Andrawis, Robert R.; Atiya, Amir F.; El-Shishiny, Hisham - In: International Journal of Forecasting 27 (2011) 3, pp. 870-886
Forecast combination is a well-established and well-tested approach for improving the forecasting accuracy. One beneficial strategy is to use constituent forecasts that have diverse information. In this paper we consider the idea of diversity being accomplished by using different time...