Results 281 to 290 of about 252,941 (311)

Unstable Weights in the Combination of Forecasts

Management Science, 1986
The weights used in the combination of forecasts are shown to be very unstable. They are generally so unstable that the combined forecasts often do not perform better than some of the individual forecasts or a simple average of the forecasts in practice.
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Combining Global Antithetic Forecasts

International Transactions in Operational Research, 1995
This paper provides a summary of the theory for antithetic forecasting, and an empirical exposition. An original forecast is combined with another forecast, produced from a time series which is antithetic (negatively correlated) to the original time series.
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Forecast Combinations

2005
Forecast combinations have frequently been found in empirical studies to produce better forecasts on average than methods based on the ex-ante best individual forecasting model. Moreover, simple combinations that ignore correlations between forecast errors often dominate more refined combination schemes aimed at estimating the theoretically optimal ...
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Forecast combinations

2022
Doris Chenguang Wu, Chenyu Cao, Shujie Shen   +2 more
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Probability Forecasts and Their Combination: A Research Perspective

Decision Analysis, 2019
Robert L Winkler, Yael Grushka-Cockayne, Kenneth C Lichtendahl   +2 more
exaly  

Adaptive combination of forecasts with application to wind energy

International Journal of Forecasting, 2008
Ismael Sanchez
exaly  

Combining forecasts

European Journal of Operational Research, 1988
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Combination of Economic Forecasts: An Odds-Matrix Approach

Journal of Business and Economic Statistics, 1988
Sunil Gupta
exaly  

Structural combination of seasonal exponential smoothing forecasts applied to load forecasting

European Journal of Operational Research, 2019
Juan F Rendón-Sánchez, Lilian M de Menezes   +1 more
exaly  

Optimal combination of wind power forecasts

Wind Energy, 2007
Ignacio Marti
exaly