𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Combination and selection of binary forecasts

✍ Scribed by Anandalingam, G.; Chen, L.

Book ID
114550290
Publisher
Institute of Electrical and Electronics Engineers
Year
1991
Weight
767 KB
Volume
21
Category
Article
ISSN
0018-9472

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

The Combination of Forecasts
The Combination of Forecasts
✍ Robert L. Winkler and Spyros Makridakis πŸ“‚ Article πŸ“… 1983 πŸ› Blackwell Publishing βš– 729 KB
The Combination of Forecasts
The Combination of Forecasts
✍ J. M. Bates and C. W. J. Granger πŸ“‚ Article πŸ“… 1969 πŸ› Palgrave Publishers Ltd. βš– 524 KB
Optimal selection of forecasts
Optimal selection of forecasts
✍ Lian Chen; G. Anandalingam πŸ“‚ Article πŸ“… 1990 πŸ› John Wiley and Sons 🌐 English βš– 732 KB

Many studies have shown that, in general, a combination of forecasts often outperforms the forecasts of a single model or expert. In this paper we postulate that obtaining forecasts is costly, and provide models for optimally selecting them. Based on normality assumptions, we derive a dynamic progra