摘要
在极限理论及其前人对非负权重最优组合算法研究的基础之上,提出了一种求解非负权重近似最优解的简明算法,并进行了实例分析,结果令人满意,验证了该方法的实用性和有效性.
The paper is based on the limit theory and former person's research on arithmetic for optimal combination forecasting of non-negative weights. The author provided a concise arithmetic for approximate optimal combination forecasting of non-negative weights, and given an example, the result is turn up trumps, validated the method' s practicability and validity.
出处
《大学数学》
北大核心
2007年第1期133-135,共3页
College Mathematics
关键词
非负权重
最优组合
预测
极限理论
non-negative weight
optimal combination
forecasting
limit theory