×

The optimal weighted combinational forecasting with constant terms. (English) Zbl 1167.62343

Summary: The author proposes a model based on optimal weighted combinational forecasting with constant terms, and gives formulae for the weights and the average errors as well as a relation of the model and a corresponding model without constant terms, and compares these models. Finally an example is given which shows that the fitting precision has been enhanced.

MSC:

62C99 Statistical decision theory
62M20 Inference from stochastic processes and prediction