The forecast combination puzzle : a simple theoretical explanation
Year of publication: |
July-September 2016
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Authors: | Claeskens, Gerda ; Magnus, Jan R. ; Vasnev, Andrey L. ; Wang, Wendun |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 32.2016, 3, p. 754-762
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Subject: | Forecast combination | Optimal weights | Theorie | Theory | Prognoseverfahren | Forecasting model |
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