Quantile-adaptive probabilistic forecast combining

DOI10.1016/J.EJOR.2025.11.031MaRDI QIDQ7233296zbMATH OpenFDO

Authors Ke Yu, James W. Taylor, Xiaochun Meng

Publication date 27 April 2026

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

Full work available at URL https://doi.org/10.1016/J.EJOR.2025.11.031

zbMATH Keywords

quantilescombining forecastsdecision analysisprobability distributions

Mathematics Subject Classification ID

Operations research and management science (90Bxx)

Cites work

• Aggregating predictions from experts: a review of statistical methods, experiments, and applications
• Bayesian Nonparametric Calibration and Combination of Predictive Distributions
• Coherent combination of experts' opinions. (With discussion)
• Combining Probability Forecasts
• Combining predictive distributions
• Combining probabilistic forecasts of intermittent demand
• Evaluating quantile assessments
• Forecasting and planning during a pandemic: COVID-19 growth rates, supply chain disruptions, and governmental decisions
• Handbook of economic forecasting. Volume 1
• Improving density forecast by modeling asymmetric features: an application to S{\&}P500 returns
• Log-concave probability and its applications
• Probabilistic Forecasts, Calibration and Sharpness
• The Opinion Pool

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