Research on the Methods of Combining Forecasts Based on Correlativity

Abstract

本文对组合预测方法进行研究 ,提出了四种基于相关性的组合预测方法 ,即 :关联度极大化组合预测方法 ,相关系数极大化组合预测方法 ,夹角余弦极大化组合预测方法 ,Theil不等系数极小化组合预测方法。四种基于相关性的组合预测方法均能够取得比较好的组合预测效果。This paper studies the methodology of combining forecasts. Four new methods are proposed, which are maximum grey correlation degree method, maximum correlation coefficient and included angle cosine methods as well as minimum Theil coefficient method.All the methods can lead to satisfactory forecasting results.霍英东教育基金会资助项目 (710 80

    Similar works