摘要
研究非负权系数约束下的最优组合预测问题.应用乘子法来确定组合预测中的非负权系数.实例表明:这一方法是可行的、有效的.
In this paper, we discuss the problem of optimal combination forecasting subject to nonnegative investment proportional coefficient. The purpose of this paper is to decide nonnegative weight coefficient of combination forecasting with muhiplier method. The practical examples present that this method is feasible and effective.
出处
《数学的实践与认识》
CSCD
北大核心
2008年第18期77-81,共5页
Mathematics in Practice and Theory
关键词
预测
最优组合预测
非负权系数
预测误差平方和
forecasting forecast
optimal combination forecasting
nonnegative weight coefficient
error square sum
