Title of article
The variable weighted functions of combined forecasting
Author/Authors
Xiaowo Tang، نويسنده , , Zongfang Zhou، نويسنده , , Yong Shi، نويسنده ,
Issue Information
دوهفته نامه با شماره پیاپی سال 2003
Pages
8
From page
723
To page
730
Abstract
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 wi(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.
Keywords
Variable weighted functions , Combined forecasting , Minimal errors square sum , Optimal combined weighted matrix
Journal title
Computers and Mathematics with Applications
Serial Year
2003
Journal title
Computers and Mathematics with Applications
Record number
919468
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