Research On Nonlinear Combination Forecasting Methods Based On Correlation Index

Due to the complexity of social economic system, it is sure to encounter forecasting risks by employing traditional individual forecasting models. As a result, combination forecasting methods were proposed, which has become a topic of general interest in the fields of forecasting home and abroad since 1990s. A series of researches have been done on this subject and many papers have also been published. However, the models and theories of combination forecasting are incomplete due to its short history. Based on the literatures available, the author of this thesis proposes a new combination forecasting model, and discusses its properties, which contributes to enrich methods of combination forecasting, develop theories of forecasting science and strengthen scientific management.In chapter one, evaluations of qualitative and quantitative forecasting methods are given, and the domestic and overseas studies on combination forecasting are also summarized.In chapter two, the combination forecasting models based on the error index are introduced, which includes the non-optimal combination forecasting models, weighted arithmetic average optimal combination forecasting models and several combination forecasting models given on the basis of information set. Besides, the author offers the weight coefficient methods of calculation on combination forecasting in this part.Chapter three witnesses the proposal of some new concepts, namely, superior combination forecasting, dominant forecasting method and redundant measure, which are grounded on the systematic analysis on weighted harmonic average optimal combination forecasting models and weighted geometric average optimal combination forecasting models taking Theil coefficient into consideration. In addtion, the author argues that simple average combination forecasting methods are at least non-inferior and hence studies the sufficient conditions of existence about non-inferior and superior combination forecasting and the determining of redundant...