哈尔滨商业大学学报（自然科学版）2018，Vol.34Issue(1)：107-112,6.
基于一类损失函数的组合预测模型构建
Study on construction of combination forecast model based on loss function
殷和俊 1杨桂元1
作者信息
- 1. 安徽财经大学统计与应用数学学院,安徽蚌埠233030
- 折叠
摘要
Abstract
The key problem of combination prediction is to determine the power coefficient of each single item prediction.By constructing a class of loss functions,the minimum loss func-tion as the target is the way to calculate the weight coefficient of each single prediction in the combination forecast model in this paper.And the forecast effects of the corresponding com-bination forecast when the parameters in loss function take different values were compared. In the variable weight combination forecast,it was not only a set of weights can make predic-tion effect to achieve the optimal.关键词
组合预测/损失函数/预测精度/权系数/模型Key words
combination forecast/loss function/prediction accuracy/weight coefficient/model分类
管理科学引用本文复制引用
殷和俊,杨桂元..基于一类损失函数的组合预测模型构建[J].哈尔滨商业大学学报（自然科学版）,2018,34(1):107-112,6.
