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Global Combinations of Expert Forecasts
SSRN Electronic Journal, 2022Expert forecast combination—the aggregation of individual forecasts from multiple subjectmatter experts— is a proven approach to economic forecasting. To date, research in this area has exclusively concentrated on local combination methods, which handle separate but related forecasting tasks in isolation.
Qian, Yilin +2 more
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To combine or not to combine? issues of combining forecasts
Journal of Forecasting, 1992AbstractThis paper addresses issues such as: Does it always pay to combine individual forecasts of a variable? Should one combine an unbiased forecast with one that is heavily biased? Should one use optimal weights as suggested by Bates and Granger over twenty years ago? A simple model which accounts for the main features of individual forecasts is put
Franz C. Palm, Arnold Zellner
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Forecast evaluation and combination [PDF]
, 1995 Forecasts are of great importance and widely used in economics and finance. Quite simply, good forecasts lead to good decisions. The importance of forecast evaluation and combination techniques follows immediately—forecast users naturally have a keen interest in monitoring and improving forecast performance.
Francis X. Diebold, Jose A. Lopez
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Journal of the Operational Research Society, 1969
AbstractTwo separate sets of forecasts of airline passenger data have been combined to form a composite set of forecasts. The main conclusion is that the composite set of forecasts can yield lower mean-square error than either of the original forecasts.
J. M. Bates, C. W. J. Granger
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AbstractTwo separate sets of forecasts of airline passenger data have been combined to form a composite set of forecasts. The main conclusion is that the composite set of forecasts can yield lower mean-square error than either of the original forecasts.
J. M. Bates, C. W. J. Granger
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Tourism forecasting: To combine or not to combine?
Tourism Management, 2007Abstract Existing non-tourism related literature shows that forecast combination can improve forecasting accuracy. This study tests this proposition in the tourism context by examining the efficiency of combining forecasts based on three different combination methods.
Wong, KF, Song, H, Witt, SF, Wu, DC
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Dynamic selection of forecast combiners
Neurocomputing, 2016Time series forecasting is an important research field in machine learning. Since the literature shows several techniques for the solution of this problem, combining outputs of different models is a simple and robust strategy. However, even when using combiners, the experimenter may face the following dilemma: which technique should one use to combine ...
Anderson Tenório Sergio +2 more
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Combination of Multi Level Forecasts
The Journal of VLSI Signal Processing Systems for Signal, Image, and Video Technology, 2007This paper provides a discussion of the effects of different multi-level learning approaches on the resulting out of sample forecast errors in the case of difficult real-world forecasting problems with large noise terms in the training data, frequently occurring structural breaks and quickly changing environments.
Silvia Riedel, Bogdan Gabrys
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Forecast evaluation and forecast combination
2010Diese Arbeit ist zweigeteilt. Im ersten Teil werden Institute, die sich an der Prognose zentraler, ökonomischer Kennzahlen beteiligen, auf ihre Prognosegenauigkeit hin untersucht. Zu diesem Zweck wurde ein Datensatz erstellt, der BIP-Prognosen für Großbritannien von ca. 50 verschiedenen Instituten über die letzten 11 Jahre zusammenfasst.
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2001
To improve forecasting accuracy, combine forecasts derived from methods that differ substantially and draw from different sources of information. When feasible, use five or more methods. Use formal procedures to combine forecasts: An equal-weights rule offers a reasonable starting point, and a trimmed mean is desirable if you combine forecasts ...
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To improve forecasting accuracy, combine forecasts derived from methods that differ substantially and draw from different sources of information. When feasible, use five or more methods. Use formal procedures to combine forecasts: An equal-weights rule offers a reasonable starting point, and a trimmed mean is desirable if you combine forecasts ...
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Some Comments on the Combination of Forecasts
Operational Research Quarterly (1970-1977), 1975This paper examines some of the theoretical implications of combining forecasts using a minimum variance criterion. In particular, the derivation of the exact expression for the minimum variance weight vector is provided, together with a proof that the error variance of the composite forecast is no greater than that of any of the component forecasts. A
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