This paper improved the self‐adaptive filter‐forecasting model that is one of deterministic constant parameter forecasting models. An attenuation/gain function is drawn into a direct iteration search method that belongs to the multi‐variables extreme value research based on the optimization theory, so that it combines the quantitative methods with the qualitative analysis by the experts and increases the explanatory ability and simulation level of the original model. As an empirical study, the authors applied the improved method to the forecasting of the middle‐term demand for cellular phones in China.
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