Properties of Weighted Geometric Means Combination Forecasting Model Based on Absolute of Grey Incidence

Author:

Sun Li Hong1

Affiliation:

1. Harbin University of Commerce

Abstract

weighted geometric means combination forecasting is a kind of nonlinear combination forecasting model. Based on absolute of grey incidence, a weighted geometric means combination forecasting model is proposed. Superior combination forecasting, dominant forecasting method and redundant degree are put forward. Under certain conditions the sufficient condition of existence of non-inferior combination and superior combination forecasting are discussed, redundant information is pointed out in a judging theorem.

Publisher

Trans Tech Publications, Ltd.

Subject

General Engineering

Reference14 articles.

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2. Yingming Wang, Guowei Fu. Study on the Methods of Combing Forecasts Based On Different Kinds of Error Criterion and Norms[J]. Control and Decision. 1994, 9(1): 20-28.

3. Chuanshi Zhou, Guomin Luo. Weight Geometric Average Combination Forecast Moded and Its Applications[J] APPLICATION OF STATISTICS AND MANAGEMENT, 1995, 14(2): 17-19.

4. Andong Lin. The Combining Forecasting Model on the Condition of the Minimal Sum of the Error Tolerances' Absolute Values and Its Application[J]. Journal of Shanghai Maritime University, 2000, 21(3): 95-101.

5. Huayou Chen, Chunlin Liu. 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.

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