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Forecast combination in industrial series: A comparison between individual forecasts and its combinations with and without correlated errors
16 references·0 citing·31 second hop
Forecast combination in industrial series: A comparison between individual forecasts and its combinations with and without correlated errors (2012)Forecast combination in industrial series…Handbook of Economic Forecasting (2013)Handbook of Economic Forecast…An artificial neural network (p,d,q) model for timeseries forecasting (2009)An artificial neural network …To combine or not to combine: selecting among forecasts and their combinations (2004)To combine or not to combine:…Combination forecasts of output growth in a seven‐country data set (2004)Combination forecasts of outp…Principles of Forecasting. A Handbook for Researchers and Practitioners (2002)Principles of Forecasting. A …Principles of forecasting : a handbook for researchers and practitioners (2001)Principles of forecasting : a…An investigation of model selection criteria for neural network time series forecasting (2001)An investigation of model sel…The M3-Competition: results, conclusions and implications (2000)The M3-Competition: results, …On the asymmetry of the symmetric MAPE (1999)On the asymmetry of the symme…Neural Network Models for Time Series Forecasts (1996)Neural Network Models for Tim…Combining forecasts: A review and annotated bibliography (1990)Combining forecasts: A review…Combining forecasts: A review and annotated bibliography (1989)Combining forecasts: A review…Improved methods of combining forecasts (1984)Improved methods of combining…Averages of Forecasts: Some Empirical Results (1983)Averages of Forecasts: Some E…Experience with Forecasting Univariate Time Series and the Combination of Forecasts (1974)Experience with Forecasting U…The Combination of Forecasts (1969)The Combination of ForecastsTime Series Analysis: Forecasting and Control (1977)Macroeconomics and Reality (1980)Statistical analysis of cointegration vectors (1988)Chapter 4 Forecast Combinations (2006)Carbon Tail Risk (2018)Empirical Asset Pricing via Machine Learning (2020)Expert judgment: Some necessary conditions and an example. (1974)Forecasting Using Principal Components From a Large Number of Predictors (2002)Macroeconomic Forecasting Using Diffusion Indexes (2002)Forecasting Stock Returns (2013)Deep neural networks, gradient-boosted trees, random forests: Statistical arbitrage on the S&P 500 (2016)Forecasting with artificial neural networks: (1998)Time series forecasting using a hybrid ARIMA and neural network model (2003)Using artificial neural network models in stock market index prediction (2011)Comparison of ARIMA and Artificial Neural Networks Models for Stock Price Prediction (2014)Recurrent neural network and a hybrid model for prediction of stock returns (2014)Construct validity in psychological tests. (1955)Time Series Analysis: Forecasting and Control. (1978)Time Series Analysis, Forecasting, and Control (1995)Judgmental forecasting: A review of progress over the last 25years (2006)Consensus measurement in Delphi studies (2012)Forecasting: theory and practice (2022)Forecasting Sales by Exponentially Weighted Moving Averages (1960)Bayesian Forecasting (1976)Tests for Forecast Encompassing (1998)The accuracy of extrapolation (time series) methods: Results of a forecasting competition (1982)25 years of time series forecasting (2006)Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy (2009)Statistical and Machine Learning forecasting methods: Concerns and ways forward (2018)Recurrent Neural Networks for Time Series Forecasting: Current status and future directions (2020)Forecasting Output and Inflation: The Role of Asset Prices (2003)
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References

  • 1969The Combination of Forecasts3,194 cited
  • 1989Combining forecasts: A review and annotated bibliography2,170 cited
  • 2000The M3-Competition: results, conclusions and implications1,700 cited
  • 1990Combining forecasts: A review and annotated bibliography1,465 cited
  • 2013Handbook of Economic Forecasting1,216 cited
  • 1984Improved methods of combining forecasts1,152 cited
  • 2004Combination forecasts of output growth in a seven‐country data set1,138 cited
  • 2001Principles of forecasting : a handbook for researchers and practitioners1,045 cited
  • 1974Experience with Forecasting Univariate Time Series and the Combination of Forecasts849 cited
  • 2009An artificial neural network (p,d,q) model for timeseries forecasting785 cited
  • 1983Averages of Forecasts: Some Empirical Results622 cited
  • 2002Principles of Forecasting. A Handbook for Researchers and Practitioners517 cited
  • 1996Neural Network Models for Time Series Forecasts468 cited
  • 1999On the asymmetry of the symmetric MAPE329 cited
  • 2004To combine or not to combine: selecting among forecasts and their combinations325 cited
  • 2001

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An investigation of model selection criteria for neural network time series forecasting
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