Zhenxing Yin
Jiangsu Automation Research Institute, Lianyungang, 222061, Jiangsu, China
ABSTRACT
This algorithm explains the time series forecasting as a measure. At the time, the optimal combined forecasting using each method can be defined as the measurement of the actual strike after the true value problem. It theoretical correlation coefficient estimation bias affects forecasting values. The optimal weights of linear combined forecasting were deduced theoretically. It can be proved that the simple average is the superior weights method of the linear combined forecasting. Particularly, based on robust statistical theory, the superiority of the simple average is proved by mathematical deduction and numerical test.
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Received: June 03, 2013;
Accepted: October 09, 2013;
Published: November 13, 2013
How to cite this article
Zhenxing Yin, 2013. Simple Average for Linear Combined Forecasting Weights Method. Journal of Applied Sciences, 13: 5186-5191.
DOI: 10.3923/jas.2013.5186.5191
URL: https://scialert.net/abstract/?doi=jas.2013.5186.5191
DOI: 10.3923/jas.2013.5186.5191
URL: https://scialert.net/abstract/?doi=jas.2013.5186.5191
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