[1]陈华友.基于L1范数的加权几何平均组合预测模型的性质[J].东南大学学报(自然科学版),2004,34(4):535-540.[doi:10.3969/j.issn.1001-0505.2004.04.025]
 Chen Huayou,Liu Chunlin.Properties of weighted geometric means combination forecasting model based on L1 norm[J].Journal of Southeast University (Natural Science Edition),2004,34(4):535-540.[doi:10.3969/j.issn.1001-0505.2004.04.025]
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基于L1范数的加权几何平均组合预测模型的性质()
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《东南大学学报(自然科学版)》[ISSN:1001-0505/CN:32-1178/N]

卷:
34
期数:
2004年第4期
页码:
535-540
栏目:
数学、物理学、力学
出版日期:
2004-07-20

文章信息/Info

Title:
Properties of weighted geometric means combination forecasting model based on L1 norm
作者:
陈华友1 2 刘春林3
1 南京大学工程管理学院, 南京 210093; 2 安徽大学数学系, 合肥 230039; 3 南京大学商学院, 南京 210093
Author(s):
Chen Huayou1 2 Liu Chunlin3
1 School of Management Science and Engineering, Nanjing University, Nanjing 210093, China
2 Department of Mathematics, Anhui University, Hefei 230039, China
3 Business School, Nanjing University, Nanjing 210093, Ch
关键词:
1范数 优性组合预测 对数误差 冗余度
Keywords:
geometric means L 1 norm superior combination forecasting logarithm error redundant degree
分类号:
O221.1
DOI:
10.3969/j.issn.1001-0505.2004.04.025
摘要:
提出了基于L 1范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概念; 指出模型的任一个可行解对应的组合预测至少是非劣性组合预测, 探讨简单等权平均组合预测方法为最优性组合预测方法和优性组合预测存在的充分条件; 论证预测冗余信息的可能存在性并给出冗余预测方法出现的一个判定定理.最后进行了实例分析,结果表明该方法是一种有效的组合预测方法.
Abstract:
Based on L 1 norm, a weighted geometric means combination forecasting model is proposed. Some new concepts such as superior combination forecasting, dominant forecasting method, combination forecasting redundant degree are defined for the model. It is pointed out that combination forecasting corresponding to the arbitrary feasible solution of this model is at least non-inferior. The sufficient condition that equally weighted geometric means combining forecasting is optimal and existence condition of superior combination forecasting are discussed. Redundant forecasting information is probably existent in this model and its determining theorem is proved. Finally a numerical example is illustrated to show that this model is an effective combination forecasting method.

参考文献/References:

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相似文献/References:

[1]陈华友,赵佳宝,刘春林.基于灰色关联度的组合预测模型的性质[J].东南大学学报(自然科学版),2004,34(1):130.[doi:10.3969/j.issn.1001-0505.2004.01.031]
 Chen Huayou,Zhao Jiabao,Liu Chunlin.Properties of combination forecasting model based on degree of grey incidence[J].Journal of Southeast University (Natural Science Edition),2004,34(4):130.[doi:10.3969/j.issn.1001-0505.2004.01.031]

备注/Memo

备注/Memo:
基金项目: 国家自然科学基金资助项目(70101003).
作者简介: 陈华友(1969—),男,博士,副教授,huayouc@nju.edu.cn; 刘春林(联系人),男,博士,副教授,liucl@nju.edu.cn.
更新日期/Last Update: 2004-07-20