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Combining probability forecasts

✍ Scribed by Roopesh Ranjan; Tilmann Gneiting


Book ID
111039074
Publisher
Blackwell Publishing
Year
2010
Tongue
English
Weight
797 KB
Volume
72
Category
Article
ISSN
0952-8385

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## Abstract In this paper, we empirically evaluate competing approaches for combining inflation density forecasts in terms of Kullback–Leibler divergence. In particular, we apply a similar suite of models to four different datasets and aim at identifying combination methods that perform well throug