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一、引言自Bates和Grange1969年在运筹学季刊上发表论文《组合预测》以后，国内外对组合预测的研究日趋活跃，已有不少方法和应用成果。通常组会预测模型是用多个预测方法对同一预测对象进行预测的加权组合。而各个预测模型的权重合成方法已有十几种。本文主要利用最小二乘、最
I. INTRODUCTION Since the publication of the Portfolio Forecast by Bates and Grange in 1969, the research on portfolio forecast has become increasingly active at home and abroad. There are many methods and applications. Usually, the group prediction model is a weighted combination of predicting the same prediction object by multiple prediction methods. There are dozens of methods for weight synthesis in each prediction model. This article mainly use least squares, the most