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Combining prediction intervals in the M4 competition
16 references·0 citing·41 second hop
Combining prediction intervals in the M4 competition (2019)Combining prediction intervals in the M4 …FFORMA: Feature-based forecast model averaging (2019)FFORMA: Feature-based forecas…The M4 Competition: Results, findings, conclusion and way forward (2018)The M4 Competition: Results, …Is It Better to Average Probabilities or Quantiles? (2013)Is It Better to Average Proba…The trouble with overconfidence. (2008)The trouble with overconfiden…Strictly Proper Scoring Rules, Prediction, and Estimation (2007)Strictly Proper Scoring Rules…Intuitions About Combining Opinions: Misappreciation of the Averaging Principle (2006)Intuitions About Combining Op…Overconfidence in Interval Estimates. (2004)Overconfidence in Interval Es…The M3-Competition: results, conclusions and implications (2000)The M3-Competition: results, …Calculating Interval Forecasts (1993)Calculating Interval ForecastsExperts in uncertainty: opinion and subjective probability in science (1992)Experts in uncertainty: opini…Combining forecasts: A review and annotated bibliography (1990)Combining forecasts: A review…Combining forecasts: A review and annotated bibliography (1989)Combining forecasts: A review…Combining Probability Distributions: A Critique and an Annotated Bibliography (1986)Combining Probability Distrib…Judgment under uncertainty: Heuristics and biases (1982)Judgment under uncertainty: H…Evidential impact of base rates (1982)Evidential impact of base rat…The Opinion Pool (1961)The Opinion PoolThe base-rate fallacy in probability judgments (1980)Causal schemas in judgments under uncertainty (1982)On the study of statistical intuitions (1982)Norm theory: Comparing reality to its alternatives. (1986)The Noise Trader Approach to Finance (1990)Volume, Volatility, Price, and Profit When All Traders Are Above Average (1998)Expert judgment: Some necessary conditions and an example. (1974)25 years of time series forecasting (2006)Chapter 4 Forecast Combinations (2006)Elicitation of Personal Probabilities and Expectations (1971)Comparing Predictive Accuracy (1994)Probabilistic Forecasts, Calibration and Sharpness (2007)Making and Evaluating Point Forecasts (2011)Generación de series de tiempo financieras sintéticas para "data augmentation" usando redes neuronales generativas adversarias (GAN) (2021)Decision Analysis: Introductory Lectures on Choices Under Uncertainty. (1969)Agreeing to Disagree (1976)Decisions with Multiple Objectives: Preferences and Value Tradeoffs. (1994)Combining Probability Distributions From Experts in Risk Analysis (1999)Trust Management for the Semantic Web (2003)Probabilistic Forecasting (2014)The accuracy of extrapolation (time series) methods: Results of a forecasting competition (1982)Statistical and Machine Learning forecasting methods: Concerns and ways forward (2018)Retail forecasting: Research and practice (2019)Probabilistic forecasting with temporal convolutional neural network (2020)Deep Learning for Time Series Forecasting: Tutorial and Literature Survey (2022)Society and the Adolescent Self-Image (1965)Judgment under Uncertainty: Heuristics and Biases (1975)Unskilled and unaware of it: How difficulties in recognizing one's own incompetence lead to inflated self-assessments. (1999)Algorithm Aversion: People Erroneously Avoid Algorithms after Seeing Them Err (2014)Algorithm appreciation: People prefer algorithmic to human judgment (2019)Resource-rational analysis: Understanding human cognition as the optimal use of limited computational resources (2019)The Combination of Forecasts (1969)Combination forecasts of output growth in a seven‐country data set (2004)Handbook of Economic Forecasting (2013)The Elaboration Likelihood Model of Persuasion (1986)Ethical Decision Making by Individuals in Organizations: An Issue-Contingent Model (1991)Differences between entrepreneurs and managers in large organizations: Biases and heuristics in strategic decision-making (1997)Recurrent Neural Networks for Time Series Forecasting: Current status and future directions (2020)Latin hypercube sampling and the propagation of uncertainty in analyses of complex systems (2003)The origins and evolution of scenario techniques in long range business planning (2005)Survey of sampling-based methods for uncertainty and sensitivity analysis (2006)
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References

  • 2007Strictly Proper Scoring Rules, Prediction, and Estimation5,771 cited
  • 1982Judgment under uncertainty: Heuristics and biases3,643 cited
  • 2008The trouble with overconfidence.2,347 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
  • 1992Experts in uncertainty: opinion and subjective probability in science1,129 cited
  • 1986Combining Probability Distributions: A Critique and an Annotated Bibliography1,007 cited
  • 2018The M4 Competition: Results, findings, conclusion and way forward634 cited
  • 1982Evidential impact of base rates591 cited
  • 2004Overconfidence in Interval Estimates.508 cited
  • 2006Intuitions About Combining Opinions: Misappreciation of the Averaging Principle407 cited
  • 1961The Opinion Pool405 cited
  • 1993Calculating Interval Forecasts364 cited
  • 2019FFORMA: Feature-based forecast model averaging313 cited
  • 2013Is It Better to Average Probabilities or Quantiles?

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