| 广义加权函数平均组合预测模型参数估计方法 |
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| 引用本文： | 万玉成,盛昭瀚.广义加权函数平均组合预测模型参数估计方法[J].东南大学学报,2004,20(1):117-121. |
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| 作者姓名： | 万玉成 盛昭瀚 |
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| 作者单位： | [1]东南大学经济管理学院，南京210096 [2]南京大学工程管理学院，南京210093 |
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| 摘 要： | 提出一种新的组合预测模型--广义加权函数平均组合预测模型, 并利用二次规划算法给出其加权系数的2种不同的参数估计方法. 最后, 以预测实例说明了模型的有效性并对2种参数估计方法进行了比较, 得到一个对参数估计方法进行正确应用的有用结论.
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| 关 键 词： | 组合预测 广义加权函数平均 参数估计 二次规划 |
Parameter estimation methods in generalized weighted functional mean combining forecasting model |
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| Wan Yucheng,Sheng Zhaohan.Parameter estimation methods in generalized weighted functional mean combining forecasting model[J].Journal of Southeast University(English Edition),2004,20(1):117-121. |
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| Authors: | Wan Yucheng Sheng Zhaohan |
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| Abstract: | A new kind of combining forecasting model based on the generalized weighted functional mean is proposed. Two kinds of parameter estimation methods with its weighting coefficients using the algorithm of quadratic programming are given. The efficiencies of this combining forecasting model and the comparison of the two kinds of parameter estimation methods are demonstrated with an example. A conclusion is obtained, which is useful for the correct application of the above methods. |
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| Keywords: | combining forecasting generalized weighted functional mean parameter estimation quadratic programming |
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