| 乘子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,赵俊峰. 乘子法在确定组合预测非负权系数中的应用[J]. 数学的实践与认识, 2008, 38(18) |
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| 作者姓名： | 邓雪 赵俊峰 |
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| 作者单位： | 1. 华南理工大学,工商管理学院,广东,广州,510640;华南理工大学,数学科学学院,广东,广州,510640
2. 广东工贸职业技术学院,广东,广州,510510 |
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| 摘 要： | 研究非负权系数约束下的最优组合预测问题.应用乘子法来确定组合预测中的非负权系数.实例表明:这一方法是可行的、有效的.
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| 关 键 词： | 预测 最优组合预测 非负权系数 预测误差平方和 |
The Application of Multiplier Method in Nonnegative Weight Coefficient of Combination Forecasting |
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| DENG Xue,ZHAO Jun-feng. The Application of Multiplier Method in Nonnegative Weight Coefficient of Combination Forecasting[J]. Mathematics in Practice and Theory, 2008, 38(18) |
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| Authors: | DENG Xue ZHAO Jun-feng |
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| Abstract: | In this paper,we discuss the problem of optimal combination forecasting subject to nonnegative investment proportional coefficient.The purpose of this paper is to decide nonnegative weight coefficient of combination forecasting with multiplier method.The practical examples present that this method is feasible and effective. |
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| Keywords: | forecast optimal combination forecasting nonnegative weight coefficient forecasting error square sum |
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