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A Data-Weighted Prior Estimator for Forecast Combination

Forecast combination methods reduce the information in a vector of forecasts to a single combined forecast by using a set of combination weights. Although there are several methods, a typical strategy is the use of the simple arithmetic mean to obtain the combined forecast. A priori, the use of this...

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Detalles Bibliográficos
Autores principales: Fernández-Vázquez, Esteban, Moreno, Blanca, Hewings, Geoffrey J.D.
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2019
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7514918/
https://www.ncbi.nlm.nih.gov/pubmed/33267143
http://dx.doi.org/10.3390/e21040429