| 有效集法在确定组合预测非负权系数中的应用 |
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| 引用本文： | 邓雪,唐焕文.有效集法在确定组合预测非负权系数中的应用[J].经济数学,2002,19(1):8-14. |
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| 作者姓名： | 邓雪 唐焕文 |
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| 作者单位： | 大连理工大学,管理科学与工程研究所,辽宁,大连,116024 |
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| 摘 要： | 目前组合预测方法的研究日益受到重视 .对组合预测权系数的确定是研究的重点之一 ,已有许多文章讨论 .本文采用二次规划的有效集方法来确定组合预测中的非负权系数 ,实例说明 :这一方法是可行的、有效的 .
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| 关 键 词： | 组合预测 权系数 二次规划 有效集方法 |
| 修稿时间： | 2001年6月9日 |
THE APPLICATION OF ACTIVE SET METHOD TO NONNEGATIVE WEIGHT COEFFICIENTS OF COMBINATION FORECASTING |
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| Deng Xue,Tang Huan,wen.THE APPLICATION OF ACTIVE SET METHOD TO NONNEGATIVE WEIGHT COEFFICIENTS OF COMBINATION FORECASTING[J].Mathematics in Economics,2002,19(1):8-14. |
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| Authors: | Deng Xue Tang Huan wen |
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| Abstract: | At present, the research on combination forecasting has increasingly been paid attention to. And many articles had discussed how to cope with weight coefficients of combination forecasting which has been one of the important problems of combination forecasting. The purpose of this article is to discuss how to deal with nonnegative weight coefficients of combination forecasting with the feasible point active set method of quadratic programming, and explain the practicability of active set method with some examples. |
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| Keywords: | combination forecasting weight coefficients quadratic programming active set method |
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