Sensitivity of Weights in Combining Forecasts
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DOI: 10.1287/opre.40.3.609
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- Anil Gaba & Dana G. Popescu & Zhi Chen, 2019. "Assessing Uncertainty from Point Forecasts," Management Science, INFORMS, vol. 65(1), pages 90-106, January.
- Pennings, Clint L.P. & van Dalen, Jan & Rook, Laurens, 2019. "Coordinating judgmental forecasting: Coping with intentional biases," Omega, Elsevier, vol. 87(C), pages 46-56.
- Kolassa, Stephan, 2011. "Combining exponential smoothing forecasts using Akaike weights," International Journal of Forecasting, Elsevier, vol. 27(2), pages 238-251, April.
- Jose, Victor Richmond R. & Winkler, Robert L., 2008. "Simple robust averages of forecasts: Some empirical results," International Journal of Forecasting, Elsevier, vol. 24(1), pages 163-169.
- Blanc, Sebastian M. & Setzer, Thomas, 2016. "When to choose the simple average in forecast combination," Journal of Business Research, Elsevier, vol. 69(10), pages 3951-3962.
- Kourentzes, Nikolaos & Athanasopoulos, George, 2019.
"Cross-temporal coherent forecasts for Australian tourism,"
Annals of Tourism Research, Elsevier, vol. 75(C), pages 393-409.
- Nikolaos Kourentzes & George Athanasopoulos, 2018. "Cross-temporal coherent forecasts for Australian tourism," Monash Econometrics and Business Statistics Working Papers 24/18, Monash University, Department of Econometrics and Business Statistics.
- Kornbluth, J. S. H., 1997. "Identifying feasible orderings for performance appraisal," Omega, Elsevier, vol. 25(3), pages 329-334, June.
- Radchenko, Peter & Vasnev, Andrey L. & Wang, Wendun, 2023.
"Too similar to combine? On negative weights in forecast combination,"
International Journal of Forecasting, Elsevier, vol. 39(1), pages 18-38.
- Radchenko, Peter & Vasnev, Andrey & Wang, Wendun, 2020. "Too similar to combine? On negative weights in forecast combination," Working Papers BAWP-2020-02, University of Sydney Business School, Discipline of Business Analytics.
- Athanasopoulos, George & Hyndman, Rob J. & Kourentzes, Nikolaos & Petropoulos, Fotios, 2017.
"Forecasting with temporal hierarchies,"
European Journal of Operational Research, Elsevier, vol. 262(1), pages 60-74.
- Athanasopoulos, George & Hyndman, Rob J. & Kourentzes, Nikolaos & Petropoulos, Fotios, 2015. "Forecasting with Temporal Hierarchies," MPRA Paper 66362, University Library of Munich, Germany.
- George Athanasopoulos & Rob J Hyndman & Nikolaos Kourentzes & Fotios Petropoulos, 2015. "Forecasting with Temporal Hierarchies," Monash Econometrics and Business Statistics Working Papers 16/15, Monash University, Department of Econometrics and Business Statistics.
- Robert L. Winkler*, 2015. "Equal Versus Differential Weighting in Combining Forecasts," Risk Analysis, John Wiley & Sons, vol. 35(1), pages 16-18, January.
- Paola Monari & Patrizia Agati, 2001. "Fiducial inference in combining expert judgements," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 10(1), pages 81-97, January.
- Magnus, Jan R. & Vasnev, Andrey L., 2015. "Interpretation and use of sensitivity in econometrics, illustrated with forecast combinations," International Journal of Forecasting, Elsevier, vol. 31(3), pages 769-781.
- Weyant John, 2014. "Integrated assessment of climate change: state of the literature," Journal of Benefit-Cost Analysis, De Gruyter, vol. 5(3), pages 377-409, December.
- Chan, Felix & Pauwels, Laurent, 2019. "Equivalence of optimal forecast combinations under affine constraints," Working Papers BAWP-2019-02, University of Sydney Business School, Discipline of Business Analytics.
- Mostaghimi, Mehdi, 1996. "Combining ranked mean value forecasts," European Journal of Operational Research, Elsevier, vol. 94(3), pages 505-516, November.
- Taylor, James W. & Bunn, Derek W., 1999. "Investigating improvements in the accuracy of prediction intervals for combinations of forecasts: A simulation study," International Journal of Forecasting, Elsevier, vol. 15(3), pages 325-339, July.
- Barrow, Devon K. & Crone, Sven F., 2016. "A comparison of AdaBoost algorithms for time series forecast combination," International Journal of Forecasting, Elsevier, vol. 32(4), pages 1103-1119.
- Kolassa, Stephan, 2011. "Combining exponential smoothing forecasts using Akaike weights," International Journal of Forecasting, Elsevier, vol. 27(2), pages 238-251.
- Robert T. Clemen & Robert L. Winkler, 1999. "Combining Probability Distributions From Experts in Risk Analysis," Risk Analysis, John Wiley & Sons, vol. 19(2), pages 187-203, April.
- Leprince, Julien & Madsen, Henrik & Møller, Jan Kloppenborg & Zeiler, Wim, 2023. "Hierarchical learning, forecasting coherent spatio-temporal individual and aggregated building loads," Applied Energy, Elsevier, vol. 348(C).
- Robert L. Winkler & Yael Grushka-Cockayne & Kenneth C. Lichtendahl Jr. & Victor Richmond R. Jose, 2019. "Probability Forecasts and Their Combination: A Research Perspective," Decision Analysis, INFORMS, vol. 16(4), pages 239-260, December.
- Guanchun Wang & Sanjeev R. Kulkarni & H. Vincent Poor & Daniel N. Osherson, 2011. "Aggregating Large Sets of Probabilistic Forecasts by Weighted Coherent Adjustment," Decision Analysis, INFORMS, vol. 8(2), pages 128-144, June.
- Astafyeva, Ekaterina & Turuntseva, Marina, 2024. "Forecast evaluation improving using the simplest methods of individual forecasts’ combination," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 74, pages 78-103.
- Emilian Dobrescu, 2014. "A Hybrid Forecasting Approach," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, vol. 16(35), pages 390-390, February.
- Tavana, M. & Kennedy, D. T. & Joglekar, P., 1996. "A group decision support framework for consensus ranking of technical manager candidates," Omega, Elsevier, vol. 24(5), pages 523-538, October.
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Keywords
forecasting: combining forecasts;Statistics
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