自适应过滤法是根据一组给定的权数对时间数列的历史观察值进行加权平均计算一个预测值，然后根据预测误差调整权数以减少误差，这样反复进行直至找出一组“最佳”权数，使误差减少到最低限度，再利用最佳权数进行加权平均预测。-Adaptive filtering method is based on the number of a given set of rights to compute a weighted average of the predicted value of historical time series of observations, and then adjust the weight according to the number of prediction errors to reduce error, so find out repeatedly until a set of　best　weights, the error is reduced to a minimum, the right to re-use the optimal number of weighted average forecast.