Efficiency of the independence assumption in the combination of forecasts

DOI10.1016/0167-6377(84)90022-1zbMATH Open0553.62086OpenAlexW2077017910MaRDI QIDQ802269FDOQ802269

Authors: Ian Topping, Derek W. Bunn 

Publication date: 1984

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6377(84)90022-1

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zbMATH Keywords

predictionrobustnesscombination of forecastscomposite forecastsindependence assumption

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20)

Cites Work

• Combining Probability Distributions from Dependent Information Sources
• Title not available (Why is that?)
• Some Comments on the Combination of Forecasts
• A Simplification of the Matrix Beta Distribution for Combining Estimators
• Combining Expert Judgments: A Bayesian Approach
• Almost Linearly-Optimum Combination of Unbiased Estimates
• A Comparative Evaluation of the Outperformance and Minimum Variance Procedures for the Linear Synthesis of Forecasts
• Title not available (Why is that?)
• Two Methodologies for the Linear Combination of Forecasts
• The Combination of Forecasts: A Bayesian Approach

Cited In (3)

• On aggregation bias in fixed-event forecast efficiency tests
• Combining Global Antithetic Forecasts
• Persistence in forecasting performance and conditional combination strategies

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