Theil不等系数是一种新的相关性指标,基于该指标提出调和平均组合预测的一种新的模型。探讨了该模型非劣性组合预测、优性组合预测以及冗余预测方法的存在性,并给出冗余信息的判定.
The Theil coefficient is a new kind of correlations. We study the properties of harmonic means combination forecasting method based on Theil coefficient to demonstrate the effectiveness of this method theoretically, such as superior combination forecasting and dominant forecasting method etc, the existence of noninferior combination forecasting, superior combination forecasting and redundant forecasting method are discussed. Finally redundant information is given in the determining theorem.