✦ LIBER ✦

Using Bayesian Model Averaging to Calibrate Forecast Ensembles

✍ Scribed by Raftery, Adrian E.; Gneiting, Tilmann; Balabdaoui, Fadoua; Polakowski, Michael

Book ID: 125541922
Publisher: American Meteorological Society
Year: 2005
Tongue: English
Weight: 717 KB
Volume: 133
Category: Article
ISSN: 0027-0644
DOI: 10.1175/MWR2906.1

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Multi-objective calibration of forecast

Multi-objective calibration of forecast ensembles using Bayesian model averaging

✍ Vrugt, Jasper A.; Clark, Martyn P.; Diks, Cees G. H.; Duan, Qinyun; Robinson, Br 📂 Article 📅 2006 🏛 American Geophysical Union 🌐 English ⚖ 338 KB

Multivariate probabilistic forecasting u

Multivariate probabilistic forecasting using ensemble Bayesian model averaging and copulas

✍ Annette Möller; Alex Lenkoski; Thordis L. Thorarinsdottir 📂 Article 📅 2012 🏛 John Wiley and Sons 🌐 English ⚖ 433 KB

Improving Predictions Using Ensemble Bay

Improving Predictions Using Ensemble Bayesian Model Averaging

✍ Montgomery, J. M.; Hollenbach, F. M.; Ward, M. D. 📂 Article 📅 2012 🏛 Oxford University Press 🌐 English ⚖ 986 KB

Forecasting US inflation by Bayesian mod

Forecasting US inflation by Bayesian model averaging

✍ Jonathan H. Wright 📂 Article 📅 2009 🏛 John Wiley and Sons 🌐 English ⚖ 372 KB

## Abstract Recent empirical work has considered the prediction of inflation by combining the information in a large number of time series. One such method that has been found to give consistently good results consists of simple equal‐weighted averaging of the forecasts from a large number of diffe

Probabilistic precipitation forecasting

Probabilistic precipitation forecasting based on ensemble output using generalized additive models and Bayesian model averaging

✍ Chi Yang; Zhongwei Yan; Yuehong Shao 📂 Article 📅 2012 🏛 The Chinese Meteorological Society 🌐 English ⚖ 1009 KB

Forecasting in dynamic factor models usi

Forecasting in dynamic factor models using Bayesian model averaging

✍ Gary Koop; Simon Potter 📂 Article 📅 2004 🏛 John Wiley and Sons 🌐 English ⚖ 116 KB