组合预测方法研究

Study of Combination Forecasting Method

本文对组合预测的两个基本问题进行深入研究,得出了对组合预测方法的组合结构特征的最新认识,并对文[3]提出的递归等权组合预测方法的收敛性给出了证明。

In this paper, we diacuas the two basic problems of combination forecasting method and obtain some new results which enable us to acquire a deep understanding of combination forecasting method. We also prove that REW method is convergent and more effective than simple average combination forecasting method.