高低频预测模型结合的最优化方法

结合用于预测同一经济变量的高低预测模型能够集中两类模型的优点，使得低频预测结果动态化，是同时具有理论意义和实用价值的课题。本文用最优化方法对此进行了研究。文中提出了高频序列有补充信息时对低频预测结果的动态调整方法。该方法已用于中国进口与关税税收预测支持系统的研制，预测及检验结果表明该方法具有很好的预测效果和实用性。

Optimization method for merging the short and long run forecasting models

Mergingthe short and long run forecasting models used f or an economic variable can combine theadvantages of these models and obtain the dynamic forecasting results of long-run model．Therefore，itis interesting in both theory and practice．This paper solves the problem by means ofoptimizat ion method．A dynamic adjusting method is presented when some additionalinforma tion in the high frequency data is available．This method is used in developingthe China Import and Tariff Revenue Forecasting Support System．The testing resu ltsshowed that the new method is of good forecasting effects and practicable．