Results 231 to 240 of about 45,327 (265)

Combination and selection of binary forecasts

IEEE Transactions on Systems, Man, and Cybernetics, 1991
Binary yes-no forecasts are used to indicate whether a particular set of events will or will not occur. A mechanism for combining independent binary forecasts for the case where likelihood functions are available is given. The decision maker (DM) has to assume a priori from the natural conjugate family of distributions, and uses the forecasts as data ...
G. Anandalingam, Lian Chen
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Pooling for Combination of Multilevel Forecasts

IEEE Transactions on Knowledge and Data Engineering, 2009
In this paper, we provide a theoretical analysis of effects of applying different forecast diversification methods on the structure of the forecast error covariance matrices and decomposed forecast error components based on the bias-variance-Bayes error decomposition of James and Hastie. We express the "diversityrdquo of different forecasts in relation
Silvia Riedel, Bogdan Gabrys
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The Combination of Forecasts: a Bayesian Approach

Journal of the Operational Research Society, 1982
This paper develops a general Bayesian approach to the problem of combining forecasts. This approach leads to the results of Bates and Granger in certain special cases and to a geometric averaging formula in other special cases.
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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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Stock market return predictability: A combination forecast perspective

International Review of Financial Analysis, 2022
Jipeng Qi
exaly  

Bayesian forecast combination using time-varying features

International Journal of Forecasting, 2023
Yanfei Kang
exaly  

An extreme bias-penalized forecast combination approach to commodity price forecasting

Information Sciences, 2022
Lean Yu, Shouyang Wang
exaly