Arbeitspapier
A selective procedure for combining forecasts
If there are various forecasts for the same random variable, it is common practice to combine these forecasts in order to obtain a better forecast. But an important question is how to perform the combination, especially if the system under investigation is subject to structural changes and consequently the best combination method is not the same all of the time. This paper presents a data driven approach, which for each point of time selects a combination technique from a given set of combination techniques. Properties and limitations of this selection procedure are investigated using simulated data from normal distributions.
- Sprache
-
Englisch
- Erschienen in
-
Series: Technical Report ; No. 1998,36
- Thema
-
Combination of forecasts
selection predictor
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Troschke, Sven-Oliver
- Ereignis
-
Veröffentlichung
- (wer)
-
Universität Dortmund, Sonderforschungsbereich 475 - Komplexitätsreduktion in Multivariaten Datenstrukturen
- (wo)
-
Dortmund
- (wann)
-
1998
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:45 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- Troschke, Sven-Oliver
- Universität Dortmund, Sonderforschungsbereich 475 - Komplexitätsreduktion in Multivariaten Datenstrukturen
Entstanden
- 1998
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