Combining ranked mean value forecasts

DOI10.1016/0377-2217(95)00105-0MaRDI QIDQ1278339zbMATH OpenOpenAlexFDO

Authors Mehdi Mostaghimi

Publication date 22 April 1999

Published in European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0377-2217(95)00105-0

zbMATH Keywords

forecastingmaximum likelihood estimationcombining forecastsrelative entropycombining ranked forecasts

Mathematics Subject Classification ID

Economic time series analysis (91B84)

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Cites work

• scientific article; zbMATH DE number 3143969 (Why is no real title available?)
• Aggregating Point Estimates: A Flexible Modeling Approach
• Axiomatic derivation of the principle of maximum entropy and the principle of minimum cross-entropy
• Combining Probability Distributions from Dependent Information Sources
• Sensitivity of Weights in Combining Forecasts
• Some Comments on the Combination of Forecasts
• The Essential Completeness of the Class of Generalized Sequential Probability Ratio Tests
• Unstable Weights in the Combination of Forecasts

Cited in

(9)

• Team selection for prediction tasks
• Combining forecasts in short term load forecasting: empirical analysis and identification of robust forecaster
• scientific article; zbMATH DE number 1483972 (Why is no real title available?)
• The combination of forecasts: A ranking and subset selection approach
• Strategies for composite forecast
• Forecast with forecasts: diversity matters
• Short-run price forecast performance of individual and composite models for 496 corn cash markets
• Combining interval forecasts
• A maximum likelihood approach to combining forecasts

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