摘要
根据矩阵理论,给出了最优组合预测误差平方和更加精确的取值范围,得到了最优组合预测误差平方和的几个新结果.应用矩阵理论中的F roben ius定理,推导出了简单平均法是最优组合预测方法的一个充要条件.
This paper aims at obtaining the more accurate value range of optimal combination forecasting error square sum by matrix theory ,and presenting some new results of optimal combination forecasting error square sum ,and deriving the necessary and sufficient condition when equal weight combination forecasting is optimal combination forecasting with Frohenius theory.
出处
《经济数学》
2006年第1期80-83,共4页
Journal of Quantitative Economics
