Clements, Michael P.; Harvey, David I. - In: International Journal of Forecasting 27 (2011) 2, pp. 208-223
We consider different methods for combining probability forecasts. In empirical exercises, the data generating process … of the forecasts and the event being forecast is not known, and therefore the optimal form of combination will also be … between two rival sets of forecasts or not may depend on the type of combination adopted. The relative performances of the …