Article ID Journal Published Year Pages File Type
13462537 International Journal of Forecasting 2020 4 Pages PDF
Abstract
Forecast combinations were big winners in the M4 competition. This note reflects on and analyzes the reasons for the success of forecast combination. We illustrate graphically how and in what cases forecast combinations produce good results. We also study the effects of forecast combination on the bias and the variance of the forecast.
Related Topics
Social Sciences and Humanities Business, Management and Accounting Business and International Management
Authors
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