| 组合预测贝叶斯方法研究 |
| |
| 引用本文： | 高仁祥,张世英.组合预测贝叶斯方法研究[J].系统工程学报,1996,11(1):28-35. |
| |
| 作者姓名： | 高仁祥 张世英 |
| |
| 作者单位： | 天津大学 |
| |
| 摘 要： | 本文研究了组合预测的基本理论，提出了有效的最优权重确定方法。基于贝叶斯理论分析，在相当一般的条件下，本文推导了非线性组合预测方式。该组合具有相当一般性并将传统算术加权平均、几何加权平均等组合预测方式作为特例。实例分析证实了本文方法的有效性。
|
| 关 键 词： | 组合预测，贝叶斯分析，非线性组合，权重 |
A BAYESIAN APPROACH TO COMBINED FORECASTS |
| |
| Gao Renxiang,Zhang Shiying,Liu Bao.A BAYESIAN APPROACH TO COMBINED FORECASTS[J].Journal of Systems Engineering,1996,11(1):28-35. |
| |
| Authors: | Gao Renxiang Zhang Shiying Liu Bao |
| |
| Abstract: | In this paper, basic theory of canbined forecasts is investigated andapproach to determining optimal weights is presented. Bayesian analysis in this paperleads to nonlinear combination of forecasts under general conditions, which considerstraditional weighted arithmetic averaging formula and weighted geometric averagingformula as its special cases. Illustrative example proves its efficiency. |
| |
| Keywords: | combined forecasts Bayesian analysis nonlinear combination weight |
| 本文献已被 CNKI 维普 等数据库收录！ |
