Objective and Dynamic Benchmark Regression: An Enhanced Entropy Method

In the context of benchmark regression, we propose an innovative approach to extend the traditional entropy method with the aim of enhancing its objectivity and dynamism. To ensure the robustness of our regression outcomes, we adopt vertical and horizontal methods to recalculate the weight of each fundamental index. Our vertical and horizontal method is designed to determine the weight of each index by taking into account the original data information of the evaluated object, thereby reflecting the differences of the object to the maximum extent based on the original time series three-dimensional data. This approach is comparable across different objects in the horizontal direction and different times in the vertical direction, thus enabling an objective evaluation without subjective differences.