haku: @author Chen, L. / yhteensä: 5
viite: 4 / 5
| Tekijä: | Chen, L. Anandalingam, G. |
| Otsikko: | Optimal selection of forecasts. (!Combining forecasts) |
| Lehti: | Journal of Forecasting
1990 : MAY-JUN, VOL. 9:3, p. 283-297 |
| Asiasana: | FORECASTING BAYESIAN STATISTICS |
| Kieli: | eng |
| Tiivistelmä: | Many studies have shown that, in general, a combination of forecasts often outperforms the forecasts of a single model or expert. Implicit in all previous studies the is assumption that obtaining forecasts is costless. Based on the postulate that obtaining forecasts is costly, a dynamic procedure for selecting the optimal subset of available forecasters is provided. The solution structure is examined for cases where the forecasters are independent, correlated and biased. Illustrative examples for each case are presented. |
SCIMA