| 基于Theil不等系数的加权几何平均组合预测模型的性质 |
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| 引用本文： | 程玲华,陈华友.基于Theil不等系数的加权几何平均组合预测模型的性质[J].运筹与管理,2007,16(2):78-83. |
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| 作者姓名： | 程玲华 陈华友 |
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| 作者单位： | 1. 合肥学院,数学与物理系,安徽,合肥,230601
2. 安徽大学,数学与计算科学学院,安徽,合肥,230039 |
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| 基金项目： | 国家自然科学基金;安徽省自然科学基金;合肥学院校科研和教改项目 |
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| 摘 要： | 加权几何平均组合预测为一种非线性的组合预测方法。本文提出了基于Theil不等系数的加权几何平均的组合预测模型,针对该模型定义了优性组合预测、预测方法优超和组合预测冗余度等新的概念;探讨了非劣性组合预测和优性组合预测存在的充分条件;给出了一个冗余预测方法出现的判定定理。
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| 关 键 词： | 预测 优性组合预测 最优化模型 Theil不等系数 |
| 文章编号： | 24365213 |
| 修稿时间： | 09 21 2006 12:00AM |
Properties of Weighted Geometric Means Combination Forecasting Method Based on Theil Coefficient |
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| CHENG Ling-hua,CHEN Hua-you.Properties of Weighted Geometric Means Combination Forecasting Method Based on Theil Coefficient[J].Operations Research and Management Science,2007,16(2):78-83. |
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| Authors: | CHENG Ling-hua CHEN Hua-you |
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| Institution: | 1. Departrnent ofMathematics and Physics, Hefei University, Hefei 230601, China; 2. School of Mathematics ;Computational Science, Anhui University, Hefei 230039, China |
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| Abstract: | Weighted geometric means combination forecasting is a kind of nonlinear combination forecasting method.Based on Theil coefficient,a weighted geometric means combination forecasting model is proposed in this paper. Some new concepts are defined for the model,which are superior combination forecasting,dominant forecasting method,combination forecasting redundant degree etc.The sufficient conditions of existence of noninferior combination forecasting and superior combination forecasting are discussed.In the meantime how to judge redundant forecasting method is also given in a theorem. |
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| Keywords: | forecasting superior combination forecasting optimal model Theil coefficient |
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