摘要
加权几何平均的组合预测是一种非线性的组合预测方法,在传统的组合预测模型的基础上,建立了基于L1范数的加权几何平均的组合预测模型,提出优性组合预测的概念,并给出其计算组合预测权系数的线性规划的解法。实例分析指出该模型给出的组合预测方法为优性组合预测,从而表明该模型的有效性。
Weighted geometric means combination forecasting is a kind of nonlinear forecasting method. On the basis of traditional combination forecasting model, a new weighted geometric means combination forecasting model based on L_1 norm is constructed. The conception of superior combination forecasting is proposed in this paper. Its solutions of the combination forecasting model are attributed to a linear programming model. Finally this combination forecasting model is illustrated to be superior combination forecasting, which shows that this model is effective.
出处
《安徽大学学报(自然科学版)》
CAS
2004年第4期5-10,共6页
Journal of Anhui University(Natural Science Edition)
基金
安徽省教育厅科研基金资助项目(2002kj022)