Cargando…
Optimal forecasting accuracy using Lp-norm combination
A well-known result in statistics is that a linear combination of two-point forecasts has a smaller Mean Square Error (MSE) than the two competing forecasts themselves (Bates and Granger in J Oper Res Soc 20(4):451–468, 1969). The only case in which no improvements are possible is when one of the si...
| Autor principal: | |
|---|---|
| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer Milan
2021
|
| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8346786/ https://www.ncbi.nlm.nih.gov/pubmed/34393271 http://dx.doi.org/10.1007/s40300-021-00218-5 |