As a widely accepted way to improve forecasting accuracy, combination methods are proposed to combine the individual
forecasts. Apparently, combination forecasting methods can be built based on the given information. It can collect the
information of each individual forecasting method to combine. The optimal combination forecasting methods are direct and
it is easy to obtain the weighting coefficients. The sub-optimal combination forecasting methods are easier than the optimal
combination forecasting ones, but perform inferior to the latter. So in this section, the optimal combination forecasting
methods and the sub-optimal combination forecasting ones are introduced, and we focus on the optimal combination forecasting
methods.