摘要
加权几何平均组合预测模型是一种常用的非线性组合预测方法.利用Theil系数建立了一类加权几何平均组合预测模型,给出了该组合预测模型的性质;讨论了加权几何平均组合预测模型非劣性组合预测模型、优性组合预测以及冗余预测方法的存在性;给出了冗余预测方法的判定.通过运用实例分析说明了基于Theil系数的加权几何平均组合的预测模型的有效性.
Weighted geometric means combination forecast is a kind of nonlinear combination Forecasting model. Based on Theil coefficient, the improved weighted geometric means comdination forecasting model is proposed. Its properties are discussed. On basis of concepts such as superior combination forseasting and dominant forecasting method etc, the existence of non-inferior combination forecast, superior combination forecasting and redundant forecasting method are studied. Redundant information is given in the determining theorem, Application example shows that this nonhnear model is effective.
出处
《喀什师范学院学报》
2013年第3期1-4,共4页
Journal of Kashgar Teachers College
基金
国家社会科学基金项目(11XTJ001)资助
关键词
组合预测
加权几何平均Theil不等系数
优性组合预测
Combination forecast
Weighted geometric means
Theil coefficient
Superior combination forecasting
