๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Efficiency of the independence assumption in the combination of forecasts

โœ Scribed by Derek Bunn; Ian Topping


Publisher
Elsevier Science
Year
1984
Tongue
English
Weight
395 KB
Volume
3
Category
Article
ISSN
0167-6377

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


Unbiasedness, efficiency and the combina
โœ K. Holden; D. A. Peel ๐Ÿ“‚ Article ๐Ÿ“… 1989 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 811 KB

This paper considers the problem of determining whether forecasts are unbiased and examines the implications this has for combining different forecasts. The practical issues of how economic forecasts might be combined are discussed. There is an empirical illustration of the procedures in which the p

Linear constraints and the efficiency of
โœ Robert T. Clemen ๐Ÿ“‚ Article ๐Ÿ“… 1986 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 436 KB

Studies of combined forecasts have typically constrained the combining weights to sum to one and have not included a constant term in the combination. In a recent paper, Granger and Ramanathan (1984) have argued in favour of an unrestricted linear combination, including a constant term. This paper s

Linear constraints and the efficiency of
โœ G. Trenkler; E. P. Liski ๐Ÿ“‚ Article ๐Ÿ“… 1986 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 257 KB

This note extends some recent results, achieved by Clemen, on constraining the weights of a combined forecast. There is a great potential for improving the ordinary least squares forecast by imposing linear restrictions, and it will be shown how this potential can be exhausted by using an F-test. Th

Independent component analysis of fMRI d
โœ Martin J. McKeown; Terrence J. Sejnowski ๐Ÿ“‚ Article ๐Ÿ“… 1998 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 88 KB ๐Ÿ‘ 2 views

Independent component analysis (ICA), which separates fMRI data into spatially independent patterns of activity, has recently been shown to be a suitable method for exploratory fMRI analysis. The validity of the assumptions of ICA, mainly that the underlying components are spatially independent and

The error bounds of combined forecasting
โœ Xiaowo Tang; Zongfang Zhou; Yong Shi ๐Ÿ“‚ Article ๐Ÿ“… 2002 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 513 KB

In this paper, we describe a mathematical framework of estimating the er-ror bounds of optimal combined forecasting (OCF) and the super-bound of nonoptimal combined forecasting errors. We also determine the existent interval [x,i,/n, X,,, /n] of the minimal errors square sum J\* of optimal combined

System-based weights versus series-speci
โœ Carol Taylor West ๐Ÿ“‚ Article ๐Ÿ“… 1996 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 1011 KB

System-based combination weights for series rlstep-length h incorporate relative accuracy information from other forecast step-lengths for r and from other series for step-length h. Such weights are examined utilizing the West and Fullerton (1996) data set-4275 ex unte employment forecasts from stru