Sequential aggregation of heterogeneous experts for PM10 forecasting

Numerical results on recent data from April 2013 until March 2015, on the whole network of fifteen monitoring stations, illustrate and compare some various methods of aggregation. The obtained results show that such a strategy clearly improves the performances of the best expert both in terms of prediction errors and in terms of alerts. What is more, it reaches, for the non-convex weighting strategy, the “unbiasedness” of observed-forecasted scatterplot, extremely difficult to obtain.