摘要
组合预测的关键是确定加权系数。本文通过使组合预测误差平方和极小化来确定最优加权系数。本文给出了计算最优加权系数的计算公式,并导出了简单平均预测是最优组合预测的条件。
To establish combination forecasting, the most important work is to choose weights for every individual forecasting method. In this paper, we discuss how to compute the weights of optimal combination forecasting and give the condition on which average combination forecasting is optimal.
出处
《预测》
CSSCI
北大核心
1991年第4期35-39,共5页
Forecasting
基金
国家科学基金资助
