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The Combination of Forecasts

 

作者: BatesJ. M.,   GrangerC. W. J.,  

 

期刊: Journal of the Operational Research Society  (Taylor Available online 1969)
卷期: Volume 20, issue 4  

页码: 451-468

 

ISSN:0160-5682

 

年代: 1969

 

DOI:10.1057/jors.1969.103

 

出版商: Taylor&Francis

 

数据来源: Taylor

 

摘要:

AbstractTwo separate sets of forecasts of airline passenger data have been combined to form a composite set of forecasts. The main conclusion is that the composite set of forecasts can yield lower mean-square error than either of the original forecasts. Past errors of each of the original forecasts are used to determine the weights to attach to these two original forecasts in forming the combined forecasts, and different methods of deriving these weights are examined.

 

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