基于灰色组合预测的国内债券余额预测

摘要

针对加权几何平均组合预测是一种非线性的组合预测,提出了以对数灰色绝对关联度为指标的加权组合预测模型,将其形式线性化,针对该模型定义了组合预测模型的性质、优超预测方法及冗余度等概念,讨论了组合预测模型在满足一定的条件下可以是非劣性组合也可以优性组合预测,并给出一个判断冗余预测的简单方法的定理.并用此方法对国内债券余额进行预测,证明了该方法的有效性.%Weighted geometric means combination forecasting is a kind of nonlinear combination forecasting model. Based on absolute of grey incidence, a weighted geometric means combination forecasting model was proposed. Superior combination forecasting, dominant forecasting method and redundant degree were put forward. Under certain conditions the sufficient condition of existence of non-inferior combination and superior combination forecasting were discussed, redundant information was pointed out in a judging theorem. Under the a-nalysis of the example based on the balance account of bond, the results showed that the feasibility of combination forecasting.