摘要
从对策论的观点出发 ,把组合预测中各单项预测模型视为合作对策的局中人 ,把组合预测的误差平方和视为合作的结果 ,再按Shapley值法在各单项预测模型中进行分配 ,从而获得组合预测权系数确定的一种方法。该方法具有概念清楚、涵义明确的特点 ,结果令人满意。
From point of game theory, the members of every possible combination forecasting model are considered as a coalition of cooperative games, sum of square error of combination forecasting is considered as a total payoff. It can be divided among the members in Shapley values in order to determining weights of combination forecasting. This method has clear concept, definite meanings and satisfactory result.
出处
《预测》
CSSCI
2003年第1期75-77,32,共4页
Forecasting
关键词
组合预测
权系数
合作对策
对策论
combination forecasting
weights
coalition
cooperative games
Shapley values
