Results 11 to 20 of about 178,867 (312)
Forecast with forecasts: Diversity matters [PDF]
European Journal of Operational Research, 2022 Forecast combinations have been widely applied in the last few decades to improve forecasting. Estimating optimal weights that can outperform simple averages is not always an easy task. In recent years, the idea of using time series features for forecast combination has flourished.
Yanfei Kang +3 more
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Argumentative Forecasting [PDF]
International Joint Conference on Autonomous Agents and Multiagent Systems, 2022 We introduce the Forecasting Argumentation Framework (FAF), a novel argumentation framework for forecasting informed by recent judgmental forecasting research. FAFs comprise update frameworks which empower (human or artificial) agents to argue over time with and about probability of scenarios, whilst flagging perceived irrationality in their behaviour ...
Irwin, Benjamin +2 more
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Using Forecasts of Forecasters to Forecast [PDF]
SSRN Electronic Journal, 2006 Quantification techniques are popular methods in empirical research to aggregate the qualitative predictions at the micro-level into a single figure. In this paper, we analyze the forecasting performance of various methods that are based on the qualitative predictions of financial experts for major financial variables and macroeconomic aggregates ...
Nolte, Ingmar, Pohlmeier, Winfried
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Forecasting FOMC Forecasts [PDF]
SSRN Electronic Journal, 2018 (Hendry 1980, p. 403) The three golden rules of econometrics are “test, test, and test”. The current paper applies that approach to model the forecasts of the Federal Open Market Committee over 1992–2019 and to forecast those forecasts themselves.
S. Yanki Kalfa, Jaime Marquez
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Forecasting Professional Forecasters [PDF]
Journal of Business & Economic Statistics, 2006 Survey of forecasters, containing respondents' predictions of future values of growth, inflation and other key macroeconomic variables, receive a lot of attention in the financial press, from investors, and from policy makers. They are apparently widely perceived to provide useful information about agents' expectations.
Eric Ghysels, Jonathan H. Wright
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Combining forecasts : forty years later [PDF]
, 2010 This article is dedicated to the memory of Clive Granger, a founding editor of this journal. Its title echoes the title of his invited review article in a special issue of the Journal of Forecasting in 1989. That issue marked the twentieth anniversary of
Kenneth F. Wallis +2 more
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The Econometrics Journal, 2004 Summary: We consider forecasting using a combination, when no model coincides with a non-constant data generation process (DGP). Practical experience suggests that combining forecasts adds value, and can even dominate the best individual device. We show why this can occur when forecasting models are differentially misspecified, and is likely to occur ...
David Hendry, Michael Clements
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Machine Learning in Tropical Cyclone Forecast Modeling: A Review
Atmosphere, 2020 Tropical cyclones have always been a concern of meteorologists, and there are many studies regarding the axisymmetric structures, dynamic mechanisms, and forecasting techniques from the past 100 years.
Rui Chen, Weimin Zhang, Xiang Wang
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Simulation of the ENSO influence on the extra-tropical middle atmosphere
Earth, Planets and Space, 2019 The impact of the El Niño Southern Oscillation (ENSO) on the Northern Hemisphere mid-winter zonal wind, temperature, and stationary planetary waves (SPWs) is evaluated using the Middle and Upper Atmosphere Model and Modern-Era Retrospective Analysis for ...
Tatiana S. Ermakova +4 more
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