基于预测有效度的优性组合预测模型研究

Research on Superior Combination Forecasting Model Based on Forecasting Effective Measure

针对基于预测有效度的组合预测模型提出了新的优性组合预测、预测方法优超和冗余度的概念 ;指出了简单平均组合预测方法至少是非劣性组合预测 ;并探讨了优性组合预测存在的充分条件 ;

New concepts are proposed for the combination forecasting effective measure models: superior combination forecasting, dominant forecasting method and redundant measure. Then it is pointed that simple average combination forecasting method is at least noninferior combination forecasting. A sufficient condition of existence about superior combination forecasting is also discussed. Finally redundant information is given in the two determining theorems.