摘要
基于优化理论讨论了现有的组合预测方法，并且书其发展成为一种通用方法．证明了最优组合参数的存在性，不仅给出了一种用非线性规划求解最优组合参数的算法，而且证明了用最优组合方法所得到的预测值的拟合度在平方误差的测度下要比单一的预测方法要高．用此方法对实际的经济问题进行了预测分析，效果良好．
This paper discusses the existing combining forecasting method and develops it to a gener-al combining method by optimum theory,We prove the existence of optimum combining coef-ficients,not only giving a new algorithm to solve the coefficients but also showing that theforecasting values used by the optimunm combining forecasting method are better than othervalues used by the single method under the quadratic error.The optimum combining methedhas been used to forecast real economic problems with satisfactory results.
出处
《西安电子科技大学学报》
EI
CAS
CSCD
北大核心
1994年第3期284-290,共7页
Journal of Xidian University
关键词
最佳化
组合预测
经济预测
economic forecastion
optimization
combining method
