𝔖 Bobbio Scriptorium
✦   LIBER   ✦

The persistence of specification problems in the distribution of combined forecast errors

✍ Scribed by Lilian M de Menezes; Derek W Bunn

Book ID
114175053
Publisher
Elsevier Science
Year
1998
Tongue
English
Weight
176 KB
Volume
14
Category
Article
ISSN
0169-2070

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

The error bounds of combined forecasting
The error bounds of combined forecasting
✍ Xiaowo Tang; Zongfang Zhou; Yong Shi πŸ“‚ Article πŸ“… 2002 πŸ› Elsevier Science 🌐 English βš– 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
System-based weights versus series-specific weights in the combination of forecasts
✍ Carol Taylor West πŸ“‚ Article πŸ“… 1996 πŸ› John Wiley and Sons 🌐 English βš– 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