A combination selection algorithm on forecasting

DOI10.1016/J.EJOR.2013.08.045zbMATH Open1305.62335OpenAlexW2037097753MaRDI QIDQ2256180FDOQ2256180

Authors: Shuang Cang, Hongnian Yu 

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

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zbMATH Keywords

information theoryneural networksseasonal autoregressive integrated moving averagecombination forecast

Mathematics Subject Classification ID

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

Cites Work

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• Combination forecasting for directional accuracy: An application to survey interest rate forecasts

Cited In (12)

• `Horses for courses' in demand forecasting
• Time series forecasting with multiple candidate models: selecting or combining?
• Metalearning of time series: an approximate dynamic programming approach
• Title not available (Why is that?)
• Title not available (Why is that?)
• Forecast with forecasts: diversity matters
• Generalizing the Theta method for automatic forecasting
• A data-driven random subfeature ensemble learning algorithm for weather forecasting
• Forecasting for big data: does suboptimality matter?
• A data analytic approach to forecasting daily stock returns in an emerging market
• Model combination in neural-based forecasting
• Structural combination of seasonal exponential smoothing forecasts applied to load forecasting

Uses Software

• AdaBoost.MH

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