基于预测有效度的非负变权组合预测模型研究

本以预测方法有效度为准则，分别在样本区间、预测区间及总区间上建立了非负变权的组合预测模型，并给出其线性规划的解法，该模型具有较二次规划计算简便的特点，而且目标函数具有可比性，能反映不同指标序列预测方法有效性，同时变权能适应外界环境的变化。

Research on Combination Forecasting Model with Non-negative and Time-variant Weights Based on Effective Measure of Forecasting Methods

Based on effective measure of forecasting methods, combination forecasting models with non negative and time variant weights are put forwand on different intervals in this paper, and their solutions are given with linear programning. These combination forecasting models are characterized with simple algorithm compared with quadratic programming and their objective functions have comparison of forecasting effectiveness to different index series. They can improve adaptability to their surrounding due to time variant weights.