| 关于非负权重组合预测的若干问题的探讨 |
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| 引用本文： | 杨桂元,唐小我,马永开.关于非负权重组合预测的若干问题的探讨[J].电子科技大学学报(社会科学版),1996(2). |
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| 作者姓名： | 杨桂元 唐小我 马永开 |
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| 作者单位： | 安徽财贸学院，电子科技术大学管理学院，安徽财贸学院 |
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| 基金项目： | 国家教委优秀年轻教师基金 |
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| 摘 要： | 在冗余方法和优性组合预没方法两个概念的基础上，探讨了关于非负权重组合预测的几个问题。文中的研究揭示了非负权重最优组合权重与预测误差协方差阵和最优组合权重之间的关系，这对于非负权重组合预测的理论研究和应用都有重要意义。
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| 关 键 词： | 组合预测，冗余方法，优性组合，预测方法 |
Research on Several Problems for Combined Prediction of Non-negative Weight |
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| Yang Guiyuan.Research on Several Problems for Combined Prediction of Non-negative Weight[J].Journal of University of Electronic Science and Technology of China(Social Sciences Edition),1996(2). |
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| Authors: | Yang Guiyuan |
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| Abstract: | Based on the concept of superior combination forecasting method and on the concept of redundant method, several problems about combined prediction of non-negative weight are studied in this peper. The study shows the relation between forecasting error convariance matrix, optimal combination weights and non-negative optimal combination weight. It is of great significance for theoretical research and for applications of combination forecasting of non-negative weight. |
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| Keywords: | combination forecasting redundant method superior combination prediction method |
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