【摘要】 组合预测就是将随机变量或向量的点预测进行组合 ,这些预测是根据几个模型所给出的。一般的方法是求这些点预测的算术平均值。本文给出的是根据模型的预测精度确定权的贝叶斯动态线性模型的组合预测 ,它的预测精度比取算术平均值的预测精度高更多还原

【Abstract】 Combinatorical forecast means combination of point forecasts from several random variables or vectors, which are gotten by several models. The general method is to compute their arithmetical means. This paper gives combinatorial forecast of Bayesian dynamic linear model in which its weight is decided according to their forecast precision. It’s forecast precision is higher than that of arithetical means.更多还原