确定组合预测权系数最优近似解的方法研究

Study on the Method of Calculating Optimal Approximate Solution About Weight Coefficients of Combined Forecasting Methods

一、引言组合预测可以综合利用各单项预测方法提供的信息，是提高预测精度的有效途径，组合预测的关键是确定各单项预测方法的加权系数；根据加权系数是否为时变参数，组合预测方法大致可分为非线性组合预测方法和线性组合预测方法两类；目前研究最多、应用最广泛的是线性...

Abstract This paper sets up a combined forecasting optimal model whose objective function is the effectiveness indicator of the forecasting method in order to calculating weight coefficients of the combined forecasting method.Then,based on the analyses of combined forecasting precision sequence,the paper simplifies the model mentioned above,gets a optimal model for calculating approximate solution of the combined forecasting method which is only a combination of two forecasting methods and obtains the calculating formula of optimal approximate solution.Finally,the paper gives two practical cases of the model.