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Selecting Single Model in Combination Forecasting Based on Cointegration Test and Encompassing Test
Combination forecasting takes all characters of each single forecasting method into consideration, and combines them to form a composite, which increases forecasting accuracy. The existing researches on combination forecasting select single model randomly, neglecting the internal characters of the f...
Autores principales: | Jiang, Chuanjin, Zhang, Jing, Song, Fugen |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Hindawi Publishing Corporation
2014
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Materias: | |
Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4032655/ https://www.ncbi.nlm.nih.gov/pubmed/24892061 http://dx.doi.org/10.1155/2014/621917 |
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