The Combination of Forecasts
作者： C. W. J. Granger , J. M. Bates
关键词: Econometrics 、 Consensus forecast 、 Economics 、 Operations research 、 Set (abstract data type)
摘要: AbstractTwo separate sets of forecasts airline passenger data have been combined to form a composite set forecasts. The main conclusion is that the can yield lower mean-square error than either original Past errors each are used determine weights attach these two in forming forecasts, and different methods deriving examined.
springer.com
sci-hub.st 参考文章(3)
Richard Stone, D. G. Champernowne, J. E. Meade, The Precision of National Income Estimates The Review of Economic Studies. ,vol. 9, pp. 111- 125 ,(1942) , 10.2307/2967664
S. L., M. G. Kendall, A. Stuart, The Advanced Theory of Statistics Population. ,vol. 18, pp. 396- ,(1963) , 10.2307/1527192
P. J. Harrison, Short‐Term Sales Forecasting Journal of The Royal Statistical Society Series C-applied Statistics. ,vol. 14, pp. 102- 139 ,(1965) , 10.2307/2985338