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.
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.
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 Statistics, 2012, 28(2): 150-160.
Citation: 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 Statistics, 2012, 28(2): 150-160.

基于指数支撑度的最优组合预测模型及其性质研究

Research on the Optimal Combination Forecasting Model and Its Properties Based on Exponential Supporting Degree

  • 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.

     

    Abstract: Based on the definition of supporting degree, we put forward the definitions of average index-supporting 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.

     

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