Arbeitspapier
Combination of forecasts: A bibliography
During the past thirty years, there has been considerable concern about combination of forecasts. Many of the articles and books dedicated to this specific area explain and demonstrate that combining multiple individual forecasts can improve forecast accuracy. The improvement in accuracy mainly depends on forecast combination techniques which range from simple combinations like averaging the forecasts to more complex ones that use the Bayesian approach. This paper provides a bibliography of selected articles and books related to the combination of forecasts in various disciplines and is intended to be a catalog for locating contributions in research areas focusing on the theory and applications of combining forecasts. The bibliography includes recent articles and is as up-to-date as possible.
- Sprache
-
Englisch
- Erschienen in
-
Series: Technical Report ; No. 1998,20
- Thema
-
Prognoseverfahren
Zeitreihenanalyse
Theorie
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Trenkler, Götz
Gotu, Butte
- Ereignis
-
Veröffentlichung
- (wer)
-
Universität Dortmund, Sonderforschungsbereich 475 - Komplexitätsreduktion in Multivariaten Datenstrukturen
- (wo)
-
Dortmund
- (wann)
-
1998
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:41 MEZ
Datenpartner
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- Trenkler, Götz
- Gotu, Butte
- Universität Dortmund, Sonderforschungsbereich 475 - Komplexitätsreduktion in Multivariaten Datenstrukturen
Entstanden
- 1998
Ähnliche Objekte (12)
Combination of Forecasts : a bibliography
Combination of multivariate volatility forecasts
The shrinkage approach in the combination of forecasts
A hierarchical procedure for the combination of forecasts
Regression approach to the linear combination of multivariate forecasts
Pitman-closeness and the linear combination of multivariate forecasts
Does Forecast Combination Improve Norges Bank Inflation Forecasts?
Hits-and-misses for the evaluation and combination of forecasts
Scalar mean square error optimal linear combination of multivariate forecasts
Regression approach to the linear plus quadratic combination of forecasts
Combination of biased forecasts: Bias correction or bias based weights?
Crowdsourcing of Economic Forecast – Combination of Forecasts Using Bayesian Model Averaging
Combination of Forecasts : a bibliography
Combination of multivariate volatility forecasts
The shrinkage approach in the combination of forecasts
A hierarchical procedure for the combination of forecasts
Regression approach to the linear combination of multivariate forecasts
Pitman-closeness and the linear combination of multivariate forecasts
Does Forecast Combination Improve Norges Bank Inflation Forecasts?
Hits-and-misses for the evaluation and combination of forecasts
Scalar mean square error optimal linear combination of multivariate forecasts
Regression approach to the linear plus quadratic combination of forecasts
Combination of biased forecasts: Bias correction or bias based weights?
Crowdsourcing of Economic Forecast – Combination of Forecasts Using Bayesian Model Averaging
Combination of Forecasts : a bibliography
Combination of multivariate volatility forecasts
The shrinkage approach in the combination of forecasts
A hierarchical procedure for the combination of forecasts
Regression approach to the linear combination of multivariate forecasts
Pitman-closeness and the linear combination of multivariate forecasts
Does Forecast Combination Improve Norges Bank Inflation Forecasts?
Hits-and-misses for the evaluation and combination of forecasts
Scalar mean square error optimal linear combination of multivariate forecasts
Regression approach to the linear plus quadratic combination of forecasts
Combination of biased forecasts: Bias correction or bias based weights?