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
Combinations of forecasts: A model-building perspective
β Scribed by Derek Bunn; Robert M. Oliver
- Publisher
- Elsevier Science
- Year
- 1989
- Tongue
- English
- Weight
- 473 KB
- Volume
- 8
- Category
- Article
- ISSN
- 0167-6377
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