组合预测误差信息矩阵进一步研究

Advanced Study of Combination Forecasting Error Information Matrix

研究组合预测误差信息矩阵的结构与非负权重组合预测方法性质之间的联系。给出了几个能够从组合预测误差信息矩阵获取关于非负权重最优组合预测方法组合结构信息的方法，这些方法是简单易行的、实用的。

This paper studies the relation between the structure of the forecasting error information matrix and the nature of the combination forecasting method of non negative weights.It offers some practical approaches by which the information on the structure of an optimal combination forecasting method of non negative weights can be easily obtained from forecasting error information matrix.It is valuable to the theory and practice of combination forecasting.