- Aastveit, K.A. ; Mitchell, J. ; Ravazzolo, F. ; van Dijk, H.K. The evolution of forecast density combinations in economics. 2019 :
Paper not yet in RePEc: Add citation now
- Adhikari, R. A mutual association based nonlinear ensemble mechanism for time series forecasting. 2015 Applied Intelligence. 43 233-250
Paper not yet in RePEc: Add citation now
- Adhikari, R. ; Agrawal, R.K. A novel weighted ensemble technique for time series forecasting. 2012 En : Advances in knowledge discovery and data mining. Springer Berlin Heidelberg: Berlin, Heidelberg
Paper not yet in RePEc: Add citation now
- Agnew, C.E. Bayesian consensus forecasts of macroeconomic variables. 1985 Journal of Forecasting. 4 363-376
Paper not yet in RePEc: Add citation now
Aiolfi, M. ; Timmermann, A. Persistence in forecasting performance and conditional combination strategies. 2006 Journal of Econometrics. 135 31-53
- Akaike, H. A new look at the statistical model identification. 1974 IEEE Transactions on Automatic Control. 19 716-723
Paper not yet in RePEc: Add citation now
Aksu, C. ; Gunter, S.I. An empirical analysis of the accuracy of SA, OLS, ERLS and NRLS combination forecasts. 1992 International Journal of Forecasting. 8 27-43
- Andrawis, R.R. ; Atiya, A.F. ; El-Shishiny, H. Combination of long term and short term forecasts, with application to tourism demand forecasting. 2011 International Journal of Forecasting. 27 870-886
Paper not yet in RePEc: Add citation now
- Armstrong, J.S. Combining forecasts. 2001 En : Principles of forecasting: A handbook for researchers and practitioners. Springer: Boston, MA
Paper not yet in RePEc: Add citation now
Assimakopoulos, V. ; Nikolopoulos, K. The theta model: a decomposition approach to forecasting. 2000 International Journal of Forecasting. 16 521-530
- Atger, F. Spatial and interannual variability of the reliability of ensemble-based probabilistic forecasts: Consequences for calibration. 2003 Monthly Weather Review. 131 1509-1523
Paper not yet in RePEc: Add citation now
- Atiya, A.F. Why does forecast combination work so well?. 2020 International Journal of Forecasting. 36 197-200
Paper not yet in RePEc: Add citation now
Babikir, A. ; Mwambi, H. Evaluating the combined forecasts of the dynamic factor model and the artificial neural network model using linear and nonlinear combining methods. 2016 Empirical Economics. 51 1541-1556
Baran, S. Probabilistic wind speed forecasting using Bayesian model averaging with truncated normal components. 2014 Computational Statistics & Data Analysis. 75 227-238
Baran, S. ; Lerch, S. Combining predictive distributions for the statistical post-processing of ensemble forecasts. 2018 International Journal of Forecasting. 34 477-496
- Barandas, M. ; Folgado, D. ; Fernandes, L. ; Santos, S. ; Abreu, M. ; Bota, P. ; Liu, H. ; Schultz, T. ; Gamboa, H. SoftwareX, TSFEL: Time Series Feature Extraction Library, vol. 11. 2020 Elsevier:
Paper not yet in RePEc: Add citation now
- Bartoń, K. MuMIn: Multi-model inference. 2022 :
Paper not yet in RePEc: Add citation now
Bassetti, F. ; Casarin, R. ; Ravazzolo, F. Bayesian nonparametric calibration and combination of predictive distributions. 2018 Journal of the American Statistical Association. 113 675-685
- Bassetti, F. ; Casarin, R. ; Ravazzolo, F. Density forecasting. 2020 En : Fuleky, P. Macroeconomic forecasting in the era of big data: theory and practice. Springer International Publishing: Cham
Paper not yet in RePEc: Add citation now
Batchelor, R. ; Dua, P. Forecaster diversity and the benefits of combining forecasts. 1995 Management Science. 41 68-75
- Bates, J.M. ; Granger, C.W.J. The combination of forecasts. 1969 Journal of the Operational Research Society. 20 451-468
Paper not yet in RePEc: Add citation now
Bauer, P. ; Thorpe, A. ; Brunet, G. The quiet revolution of numerical weather prediction. 2015 Nature. 525 47-55
Baumeister, C. ; Kilian, L. Forecasting the real price of oil in a changing world: A forecast combination approach. 2015 Journal of Business & Economic Statistics. 33 338-351
Ben Taieb, S. ; Taylor, J.W. ; Hyndman, R.J. Hierarchical probabilistic forecasting of electricity demand with smart meter data. 2021 Journal of the American Statistical Association. 116 27-43
- Benjamin, S.G. ; Brown, J.M. ; Brunet, G. ; Lynch, P. ; Saito, K. ; Schlatter, T.W. 100 Years of progress in forecasting and NWP applications. 2018 Meteorological Monographs. 59 13.1-13.67
Paper not yet in RePEc: Add citation now
Bergmeir, C. ; Hyndman, R.J. ; Benítez, J.M. Bagging exponential smoothing methods using STL decomposition and Box–Cox transformation. 2016 International Journal of Forecasting. 32 303-312
- Berrisch, J. ; Ziel, F. CRPS learning. 2021 Journal of Econometrics. -
Paper not yet in RePEc: Add citation now
Billio, M. ; Casarin, R. ; Ravazzolo, F. ; van Dijk, H.K. Time-varying combinations of predictive densities using nonlinear filtering. 2013 Journal of Econometrics. 177 213-232
- Blanc, S.M. ; Setzer, T. Bias–Variance Trade-Off and shrinkage of weights in forecast combination. 2020 Management Science. 66 5720-5737
Paper not yet in RePEc: Add citation now
Blanc, S.M. ; Setzer, T. When to choose the simple average in forecast combination. 2016 Journal of Business Research. 69 3951-3962
Bondell, H.D. ; Reich, B.J. ; Wang, H. Noncrossing quantile regression curve estimation. 2010 Biometrika. 97 825-838
Bracher, J. ; Ray, E.L. ; Gneiting, T. ; Reich, N.G. Evaluating epidemic forecasts in an interval format. 2021 PLoS Computational Biology. 17 -
- Browell, J. ; Gilbert, C. ; Tawn, R. ; May, L. Quantile combination for the EEM20 wind power forecasting competition. 2020 En : 2020 17th International conference on the european energy market. ieeexplore.ieee.org:
Paper not yet in RePEc: Add citation now
- Brown, G. ; Wyatt, J. ; Harris, R. ; Yao, X. Diversity creation methods: a survey and categorisation. 2005 Information Fusion. 6 5-20
Paper not yet in RePEc: Add citation now
Budescu, D.V. ; Chen, E. Identifying expertise to extract the wisdom of crowds. 2015 Management Science. 61 267-280
- Buizza, R. ; Houtekamer, P.L. ; Pellerin, G. ; Toth, Z. ; Zhu, Y. ; Wei, M. A comparison of the ECMWF, MSC, and NCEP global ensemble prediction systems. 2005 Monthly Weather Review. 133 1076-1097
Paper not yet in RePEc: Add citation now
- Buizza, R. ; Milleer, M. ; Palmer, T.N. Stochastic representation of model uncertainties in the ECMWF ensemble prediction system. 1999 Quarterly Journal of the Royal Meteorological Society. 125 2887-2908
Paper not yet in RePEc: Add citation now
- Bunn, D.W. A Bayesian approach to the linear combination of forecasts. 1975 Journal of the Operational Research Society. 26 325-329
Paper not yet in RePEc: Add citation now
Bunn, D.W. Statistical efficiency in the linear combination of forecasts. 1985 International Journal of Forecasting. 1 151-163
- Burnham, K.P. ; Anderson, D.R. Model selection and multi-model inference: a practical information-theoretic approach. 2002 Springer New York, NY:
Paper not yet in RePEc: Add citation now
Busetti, F. Quantile aggregation of density forecasts. 2017 Oxford Bulletin of Economics and Statistics. 79 495-512
Cang, S. ; Yu, H. A combination selection algorithm on forecasting. 2014 European Journal of Operational Research. 234 127-139
- Caruana, R. ; Niculescu-Mizil, A. ; Crew, G. ; Ksikes, A. Ensemble selection from libraries of models. 2004 En : Proceedings of the twenty-first international conference on machine learning. Association for Computing Machinery:
Paper not yet in RePEc: Add citation now
Castle, J.L. ; Clements, M.P. ; Hendry, D.F. Forecasting by factors, by variables, by both or neither?. 2013 Journal of Econometrics. 177 305-319
Chan, F. ; Pauwels, L.L. Some theoretical results on forecast combinations. 2018 International Journal of Forecasting. 34 64-74
Chan, Y.L. ; Stock, J.H. ; Watson, M.W. A dynamic factor model framework for forecast combination. 1999 Spanish Economic Review. 1 91-121
Chernozhukov, V. ; Fernández-Val, I. ; Galichon, A. Quantile and probability curves without crossing. 2010 Econometrica. 78 1093-1125
Chong, Y.Y. ; Hendry, D.F. Econometric evaluation of linear macro-economic models. 1986 Review of Economic Studies. 53 671-690
- Christ, M. ; Braun, N. ; Neuffer, J. ; Kempa-Liehr, A.W. Time Series Feature Extraction on basis of Scalable Hypothesis tests (tsfresh – A Python package). 2018 Neurocomputing. 307 72-77
Paper not yet in RePEc: Add citation now
Claeskens, G. ; Magnus, J.R. ; Vasnev, A.L. ; Wang, W. The forecast combination puzzle: A simple theoretical explanation. 2016 International Journal of Forecasting. 32 754-762
Clark, T.E. ; McCracken, M.W. Averaging forecasts from VARs with uncertain instabilities. 2010 Journal of Applied Econometrics. 25 5-29
Clemen, R.T. Combining forecasts: A review and annotated bibliography. 1989 International Journal of Forecasting. 5 559-583
Clemen, R.T. ; Winkler, R.L. Aggregating point estimates: A flexible modeling approach. 1993 Management Science. 39 501-515
Clemen, R.T. ; Winkler, R.L. Combining economic forecasts. 1986 Journal of Business & Economic Statistics. 4 39-46
Clemen, R.T. ; Winkler, R.L. Combining probability distributions from experts in risk analysis. 1999 Risk Analysis. 19 187-203
Clemen, R.T. ; Winkler, R.L. Limits for the precision and value of information from dependent sources. 1985 Operations Research. 33 427-442
Clements, M. ; Hendry, D. Forecasting economic time series. 1998 Cambridge University Press:
Collopy, F. ; Armstrong, J.S. Rule-based forecasting: Development and validation of an expert systems approach to combining time series extrapolations. 1992 Management Science. 38 1394-1414
Conflitti, C. ; De Mol, C. ; Giannone, D. Optimal combination of survey forecasts. 2015 International Journal of Forecasting. 31 1096-1103
Costantini, M. ; Pappalardo, C. A hierarchical procedure for the combination of forecasts. 2010 International Journal of Forecasting. 26 725-743
- Coulson, N.E. ; Robins, R.P. Forecast combination in a dynamic setting. 1993 Journal of Forecasting. 12 63-67
Paper not yet in RePEc: Add citation now
- Dawid, A.P. Present position and potential developments: Some personal views statistical theory the prequential approach. 1984 Journal of the Royal Statistical Society: Series A (General). 147 278-290
Paper not yet in RePEc: Add citation now
Dawid, A.P. ; DeGroot, M.H. ; Mortera, J. ; Cooke, R. ; French, S. ; Genest, C. ; Schervish, M.J. ; Lindley, D.V. ; McConway, K.J. ; Winkler, R.L. Coherent combination of experts’ opinions. 1995 Test. 4 263-313
De Menezes, L.M. ; Bunn, D.W. ; Taylor, J.W. Review of guidelines for the use of combined forecasts. 2000 European Journal of Operational Research. 120 190-204
Del Negro, M. ; Hasegawa, R.B. ; Schorfheide, F. Dynamic prediction pools: An investigation of financial frictions and forecasting performance. 2016 Journal of Econometrics. 192 391-405
- Delle Monache, L. ; Eckel, F.A. ; Rife, D.L. ; Nagarajan, B. ; Searight, K. Probabilistic weather prediction with an analog ensemble. 2013 Monthly Weather Review. 141 3498-3516
Paper not yet in RePEc: Add citation now
Deutsch, M. ; Granger, C.W.J. ; Teräsvirta, T. The combination of forecasts using changing weights. 1994 International Journal of Forecasting. 10 47-57
Diebold, F.X. Forecast combination and encompassing: Reconciling two divergent literatures. 1989 International Journal of Forecasting. 5 589-592
Diebold, F.X. Serial correlation and the combination of forecasts. 1988 Journal of Business & Economic Statistics. 6 105-111
Diebold, F.X. ; Gunther, T.A. ; Tay, A.S. Evaluating Density Forecasts with Applications to Financial Risk Management. 1998 International Economic Review. 39 863-883
Diebold, F.X. ; Pauly, P. Structural change and the combination of forecasts. 1987 Journal of Forecasting. 6 21-40
Diebold, F.X. ; Pauly, P. The use of prior information in forecast combination. 1990 International Journal of Forecasting. 6 503-508
Diebold, F.X. ; Shin, M. Machine learning for regularized survey forecast combination: Partially-egalitarian LASSO and its derivatives. 2019 International Journal of Forecasting. 35 1679-1691
Diebold, F.X. ; Shin, M. ; Zhang, B. On the aggregation of probability assessments: Regularized mixtures of predictive densities for eurozone inflation and real interest rates. 2022 Journal of Econometrics. -
Diks, C. ; Panchenko, V. ; van Dijk, D. Likelihood-based scoring rules for comparing density forecasts in tails. 2011 Journal of Econometrics. 163 215-230
- Donaldson, R.G. ; Kamstra, M. Forecast combining with neural networks. 1996 Journal of Forecasting. 15 49-61
Paper not yet in RePEc: Add citation now
- Donate, J.P. ; Cortez, P. ; Sanchez, G.G. ; De Miguel, A.S. Time series forecasting using a weighted cross-validation evolutionary artificial neural network ensemble. 2013 Neurocomputing. 109 27-32
Paper not yet in RePEc: Add citation now
- Draper, D. Assessment and propagation of model uncertainty. 1995 Journal of the Royal Statistical Society. Series B. Statistical Methodology. 57 45-70
Paper not yet in RePEc: Add citation now
- Dueben, P.D. ; Bauer, P. Challenges and design choices for global weather and climate models based on machine learning. 2018 Geoscientific Model Development. 11 3999-4009
Paper not yet in RePEc: Add citation now
- Dueben, P.D. ; Bauer, P. ; Adams, S. Deep learning to improve weather predictions. 2021 En : Deep Learning for the Earth Sciences. Wiley:
Paper not yet in RePEc: Add citation now
- Elliott, G. Averaging and the optimal combination of forecasts. 2011 :
Paper not yet in RePEc: Add citation now
- Elliott, G. ; Timmermann, A. Optimal forecast combinations under general loss functions and forecast error distributions. 2004 Journal of Econometrics. 122 47-79
Paper not yet in RePEc: Add citation now
- Fakoor, R. ; Kim, T. ; Mueller, J. ; Smola, A. ; Tibshirani, R.J. Flexible model aggregation for quantile regression. 2021 :
Paper not yet in RePEc: Add citation now
- Fernández-Villaverde, J. ; Rubio-Ramırez, J.F. Comparing dynamic equilibrium models to data: a Bayesian approach. 2004 Journal of Econometrics. 123 153-187
Paper not yet in RePEc: Add citation now
Fischer, I. ; Harvey, N. Combining forecasts: What information do judges need to outperform the simple average?. 1999 International Journal of Forecasting. 15 227-246
- Fletcher, D. Model Averaging. 2018 Springer: Berlin
Paper not yet in RePEc: Add citation now
- Freitas, P.S.A. ; Rodrigues, A.J.L. Model combination in neural-based forecasting. 2006 European Journal of Operational Research. 173 801-814
Paper not yet in RePEc: Add citation now
- Fulcher, B.D. ; Jones, N.S. Hctsa: A computational framework for automated time-series phenotyping using massive feature extraction. 2017 Cell Systems. 5 527-531.e3
Paper not yet in RePEc: Add citation now
Gaba, A. ; Tsetlin, I. ; Winkler, R.L. Combining interval forecasts. 2017 Decision Analysis. 14 1-20
- Galton, F. One vote, one value. 1907 Nature. 75 414-
Paper not yet in RePEc: Add citation now
- Galton, F. Vox populi. 1907 Nature. 75 450-451
Paper not yet in RePEc: Add citation now
- Ganaie, M.A. ; Hu, M. ; Malik, A.K. ; Tanveer, M. ; Suganthan, P.N. Ensemble deep learning: A review. 2022 Engineering Applications of Artificial Intelligence. 115 -
Paper not yet in RePEc: Add citation now
Garratt, A. ; Lee, K. ; Pesaran, M.H. ; Shin, Y. Forecast uncertainties in macroeconomic modeling. 2003 Journal of the American Statistical Association. 98 829-838
- Gastinger, J., Nicolas, S., Stepić, D., Schmidt, M., & Schülke, A. (2021). A study on Ensemble Learning for Time Series Forecasting and the need for Meta-Learning. In 2021 International joint conference on neural networks (pp. 1–8). http://dx.doi.org/10.1109/IJCNN52387.2021.9533378.
Paper not yet in RePEc: Add citation now
- Genest, C. ; Schervish, M.J. Modeling expert judgments for Bayesian updating. 1985 The Annals of Statistics. 13 1198-1212
Paper not yet in RePEc: Add citation now
Genre, V. ; Kenny, G. ; Meyler, A. ; Timmermann, A. Combining expert forecasts: Can anything beat the simple average?. 2013 International Journal of Forecasting. 29 108-121
Geweke, J. ; Amisano, G. Comparing and evaluating Bayesian predictive distributions of asset returns. 2010 International Journal of Forecasting. 26 216-230
Geweke, J. ; Amisano, G. Optimal prediction pools. 2011 Journal of Econometrics. 164 130-141
Gneiting, T. ; Balabdaoui, F. ; Raftery, A.E. Probabilistic forecasts, calibration and sharpness. 2007 Journal of the Royal Statistical Society. Series B. Statistical Methodology. 69 243-268
- Gneiting, T. ; Katzfuss, M. Probabilistic forecasting. 2014 Annual Review of Statistics and Its Application. 1 125-151
Paper not yet in RePEc: Add citation now
Gneiting, T. ; Raftery, A.E. Strictly proper scoring rules, prediction, and estimation. 2007 Journal of the American Statistical Association. 102 359-378
- Gneiting, T. ; Raftery, A.E. Weather forecasting with ensemble methods. 2005 Science. 310 248-249
Paper not yet in RePEc: Add citation now
- Gneiting, T. ; Raftery, A.E. ; Westveld, A.H. ; Goldman, T. Calibrated probabilistic forecasting using ensemble model output statistics and minimum CRPS estimation. 2005 Monthly Weather Review. 133 1098-1118
Paper not yet in RePEc: Add citation now
- Gneiting, T. ; Ranjan, R. Combining predictive distributions. 2013 Electronic Journal of Statistics. 7 1747-1782
Paper not yet in RePEc: Add citation now
- Godahewa, R. ; Bergmeir, C. ; Webb, G.I. ; Hyndman, R.J. ; Montero-Manso, P. Monash time series forecasting repository. 2021 :
Paper not yet in RePEc: Add citation now
- Godahewa, R., Bergmeir, C., Webb, G. I., Hyndman, R. J., & Montero-Manso, P. (2021a). Monash Time Series Forecasting Archive. In J. Vanschoren, & S. Yeung (Eds.), 1, Proceedings of the Neural Information Processing Systems Track on Datasets and Benchmarks.
Paper not yet in RePEc: Add citation now
Graham, J.R. Is a group of economists better than one? Than none?. 1996 Journal of Business. 69 193-232
- Granger, C.W.J. ; Jeon, Y. Thick modeling. 2004 Economic Modelling. 21 323-343
Paper not yet in RePEc: Add citation now
- Granger, C.W.J. ; Ramanathan, R. Improved methods of combining forecasts. 1984 Journal of Forecasting. 3 197-204
Paper not yet in RePEc: Add citation now
Green, K.C. ; Armstrong, J.S. Simple versus complex forecasting: The evidence. 2015 Journal of Business Research. 68 1678-1685
- Grönquist, P. ; Yao, C. ; Ben-Nun, T. ; Dryden, N. ; Dueben, P. ; Li, S. ; Hoefler, T. Deep learning for post-processing ensemble weather forecasts. 2021 Philosophical Transactions of the Royal Society, Series A. 379 -
Paper not yet in RePEc: Add citation now
- Grushka-Cockayne, Y. ; Jose, V.R.R. Combining prediction intervals in the M4 competition. 2020 International Journal of Forecasting. 36 178-185
Paper not yet in RePEc: Add citation now
Grushka-Cockayne, Y. ; Jose, V.R.R. ; Lichtendahl, K.C. Ensembles of overfit and overconfident forecasts. 2017 Management Science. 63 1110-1130
Grushka-Cockayne, Y. ; Lichtendahl, K.C. ; Jose, V.R.R. ; Winkler, R.L. Quantile evaluation, sensitivity to bracketing, and sharing business payoffs. 2017 Operations Research. 65 712-728
- Guilhaumon, F. mmSAR: multimodel Species-Area Relationships. 2019 :
Paper not yet in RePEc: Add citation now
Gunter, S.I. Nonnegativity restricted least squares combinations. 1992 International Journal of Forecasting. 8 45-59
Hall, S.G. ; Mitchell, J. Combining density forecasts. 2007 International Journal of Forecasting. 23 1-13
- Harrald, P.G. ; Kamstra, M. Evolving artificial neural networks to combine financial forecasts. 1997 IEEE Transactions on Evolutionary Computation. 1 40-52
Paper not yet in RePEc: Add citation now
Harvey, D.I. ; Leybourne, S.J. ; Newbold, P. Tests for forecast encompassing. 1998 Journal of Business & Economic Statistics. 16 254-259
- Henderson, T. ; Fulcher, B.D. An empirical evaluation of time-series feature sets. 2021 En : 2021 International conference on data mining workshops. IEEE:
Paper not yet in RePEc: Add citation now
Hendry, D.F. ; Clements, M.P. Pooling of forecasts. 2004 The Econometrics Journal. 7 1-31
Hibon, M. ; Evgeniou, T. To combine or not to combine: selecting among forecasts and their combinations. 2005 International Journal of Forecasting. 21 15-24
- Hoeting, J.A. ; Madigan, D. ; Raftery, A.E. ; Volinsky, C.T. Bayesian model averaging: a tutorial. 1999 Statistical Science. 14 382-417
Paper not yet in RePEc: Add citation now
Hollyman, R. ; Petropoulos, F. ; Tipping, M.E. Understanding forecast reconciliation. 2021 European Journal of Operational Research. 294 149-160
Hora, S.C. Probability judgments for continuous quantities: Linear combinations and calibration. 2004 Management Science. 50 597-604
Hsiao, C. ; Wan, S.K. Is there an optimal forecast combination?. 2014 Journal of Econometrics. 178 294-309
Hyndman, R.J. A brief history of forecasting competitions. 2020 International Journal of Forecasting. 36 7-14
Hyndman, R.J. ; Ahmed, R.A. ; Athanasopoulos, G. ; Shang, H.L. Optimal combination forecasts for hierarchical time series. 2011 Computational Statistics & Data Analysis. 55 2579-2589
- Hyndman, R.J. ; Athanasopoulos, G. Forecasting: Principles and Practice. 2021 Melbourne, Australia: OTexts
Paper not yet in RePEc: Add citation now
- Hyndman, R.J. ; Athanasopoulos, G. ; Bergmeir, C. ; Caceres, G. ; Chhay, L. ; O’Hara-Wild, M. ; Petropoulos, F. ; Razbash, S. ; Wang, E. ; Yasmeen, F. forecast: Forecasting functions for time series and linear models. 2021 :
Paper not yet in RePEc: Add citation now
Jore, A.S. ; Mitchell, J. ; Vahey, S.P. Combining forecast densities from VARs with uncertain instabilities. 2010 Journal of Applied Economics. 25 621-634
- Jose, V.R.R. ; Grushka-Cockayne, Y. ; Lichtendahl, K.C. Trimmed opinion pools and the Crowd’s calibration problem. 2014 Management Science. 60 463-475
Paper not yet in RePEc: Add citation now
Jose, V.R.R. ; Winkler, R.L. Evaluating quantile assessments. 2009 Operations Research. 57 1287-1297
Jose, V.R.R. ; Winkler, R.L. Simple robust averages of forecasts: Some empirical results. 2008 International Journal of Forecasting. 24 163-169
Jouini, M.N. ; Clemen, R.T. Copula models for aggregating expert opinions. 1996 Operations Research. 44 444-457
- Judge, G.G. ; Bock, M.E. The statistical implications of pre-test and stein-rule estimators in econometrics. 1978 North Holland: Amsterdam
Paper not yet in RePEc: Add citation now
Kang, H. Unstable weights in the combination of forecasts. 1986 Management Science. 32 683-695
- Kang, Y. ; Cao, W. ; Petropoulos, F. ; Li, F. Forecast with forecasts: Diversity matters. 2021 European Journal of Operational Research. -
Paper not yet in RePEc: Add citation now
- Kang, Y. ; Hyndman, R.J. ; Li, F. GRATIS: GeneRAting TIme Series with diverse and controllable characteristics. 2020 Statistical Analysis and Data Mining. 13 354-376
Paper not yet in RePEc: Add citation now
Kang, Y. ; Hyndman, R.J. ; Smith-Miles, K. Visualising forecasting algorithm performance using time series instance spaces. 2017 International Journal of Forecasting. 33 345-358
- Kang, Y. ; Li, F. ; Hyndman, R.J. ; O’Hara-Wild, M. ; Zhao, B. gratis: GeneRAting TIme Series with diverse and controllable characteristics. 2020 :
Paper not yet in RePEc: Add citation now
- Kang, Y. ; Spiliotis, E. ; Petropoulos, F. ; Athiniotis, N. ; Li, F. ; Assimakopoulos, V. Déjà vu: A data-centric forecasting approach through time series cross-similarity. 2020 Journal of Business Research. -
Paper not yet in RePEc: Add citation now
Kapetanios, G. ; Mitchell, J. ; Price, S. ; Fawcett, N. Generalised density forecast combinations. 2015 Journal of Econometrics. 188 150-165
- Kışınbay, T. The use of encompassing tests for forecast combinations. 2010 Journal of Forecasting. 29 715-727
Paper not yet in RePEc: Add citation now
Kolassa, S. Combining exponential smoothing forecasts using Akaike weights. 2011 International Journal of Forecasting. 27 238-251
- Koop, G. Bayesian Econometrics. 2003 Wiley:
Paper not yet in RePEc: Add citation now
Koop, G. ; Korobilis, D. Forecasting inflation using dynamic model averaging. 2012 International Economic Review. 53 867-886
Koop, G. ; Potter, S. Forecasting in large macroeconomic panels using Bayesian model averaging. 2003 :
Kourentzes, N. ; Barrow, D. ; Petropoulos, F. Another look at forecast selection and combination: Evidence from forecast pooling. 2019 International Journal of Production Economics. 209 226-235
- Kourentzes, N. ; Barrow, D.K. ; Crone, S.F. Neural network ensemble operators for time series forecasting. 2014 Expert Systems with Applications. 41 4235-4244
Paper not yet in RePEc: Add citation now
Kourentzes, N. ; Petropoulos, F. Forecasting with multivariate temporal aggregation: The case of promotional modelling. 2016 International Journal of Production Economics. 181 145-153
Kourentzes, N. ; Petropoulos, F. ; Trapero, J.R. Improving forecasting by estimating time series structural components across multiple frequencies. 2014 International Journal of Forecasting. 30 291-302
- Kourentzes, N. ; Rostami-Tabar, B. ; Barrow, D.K. Demand forecasting by temporal aggregation: Using optimal or multiple aggregation levels?. 2017 Journal of Business Research. 78 1-9
Paper not yet in RePEc: Add citation now
- Krasnopolsky, V.M. ; Lin, Y. A neural network nonlinear multimodel ensemble to improve precipitation forecasts over continental US. 2012 Advances in Meteorology. 2012 -
Paper not yet in RePEc: Add citation now
- Kullback, S. ; Leibler, R.A. On information and sufficiency. 1951 The Annals of Mathematical Statistics. 22 -
Paper not yet in RePEc: Add citation now
Lahiri, K. ; Peng, H. ; Zhao, Y. Testing the value of probability forecasts for calibrated combining. 2015 International Journal of Forecasting. 31 113-129
Larrick, R.P. ; Soll, J.B. Intuitions about combining opinions: Misappreciation of the averaging principle. 2006 Management Science. 52 111-127
- Leamer, E.E. Specification searches: Ad Hoc inference with nonexperimental data. 1978 Wiley:
Paper not yet in RePEc: Add citation now
- Lemke, C. ; Gabrys, B. Meta-learning for time series forecasting and forecast combination. 2010 Neurocomputing. 73 2006-2016
Paper not yet in RePEc: Add citation now
Li, L. ; Kang, Y. ; Li, F. Bayesian forecast combination using time-varying features. 2022 International Journal of Forecasting. -
- Li, X. ; Kang, Y. ; Li, F. Forecasting with time series imaging. 2020 Expert Systems with Applications. 160 -
Paper not yet in RePEc: Add citation now
- Lichtendahl Jr, K.C. ; Grushka-Cockayne, Y. ; Jose, V.R. ; Winkler, R.L. Extremizing and Antiextremizing in Bayesian Ensembles of Binary-Event Forecasts. 2022 Operations Research. -
Paper not yet in RePEc: Add citation now
Lichtendahl Jr, K.C. ; Grushka-Cockayne, Y. ; Pfeifer, P.E. The wisdom of competitive crowds. 2013 Operations Research. 61 1383-1398
Lichtendahl, K.C. ; Grushka-Cockayne, Y. ; Winkler, R.L. Is it better to average probabilities or quantiles?. 2013 Management Science. 59 1594-1611
- Lichtendahl, K.C. ; Winkler, R.L. Why do some combinations perform better than others?. 2020 International Journal of Forecasting. 36 142-149
Paper not yet in RePEc: Add citation now
- Lorenz, E.N. Deterministic nonperiodic flow. 1963 Journal of Atmospheric Sciences. 20 130-141
Paper not yet in RePEc: Add citation now
- Lubba, C.H. ; Sethi, S.S. ; Knaute, P. ; Schultz, S.R. ; Fulcher, B.D. ; Jones, N.S. Catch22: Canonical time-series characteristics. 2019 Data Mining and Knowledge Discovery. 33 1821-1852
Paper not yet in RePEc: Add citation now
- Ma, S. ; Fildes, R. Retail sales forecasting with meta-learning. 2021 European Journal of Operational Research. 288 111-128
Paper not yet in RePEc: Add citation now
- Makridakis, S. Forecasting: its role and value for planning and strategy. 1996 International Journal of Forecasting. 12 513-537
Paper not yet in RePEc: Add citation now
- Makridakis, S. ; Andersen, A. ; Carbone, R. ; Fildes, R. ; Hibon, M. ; Lewandowski, R. ; Newton, J. ; Parzen, E. ; Winkler, R. The accuracy of extrapolation (time series) methods: Results of a forecasting competition. 1982 Journal of Forecasting. 1 111-153
Paper not yet in RePEc: Add citation now
Makridakis, S. ; Hibon, M. The M3-Competition: results, conclusions and implications. 2000 International Journal of Forecasting. 16 451-476
Makridakis, S. ; Spiliotis, E. ; Assimakopoulos, V. The M4 competition: 100,000 time series and 61 forecasting methods. 2020 International Journal of Forecasting. 36 54-74
- Makridakis, S. ; Spiliotis, E. ; Assimakopoulos, V. The M5 accuracy competition: Results, findings and conclusions. 2022 International Journal of Forecasting. -
Paper not yet in RePEc: Add citation now
- Makridakis, S. ; Spiliotis, E. ; Assimakopoulos, V. ; Chen, Z. ; Gaba, A. ; Tsetlin, I. ; Winkler, R.L. The M5 Uncertainty competition: Results, findings and conclusions. 2020 International Journal of Forecasting. 1-24
Paper not yet in RePEc: Add citation now
Makridakis, S. ; Winkler, R.L. Averages of forecasts: Some empirical results. 1983 Management Science. 29 987-996
- Mannes, A.E. ; Soll, J.B. ; Larrick, R.P. The wisdom of select crowds. 2014 Journal of Personality and Social Psychology. 107 276-299
Paper not yet in RePEc: Add citation now
- Maqsood, I. ; Khan, M.R. ; Abraham, A. An ensemble of neural networks for weather forecasting. 2004 Neural Computing & Applications. 13 112-122
Paper not yet in RePEc: Add citation now
- Martin, G.M. ; Loaiza-Maya, R. ; Maneesoonthorn, W. ; Frazier, D.T. ; Ramírez-Hassan, A. Optimal probabilistic forecasts: When do they work?. 2021 International Journal of Forecasting. -
Paper not yet in RePEc: Add citation now
- Mass, C.F. IFPS and the future of the national weather service. 2003 Weather and Forecasting. 18 75-79
Paper not yet in RePEc: Add citation now
McAlinn, K. ; Aastveit, K.A. ; Nakajima, J. ; West, M. Multivariate Bayesian predictive synthesis in macroeconomic forecasting. 2020 Journal of the American Statistical Association. 115 1092-1110
McAlinn, K. ; West, M. Dynamic Bayesian predictive synthesis in time series forecasting. 2019 Journal of Econometrics. 210 155-169
- McNees, S.K. The uses and abuses of ‘consensus’ forecasts. 1992 Journal of Forecasting. 11 703-710
Paper not yet in RePEc: Add citation now
- Montero-Manso, P. M4metalearning: Metalearning tools for time series forecasting. 2019 :
Paper not yet in RePEc: Add citation now
Montero-Manso, P. ; Athanasopoulos, G. ; Hyndman, R.J. ; Talagala, T.S. FFORMA: Feature-based forecast model averaging. 2020 International Journal of Forecasting. 36 86-92
- Moon, J. ; Jung, S. ; Rew, J. ; Rho, S. ; Hwang, E. Combination of short-term load forecasting models based on a stacking ensemble approach. 2020 Energy and Buildings. 216 -
Paper not yet in RePEc: Add citation now
Moral-Benito, E. Model averaging in economics: An overview. 2015 Journal of Economic Surveys. 29 46-75
Morris, P.A. Combining expert judgments: A Bayesian approach. 1977 Management Science. 23 667-787
Morris, P.A. Decision analysis expert use. 1974 Management Science. 20 -
- Newbold, P. ; Granger, C.W.J. Experience with forecasting univariate time series and the combination of forecasts. 1974 Journal of the Royal Statistical Society: Series A (General). 137 131-146
Paper not yet in RePEc: Add citation now
- Newbold, P. ; Harvey, D.I. Forecast combination and encompassing. 2004 En : Clements, M.P. ; Hendry, D.F. A companion to economic forecasting. Blackwell Publishing:
Paper not yet in RePEc: Add citation now
Nowotarski, J. ; Raviv, E. ; Trück, S. ; Weron, R. An empirical comparison of alternative schemes for combining electricity spot price forecasts. 2014 Energy Economics. 46 395-412
- O’Hagan, A. ; Buck, C.E. ; Daneshkhah, A. ; Richard Eiser, J. ; Garthwaite, P.H. ; Jenkinson, D.J. ; Oakley, J.E. ; Rakow, T. Uncertain judgements: Eliciting experts’ probabilities. 2006 John Wiley & Sons:
Paper not yet in RePEc: Add citation now
- O’Hara-Wild, M. ; Hyndman, R.J. ; Wang, E. ; Cook, D. ; Talagala, T.S. ; Chhay, L. feasts: Feature extraction and statistics for time series. 2021 :
Paper not yet in RePEc: Add citation now
- Öller, L.-E. A method for pooling forecasts. 1978 Journal of the Operational Research Society. 29 55-63
Paper not yet in RePEc: Add citation now
Opschoor, A. ; van Dijk, D. ; van der Wel, M. Combining density forecasts using focused scoring rules. 2017 Journal of Applied Economics. 32 1298-1313
- Oreshkin, B.N. ; Carpov, D. ; Chapados, N. ; Bengio, Y. N-BEATS: Neural basis expansion analysis for interpretable time series forecasting. 2019 :
Paper not yet in RePEc: Add citation now
Palm, F.C. ; Zellner, A. To combine or not to combine? issues of combining forecasts. 1992 Journal of Forecasting. 11 687-701
Park, S. ; Budescu, D.V. Aggregating multiple probability intervals to improve calibration. 2015 Judgment and Decision Making. 10 130-143
Patton, A.J. ; Timmermann, A. Properties of optimal forecasts under asymmetric loss and nonlinearity. 2007 Journal of Econometrics. 140 884-918
Pauwels, L.L. ; Radchenko, P. ; Vasnev, A.L. Higher moment constraints for predictive density combination. 2020 CAMA:
Pauwels, L.L. ; Vasnev, A.L. A note on the estimation of optimal weights for density forecast combinations. 2016 International Journal of Forecasting. 32 391-397
Pawlikowski, M. ; Chorowska, A. Weighted ensemble of statistical models. 2020 International Journal of Forecasting. 36 93-97
Petropoulos, F. ; Hyndman, R.J. ; Bergmeir, C. Exploring the sources of uncertainty: Why does bagging for time series forecasting work?. 2018 European Journal of Operational Research. 268 545-554
- Petropoulos, F. ; Kourentzes, N. ; Nikolopoulos, K. ; Siemsen, E. Judgmental selection of forecasting models. 2018 Journal of Operations Management. 60 34-46
Paper not yet in RePEc: Add citation now
- Petropoulos, F. ; Makridakis, S. ; Assimakopoulos, V. ; Nikolopoulos, K. ’Horses for Courses’ in demand forecasting. 2014 European Journal of Operational Research. 237 152-163
Paper not yet in RePEc: Add citation now
Petropoulos, F. ; Spiliotis, E. The wisdom of the data: Getting the most out of univariate time series forecasting. 2021 Forecasting. 3 478-497
Petropoulos, F. ; Svetunkov, I. A simple combination of univariate models. 2020 International Journal of Forecasting. 36 110-115
Poncela, P. ; Rodríguez, J. ; Sánchez-Mangas, R. ; Senra, E. Forecast combination through dimension reduction techniques. 2011 International Journal of Forecasting. 27 224-237
- Raftery, A.E. ; Gneiting, T. ; Balabdaoui, F. ; Polakowski, M. Using Bayesian model averaging to calibrate forecast ensembles. 2005 Monthly Weather Review. 133 1155-1174
Paper not yet in RePEc: Add citation now
- Raftery, A.E. ; Kárný, M. ; Ettler, P. Online prediction under model uncertainty via dynamic model averaging: Application to a cold rolling mill. 2010 Technometrics. 52 52-66
Paper not yet in RePEc: Add citation now
- Raftery, A.E. ; Madigan, D. ; Hoeting, J.A. Bayesian model averaging for linear regression models. 1997 Journal of the American Statistical Association. 92 179-191
Paper not yet in RePEc: Add citation now
Ranjan, R. ; Gneiting, T. Combining probability forecasts. 2010 Journal of the Royal Statistical Society. Series B. Statistical Methodology. 72 71-91
Rapach, D.E. ; Strauss, J.K. Forecasting US employment growth using forecast combining methods. 2008 Journal of Forecasting. 27 75-93
- Rasp, S. ; Lerch, S. Neural networks for postprocessing ensemble weather forecasts. 2018 Monthly Weather Review. 146 3885-3900
Paper not yet in RePEc: Add citation now
- Rasp, S. ; Thuerey, N. Data-driven medium-range weather prediction with a resnet pretrained on climate simulations: A new model for WeatherBench. 2021 Journal of Advances in Modeling Earth Systems. 13 -
Paper not yet in RePEc: Add citation now
- Ratcliff, R. Group reaction time distributions and an analysis of distribution statistics. 1979 Psychological Bulletin. 86 446-461
Paper not yet in RePEc: Add citation now
Rendon-Sanchez, J.F. ; De Menezes, L.M. Structural combination of seasonal exponential smoothing forecasts applied to load forecasting. 2019 European Journal of Operational Research. 275 916-924
- Ribeiro, G.T. ; Mariani, V.C. ; Coelho, L.d.S. Enhanced ensemble structures using wavelet neural networks applied to short-term load forecasting. 2019 Engineering Applications of Artificial Intelligence. 82 272-281
Paper not yet in RePEc: Add citation now
- Ribeiro, M.H.D.M. ; dos Santos Coelho, L. Ensemble approach based on bagging, boosting and stacking for short-term prediction in agribusiness time series. 2020 Applied Soft Computing. 86 -
Paper not yet in RePEc: Add citation now
- Rossi, B. Chapter 21 - advances in forecasting under instability. 2013 En : Elliott, G. ; Timmermann, A. Handbook of Economic Forecasting. Elsevier:
Paper not yet in RePEc: Add citation now
Rossi, B. Forecasting in the presence of instabilities: How we know whether models predict well and how to improve them. 2021 Journal of Economic Literature. 59 1135-1190
Satopää, V.A. ; Pemantle, R. ; Ungar, L.H. Modeling probability forecasts via information diversity. 2016 Journal of the American Statistical Association. 111 1623-1633
- Scher, S. Toward data-driven weather and climate forecasting: Approximating a simple general circulation model with deep learning. 2018 Geophysical Research Letters. 45 12,616-12,622
Paper not yet in RePEc: Add citation now
- Scher, S. ; Messori, G. Ensemble methods for neural network-based weather forecasts. 2021 Journal of Advances in Modeling Earth Systems. 13 -
Paper not yet in RePEc: Add citation now
- Scher, S. ; Messori, G. Predicting weather forecast uncertainty with machine learning. 2018 Quarterly Journal of the Royal Meteorological Society. 144 2830-2841
Paper not yet in RePEc: Add citation now
- Schwarz, G. Estimating the dimension of a model. 1978 The Annals of Statistics. 6 461-464
Paper not yet in RePEc: Add citation now
- Semenoglou, A.-A. ; Spiliotis, E. ; Makridakis, S. ; Assimakopoulos, V. Investigating the accuracy of cross-learning time series forecasting methods. 2020 International Journal of Forecasting. 37 1072-1084
Paper not yet in RePEc: Add citation now
- Shaub, D. Fast and accurate yearly time series forecasting with forecast combinations. 2019 International Journal of Forecasting. -
Paper not yet in RePEc: Add citation now
- Shi, S.M. ; Da Xu, L. ; Liu, B. Improving the accuracy of nonlinear combined forecasting using neural networks. 1999 Expert Systems with Applications. 16 49-54
Paper not yet in RePEc: Add citation now
Sloughter, J.M. ; Gneiting, T. ; Raftery, A.E. Probabilistic wind speed forecasting using ensembles and Bayesian model averaging. 2010 Journal of the American Statistical Association. 105 25-35
Smith, J. ; Wallis, K.F. A simple explanation of the forecast combination puzzle. 2009 Oxford Bulletin of Economics and Statistics. 71 331-355
- Smyl, S. ; Hua, N.G. Machine learning methods for GEFCom2017 probabilistic load orecasting. 2019 International Journal of Forecasting. 35 1424-1431
Paper not yet in RePEc: Add citation now
Steel, M.F. Model averaging and its use in economics. 2020 Journal of Economic Literature. 58 644-719
Stock, J.H. ; Watson, M.W. A Comparison of Linear and Nonlinear Univariate Models for Forecasting Macroeconomic Time Series. 1998 National Bureau of Economic Research:
Stock, J.H. ; Watson, M.W. Combination forecasts of output growth in a seven-country data set. 2004 Journal of Forecasting. 23 405-430
Stock, J.H. ; Watson, M.W. Forecasting inflation. 1999 Journal of Monetary Economics. 44 293-335
Stock, J.H. ; Watson, M.W. How did leading indicator forecasts perform during the 2001 recession?. 2003 FRB Richmond Economic Quarterly. 89 71-90
- Stone, M. The opinion pool. 1961 The Annals of Mathematical Statistics. 32 1339-1342
Paper not yet in RePEc: Add citation now
- Sugiura, N. Further analysts of the data by akaike’s information criterion and the finite corrections: Further analysts of the data by akaike’s. 1978 Communications in Statistics. Theory and Methods. -
Paper not yet in RePEc: Add citation now
- Surowiecki, J. The wisdom of crowds. 2005 Anchor:
Paper not yet in RePEc: Add citation now
Syntetos, A.A. ; Boylan, J.E. ; Disney, S.M. Forecasting for inventory planning: a 50-year review. 2009 Journal of the Operational Research Society. 60 S149-S160
- Taillardat, M. ; Fougères, A.-L. ; Naveau, P. ; Mestre, O. Forest-Based and semiparametric methods for the postprocessing of rainfall ensemble forecasting. 2019 Weather and Forecasting. 34 617-634
Paper not yet in RePEc: Add citation now
Talagala, T.S. ; Hyndman, R.J. ; Athanasopoulos, G. Meta-learning how to forecast time series. 2018 Monash Econometrics and Business Statistics Working Papers. 6 18-
- team, F.I.D.S. Kats. 2021 :
Paper not yet in RePEc: Add citation now
Terui, N. ; van Dijk, H.K. Combined forecasts from linear and nonlinear time series models. 2002 International Journal of Forecasting. 18 421-438
- Thomas, E.A.C. ; Ross, B.H. On appropriate procedures for combining probability distributions within the same family. 1980 Journal of Mathematical Psychology. 21 136-152
Paper not yet in RePEc: Add citation now
Thomson, M.E. ; Pollock, A.C. ; Önkal, D. ; Gönül, M.S. Combining forecasts: Performance and coherence. 2019 International Journal of Forecasting. 35 474-484
Thorey, J. ; Chaussin, C. ; Mallet, V. Ensemble forecast of photovoltaic power with online CRPS learning. 2018 International Journal of Forecasting. 34 762-773
- Thorey, J. ; Mallet, V. ; Baudin, P. Online learning with the continuous ranked probability score for ensemble forecasting. 2017 Quarterly Journal of the Royal Meteorological Society. 143 521-529
Paper not yet in RePEc: Add citation now
Timmermann, A. Forecast combinations. 2006 En : Elliott, G. ; Granger, C.W.J. ; Timmermann, A. Handbook of economic forecasting, vol. 1. Elsevier:
Trapero, J.R. ; Cardós, M. ; Kourentzes, N. Quantile forecast optimal combination to enhance safety stock estimation. 2019 International Journal of Forecasting. 35 239-250
- Turner, B.M. ; Steyvers, M. ; Merkle, E.C. ; Budescu, D.V. ; Wallsten, T.S. Forecast aggregation via recalibration. 2014 Machine Learning. 95 261-289
Paper not yet in RePEc: Add citation now
- Vincent, S.B. The functions of the vibrissae in the behavior of the white rat. 1912 Kessinger Publishing:
Paper not yet in RePEc: Add citation now
Wallis, K.F. Combining density and interval forecasts: A modest proposal. 2005 Oxford Bulletin of Economics and Statistics. 67 983-994
- Wang, X. ; Kang, Y. ; Hyndman, R.J. ; Li, F. Distributed ARIMA models for ultra-long time series. 2022 International Journal of Forecasting. -
Paper not yet in RePEc: Add citation now
- Wang, X. ; Kang, Y. ; Li, F. Another look at forecast trimming for combinations: robustness, accuracy and diversity. 2022 :
Paper not yet in RePEc: Add citation now
Wang, X. ; Kang, Y. ; Petropoulos, F. ; Li, F. The uncertainty estimation of feature-based forecast combinations. 2022 Journal of the Operational Research Society. 73 979-993
- Wang, X. ; Smith-Miles, K. ; Hyndman, R.J. Rule induction for forecasting method selection: Meta-learning the characteristics of univariate time series. 2009 Neurocomputing. 72 2581-2594
Paper not yet in RePEc: Add citation now
- Wang, Y. ; Zhang, N. ; Tan, Y. ; Hong, T. ; Kirschen, D.S. ; Kang, C. Combining probabilistic load forecasts. 2019 IEEE Transactions on Smart Grid. 10 3664-3674
Paper not yet in RePEc: Add citation now
- Weigel, A.P. ; Liniger, M.A. ; Appenzeller, C. Can multi-model combination really enhance the prediction skill of probabilistic ensemble forecasts?. 2008 Quarterly Journal of the Royal Meteorological Society. 134 241-260
Paper not yet in RePEc: Add citation now
- Weiss, C.E. ; Roetzer, G.R. ; Raviv, E. ForecastComb: Forecast combination methods. 2018 :
Paper not yet in RePEc: Add citation now
- West, M. Modelling agent forecast distributions. 1992 Journal of the Royal Statistical Society. Series B. Statistical Methodology. 54 553-567
Paper not yet in RePEc: Add citation now
- West, M. ; Crosse, J. Modelling probabilistic agent opinion. 1992 Journal of the Royal Statistical Society. Series B. Statistical Methodology. 54 285-299
Paper not yet in RePEc: Add citation now
Wickramasuriya, S.L. ; Athanasopoulos, G. ; Hyndman, R.J. Optimal forecast reconciliation for hierarchical and grouped time series through trace minimization. 2019 Journal of the American Statistical Association. 114 804-819
Wilson, K.J. An investigation of dependence in expert judgement studies with multiple experts. 2017 International Journal of Forecasting. 33 325-336
Winkler, R.L. Combining probability distributions from dependent information sources. 1981 Management Science. 27 479-488
Winkler, R.L. The consensus of subjective probability distributions. 1968 Management Science. 15 B-61–B–75
- Winkler, R.L. ; Makridakis, S. The combination of forecasts. 1983 Journal of the Royal Statistical Society: Series A (General). 146 150-157
Paper not yet in RePEc: Add citation now
- Wolpert, D.H. Stacked generalization. 1992 Neural Networks. 5 241-259
Paper not yet in RePEc: Add citation now
Wright, J.H. Bayesian model averaging and exchange rate forecasts. 2008 Journal of Econometrics. 146 329-341
Xie, J. ; Hong, T. GEFCom2014 probabilistic electric load forecasting: An integrated solution with forecast combination and residual simulation. 2016 International Journal of Forecasting. 32 1012-1016
- Yao, X. ; Islam, M.M. Evolving artificial neural network ensembles. 2008 IEEE Computational Intelligence Magazine. 3 31-42
Paper not yet in RePEc: Add citation now
- Yao, Y. ; Vehtari, A. ; Simpson, D. ; Gelman, A. Using stacking to average Bayesian predictive distributions (with discussion). 2018 Bayesian Analysis. 13 917-1007
Paper not yet in RePEc: Add citation now
- Zellner, A. Keep it sophisticatedly simple. 2001 En : Zellner, A. ; Keuzenkamp, H.A. ; McAleer, M. Simplicity, inference and modelling. Cambridge University Press: Cambridge
Paper not yet in RePEc: Add citation now
Zhang, S. ; Wang, Y. ; Zhang, Y. ; Wang, D. ; Zhang, N. Load probability density forecasting by transforming and combining quantile forecasts. 2020 Applied Energy. 277 -
- Zhao, S. ; Feng, Y. For2For: Learning to forecast from forecasts. 2020 :
Paper not yet in RePEc: Add citation now
- Zhou, Z.-H. Ensemble methods: foundations and algorithms. 2012 CRC Press:
Paper not yet in RePEc: Add citation now
- Zhou, Z.-H. ; Wu, J. ; Tang, W. Ensembling neural networks: Many could be better than all. 2002 Artificial Intelligence. 137 239-263
Paper not yet in RePEc: Add citation now
Zischke, R. ; Martin, G.M. ; Frazier, D.T. ; Poskitt, D. The impact of sampling variability on estimated combinations of distributional forecasts. 2022 :