A Bayesian Approach to the Linear Combination of Forecasts

DOI10.1057/JORS.1975.67MaRDI QIDQ4061822zbMATH OpenOpenAlexFDO

Authors Derek W. Bunn

Publication date 1975

Published in The Journal of the Operational Research Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1057/jors.1975.67

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15) Inference from stochastic processes and prediction (62M20)

Cited in

(11)

• A linear Bayesian stochastic approximation to update project duration estimates
• One person/one vote is not efficient given information on factions
• On the use of Bayesian composite predictors in decision analysis
• Synthesis or selection of forecasting models
• Non-traditional methods of forecasting
• Classifying and controlling errors in forecasting using multiple criteria goal programming
• Review of guidelines for the use of combined forecasts
• Partition dependence and carryover biases in subjective probability assessment surveys for continuous variables: model-based estimation and correction
• Bayesian forecast combination and Kalman filtering
• The combination of forecasts: A ranking and subset selection approach
• Bootstrap aggregation for regression problems via generalized least squares

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