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

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.