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Model confidence sets and forecast combination: an application to age-specific mortality
BACKGROUND: Model averaging combines forecasts obtained from a range of models, and it often produces more accurate forecasts than a forecast from a single model. OBJECTIVE: The crucial part of forecast accuracy improvement in using the model averaging lies in the determination of optimal weights fr...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer International Publishing
2018
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| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC6276067/ https://www.ncbi.nlm.nih.gov/pubmed/30595607 http://dx.doi.org/10.1186/s41118-018-0043-9 |