A New Fuzzy Adaptive Variable Weighting Algorithm for Combination Forecasting

This paper presents a fuzzy adaptive variable weighting algorithm for combination forecasting by imitating men's decision-making process.The algorithm adapts the weighting of each method according to its match-degree with the real value during the last period of time.So,it is a variable weighting algorithm for combination forecasting.Simulation results show that the algorithm is simple and effective,and has good performance of tracking ability.