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.
点击下载:
PDF (4859KB)
返 回