An improved feature-based forecast combination method using rolling origin evaluation

DOI10.1016/J.ORL.2026.107468MaRDI QIDQ7327298zbMATH OpenFDO

Authors Ming Liu, Lutian Wang, Li Hua Sun, Feifeng Zheng

Publication date 9 September 2026

Published in Operations Research Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.ORL.2026.107468

Mathematics Subject Classification ID

Operations research, mathematical programming (90-XX)

Cites work

• `Horses for courses' in demand forecasting
• Energy and reserve dispatch with distributionally robust joint chance constraints
• Forecast with forecasts: diversity matters
• Gradient boosting for convex cone predict and optimize problems
• Inventory management in a closed-loop supply chain with advance demand information
• Quantile forecasting and data-driven inventory management under nonstationary demand
• Retail sales forecasting with meta-learning
• Review of guidelines for the use of combined forecasts

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