基于不同误差准则和范数的组合预测方法研究

Study on the Methods of Combining Forecasts Based on Different Kinds of Error Criteria and Norms

本文研究组合预测方法问题。基于绝对误差和相对误差准则以及不同的范数性能指标，文中系统地描述了六种不同的组合预测方法，并给出其统一的线性规划算法和仿真实例。

This paper studies the methodological problems of combining forecasts. Based on the absolute and relative error criteria and the different types of morms,six methods of combining forecasts are described in detail and a united linear programming solving method is given by authors. At the ent of the papoer,a fore-casting example is illustrated.