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When to choose the simple average in forecast combination
16 references·1 citing·30 second hop
When to choose the simple average in forecast combination (2016)When to choose the simple average in fore…The forecast combination puzzle: A simple theoretical explanation (2016)The forecast combination puzz…Simple versus complex forecasting: The evidence (2015)Simple versus complex forecas…Golden rule of forecasting: Be conservative (2015)Golden rule of forecasting: B…Combining expert forecasts: Can anything beat the simple average? (2012)Combining expert forecasts: C…A Simple Explanation of the Forecast Combination Puzzle* (2009)A Simple Explanation of the F…Combination forecasts of output growth in a seven‐country data set (2004)Combination forecasts of outp…The M3-Competition: results, conclusions and implications (2000)The M3-Competition: results, …Review of guidelines for the use of combined forecasts (2000)Review of guidelines for the …Statistical methods in finance (1996)Statistical methods in finance8 Forecast evaluation and combination (1996)8 Forecast evaluation and com…Combining forecasts: A review and annotated bibliography (1990)Combining forecasts: A review…Combining forecasts: A review and annotated bibliography (1989)Combining forecasts: A review…Structural change and the combination of forecasts (1987)Structural change and the com…Combining Economic Forecasts (1986)Combining Economic ForecastsThe accuracy of extrapolation (time series) methods: Results of a forecasting competition (1982)The accuracy of extrapolation…The Combination of Forecasts (1969)The Combination of ForecastsState-space TBATS model for container freight rate forecasting with improved accuracy (2022)State-space TBATS model for c…Expert judgment: Some necessary conditions and an example. (1974)Chapter 4 Forecast Combinations (2006)Experience with Forecasting Univariate Time Series and the Combination of Forecasts (1974)Improved methods of combining forecasts (1984)Why are Gambling Markets Organised so Differently from Financial Markets? (2004)Some Contributions of Integrated Assessment Models of Global Climate Change (2017)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Comparing Predictive Accuracy (1994)Predicting currency crises: (1999)Comparing Density Forecasts via Weighted Likelihood Ratio Tests (2007)Forecasting with panel data (2008)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)Time Series Analysis: Forecasting and Control (1977)Exponential smoothing: The state of the art (1985)Error measures for generalizing about forecasting methods: Empirical comparisons (1992)Forecasting methods and applications (1993)Time series forecasting using a hybrid ARIMA and neural network model (2003)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)FFORMA: Feature-based forecast model averaging (2019)Forecast combinations: An over 50-year review (2022)Guidance on Expert Knowledge Elicitation in Food and Feed Safety Risk Assessment (2014)Hybrid structures in time series modeling and forecasting: A review (2019)Handbook of Economic Forecasting (2013)
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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
  • 1982The accuracy of extrapolation (time series) methods: Results of a forecasting competition1,465 cited
  • 1990Combining forecasts: A review and annotated bibliography1,465 cited
  • 2004Combination forecasts of output growth in a seven‐country data set1,138 cited
  • 19968 Forecast evaluation and combination536 cited
  • 1986Combining Economic Forecasts341 cited
  • 2009A Simple Explanation of the Forecast Combination Puzzle*336 cited
  • 2012Combining expert forecasts: Can anything beat the simple average?314 cited
  • 2016The forecast combination puzzle: A simple theoretical explanation246 cited
  • 2000Review of guidelines for the use of combined forecasts241 cited
  • 1987Structural change and the combination of forecasts235 cited
  • 2015Simple versus complex forecasting: The evidence223 cited
  • 2015Golden rule of forecasting: Be conservative169 cited
  • 1996Statistical methods in finance

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  • 2022State-space TBATS model for container freight rate forecasting with improved accuracy37 cited