Journal ArticleDOI
The combination of forecasts
J. M. Bates,Clive W. J. Granger +1 more
- pp 391-410
TLDR
In this paper, two separate sets of forecasts of airline passenger data have been combined to form a composite set of forecasts, and different methods of deriving these weights have been examined.Abstract:
Two 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.read more
Citations
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Book ChapterDOI
Time Series Analysis
TL;DR: This paper provides a concise overview of time series analysis in the time and frequency domains with lots of references for further reading.
Journal ArticleDOI
Time series forecasting using a hybrid ARIMA and neural network model
TL;DR: Experimental results with real data sets indicate that the combined model can be an effective way to improve forecasting accuracy achieved by either of the models used separately.
Journal ArticleDOI
A fast and flexible statistical model for large-scale population genotype data: applications to inferring missing genotypes and haplotypic phase.
Paul Scheet,Matthew Stephens +1 more
TL;DR: A statistical model based on the idea that, over short regions, haplotypes in a population tend to cluster into groups of similar haplotypes that allows cluster memberships to change continuously along the chromosome according to a hidden Markov model to capture the fact that recombination tends to be local in nature.
Journal ArticleDOI
The accuracy of extrapolation (time series) methods: Results of a forecasting competition
Spyros Makridakis,A. Andersen,A. Andersen,R. Carbone,Robert Fildes,Robert Fildes,Michèle Hibon,R. Lewandowski,J. Newton,E. Parzen,Robert L. Winkler +10 more
TL;DR: The results of a forecasting competition are presented to provide empirical evidence about differences found to exist among the various extrapolative (time series) methods used in the competition.
Journal ArticleDOI
25 years of time series forecasting
Jan G. De Gooijer,Rob J. Hyndman +1 more
TL;DR: A review of the past 25 years of research into time series forecasting can be found in this paper, where the authors highlight results published in journals managed by the International Institute of Forecasters.
References
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Journal ArticleDOI
The Precision of National Income Estimates
Book ChapterDOI
Some Statistical Aspects of Adaptive Optimization and Control
TL;DR: In this article, the authors focus on the problem of predicting the best adjustments to be applied to a set of independent variables in a response function, such as the concentration of consecutive batches of a product, to keep the product close to a specified target value.
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