广义加权几何平均组合预测方法研究
Research on the Methods of Combining Forecasts Based on the Generalized Weighted Geometric Means
Abstract
提出一类广义加权几何平均组合预测方法，给出其参数估计的二次规划算法.新的组合预测方法比传统的加权几何平均组合预测方法能取得更好的组合预测效果. A class of new methods of combining Forecasts based on the generalized weighted geometric means and a relevant linear programming sloving method are proposed.Compared with the traditional combining Forecasting method based on the weighted geometric means, the new methods can lead to much more accurate combining Forecasting results.