Time Series Models for Forecasting: Testing or Combining?

DOI10.2202/1558-3708.1385zbMATH Open1260.91189OpenAlexW2044409892MaRDI QIDQ5452765FDOQ5452765

Authors: Zhuo Chen, Yuhong Yang 

Publication date: 4 April 2008

Published in: Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)

Full work available at URL: https://lib.dr.iastate.edu/stat_las_preprints/118

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Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Statistical methods; economic indices and measures (91B82) Economic time series analysis (91B84)

Cited In (9)

• Combining time series forecasting methods for Internet traffic
• Time series forecasting with multiple candidate models: selecting or combining?
• Forecasting with model uncertainty: representations and risk reduction
• Online learning and forecast combination in unbalanced panels
• Modelling methodology and forecast failure
• A note on forecasting Euro area inflation: leave-\(h\)-out cross validation combination as an alternative to model selection
• Robust forecast combinations
• Correcting and combining time series forecasters
• Recursive forecast combination for dependent heterogeneous data

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