 0.2710 | 0.2498 | 0.2454 | 0.0000 | 0.2338 | 0.0000 | 4860 | 0.3547 | 0.3216 | 0.3238 | 0.0000 | 0.0000 | 0.0000 | 5400 | 0.2635 | 0.2520 | 0.2544 | 0.0000 | 0.2301 | 0.0000 | 5940 | 0.2683 | 0.2441 | 0.2565 | 0.0000 | 0.2310 | 0.0000 | 6480 | 0.3760 | 0.3081 | 0.3159 | 0.0000 | 0.0000 | 0.0000 | 7020 | 0.3700 | 0.3112 | 0.3188 | 0.0000 | 0.0000 | 0.0000 | 7560 | 1.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 8100 | 0.5281 | 0.0000 | 0.4719 | 0.0000 | 0.0000 | 0.0000 | 8580 | 1.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
|
|