基于向量夹角余弦的加权调和平均组合预测模型的有效性  

Efficiency of Weighted Harmonic Means Combination Forecasting Method Based on Vectorial Angle Cosine

作　　者：程玲华[1] 陈华友[2] 

机构地区：[1]合肥学院数学与物理系,合肥230601 [2]安徽大学数学科学学院,合肥230039

出　　处：《数学的实践与认识》2008年第10期102-109,共8页Mathematics in Practice and Theory

基　　金：国家自然科学基金资助项目(70571001);安徽省自然科学基金资助项目(070416245);合肥学院自然科学基金资助项目(07KY004ZR)

摘　　要：加权调和平均组合预测为一种非线性的组合预测方法.提出了基于向量夹角余弦的加权调和平均组合预测模型,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的概念;探讨了非劣性组合预测和优性组合预测存在的充分条件;给出了一个冗余预测方法出现的判定定理.Weighted harmonic means combination forecasting is a kind of nonlinear combination forecasting method. Based on vectorial angle cosine, a Weighted harmonic means combination forecasting model is proposed in this paper. Some new concepts are defined for the model, which are superior combination forecasting, dominant forecasting method, combination forecasting redundant degree etc. The sufficient conditions of existence of noninferior combination forecasting and superior combination forecasting are discussed. In the meantime how to judge redundant forecasting method is also given in a theorem.

关 键 词：组合预测 加权调和平均 向量夹角的余弦 优性组合预测 冗余度 

分 类 号：O211.67[理学—概率论与数理统计] O178[理学—数学]