EBMAforecast (Q93765)
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Estimate Ensemble Bayesian Model Averaging Forecasts using Gibbs Sampling or EM-Algorithms
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | EBMAforecast |
Estimate Ensemble Bayesian Model Averaging Forecasts using Gibbs Sampling or EM-Algorithms |
Statements
10 November 2023
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Create forecasts from multiple predictions using ensemble Bayesian model averaging (EBMA). EBMA models can be estimated using an expectation maximization (EM) algorithm or as fully Bayesian models via Gibbs sampling. The methods in this package are Montgomery, Hollenbach, and Ward (2015) <doi:10.1016/j.ijforecast.2014.08.001> and Montgomery, Hollenbach, and Ward (2012) <doi:10.1093/pan/mps002>.
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expanded from: GPL (≥ 2) (English)
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