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We consider combinations of subjective survey forecasts and model-based forecasts from linear and non-linear univariate specifications as well as multivariate factor-augmented models.
Allan Timmermann +2 more
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Combining Probabilistic Load Forecasts [PDF]
IEEE Transactions on Smart Grid, 2018 Probabilistic load forecasts provide comprehensive information about future load uncertainties. In recent years, many methodologies and techniques have been proposed for probabilistic load forecasting.
Hong, Tao +5 more
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To Combine Forecasts or to Combine Information? [PDF]
Econometric Reviews, 2010 When the objective is to forecast a variable of interest but with many explanatory variables available, one could possibly improve the forecast by carefully integrating them. There are generally two directions one could proceed: combination of forecasts (
Huiyu Huang, Tae-Hwy Lee
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Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate [PDF]
Journal of Business & Economic Statistics, 2009 To forecast an aggregate, we propose adding disaggregate variables, instead of combining forecasts of those disaggregates or forecasting by a univariate aggregate model. New analytical results show the effects of changing coefficients, misspecification, estimation uncertainty, and mismeasurement error.
Hendry, David F., Hubrich, Kirstin
openaire +4 more sources
On the Forecast Combination Puzzle [PDF]
Econometrics, 2019 It is often reported in the forecast combination literature that a simple average of candidate forecasts is more robust than sophisticated combining methods. This phenomenon is usually referred to as the “forecast combination puzzle”. Motivated by this puzzle, we explore its possible explanations, including high variance in estimating the target ...
Wei Qian +3 more
openaire +5 more sources
Forecast combinations for intermittent demand [PDF]
Journal of the Operational Research Society, 2015 Intermittent demand is characterised by infrequent demand arrivals, where many periods have zero demand, coupled with varied demand sizes. The dual source of variation renders forecasting for intermittent demand a very challenging task. Many researchers have focused on the development of specialised methods for intermittent demand.
Fotios Petropoulos, Nikolaos Kourentzes
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PLoS ONE, 2022 BackgroundA combined forecast from multiple models is typically more accurate than an individual forecast, but there are few examples of studies of combining in infectious disease forecasting.
Kathryn S Taylor, James W Taylor
doaj +1 more source
Production, 2006 Realizar previsões de demanda é uma atividade importante na empresa, entretanto, usar uma única técnica para obtê-las pode não ser suficiente para incorporar todo o conhecimento associado ao ambiente de previsão.
Liane Werner, José Luis Duarte Ribeiro
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Hedge fund return predictability; To combine forecasts or combine information? [PDF]
, 2014 While the majority of the predictability literature has been devoted to the predictability of traditional asset classes, the literature on the predictability of hedge fund returns is quite scanty. We focus on assessing the out-of-sample predictability of
Ackermann +83 more
core +2 more sources
Die kombinering van ekonomiese vooruitskattings in die Suid-Afrikaanse konteks
South African Journal of Business Management, 1989 In the literature on forecasting, consensus has been reached about improved forecasting accuracy brought about by the combination of two or more forecasts for a given variable.
C. B. Calitz, E. V.D.M. Smit
doaj +1 more source