Results 211 to 220 of about 45,327 (265)
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SSRN Electronic Journal, 2010
AbstractThis article studies two issues in forecast combination, first considering ways to combine forecasts from surveys and time series models. Second, it considers the possibility, advanced by Hendry and Clements (2004), that model instability can help explain the gains in forecasting performance resulting from combination.
Marco Aiolfi +2 more
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AbstractThis article studies two issues in forecast combination, first considering ways to combine forecasts from surveys and time series models. Second, it considers the possibility, advanced by Hendry and Clements (2004), that model instability can help explain the gains in forecasting performance resulting from combination.
Marco Aiolfi +2 more
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Combination Forecasting of Fuzzy Forecast
2009 Sixth International Conference on Fuzzy Systems and Knowledge Discovery, 2009In this paper, we first give three kinds of model of fuzzy forecasting: fuzzy linear regression forecasting?Quadratic polynomial fuzzy regression forecasting and fuzzy time series self-regression forecasting, then we introduce the Combination forecasting of fuzzy forecast?and give two kind of combination forecasting of fuzzy forecast, one is the linear
Ai-bing Ji, Yan-hua Qiao, Hong-jie Qiu
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SSRN Electronic Journal, 2014
When combining forecasts, a simple average of the forecasts performs well, often better than more sophisticated methods. In a prescriptive spirit, we consider some other parsimonious, easy-to-use heuristics for combining interval forecasts and compare their performance with the benchmark provided by the simple average, using simulations from a model we
Anil Gaba +2 more
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When combining forecasts, a simple average of the forecasts performs well, often better than more sophisticated methods. In a prescriptive spirit, we consider some other parsimonious, easy-to-use heuristics for combining interval forecasts and compare their performance with the benchmark provided by the simple average, using simulations from a model we
Anil Gaba +2 more
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A Framework for the Combination of Forecasts
Journal of the Academy of Marketing Science, 1988A framework for the systematic study of the combination of sales and market forecasts is proposed based on the types of forecasts to be combined and the methods used to combine them. A detailed survey of the literature is given in terms of the developed framework and general conclusions about the combination of forecasts area are developed. Some future
Benito E. Flores, Edna M. White
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Forecaster Diversity and the Benefits of Combining Forecasts
Management Science, 1995The expected error variance of a combined forecast is necessarily lower than that of an individual forecast, but in practice there may be considerable variation around these expected values. This paper introduces a measure of the benefit from combining, the probability of a reduction in error variance, which recognizes this problem.
Roy Batchelor, Pami Dua
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International Journal of Natural Computing Research, 2012
Combining forecasts is a common practice in time series analysis. This technique involves weighing each estimate of different models in order to minimize the error between the resulting output and the target. This work presents a novel methodology, aiming to combine forecasts using genetic programming, a metaheuristic that searches for a nonlinear ...
Adriano S. Koshiyama +4 more
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Combining forecasts is a common practice in time series analysis. This technique involves weighing each estimate of different models in order to minimize the error between the resulting output and the target. This work presents a novel methodology, aiming to combine forecasts using genetic programming, a metaheuristic that searches for a nonlinear ...
Adriano S. Koshiyama +4 more
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Journal of the Royal Statistical Society. Series A (General), 1983
Aggregating information by combining forecasts from two or more forecasting methods is an alternative to using just a single method. In this paper we provide extensive empirical results showing that combined forecasts obtained through weighted averages can be quite accurate.
Robert L. Winkler, Spyros Makridakis
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Aggregating information by combining forecasts from two or more forecasting methods is an alternative to using just a single method. In this paper we provide extensive empirical results showing that combined forecasts obtained through weighted averages can be quite accurate.
Robert L. Winkler, Spyros Makridakis
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Forecast Combination in the Frequency Domain
SSRN Electronic Journal, 2023Predictability is time and frequency dependent. We propose a new forecasting method - forecast combination in the frequency domain - that takes this fact into account. With this method we forecast the equity premium and real GDP growth rate. Combining forecasts in the frequency domain produces markedly more accurate predictions relative to the standard
Faria, Gonçalo, Verona, Fabio
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