Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
13462537 | International Journal of Forecasting | 2020 | 4 Pages |
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
Amir F. Atiya,