Combining interval forecasts

DOI10.1287/DECA.2016.0340MaRDI QIDQ4692023zbMATH OpenOpenAlexFDO

Authors Anil Gaba, Ilia Tsetlin, Robert L. Winkler

Publication date 24 October 2018

Published in Decision Analysis (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/738ca46d8e911dd40f5e01f20643e4ba2e455498

zbMATH Keywords

heuristicscombining forecastsoverconfidenceinterval forecastsdependent forecasts

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Decision theory (91B06)

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Cites work

• Combining Probability Forecasts
• Combining probability distributions: a critique and an annotated bibliography. With comments, and a rejoinder by the authors
• Evaluating quantile assessments
• Limits for the Precision and Value of Information from Dependent Sources
• Median aggregation of distribution functions

Cited in

(12)

• scientific article; zbMATH DE number 4044982 (Why is no real title available?)
• Forecasting multiple functional time series in a group structure: an application to mortality
• Combining Forecasts via Simulations
• The interval consensus model: aggregating continuous bounded interval responses
• Probabilistic forecast aggregation with statistical depth
• Combining probabilistic forecasts of COVID-19 mortality in the United States
• Forecasting a Cumulative Variable Using Its Partially Accumulated Data
• Pooling of forecasts
• Extremizing and Antiextremizing in Bayesian Ensembles of Binary-Event Forecasts
• Combining interval time series forecasts. A first step in a long way (research agenda)
• Ensemble interval forecasts of mortality
• Calibrated forecasting and merging

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