基于预测有效度的组合预测模型近似求解

Research on calculating approximate optimal solution of com bination forecasting models based on forecasting effective measure

在文献[1]的基础上,首先指出了文献[1]算法存在的一些缺陷,然后给出了组合预测方法精度均值E(A)等于各单项预测模型精度序列均值E(Ai)(i=1,2,…,m)的线性组合的一个充分条件,并给出了组合预测精度的上限和下限估计,从而就一般的情况提出了基于预测有效度的组合预测模型新的近似求解方法.最后以文献[1]中的实例说明了本文算法的有效性.并和文献[1]的结果进行了比较分析.

First the shortcomings of paper are pointed out in this paper.Then a sufficient condition that E(A) is the linear combination of E (Ai)(i=1,2,...,m)is given and upper bound and low bound of combination forecast ing accuracy are also estimated.So a new method of calculating approximate optim al solution about weights of combination forecasting models is put forward under the general condition.At last,an example shows the effectiveness of the new met hod,compared with the result of paper.