ForecastComb

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Forecast Combination Methods

Christoph E. Weiss

Last update: 7 August 2018

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 1.3.1

Official website: https://cran.r-project.org/web/packages/ForecastComb/index.html

Source code repository: https://github.com/cran/ForecastComb

Cites work

• Is there an optimal forecast combination?
• Least Squares Model Averaging
• Complete subset regressions
• Combining forecasts: A review and annotated bibliography

Cited In (4)

• ExpectHill estimation, extreme risk and heavy tails
• normalp
• Optimal forecasting accuracy using Lp-norm combination
• mtsdi

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