This paper proposes a new approach to time series forecasting based upon three premises. First, a model is selected not … forecasting horizon separately, making it possible to have different models/methods to predict each of the m horizons. This …

An alternative to using a single forecasting method is to average the forecasts obtained from several methods. In this … paper we investigate empirically the impact of the number and choice of forecasting methods on the accuracy of simple … averages. It is concluded that the forecasting accuracy improves, and that the variability of accuracy among different …