| 基于L_1范数的加权几何平均组合预测方法 |
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| 引用本文： | 陈华友.基于L_1范数的加权几何平均组合预测方法[J].安徽大学学报(自然科学版),2004,28(4):5-10. |
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| 作者姓名： | 陈华友 |
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| 作者单位： | 安徽大学,数学系,安徽,合肥,230039;南京大学,工程管理学院,江苏,南京,210093 |
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| 摘 要： | 加权几何平均的组合预测是一种非线性的组合预测方法,在传统的组合预测模型的基础上,建立了基于L1范数的加权几何平均的组合预测模型,提出优性组合预测的概念,并给出其计算组合预测权系数的线性规划的解法。实例分析指出该模型给出的组合预测方法为优性组合预测,从而表明该模型的有效性。
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| 关 键 词： | 优性组合预测 几何平均 L1范数 线性规划 |
| 文章编号： | 1000-2162(2004)04-0005-06 |
Weighted geometric means combination forecasting method based on L1 norm |
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| CHEN Hua-you.Weighted geometric means combination forecasting method based on L1 norm[J].Journal of Anhui University(Natural Sciences),2004,28(4):5-10. |
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| Authors: | CHEN Hua-you |
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| Abstract: | Weighted geometric means combination forecasting is a kind of nonlinear forecasting method. On the basis of traditional combination forecasting model, a new weighted geometric means combination forecasting model based on L_1 norm is constructed. The conception of superior combination forecasting is proposed in this paper. Its solutions of the combination forecasting model are attributed to a linear programming model. Finally this combination forecasting model is illustrated to be superior combination forecasting, which shows that this model is effective. |
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| Keywords: | superior combination forecasting geometric means L_1 norm linear programming |
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