A combination selection algorithm on forecasting

DOI10.1016/j.ejor.2013.08.045zbMath1305.62335OpenAlexW2037097753MaRDI QIDQ2256180

Hongnian Yu, Shuang Cang

Publication date: 19 February 2015

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

Full work available at URL: http://irep.ntu.ac.uk/id/eprint/40537/1/1357047_Cang2.pdf

zbMATH Keywords

neural networksinformation theoryseasonal autoregressive integrated moving averagecombination forecast

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Learning and adaptive systems in artificial intelligence (68T05) Information theory (general) (94A15) Neural nets and related approaches to inference from stochastic processes (62M45)

Related Items (5)

Forecast with forecasts: diversity matters ⋮ A data analytic approach to forecasting daily stock returns in an emerging market ⋮ Generalizing the Theta method for automatic forecasting ⋮ Metalearning of time series: an approximate dynamic programming approach ⋮ `Horses for courses' in demand forecasting

Uses Software

• AdaBoost.MH

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