确定组合预测权系数最优近似解的方法研究

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

首先建立了以预测方法有效性指标为目标函数的组合预测优化模型 ;其次在对组合预测精度序列分析的基础上 ,得到了求两组合预测方法权系数近似解的优化模型及最优近似解的计算公式 ;

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