基于向量夹角余弦的组合预测模型的性质研究

Research on properties of combination forecasting model based on vectorial angle cosine

基于向量夹角余弦的组合预测是一种相关性的组合预测模型,它是研究组合预测方法的一个新途经.针对基于向量夹角余弦准则下组合预测模型,研究它的基本结构特征.首先提出新的优性组合预测、预测方法优超、冗余度等概念.然后探讨了非劣性组合预测、优性组合预测以及冗余预测方法的存在性,并给出冗余信息的判定定理.最后进行实例分析,表明该方法有较大的实际应用价值.

The combination forecasting model based on vectorial angle cosine is a kind of correlation one. It is a new way to study combination forecasting method. In this paper, the basic structural characteristics of combination forecasting model is studied under the criterion of vectorial angle cosine. Firstly, some new concepts, such as superior combined forecasting, dominant forecasting method, redundant degree etc, are put forward; then some questions are discussed, such existence of noninferior combination forecasting, superior combination forecasting and redundant forecasting method. The method of determining redundant information is also given in a theorem. Finally an example is used to show that this model has much applicable value.