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A nonlinear combination forecasting method based on the fuzzy inference system 认领 引用
1
作者 董景荣 YANG Jun 《Journal of Chongqing University》 2002年第2期78-82,共5页
It has been shown in recent economic and statistical studies that combining forecasts may produce more accurate forecasts than individual ones. However, the literature on combining forecasts has almost exclusively foc... It has been shown in recent economic and statistical studies that combining forecasts may produce more accurate forecasts than individual ones. However, the literature on combining forecasts has almost exclusively focused on linear combining forecasts. In this paper, a new nonlinear combination forecasting method based on fuzzy inference system is present to overcome the difficulties and drawbacks in linear combination modeling of non-stationary time series. Furthermore, the optimization algorithm based on a hierarchical structure of learning automata is used to identify the parameters of the fuzzy system. Experiment results related to numerical examples demonstrate that the new technique has excellent identification performances and forecasting accuracy superior to other existing linear combining forecasts. 展开更多
关键词 nonlinear combination forecasting fuzzy inference system hierarchical structure learning automata
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Exact Penalty Function and Asymptotic Strong Nonlinear Duality in Integer Programming 认领 引用 被引量：2
2
作者 Fu-shengBai Z.Y.Wu L.S.Zhang 《Acta Mathematicae Applicatae Sinica》 2004年第1期45-52,共8页
In this paper, a logarithmic-exponential penalty function with two parameters for integer programming is discussed. We obtain the exact penalty properties and then establish the asymptotic strong nonlinear duality in ... In this paper, a logarithmic-exponential penalty function with two parameters for integer programming is discussed. We obtain the exact penalty properties and then establish the asymptotic strong nonlinear duality in the corresponding logarithmic-exponential dual formulation by using the obtained exact penalty properties. The discussion is based on the logarithmic-exponential nonlinear dual formulation proposed in [6]. 展开更多
关键词 Integer programming exact penalty function asymptotic strong duality
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CONVEXIFICATION AND CONCAVIFICATION METHODS FOR SOME GLOBAL OPTIMIZATION PROBLEMS 认领 引用 被引量：3
3
作者 WUZhiyou ZHANGLiansheng +1 位作者 BAIFusheng YANGXinmin 《Journal of Systems Science & Complexity》 2004年第3期421-436,共16页
In this paper, firstly, we propose several convexification and concavification transformations to convert a strictly monotone function into a convex or concave function, then we propose several convexification and con... In this paper, firstly, we propose several convexification and concavification transformations to convert a strictly monotone function into a convex or concave function, then we propose several convexification and concavification transformations to convert a non-convex and non-concave objective function into a convex or concave function in the programming problems with convex or concave constraint functions, and propose several convexification and concavification transformations to convert a non-monotone objective function into a convex or concave function in some programming problems with strictly monotone constraint functions. Finally, we prove that the original programming problem can be converted into an equivalent concave minimization problem, or reverse convex programming problem or canonical D.C. programming problem. Then the global optimal solution of the original problem can be obtained by solving the converted concave minimization problem, or reverse convex programming problem or canonical D.C. programming problem using the existing algorithms about them. 展开更多
关键词 Global optimal solution concave minimization reverse convex programmingproblem D.C. programming problem convexification concavification
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