Screening probability forecasts: contrasts between choosing and combining

作者: Robert T. Clemen , Allan H. Murphy , Robert L. Winkler

DOI: 10.1016/0169-2070(94)02007-C

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摘要: Abstract In many forecasting situations, forecasts can be produced by several different methods. The ultimate objective of considering multiple methods may to select a single method (the choosing scenario) or aggregate the into forecast combining scenario). Procedures for screening candidate forecasts— sufficiency in scenario and extraneousness scenario—are described here. Screening identify that are dominated sense their clearly inferior those other do not add any information combination forecasts. These evaluation procedures illustrated contrasted prototypical examples an application involving precipitation probability value is it reduce set manageable number, which then evaluated greater detail.

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