基于L_1范数的加权几何平均组合预测方法

Weighted geometric means combination forecasting method based on L_1 norm

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.