期刊
COMPUTERS & MATHEMATICS WITH APPLICATIONS
卷 45, 期 4-5, 页码 723-730出版社
PERGAMON-ELSEVIER SCIENCE LTD
DOI: 10.1016/S0898-1221(03)00032-4
关键词
variable weighted functions; combined forecasting; minimal errors square sum; optimal combined weighted matrix
In this paper, we describe a mathematical framework to determine the weighted functions in variable weight combined forecasting (VWCF) problems with continuous variable weights. Due to the polynomial approximation theorem and matrix analysis, the general formula of the variable weighted functions w(i)(t) in the VWCF problems is obtained. We put forward the optimal weighted matrix and get the optimal weights by minimizing errors square sum J at any given times. (C) 2003 Elsevier Science Ltd. All rights reserved.
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