关于非负权重组合预测的若干问题的探讨

Research on Several Problems for Combined Prediction of Non-negative Weight

在冗余方法和优性组合预没方法两个概念的基础上，探讨了关于非负权重组合预测的几个问题。文中的研究揭示了非负权重最优组合权重与预测误差协方差阵和最优组合权重之间的关系，这对于非负权重组合预测的理论研究和应用都有重要意义。

Based on the concept of superior combination forecasting method and on the concept of redundant method, several problems about combined prediction of non-negative weight are studied in this peper. The study shows the relation between forecasting error convariance matrix, optimal combination weights and non-negative optimal combination weight. It is of great significance for theoretical research and for applications of combination forecasting of non-negative weight.