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Combining inflation density forecasts [PDF]
Journal of Forecasting, 2010 AbstractIn this paper, we empirically evaluate competing approaches for combining inflation density forecasts in terms of Kullback–Leibler divergence. In particular, we apply a similar suite of models to four different datasets and aim at identifying combination methods that perform well throughout different series and variations of the model suite. We
Kascha, Christian, Ravazzolo, Francesco
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Decision Fusion for Stock Market Prediction: A Systematic Review
IEEE Access, 2022 Stock market prediction based on machine or deep learning is an essential topic in the financial community. Typically, models with different structures or initializations provide different forecasts of the same response variable.
Cheng Zhang +2 more
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Forecast Combination under Heavy-Tailed Errors
Econometrics, 2015 Forecast combination has been proven to be a very important technique to obtain accurate predictions for various applications in economics, finance, marketing and many other areas.
Gang Cheng, Sicong Wang, Yuhong Yang
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Optimal combination of survey forecasts [PDF]
International Journal of Forecasting, 2015 We consider the problem of combining individual forecasts of real gross domestic product (GDP) growth and Harmonized Index of Consumer Prices (HICP) inflation from the Survey of Professional Forecasters (SPF) for the Euro area. Contrary to the common practice of using equal combination weights, we compute weights which are optimal in the sense that ...
Conflitti, Cristina +2 more
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Smartmet nowcast – Rapidly updating nowcasting system at Finnish Meteorological Institute
Meteorologische Zeitschrift, 2021 Rapidly updating nowcasting system, Smartmet nowcast, has been developed at Finnish Meteorological Institute (FMI) to operationally produce accurate and timely short range forecasts and a detailed description of the present weather to the end-users.
Leila Hieta +7 more
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A Data-Weighted Prior Estimator for Forecast Combination
Entropy, 2019 Forecast combination methods reduce the information in a vector of forecasts to a single combined forecast by using a set of combination weights. Although there are several methods, a typical strategy is the use of the simple arithmetic mean to obtain ...
Esteban Fernández-Vázquez +2 more
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NAM-NMM Temperature Downscaling Using Personal Weather Stations to Study Urban Heat Hazards
GeoHazards, 2021 Rising temperatures worldwide pose an existential threat to people, properties, and the environment. Urban areas are particularly vulnerable to temperature increases due to the heat island effect, which amplifies local heating.
Martina Calovi +3 more
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A combination selection algorithm on forecasting [PDF]
European Journal of Operational Research, 2014 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Shuang Cang, Hongnian Yu
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Flexible global forecast combinations
Omega, 2023 To appear in ...
Ryan Thompson +2 more
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Seasonal precipitation forecasts over China through calibration and combination of multiple CGCMs
Shui kexue jinzhan, 2014 To alleviate systematic deficiencies of two latest seasonal forecast systems in forecasting seasonal precipitation over China,a slightly modified Bayesian joint probability (BJP) modelling approach was employed to calibrate the ensemble means of the raw ...
PENG Zhaoliang +4 more
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