Time series forecasting with multiple candidate models: selecting or combining?

DOI10.1007/S11424-008-9062-5MaRDI QIDQ2583096zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 13 January 2006

Published in Journal of Systems Science and Complexity (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11424-008-9062-5

zbMATH Keywords

combining forecastsmodel selectionrobustnessstability

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20)

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Cites work

• A novel nonlinear ensemble forecasting model incorporating GLAR and ANN for foreign exchange rates
• Arcing classifiers. (With discussion)
• Co-Integration and Error Correction: Representation, Estimation, and Testing
• Crude oil price forecasting with TEI\@I methodology
• Foreign-exchange-rate forecasting with artificial neural networks
• scientific article; zbMATH DE number 823069 (Why is no real title available?)
• Multilayer feedforward networks are universal approximators
• Unstable Weights in the Combination of Forecasts

Cited in

(5)

• A two-fold multi-objective multi-verse optimization-based time series forecasting
• Frequency-based ensemble forecasting model for time series forecasting
• A combination selection algorithm on forecasting
• Time Series Models for Forecasting: Testing or Combining?
• Building forecasting model for time series based on improvements in establishing fuzzy relationships and clustering algorithm

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