基于Theil不等系数的加权几何平均组合预测模型的性质

Properties of Weighted Geometric Means Combination Forecasting Method Based on Theil Coefficient

加权几何平均组合预测为一种非线性的组合预测方法。本文提出了基于Theil不等系数的加权几何平均的组合预测模型,针对该模型定义了优性组合预测、预测方法优超和组合预测冗余度等新的概念;探讨了非劣性组合预测和优性组合预测存在的充分条件;给出了一个冗余预测方法出现的判定定理。

Weighted geometric means combination forecasting is a kind of nonlinear combination forecasting method. Based on Theil coefficient, a weighted geometric means combination forecasting model is proposed in this paper. Some new concepts are defined for the model, which are superior combination forecasting, dominant forecasting method, combination forecasting redundant degree etc. The sufficient conditions of existence of noninferior combination forecasting and superior combination forecasting are discussed. In the meantime how to judge redundant forecasting method is also given in a theorem.