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基于标准差的预测有效度的组合预测模型

Combination forecasting model based on forecasting effective measure with standard deviate

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【作者】 陈华友侯定丕

【Author】 CHEN Hua_you1, 2, HOU Ding_pi1(1. Department of Mathematics, University of Science and Technology of China,Hefei 230026, China;2. Department of Mathematics, Anhui University, Hefei 230039, China)

【机构】 中国科学技术大学数学系中国科学技术大学数学系 合肥230026安徽大学数学系合肥230039合肥230026

【摘要】 针对考虑预测精度标准差的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定义.然后探讨了非劣性组合预测以及优性组合预测存在的充分条件,并给出冗余信息出现的一个判定定理.最后也讨论了组合预测模型的新的近似计算方法,给出实例分析,结果令人满意.

【Abstract】 Superior combination forecasting, dominant forecasting method and redundant measure are defined for the combination forecasting effective measure model with standard deviate of forecasting accuracy in this paper. Then the condition of noninferior combination forecasting is discussed and a sufficient condition of superior combination forecasting is also given. Redundant information is pointed out in a judging theorem. Finally a new method of calculating approximate optimal solution about weights of combination forecasting models is put forward and an example shows the effectiveness of the new method.

  • 【文献出处】 系统工程学报 ,Journal of Systems Engineering , 编辑部邮箱 ,2003年03期
  • 【分类号】O211.67
  • 【被引频次】93
  • 【下载频次】550
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