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Multistep Forecast Averaging with Stochastic and Deterministic Trends
Econometrics, 2023 This paper presents a new approach to constructing multistep combination forecasts in a nonstationary framework with stochastic and deterministic trends.
Mohitosh Kejriwal +2 more
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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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Sensitivity of Weights in Combining Forecasts [PDF]
Operations Research, 1992 In the combination of forecasts, weighted averages that attempt to take into account the accuracy of the forecasts and any dependence among forecasts tend to perform poorly in practice. An important factor influencing this performance is the sensitivity, or instability, of the estimated weights used to generate the combined forecast.
Robert L. Winkler, Robert T. Clemen
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Analysis of Weighting Strategies for Improving the Accuracy of Combined Forecasts
Mathematics, 2022 This paper deals with the weighted combination of forecasting methods using intelligent strategies for achieving accurate forecasts. In an effort to improve forecasting accuracy, we develop an algorithm that optimizes both the methods used in the ...
José V. Segura-Heras +3 more
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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
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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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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
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Forecasting Costa Rican inflation with machine learning methods
Latin American Journal of Central Banking, 2020 We present a first assessment of the predictive ability of machine learning methods for inflation forecasting in Costa Rica. We compute forecasts using two variants of k-nearest neighbors, random forests, extreme gradient boosting and a long short-term ...
Adolfo Rodríguez-Vargas
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Acta Scientiarum: Technology, 2019 Over the years, several studies that compare individual forecasts with the combination of forecasts were published. There is, however, no unanimity in the conclusions. Furthermore, methods of combination by regression are poorly explored.
Aline Castello Branco Mancuso +1 more
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Technical note: Combining quantile forecasts and predictive distributions of streamflows [PDF]
Hydrology and Earth System Sciences, 2017 The enhanced availability of many different hydro-meteorological modelling and forecasting systems raises the issue of how to optimally combine this great deal of information.
K. Bogner, K. Liechti, M. Zappa
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