Forecast combination
On the Forecast Combination Puzzle
... better forecast performance than the candidates, that may not be feasible (at least for the methods ...a forecast combination method under this scenario should be targeting the performance of the ...
26
Model confidence sets and forecast combination: an application to age-specific mortality
... We study some time-series extrapolation methods for modeling and forecasting age- specific mortality rates. The models that we have considered are subjective and far from extensive, but they suffice to serve as a test ...
24
A comparison of AdaBoost algorithms for time series forecast combination
... when combination size tends to be ...the combination operators of choice in Boosting for forecasting, do not significantly outperform the simple mean or simple ...
41
Forecasting Stock Market Volatility: A Forecast Combination Approach
... to forecast the volatilities of TSE index by regressive models with long memory feature, feed forward neural network and hybrid models (based on forecast combination approach) using daily ...
20
Joint Forecast Combination of Macroeconomic Aggregates and Their Components
... In this paper we present a framework that benefits from both the direct and bottom-up ap- proaches to increase overall forecasting accuracy. We do so by extending the well proven and robust results from the ...
44
A linkage among whole stand model, individual tree model and diameter distribution model
... Zhang S., Amateis R.L., Burkhart H.E. (1997): Constrain- ing individual tree diameter increment and survival models for loblolly pine plantations. Forest Science, 43: 414–423. Zhang X.Q., LeiY.C. (2009): Comparison of ...
9
Another look at forecast selection and combination:evidence from forecast pooling
... the combination weighting scheme, the other line of re- search in forecast combination has looked at the combination ...alternative combination schemes, as it was robust against ...
50
Model Averaging in Predictive Regressions
... considers forecast combination in a predictive ...point forecast by combining predictions from all possible linear regression models given a set of potentially relevant ...
36
Forecasting Revisions of German Industrial Production
... In Table 1, we lists the results. Panels A and B report the best five indicators plus forecast combination in terms of the relative mean squared forecast error (MSFE). A value smaller than one ...
10
216
... consider forecast combination and, indirectly, model selection for VAR models when there is uncertainty about which variables to include in the model in addition to the forecast ...the ...
58
Cross validation aggregation for combining autoregressive neural network forecasts
... for forecast combination, none of which consider Monte Carlo cross-valiation, existing studies also fail to compare cross-validation to the effective benchmark of bagging (short for “bootstrap ...
44
Comparison of different forms of the Multi layer Feed Forward Neural Network method used for river flow forecasting
... flow forecast combination method, only the logistic function was used in conjunction with the neurons in the hidden and the output ...flow forecast combination ...
14
The Combination of Forecasts with Different Time Aggregation
... the forecast combinations must be consider in forecasting since most of the combined forecast can be better than both single ...best combination result was obtained by using our proposed different ...
7
Combining forecasts : forty years later
... point forecast combination is affected when competing forecasters have different information sets, and all of them use their own information ...the forecast MSEs that support its main result, ...
19
Combine forecasting method performances for demand forecasting : an exploratory study
... Combining forecast using regression techniques had been suggested by Crane and Crotty ...conventional forecast combination methods could be viewed within a regression ...averaging combination ...
6
Linear and non-linear Modified Gravity forecasts with future surveys
... The combination of Galaxy Clustering and Weak Lensing is expected to be very powerful for Modified Gravity parameters as they measure two different combinations of µ and η , thus breaking their degeneracy as ...
45
Analysis of Characteristics of the Forecast Jump in the NCEP Ensemble Forecast Products
... control forecast are the highest in the summer, and the lowest frequency of occurrence of “forecast jump” is winter, in spring and au- tumn, the frequency of “forecast jump” is located between the ...
10
Regional collaborative forecast of primary energy consumption in China, Japan and South Korea based on multi-source data combination
... SVR model is built in this paper to study the correlations with primary energy consumption of China and Japan as continuous variables and oil products exported by South Korea to China and Japan as response variable. The ...
11
Attribution of hydrologic forecast uncertainty within scalable forecast windows
... the forecast skill are further investi- gated by proposing a dimensionless parameter (β) that rep- resents the ratio of the total amount of initial water storage and the incoming ...The forecast skill ...
12
Relative impact of model quality and ensemble deficiencies on the performance of ensemble based probabilistic forecasts evaluated through the Brier score
... of forecast skill (fs), as well as the vari- ability of the forecast skill (sv), are related to the level of atmospheric ...conditions, forecast skill is thus an attribute of the quality of a ...
11