Add to ORKGAbstract Combining forecasts can be based on different data or different methods or both. In practice, many different data sets can be difficult to obtain. In this paper we propose a combining forecasts method that uses both simulated and observed time series. Several combining methods have been studied and the combined forecasts have been compared with those obtained from the model fitted to the observed time series only. Simulation studies and applications of the proposed method to real data sets show that on average the combined forecasts are more accurate than those obtained without combining
Time series forecasting has a long track record in many application areas. In forecasting research, ...
This thesis evaluates four of the most popular methods for combining time series forecasts. One aspe...
This paper proposes a strategy to increase the efficiency of forecast combining methods. Given the a...
Over the years, several studies that compare individual forecasts with the combination of forecasts ...
Forecast combinations have flourished remarkably in the forecasting community and, in recent years, ...
To improve the forecasting accuracies, researchers have long been using various combination techniqu...
In this paper we systematically compare forecasting accuracy of hypothesis testing procedures with t...
Existing approaches to combining multiple forecasts generally offer either theoretical richness or e...
by Ho Kwong-shing Lawrence.Thesis (M.B.A.)--Chinese University of Hong Kong, 1994.Includes bibliogra...
This thesis presents and evaluates nineteen methods for combining up to eleven automated univariate ...
Research from over 200 studies demonstrates that combining forecasts produces consistent but modest ...
Combining forecasts To improve forecasting accuracy, combine forecasts derived from methods that dif...
We consider different methods for combining probability forecasts. In empirical exercises, the data ...
Despite a considerable literature on the combination of forecasts, there is little guidance regardin...
Time series forecasting has a long track record in many application areas. In forecasting research, ...
Time series forecasting has a long track record in many application areas. In forecasting research, ...
This thesis evaluates four of the most popular methods for combining time series forecasts. One aspe...
This paper proposes a strategy to increase the efficiency of forecast combining methods. Given the a...
Over the years, several studies that compare individual forecasts with the combination of forecasts ...
Forecast combinations have flourished remarkably in the forecasting community and, in recent years, ...
To improve the forecasting accuracies, researchers have long been using various combination techniqu...
In this paper we systematically compare forecasting accuracy of hypothesis testing procedures with t...
Existing approaches to combining multiple forecasts generally offer either theoretical richness or e...
by Ho Kwong-shing Lawrence.Thesis (M.B.A.)--Chinese University of Hong Kong, 1994.Includes bibliogra...
This thesis presents and evaluates nineteen methods for combining up to eleven automated univariate ...
Research from over 200 studies demonstrates that combining forecasts produces consistent but modest ...
Combining forecasts To improve forecasting accuracy, combine forecasts derived from methods that dif...
We consider different methods for combining probability forecasts. In empirical exercises, the data ...
Despite a considerable literature on the combination of forecasts, there is little guidance regardin...
Time series forecasting has a long track record in many application areas. In forecasting research, ...
Time series forecasting has a long track record in many application areas. In forecasting research, ...
This thesis evaluates four of the most popular methods for combining time series forecasts. One aspe...
This paper proposes a strategy to increase the efficiency of forecast combining methods. Given the a...