Research of the Weight Changeable Combination Forecast Model
变权组合预测模型研究

In this paper, a new algorithm for the estimation of optimum weight coefficients of changeable weight combination forecast model is proposed. The convergent weight coefficients and the values of combination forecasting are obtained through the iterated circulation of generalized inverse matrix. The proof of the convergence of the algorithm are proposed, too. A practical example shows the effect of the method is remarkable and the accuracy of forecasting is higher than other methods. So it expands the application fields of combination forecasting.