摘要
本文对非负权重最优组合预测的计算方法进行了研究，提出了一种基于二元最优组合的迭代早优算法，并证明了其收敛性和最优性。该算法操作性强、效果好，具有远高于ＲＥＷ法和改进ＲＥＷ法的收敛速度．
In this paper, calculation methods of optimal combination forecasting of nonnegative weights are studied. An iterative algorithm based on optimal combination of two methods is developed and its convergency and optimality are proved. The algorithm can be easily operated and converges much faster than REW method and the improved REW method.
出处
《系统工程理论方法应用》
1994年第4期48-52,共5页
Systems Engineering Theory·Methodology·Applications
基金
国家自然科学基金
关键词
组合预测
非负权重
迭代算法
Combination Forecasting, Non-negative Weight
Iterative Algorithm
