New Weighting Coefficients Algorithm of Weighted Geometric Means Combination Forecasting

被引：0
|
作者：
Liu Xinwei [1 ]
Xiao Yiping [1 ]
机构：
[1] Yangtze Univ, Sch Management, Jingzhou 434023, Peoples R China
来源：
CONTEMPORARY INNOVATION AND DEVELOPMENT IN STATISTICAL SCIENCE | 2012年
关键词：
Forecast logarithm errors; Weighted geometric means combination forecasting; Lagrange multiplier method;
D O I：
暂无
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
Based on the principle of the least squares sum of forecast logarithm errors, the determination of weighting coefficients in weighted geometric means combination forecasting will be transformed as the problem of extremum seeking under constrained condition. Making use of Lagrange multiplier method, a concise matrix representation of weighted coefficients is given.
引用
收藏
页码：105 / 108
页数：4
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