经济数学2016，Vol.33Issue(2)：46-49,4.
基于 Lasso 和支持向量机的组合预测及其应用
Combination Forecast and its Application Based on Lasso and Support Vector Machine
摘要
Abstract
In view of the connection between Lasso and support vector machine and their respective advantages ,we gave three kinds of combination forecast model ,which includes series combination forecast ,parallel combination forecast and embed‐ded combination forecast .Then we used them in China's grain price forecast .The empirical results show that compared with the prediction results of single prediction method both series combination forecast and embedded combination forecast based on Lasso and Support Vector Machine have higher prediction accuracy .关键词
组合预测/Lasso/支持向量机Key words
combination forecast/Lasso/support vector machine分类
管理科学引用本文复制引用
喻胜华,龚尚花..基于 Lasso 和支持向量机的组合预测及其应用[J].经济数学,2016,33(2):46-49,4.基金项目
国家社会科学基金资助项目（12B T J014）． （）
