加权算术平均组合预测方法均方误差的分解

Decomposition of Mean Square Error of Weighted Arithmetic Mean Combined Forecasting Method

针对加权算术平均组合预测方法,分别提出了均值偏差、预测方法的分辨率系数、离差误差方差等新概念,获得了组合预测方法和各个单项预测方法均方误差指标分解的表达式,探讨了加权算术平均组合预测方法和各个单项预测方法所满足的一些优良的数学性质。

For the weighted arithmetic mean combined forecasting method,some new concepts are put forward,such as the mean deviation,the resolution coefficient for forecasting method and deviation error variance.The decomposition expressions of mean square error(MSE)are obtained for single prediction method and combination forecasting.The corresponding good mathematical properties are discussed for weighted arithmetic mean combination forecasting method and single prediction method.