Efficiency of the independence assumption in the combination of forecasts (Q802269)
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scientific article; zbMATH DE number 3881735
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| English | Efficiency of the independence assumption in the combination of forecasts |
scientific article; zbMATH DE number 3881735 |
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Efficiency of the independence assumption in the combination of forecasts (English)
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1984
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By means of theory and experimental simulation, this paper examines the circumstances whereby the independence assumption may produce more efficient composite forecasts. Its applicability is shown to depend both upon the underlying correlation structure and relative size of forecast errors as well as the observation base available for estimation.
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combination of forecasts
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robustness
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prediction
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independence assumption
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composite forecasts
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0.7495213747024536
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0.7420101165771484
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0.7385868430137634
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