Approaches to Combining Forecasts

被引：0
|
作者：
Blatna, Dagmar [1 ]
机构：
[1] Univ Econ Prague, Prague 13067 3, Czech Republic
来源：
APPLICATIONS OF MATHEMATICS AND STATISTICS IN ECONOMY: AMSE 2009 | 2009年
关键词：
Combining forecasts technique; averaging; regression; robust regression methods; LINEAR COMBINATION; GROWTH;
D O I：
暂无
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
An extensive body of literature has shown that combining forecasts can improve forecast accuracy. Since pioneering work of Bates and Granger (1969), many techniques of combining forecasts has been developed. The main aim of the paper submitted is to describe key moments related to this subject, namely with respect to new approaches based on applications of robust methods..
引用
收藏
页码：29 / 40
页数：12
相关论文
共 50 条
  • [1] REVIEW OF COMBINING FORECASTS APPROACHES
    Branco Mancuso, Aline Castello
    Werner, Liane
    INDEPENDENT JOURNAL OF MANAGEMENT & PRODUCTION, 2013, 4 (01): : 248 - 277
  • [2] COMBINING FORECASTS
    BUNN, DW
    EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 1988, 33 (03) : 223 - 229
  • [3] Conditionally optimal weights and forward-looking approaches to combining forecasts
    Gibbs, Christopher G.
    Vasnev, Andrey L.
    INTERNATIONAL JOURNAL OF FORECASTING, 2024, 40 (04) : 1734 - 1751
  • [4] Combining probability forecasts
    Clements, Michael P.
    Harvey, David I.
    INTERNATIONAL JOURNAL OF FORECASTING, 2011, 27 (02) : 208 - 223
  • [5] COMBINING ECONOMIC FORECASTS
    CLEMEN, RT
    WINKLER, RL
    JOURNAL OF BUSINESS & ECONOMIC STATISTICS, 1986, 4 (01) : 39 - 46
  • [6] COMBINING HYDROLOGIC FORECASTS
    MCLEOD, AI
    NOAKES, DJ
    HIPEL, KW
    THOMPSTONE, RM
    JOURNAL OF WATER RESOURCES PLANNING AND MANAGEMENT-ASCE, 1987, 113 (01): : 29 - 41
  • [7] Combining probability forecasts
    Ranjan, Roopesh
    Gneiting, Tilmann
    JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY, 2010, 72 : 71 - 91
  • [8] COMBINING ECONOMIC FORECASTS
    HOLDEN, K
    PEEL, DA
    JOURNAL OF THE OPERATIONAL RESEARCH SOCIETY, 1987, 38 (12) : 1170 - 1170
  • [9] Combining density forecasts
    Hall, Stephen G.
    Mitchell, James
    INTERNATIONAL JOURNAL OF FORECASTING, 2007, 23 (01) : 1 - 13
  • [10] Combining Interval Forecasts
    Gaba, Anil
    Tsetlin, Ilia
    Winkler, Robert L.
    DECISION ANALYSIS, 2017, 14 (01) : 1 - 20
12345