García-Hiernaux, Alfredo - Facultad de Ciencias Económicas y Empresariales, … - 2009
A new procedure to predict with subspace methods is presented in this paper. It is based on combining multiple … forecasts obtained from setting a range of values for a specic parameter that is typically xed by the user in the subspace … methods literature. An algorithm to compute these predictions and to obtain a suitable number of combinations is provided. The …