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Research on the Problem of Optimizing Linear Combination Forecasting Model

Ma Yongkai (Anhui Institute of Finance and Trade, Bengbu 233041) Tang Xiaowo (Management College, UEST of China, Chengdu 610054)  
On the basis of the absolute error sequence of linear combination forecasting model, this paper describes and analyses the precision feature of linear combination forecasting model. It makes a systematic study on optimizing linear combination forecasting model, provides a theoretical foundation for the optimal design of linear combination forecasting model.
【Fund】: 国家自然科学基金
【CateGory Index】: N94,F224.3
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