We provide a general Bayesian model for combining forecasts from experts (or forecasting models) who might be biased and correlated with each other. The combination procedure involves debiasing and then combining unbiased forecasts. We also provide a sequential method for learning about the forecast
A Bayesian method of combining judgmental and model-based density forecasts
✍ Scribed by Andrzej Kocięcki; Marcin Kolasa; Michał Rubaszek
- Book ID
- 116424469
- Publisher
- Elsevier Science
- Year
- 2012
- Tongue
- English
- Weight
- 381 KB
- Volume
- 29
- Category
- Article
- ISSN
- 0264-9993
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