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Combining exponential smoothing forecasts using Akaike weights

✍ Scribed by Stephan Kolassa


Book ID
113648129
Publisher
Elsevier Science
Year
2011
Tongue
English
Weight
872 KB
Volume
27
Category
Article
ISSN
0169-2070

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The combining of forecasts using recursi
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This paper evaluates six optimal and four ad hoc recursive combination methods on five actual data sets. The performance of all methods is compared to the mean and recursive least squares. A modification to one method is proposed and evaluated. The recursive methods were found to be very effective f