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A non‐linear combination of experts' forecasts: A Bayesian approach

 

作者: Luisa Tibiletti,  

 

期刊: Journal of Forecasting  （WILEY Available online 1994）
卷期: Volume 13, issue 1  

页码: 21-27

 

ISSN:0277-6693

 

年代: 1994

 

DOI:10.1002/for.3980130104

 

出版商: John Wiley&Sons, Ltd.

 

关键词: Combining forecasts;Bayesian expert use;Quasi‐linear average

 

数据来源: WILEY

 

摘要:

AbstractA general Bayesian approach to combiningnexpert forecasts is developed. Under some moderate assumptions on the distributions of the expert errors, it leads to a consistent, monotonic, quasi‐linear average formula. This generalizes Bordley's result

 

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