Research on Screening Methods of Single Forecast Model for Combination Forecast Modeling

被引：0

作者：

Han Dongmei ^{[1
]}

Zhou Yin ^{[1
]}

机构：

[1] Shanghai Univ Finance & Econ, Sch Informat Management & Engn, Shanghai 200433, Peoples R China

来源：

2009 5TH INTERNATIONAL CONFERENCE ON WIRELESS COMMUNICATIONS, NETWORKING AND MOBILE COMPUTING, VOLS 1-8 | 2009年

关键词：

Combination Forecast; Model Screening; Forecast Model;

D O I：

暂无

中图分类号：

TM [电工技术]; TN [电子技术、通信技术];

学科分类号：

0808 ; 0809 ;

摘要：

Combination forecast modeling is essentially a process that select and make use of the information gained through single forecast model. This paper analyses how to make judgment about the conditions that the single forecast models should meet. Moreover, this paper applies the co-integration theory to model screening, and thus puts forward the comprehensive methods and steps for single forecast model screening for combination forecast modeling in three aspects in order to improve forecast precision and simplify computation.

引用

页码：4916 / 4919

页数：4

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