摘要
在现有文献研究的基础上,对组合预测模型权重的求解方法作了进一步的研究,给出了一种求解组合预测模型权重的新方法.该方法利用最优化理论当中的库恩—塔克条件,将非线性规划模型转化为线性规划模型,从而克服了现有方法在求解组合预测模型权重时不能求得解析解的不足,最后通过示例计算验证了该方法的有效性.
On the basis of the research results published in existing relevant references, this paper makes further research on Method for Weight of Combination Forecasting Model, and presents one new method for Weight of Combination Forecasting Model. The method makes use of Kuhn-Tucker condition of optimal theory to transform the non-linear programming model into the linear programming model. And the method overcomes the limitation of present method that it could not solve the analytic solution when solving the weight of combination forecasting model. The validity of the method was proved by giving a calculation demonstration.
出处
《数学的实践与认识》
CSCD
北大核心
2008年第1期76-81,共6页
Mathematics in Practice and Theory
基金
国家自然科学基金资助项目(30370825)
黑龙江省教育人文社会科学研究项目(11512183)
关键词
组合预测
权重
库恩-塔克条件
负荷预测
combination forecasting
weight
Kuhn-Tucker condition
load forecasting
