Too similar to combine? : on negative weights in forecast combination
Year of publication: |
2023
|
---|---|
Authors: | Radchenko, Peter ; Vasnev, Andrey L. ; Wang, Wendun |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 39.2023, 1, p. 18-38
|
Subject: | Forecast combination | Negative weight | Optimal weights | Shrinkage | Trimming |
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