A Kind of Cooperative Games Method Determining Weights of Combination Forecasting
Huayou Chen · Rorecasting · 2003
From point of game theory, the members of every possible combination forecasting model are considered as a coalition of cooperative games, sum of square error of combination forecasting is considered as a total payoff. It can be divided among the members in Shapley values in order to determining weights of combination forecasting. This method has clear concept, definite meanings and satisfactory result.