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| 广义加权多重函数平均组合预测及其参数估计 | |
| 引用本文： | 万玉成,辛后居,盛昭瀚. 广义加权多重函数平均组合预测及其参数估计[J]. 系统工程与电子技术, 2004, 26(11): 1609-1611 |
| 作者姓名： | 万玉成 辛后居 盛昭瀚 |
| 作者单位： | 1. 中国矿业大学管理学院,江苏,徐州,221008;徐州空军学院航材系,江苏,徐州,221002 2. 徐州空军学院航材系,江苏,徐州,221002 3. 南京大学工程管理学院,江苏,南京,210093 |
| 摘 要： | 提出一种新的组合预测模型———广义加权多重函数平均组合预测模型,并利用二次规划算法给出其加权系数的不同参数估计方法。该模型具有广泛的代表性,它集多种组合预测模型于一体,是一种新的群组集结方法,通过选择合适的模型组合形式及最佳的模型参数,能够有效地提高预测精度。预测实例表明了该模型的有效性。 |
| 关 键 词： | 组合预测 多重函数平均 参数估计 二次规划 |
| 文章编号： | 1001-506X(2004)11-1609-03 |
| 修稿时间： | 2003-11-20 |
Generalized weighted multiple functional means combining forecasting model and its parameter estimation |
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| WAN Yu-cheng. Generalized weighted multiple functional means combining forecasting model and its parameter estimation[J]. System Engineering and Electronics, 2004, 26(11): 1609-1611 | |
| Authors: | WAN Yu-cheng |
| Affiliation: | WAN Yu-cheng~ |
| Abstract: | A new kind of combining forecasting model based on the generalized weighted multiple functional means is proposed. The different parameter estimation methods of its weighting coefficients by using the algorithm of quadratic programming are given. This model has extensive representation. It is a new kind of aggregative method of group forecasting. By taking the suitable combining form of the forecasting models and seeking the optimal parameter, the optimal combining form can be obtained and the forecasting precision can be improved. The effectiveness of this model is demonstrated by an example. |
| Keywords: | combining forecasting multiple functional means parameter estimation quadratic programming |
| 本文献已被 CNKI 万方数据 等数据库收录！ | |