变权组合预测模型研究

给出了一种变权重组合预测模型权系数估计的新算法 .该算法通过广义逆矩阵的循环迭代 ,形成收敛的权系数 ,进而进行组合预测 .文中还给出了算法收敛性的证明 .实例分析效果是显著的——变权重方法比普通方法预测精度高 ,拓广了组合预测的范围.

Research of the Weight Changeable Combination Forecast Model

In this paper, a new algorithm for the estimation of optimum weight coefficients of changeable weight combination forecast model is proposed. The convergent weight coefficients and the values of combination forecasting are obtained through the iterated circulation of generalized inverse matrix. The proof of the convergence of the algorithm are proposed, too. A practical example shows the effect of the method is remarkable and the accuracy of forecasting is higher than other methods. So it expands the application fields of combination forecasting.