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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:	Article
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

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