ForecastComb

MaRDI QIDQ52822swMATHCRANFDO

Authors Christoph E. Weiss

Last update 7 August 2018

Copyright license GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier 1.3.1

Official website https://cran.r-project.org/web/packages/ForecastComb/index.html

Source code repository https://github.com/cran/ForecastComb

Cites work

• Is there an optimal forecast combination?
• Least Squares Model Averaging
• Complete subset regressions
• Combining forecasts: A review and annotated bibliography

Cited in

(4)

• normalp
• ExpectHill estimation, extreme risk and heavy tails
• mtsdi
• Optimal forecasting accuracy using Lp-norm combination

This page was built for software: ForecastComb