|Table of Contents|

[1] Wan Yucheng, Sheng Zhaohan,. Parameter estimation methods in generalized weightedfunctional mean combining forecasting model [J]. Journal of Southeast University (English Edition), 2004, 20 (1): 117-121. [doi:10.3969/j.issn.1003-7985.2004.01.024]
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Parameter estimation methods in generalized weightedfunctional mean combining forecasting model()
广义加权函数平均组合预测模型参数估计方法
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Journal of Southeast University (English Edition)[ISSN:1003-7985/CN:32-1325/N]

Volumn:
20
Issue:
2004 1
Page:
117-121
Research Field:
Economy and Management
Publishing date:
2004-03-30

Info

Title:
Parameter estimation methods in generalized weightedfunctional mean combining forecasting model
广义加权函数平均组合预测模型参数估计方法
Author(s):
Wan Yucheng1;  2;  Sheng Zhaohan3
1College of Economics and Management, Southeast University, Nanjing 210096, China
2No.3 Department, Air Force Logistics College, Xuzhou 221002, China
3School of Management Science and Engineering, Nanjing University, Nanjing 210093, China
万玉成1;  2;  盛昭瀚3
1东南大学经济管理学院, 南京 210096; 2空军后勤学院三系, 徐州 221002; 3南京大学工程管理学院, 南京 210093
Keywords:
combining forecasting;  generalized weighted functional mean;  parameter estimation;  quadratic programming
组合预测;  广义加权函数平均;  参数估计;  二次规划
PACS:
F224
DOI:
10.3969/j.issn.1003-7985.2004.01.024
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.
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.

References:

[1] Bates J M, Granger C W J. The combination of forecasts [J]. Operations Research Quarterly, 1969, 20(4): 451-468.
[2] Wang Yingming, Fu Guowei. Research on the aggregative methods of group forecasting [J]. Forecasting, 1993, 12(3): 42-45.(in Chinese)
[3] Zeng Yong, Tang Xiaowo. A study on the computing method of optimum combined prediction of non-negative weight [J]. Statistical Research, 1994(3): 70-74.(in Chinese)
[4] Li Xuequan. Research on nonnegative weighting coefficient calculating method of optimal combining predictor [J]. Forecasting, 1995, 14(4): 49-50, 60.(in Chinese)
[5] Yang Guiyuan, Tang Xiaowo. Integration forecasting model with non-negative weights [J]. Quantitative & Technical Economics, 1998(3): 56-60.(in Chinese)
[6] Zhang Qing. Application research on an optimal mix forecasting method based on ANN [J]. Systems Engineering — Theory & Practice, 2001, 21(9): 90-93.(in Chinese)
[7] Wan Yucheng. Generalized weighted mean combining forecasting and its application in the forecasting of air materials consumption [J]. Journal of Systems Science and Systems Engineering, 1999, 8(4): 445-450.

Memo

Memo:
Biographies: Wan Yucheng(1970—), male, graduate; Sheng Zhaohan(corresponding author), male, professor, zhsheng@nju.edu.cn.
Last Update: 2004-03-20