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| 基于指数支撑度的最优组合预测模型及其性质研究 | |
| 引用本文： | 袁宏俊,陈华友,胡凌云.基于指数支撑度的最优组合预测模型及其性质研究[J].应用概率统计,2012,28(2):150-160. |
| 作者姓名： | 袁宏俊 陈华友 胡凌云 |
| 作者单位： | 1. 安徽财经大学统计与应用数学学院,蚌埠,233030 2. 安徽大学数学科学学院,合肥,230601 3. 安徽财经大学管理科学与工程学院,蚌埠,233030 |
| 基金项目： | 国家自然科学基金，国家社会科学基金青年项目，安徽大学创新团队资助项目，教育部人文社会科学研究青年基金 |
| 摘 要： | 在支撑度定义的基础上,提出平均指数支撑度、平均离散度等概念,构建了平均指数支撑度最优组合预测模型,并考虑其等价的平均离散度最优组合预测模型.针对该模型,提出优性组合预测等概念,给出了非劣性组合预测和优性组合预测存在的充分条件、冗余预测方法的存在性和冗余信息的判定等结果,最后的实例说明了该模型的有效性. |
| 关 键 词： | 组合预测 平均指数支撑度 平均离散度 优性组合预测 |
Research on the Optimal Combination Forecasting Model and Its Properties Based on Exponential Supporting Degree |
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| YUAN HONGJUN , CHEN HUAYOU , HU LINGYUN.Research on the Optimal Combination Forecasting Model and Its Properties Based on Exponential Supporting Degree[J].Chinese Journal of Applied Probability and Statisties,2012,28(2):150-160. | |
| Authors: | YUAN HONGJUN CHEN HUAYOU HU LINGYUN |
| Institution: | School of Statistics and Applied Mathematics,Anhui University of Finance and Economics, School of Mathematical Science, Anhui University, School of Management Science and Engineering, Anhui University of Finance and Economics |
| Abstract: | Based on the definition of supporting degree,we put forward the definitions of average indexsupporting degree and average dispersion,and we build an optimal combination forecasting model based on exponential supporting degree.We also give its equivalent average dispersion optimal combination forecasting model.We propose the conception of superior combination forecasting,we obtain the results,including the sufficient conditions for the existing non-inferior and superior combination forecasting,redundant forecasting and the redundant information determination.Finally,we give the example to show that the model is effective. |
| Keywords: | Combination forecast average exponential supporting degree average dispersion superior combination forecastin |
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