Results 11 to 20 of about 20,414 (267)
Improving Wind Power Forecasts: Combination through Multivariate Dimension Reduction Techniques
Energies, 2021 Wind energy and wind power forecast errors have a direct impact on operational decision problems involved in the integration of this form of energy into the electricity system.
Marta Poncela-Blanco, Pilar Poncela
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Ascertaining cause-specific emergency department demand using forecast combinations [PDF]
BMC Emergency MedicineBackground Emergency department (ED) overcrowding is a recurrent public health concern, which may be alleviated by forecasting ED visits. Numerous ED forecasting models exist, making it challenging for decision makers to select appropriate forecasts and ...
Peihong Guo +9 more
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Are Negative Weights in Combining Forecasts So Bad?
Статистика и экономика, 2023 Purpose of the study. In this paper, we consider the problem of negativity of weight coefficients when combining forecasts. Combining forecasts as a method has long ago proved itself in practice as a good way to improve forecast accuracy. However, in the
A. A. Surkov
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Forecasting US Inflation in Real Time
Econometrics, 2021 We analyze real-time forecasts of US inflation over 1999Q3–2019Q4 and subsamples, investigating whether and how forecast accuracy and robustness can be improved with additional information such as expert judgment, additional macroeconomic variables, and ...
Chad Fulton, Kirstin Hubrich
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Analyzing the Advantage of Combination of Density Forecasts in Tehran Stock Exchange [PDF]
International Journal of Industrial Electronics, Control and Optimization, 2021 Today, stock market plays a key role in the economy of any country and is considered as one of the growth indicators of any economy. Gaining the skills of gathering and analyzing data simultaneously, as well as using this knowledge in economic ...
S.Raheleh Shahrokhi +2 more
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An Inconvenient Truth about Forecast Combinations
Mathematics, 2023 It is well-known that the weighted averages of two competing forecasts may reduce mean squared prediction errors (MSPE) and may also introduce certain inefficiencies. In this paper, we take an in-depth view of one particular type of inefficiency stemming
Pablo Pincheira-Brown +2 more
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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
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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
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Can tourism confidence index improve tourism demand forecasts? [PDF]
Journal of Tourism Futures, 2016 Purpose – The link between confidence and economic decisions has been widely covered in the economic literature, yet it is still an unexplored field in tourism.
Valeria Croce
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Forecasting Alisadr Cave Tourism Demand using Combination of Short-term and Long-term Forecasts [PDF]
International Journal of Web Research, 2022 Nowadays, the tourism industry has become one of the most important sectors in the world economy. Due to the perishability of this industry, accurate forecasting of the demand is very important for tourism planning and resource allocation.
Elaheh Malekzadeh Hamedani +2 more
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